Error when trying to add new objective

[otonoco]

Hello,

I notice the following error when trying to use a customised objective:

`CVXPY note: This failure was encountered while trying to certify
that a matrix is positive semi-definite (see [1] for a definition).
In rare cases, this method fails for numerical reasons even when the matrix is
positive semi-definite. If you know that you're in that situation, you can
replace the matrix A by cvxpy.psd_wrap(A).

    [1] https://en.wikipedia.org/wiki/Definite_matrix`

Specifically, here's the customised objective I'm trying to add:

weighted_sigma = w @ sigmas risk = cvxpy.sqrt(cvxpy.quad_form(w, cov_matrix)) target = -weighted_sigma / risk return objective_functions._objective_value(w, target)

I notice that this error appeared even I'm copy + pasting the quadratic_utility code into this function. I'm wondering if I missed anything here.

Best,