markowitz.optimizer.exceptions

markowitz.optimizer.exceptions

Typed exception hierarchy used by the numerical optimizer.

All errors raised from :mod:markowitz.optimizer descend from :class:OptimizationError so that callers can use a single broad except clause when they merely want to detect that "the solver failed", while still having the option to discriminate between fundamentally different failure modes (infeasibility, unboundedness, numerical breakdown, solver crash).

The carriers (solver_status, solver_message, constraints_violated) are attached as plain attributes -- not as constructor positional arguments -- so that the exception message itself stays compact and the full diagnostic payload remains programmatically accessible.

InfeasibleError(message: str, *, solver_status: str | None = None, solver_message: str | None = None, constraints_violated: list[str] | None = None)

Bases: OptimizationError

Raised when the feasible region is empty.

Either the solver returned infeasible / infeasible_inaccurate, or an upfront sanity check (e.g. max(mu) <= rf for max-Sharpe) detected that no admissible portfolio exists.

Source code in src/markowitz/optimizer/exceptions.py

def __init__(
    self,
    message: str,
    *,
    solver_status: str | None = None,
    solver_message: str | None = None,
    constraints_violated: list[str] | None = None,
) -> None:
    super().__init__(message)
    self.solver_status = solver_status
    self.solver_message = solver_message
    self.constraints_violated = constraints_violated

NumericalError(message: str, *, solver_status: str | None = None, solver_message: str | None = None, constraints_violated: list[str] | None = None)

Bases: OptimizationError

Raised when a derived numerical operation cannot proceed.

Used for cases where the solver itself succeeded but a downstream arithmetic step is undefined -- e.g. attempting the Cornuejols--Tutuncu back-transform when sum(y) is effectively zero.

Source code in src/markowitz/optimizer/exceptions.py

def __init__(
    self,
    message: str,
    *,
    solver_status: str | None = None,
    solver_message: str | None = None,
    constraints_violated: list[str] | None = None,
) -> None:
    super().__init__(message)
    self.solver_status = solver_status
    self.solver_message = solver_message
    self.constraints_violated = constraints_violated

OptimizationError(message: str, *, solver_status: str | None = None, solver_message: str | None = None, constraints_violated: list[str] | None = None)

Bases: Exception

Base class for any failure originating in the optimizer layer.

Parameters:

Name	Type	Description	Default
message	str	Human-readable description of what went wrong.	required
solver_status	str | None	The raw status string returned by the underlying solver (e.g. "infeasible", "unbounded", "solver_error"). May be None when the error is raised before any solver was invoked (e.g. by an upfront feasibility check).	None
solver_message	str | None	Free-form additional message produced by the solver, when available.	None
constraints_violated	list[str] | None	Names of the constraints that the post-solve verification step flagged as violated, when the error was raised after a solve.	None

Source code in src/markowitz/optimizer/exceptions.py

def __init__(
    self,
    message: str,
    *,
    solver_status: str | None = None,
    solver_message: str | None = None,
    constraints_violated: list[str] | None = None,
) -> None:
    super().__init__(message)
    self.solver_status = solver_status
    self.solver_message = solver_message
    self.constraints_violated = constraints_violated

SolverError(message: str, *, solver_status: str | None = None, solver_message: str | None = None, constraints_violated: list[str] | None = None)

Bases: OptimizationError

Raised when the solver fails for a reason other than (in)feasibility.

Examples include solver-internal numerical breakdowns, license errors, or a status string the optimizer does not recognise.

Source code in src/markowitz/optimizer/exceptions.py

def __init__(
    self,
    message: str,
    *,
    solver_status: str | None = None,
    solver_message: str | None = None,
    constraints_violated: list[str] | None = None,
) -> None:
    super().__init__(message)
    self.solver_status = solver_status
    self.solver_message = solver_message
    self.constraints_violated = constraints_violated

UnboundedError(message: str, *, solver_status: str | None = None, solver_message: str | None = None, constraints_violated: list[str] | None = None)

Bases: OptimizationError

Raised when the solver reports the objective is unbounded.

This typically signals a missing leverage / box constraint on a problem that permits arbitrarily large weights.

Source code in src/markowitz/optimizer/exceptions.py

def __init__(
    self,
    message: str,
    *,
    solver_status: str | None = None,
    solver_message: str | None = None,
    constraints_violated: list[str] | None = None,
) -> None:
    super().__init__(message)
    self.solver_status = solver_status
    self.solver_message = solver_message
    self.constraints_violated = constraints_violated