Markowitz matlabe code problem
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I have a problem with QUADPROG, who can help with this. Below is code, when i run code have same error (Error using quadprog (line 144) QUADPROG requires the following inputs to be of data type double: 'X0'.).
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Walter Roberson
el 14 de Sept. de 2018
You have
quadprog(P1Cov,c,Aineq,-r(i),beq,lb,ub,x0,options)
the syntax with 9 parameters is
quadprog(H,f,A,b,Aeq,beq,LB,UB,X0)
Matching, we see that you are passing in:
- P1Cov for the H parameter
- c for the f parameter
- Aineq for the A parameter
- -r(i) for the b parameter
- beq for the Aeq parameter -- that does not look right
- lb for the beq parameter -- that does not look right
- ub for the LB parameter -- that does not look right
- x0 for the UB parameter -- that does not look right
- options for the X0 parameter -- that does not look right, and is triggering the error message
It looks to me as if you have failed to pass the Aeq parameter.
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