规划问题fmincon报错显示Aeq must have 4 column(s),求解答。
4 views (last 30 days)
Show older comments
OrgR=importdata('股票和期货收益率.txt');
ER=mean(OrgR)
EV=cov(OrgR);
A=[-ER(1) -ER(2) -ER(3) -ER(4) -ER(5)];
b=0;
Aeq=[1.0 1.0 1.0 1.0 1.0];
Beq=1;
lb=[0;0;0;0;0];
ub=[1;1;1;1;1];
xmv0=[0.2;0.2;0.2:0.2;0.2];
options = optimset('largescale','off','MaxFunEvals',1000000,'MaxIte',1000000,'TolX',1e-4);
[xmv,fvalmv] = fmincon(@myf43,xmv0,A,b,Aeq,Beq,lb,ub,[],options);
另一个M文件:
function f=myf43(xmv)
f=0;
global EV;
for i=1:5
for k=1:5
f=f+EV(i,k)*xmv(i)*xmv(k);
end
end
end
报错:
错误使用 fmincon (line 281)
Aeq must have 4 column(s).
出错 mv43 (line 14)
[xmv,fvalmv] = fmincon(@myf43,xmv0,A,b,Aeq,Beq,lb,ub,[],options);
求大神解答,不胜感激!!!!
0 Comments
Answers (0)
See Also
Categories
Find more on 非线性方程组 in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!