Constraints problem using fmincon
1 visualización (últimos 30 días)
Mostrar comentarios más antiguos
%Matrix 150 by 7
dataN=[A2 B2 C2 D E2 F2 G];
V=cov(dataN);
X=ones(7,1);
R=mean(dataN,1)';
lb=repmat(0,size(X));
ub=repmat(0.4,size(X));
Aeq=ones(1,7);
beq=1;
x0=ones(7,1)/7;
options = optimoptions(@fmincon,'Algorithm','interior-point')
[X,fval] = fmincon(@(X)-mean(X'*R),x0,[],[],Aeq,beq,lb,ub,@mycon,options)
function [c,ceq] = mycon(X)
global V
global X
c=0;
ceq=X'*V*X-1
end
My problem is my code does not respect my constraint ceq, any idea?
Thank you
2 comentarios
Alan Weiss
el 7 de Abr. de 2014
Editada: Alan Weiss
el 7 de Abr. de 2014
It would be much easier to read your question if you would format it using the { }Code button.
And you will probably be happier overall if you get rid of global variables and use another method to pass extra parameters.
Alan Weiss
MATLAB mathematical toolbox documentation
Respuestas (0)
Ver también
Categorías
Más información sobre Solver Outputs and Iterative Display en Help Center y File Exchange.
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!