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[Help Wanted] Combining stage 2 and 3, trouble with optimization problem

Open chusloj opened this issue 4 years ago • 1 comments

In my branch stage_2+3, I've been trying to combine stages 2 and 3 of the optimization process for PUF weights. I've expanded the variable for interest income (INTS) to 12 new variables, each of them pertaining to the 12 income bins specified in the SOI update instructions. . Running stage1_just_INT.py from my branch to produce Stage 2 targets based on these new variables and then running stage2.py, I get the following error from Julia's JuMP solver:

Screen Shot 2021-01-27 at 10 55 30 AM

A similar error was thrown by the CVXOPT optimization package used previously for Stage 2. CVXOPT's error said the coefficient matrix produced in dataprep.py (I use dataprep_INT.py in my branch) does not have full rank.

I'm trying to identify why the optimization problem is infeasible, and I've had no luck so far.

chusloj avatar Jan 27 '21 16:01 chusloj