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Published 20 hours ago • verified publisher icon cvxgrp

upgrade cvxpy to latest stable 1.0, represent constraint object as a list of constraint expression in cvxpy's sense

Open taoluo opened this issue 6 years ago • 2 comments

Hello, Here are my two cents on cvxportfolio's constraint class: Some real world constraints are complex, Hence can not be represented as a single math expression form. Instead, we should use a collection of constraints to express those complex constraints.

Another change I've made is upgrading the dependent cvxpy to latest 1.0 version.

This PR has past unit tests on my machine, Hope you guys like it.

taoluo avatar May 07 '18 03:05 taoluo

Hi! Your point on constraints as iterators of cvxpy expressions is valid. I'll merge this (I need more time to review the cvxpy 1.0 transition). Thanks.

ghost avatar Jun 20 '18 19:06 ghost

Glad to know it's helpful.

taoluo avatar Jun 21 '18 15:06 taoluo

Hi, I'm closing this since it's too old to merge. I also suspect combinations of constraints can be expressed as multiple derived class of BaseConstraint and it's not a high priority issue to change that aspect of the internals. As the library matures and we add more functionalities to BaseConstraint this might become relevant again and we may go and fix that.

enzbus avatar Apr 11 '23 11:04 enzbus