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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) opt.solve(solver=self.solver, verbose=True)
else: else:
opt.solve() opt.solve()
except (TypeError, cp.DCPError): except (TypeError, cp.DCPError) as e:
raise exceptions.OptimizationError raise exceptions.OptimizationError from e
if opt.status != "optimal": if opt.status != "optimal":
raise exceptions.OptimizationError raise exceptions.OptimizationError
self.weights = self._w.value.round(16) + 0.0 # +0.0 removes signed zero self.weights = self._w.value.round(16) + 0.0 # +0.0 removes signed zero

8
pypfopt/exceptions.py
View File

@@ -3,7 +3,6 @@ The ``exceptions`` module houses custom exceptions. Currently implemented:
- OptimizationError - OptimizationError
""" """
import traceback
class OptimizationError(Exception): class OptimizationError(Exception):
@@ -16,9 +15,4 @@ class OptimizationError(Exception):
default_message = ( default_message = (
"Please check your objectives/constraints or use a different solver." "Please check your objectives/constraints or use a different solver."
) )
super().__init__(default_message, *args, **kwargs)
if not (args or kwargs):
args = (default_message,)
super().__init__(*args, **kwargs)
traceback.print_exc()