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Expose cvxpy DCP trace in case of error (#173)

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robertmartin8
2020-08-29 14:17:56 +08:00
parent 86a1d38c92
commit 70221eb031
2 changed files with 3 additions and 9 deletions
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4
pypfopt/base_optimizer.py
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@@ -215,8 +215,8 @@ class BaseConvexOptimizer(BaseOptimizer):
opt.solve(solver=self.solver, verbose=True)
else:
opt.solve()
except (TypeError, cp.DCPError):
raise exceptions.OptimizationError
except (TypeError, cp.DCPError) as e:
raise exceptions.OptimizationError from e
if opt.status != "optimal":
raise exceptions.OptimizationError
self.weights = self._w.value.round(16) + 0.0 # +0.0 removes signed zero