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tranlsate a matriciel expression in matlab language
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I have the following equation, wich can be writted in matrciel form as :
R= w'C + w'βRm where Rm is a scalar, w C and β are column vector of n elements, this may be expressed as
R= wici + βiRm equation 1
The second equation can be expressed in matriciel form as:
S= w’Σw equation 2 where Σ is (n,n) matrix
and i have a constraint equation 3
I would like to write equations 1, 2 and 3 in matlab expression, i request help for that.
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Torsten
el 28 de Nov. de 2018
Editada: Torsten
el 28 de Nov. de 2018
R = w.'*C + Rm*w.'*beta;
S = w.'*Sigma*w;
eqn3 = sum(w)-1.0;
2 comentarios
Torsten
el 28 de Nov. de 2018
I don't understand what you mean.
obj=@(w) w.'*Sigma*w + w.'*C + Rm*w.'*beta
works. e.g. to define the objective function if Sigma, C, Rm and beta are defined beforehand.
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