Updated to use from_docplex_mp in the applications of qiskit finance

qiskit_finance/applications/optimization/portfolio_diversification.py

@@ -19,6 +19,7 @@
 from qiskit_optimization.algorithms import OptimizationResult
 from qiskit_optimization.applications import OptimizationApplication
 from qiskit_optimization.problems import QuadraticProgram
+from qiskit_optimization.translators import from_docplex_mp
 
 
 class PortfolioDiversification(OptimizationApplication):
@@ -69,8 +70,7 @@ def to_quadratic_program(self) -> QuadraticProgram:
         for i in range(self._num_assets):
             for j in range(self._num_assets):
                 mdl.add_constraint(x[(i, j)] <= y[j])
-        op = QuadraticProgram()
-        op.from_docplex(mdl)
+        op = from_docplex_mp(mdl)
         return op
 
     def interpret(self, result: Union[OptimizationResult, np.ndarray]) -> List[int]:

qiskit_finance/applications/optimization/portfolio_optimization.py

@@ -19,6 +19,7 @@
 from qiskit_optimization.algorithms import OptimizationResult
 from qiskit_optimization.applications import OptimizationApplication
 from qiskit_optimization.problems import QuadraticProgram
+from qiskit_optimization.translators import from_docplex_mp
 from qiskit_finance.exceptions import QiskitFinanceError
 
 
@@ -77,8 +78,7 @@ def to_quadratic_program(self) -> QuadraticProgram:
         linear = np.dot(self._expected_returns, x)
         mdl.minimize(self._risk_factor * quad - linear)
         mdl.add_constraint(mdl.sum(x[i] for i in range(num_assets)) == self._budget)
-        op = QuadraticProgram()
-        op.from_docplex(mdl)
+        op = from_docplex_mp(mdl)
         return op
 
     def portfolio_expected_value(self, result: Union[OptimizationResult, np.ndarray]) -> float:

qiskit_finance/circuit/library/probability_distributions/lognormal.py

@@ -113,7 +113,7 @@ def __init__(
             mu = 0 if dim == 1 else [0] * dim
 
         if sigma is None:
-            sigma = 1 if dim == 1 else np.eye(dim)
+            sigma = 1 if dim == 1 else np.eye(dim)  # type: ignore[assignment]
 
         if bounds is None:
             bounds = (0, 1) if dim == 1 else [(0, 1)] * dim

qiskit_finance/circuit/library/probability_distributions/normal.py

@@ -160,7 +160,7 @@ def __init__(
             mu = 0 if dim == 1 else [0] * dim
 
         if sigma is None:
-            sigma = 1 if dim == 1 else np.eye(dim)
+            sigma = 1 if dim == 1 else np.eye(dim)  # type: ignore[assignment]
 
         if bounds is None:
             bounds = (-1, 1) if dim == 1 else [(-1, 1)] * dim

requirements.txt

@@ -1,5 +1,5 @@
 qiskit-terra>=0.17.0
-qiskit-optimization
+qiskit-optimization>=0.2.0
 scipy>=1.4
 numpy>=1.17
 psutil>=5