Effacer les filtres
Effacer les filtres

Linear Constrained optimization help

1 vue (au cours des 30 derniers jours)
Sameer
Sameer le 19 Mai 2014
Commenté : Star Strider le 19 Mai 2014
function [ h ] = LinConOp( x )
x0 = [-1,1];
lb = swtMinWt1;
ub = swtMaxWt1;
Aeq = swt_Aeq;
beq = swt_beq;
A = swt_A;
b = swt_b;
[x,fval] = fmincon('objfun',x0,A,b,Aeq,beq,lb,ub);
end
it shows errors for the x's and the fval. what am i doing wrong here?
  1 commentaire
Star Strider
Star Strider le 19 Mai 2014
You’re passing x as an argument to LinConOp and aren’t assigning h so your function isn’t returning anything.
I suspect the fval error results from fmincon not knowing what objfun is. It’s not in the LinConOp function workspace.

Connectez-vous pour commenter.

Réponses (1)

Alan Weiss
Alan Weiss le 19 Mai 2014
Modifié(e) : Alan Weiss le 19 Mai 2014
I do not understand why you have all these calls in a function (LinConOp). The function does not see the parameters that are (presumably) in your MATLAB workspace.
Can you try to just run your commands at the MATLAB command line, not inside a function?
Alan Weiss
MATLAB mathematical toolbox documentation

Catégories

En savoir plus sur Portfolio Optimization and Asset Allocation dans Help Center et File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by