CVXR to CVXPY results in infeasible

When converting the existing example of FMMC from the cvxr page here to cvxpy, the python version results in “Infeasible” for the same graphs in the page. What am I doing differently?

``````def fmmc_weights(A):
n, m = np.shape(A)
I = np.eye(n)
J = I - (1/n) * np.ones((n, n))
s = cp.Variable()
w = cp.Variable(m)
L = cp.Variable((n, n), symmetric=True)
constraints = [w >= 0,
cp.diag(L) <= 1,
L == A @ cp.diag(w) @ A.T,
J - L <= s * I,
J - L >= -s * I]
prob = cp.Problem(cp.Minimize(s), constraints)
prob.solve(verbose=True)
print(f'status: {prob.status}')
if prob.status not in ["infeasible", "unbounded"]:
# Otherwise, problem.value is inf or -inf, respectively.
print("Optimal value: %s" % prob.value)
for variable in prob.variables():
print("Variable %s: value %s" % (variable.name(), variable.value))
return w.value, prob.value
``````

Example:

``````E = np.array([[1, 0, 0, 0, -1, 0],
[0, 0, 0, -1, 1, 1],
[-1, 1, 0, 0, 0, -1],
[0, 0, -1, 1, 0, 0],
[0, -1, 1, 0, 0, 0]])
``````

results in:

``````===============================================================================
CVXPY
v1.2.1
===============================================================================
(CVXPY) Jun 28 10:04:51 PM: Your problem has 32 variables, 5 constraints, and 0 parameters.
(CVXPY) Jun 28 10:04:51 PM: It is compliant with the following grammars: DCP, DQCP
(CVXPY) Jun 28 10:04:51 PM: (If you need to solve this problem multiple times, but with different data, consider using parameters.)
(CVXPY) Jun 28 10:04:51 PM: CVXPY will first compile your problem; then, it will invoke a numerical solver to obtain a solution.
-------------------------------------------------------------------------------
Compilation
-------------------------------------------------------------------------------
(CVXPY) Jun 28 10:04:51 PM: Compiling problem (target solver=ECOS).
(CVXPY) Jun 28 10:04:51 PM: Reduction chain: Dcp2Cone -> CvxAttr2Constr -> ConeMatrixStuffing -> ECOS
(CVXPY) Jun 28 10:04:51 PM: Applying reduction Dcp2Cone
(CVXPY) Jun 28 10:04:51 PM: Applying reduction CvxAttr2Constr
(CVXPY) Jun 28 10:04:51 PM: Applying reduction ConeMatrixStuffing
(CVXPY) Jun 28 10:04:51 PM: Applying reduction ECOS
(CVXPY) Jun 28 10:04:51 PM: Finished problem compilation (took 7.281e-02 seconds).
-------------------------------------------------------------------------------
Numerical solver
-------------------------------------------------------------------------------
(CVXPY) Jun 28 10:04:51 PM: Invoking solver ECOS  to obtain a solution.
-------------------------------------------------------------------------------
Summary
-------------------------------------------------------------------------------
(CVXPY) Jun 28 10:04:51 PM: Problem status: infeasible
(CVXPY) Jun 28 10:04:51 PM: Optimal value: inf
(CVXPY) Jun 28 10:04:51 PM: Compilation took 7.281e-02 seconds
(CVXPY) Jun 28 10:04:51 PM: Solver (including time spent in interface) took 3.424e-03 seconds
status: infeasible``````

This forum is not a cvxpy forum. Check out cvxpy.org for the appropriate forum.