如何计算cvxpy中两个变量的乘积

Question

我想了解如何在cvxpy中实现优化问题

假设我有两个多维变量x，y，形状为5。我几乎没有关于它们的乘积或和的约束，我不能真正地描述这个问题，因为我一直得到dcp错误

我试图实现这一点

x = cp.Variable(5)
y = cp.Variable(5)

constraints = []
for q in x:
    constraints.append(q <= VALUE_1)
    constraints.append(q >= VALUE_2)
total = 0
for i in range(5):
    total +=x[i]*y[i]
constraints.append(total== VALUE_SUM)

objectives = cp.Minimize(total/cp.sum(x))

problem = cp.Problem(objective=objectives,
                 constraints=constraints)

problem.solve(solver = cp.GLPK)