ValueError: Objective function must return a scalar

Question

I am using SciPy to minimize the variance:

port_returns=[]
port_variance=[]
for p in range(4000):
    weights = np.random.random(5)
    weights /=np.sum(weights)
    port_returns.append(np.sum(returns.mean()*245*weights))
    port_variance.append(np.sqrt(np.dot(weights.T, np.dot(returns.cov()*245, weights))))

def min_variance(weights):
    return np.array(port_variance)

cons = {'type':'eq', 'fun':lambda x: np.sum(x)-1}    
bnds = tuple((0,1) for x in range(245))
optv = sco.minimize(min_variance, 245*[1.0/245,], method='SLSQP', 
                    bounds=bnds, constraints=cons)

I tried to run this function but got the error below:

File "D:\Python27\lib\site-packages\scipy\optimize\_minimize.py", line 458, in minimize
  constraints, callback=callback, **options)    
File "D:\Python27\lib\site-packages\scipy\optimize\slsqp.py", line 370, in _minimize_slsqp
  raise ValueError("Objective function must return a scalar")    
ValueError: Objective function must return a scalar

How can I return a scalar value?

Answer 1

upgrade scipy to v1.0. It was a bug in 0.19