<stopping criteria details> Unable to perform assignment because the size of the left side is 1-by-1 and the size of the right side is 1-by-69.

I have to solve this problem.

min x*sigma*x

with

h=linspace(h_min,h_max,50)

D is a matrix 69x69

number variables 69

%constraints ceq and c

% for each h I have a vector of x, haven't it?

function[c,ceq]= nlcon (x)

load workspace17Rao.mat

n=length(D);

x=zeros(1,n);

h=linspace(h_min,h_max,50);

for i=1:length(h)

c(i)=h(i)-(x*D*x')

ceq=[];

end

end

%fmincon

close all; clear all; clc;

load workspace17Rao.mat

x=zeros(length(h),n);

h_min=0.639064969481681;

h_max=0.968289685083315;

h=linspace(h_min,h_max,50);

for i=1:length(h)

x=zeros(length(h),n)

fun=@(x) x*sigma*x';

x0_rao=zeros(i,n);

A_rao=[];

b_rao=[];

Aeq_rao=ones(i,n);

beq_rao=1;

risk_rao = zeros(i,n);

risk_rao(1) = var_min;

constr=@nlcon;

options = optimoptions('fmincon','Display','iter','Algorithm','sqp');

[x(i,n), risk_rao(i)]=fmincon(fun,x0_rao,A_rao,b_rao,Aeq_rao,beq_rao,[],[],constr,options);

end

Answer 1

[Vimal Rathod]

Hi,

It is not clear in which line the error occurs, It seems like the left and right values don't have matching dimensions so if you could debug that by checking the value at that line.

Refer to the following link to know more about how to debug using breakpoints in MATLAB

https://www.mathworks.com/help/matlab/matlab_prog/debugging-process-and-features.html