“对象不是DCP”错误。我该怎么办？

Question

“对象不是DCP”错误。我该怎么办

下面是我的代码

from mlfinlab.portfolio_optimization.mean_variance import MeanVarianceOptimisation
 
S0_arr01_df = pd.DataFrame(S0_arr01)
S0_arr01_df.rename(
     columns={0: "DV EQ", 1: "EM EQ", 2: "KOR EQ", 3: "GLOBAL IG", 4: "GLOBAL HY", 5: "KOR BOND", 6: "Deposit"},
     inplace=True)

mu_df = mu.to_frame()
 
MVO = MeanVarianceOptimisation()

MVO.allocate(covariance_matrix=S0_arr01_df, expected_asset_returns=mu_df, solution='max_diversification')

DCPError: Problem does not follow DCP rules. Specifically: The objective is not DCP. Its following subexpressions are not: QuadForm(var134, [[nan nan nan nan nan nan nan]