Failure in initial user-supplied objective function evaluation. FMINCON cannot continue.

3 vues (au cours des 30 derniers jours)
Rukhsaar Mohamudbuccus
Rukhsaar Mohamudbuccus le 19 Jan 2016
Commenté : Torsten le 21 Jan 2016
Kindly advise on the error I am getting. I am trying to run the fmincon code for my portfolio optimisation but unable to do so. Please tell me how to get the distribution of my portfolio as well. Thanks
% column vector for initial weight w3 = fmincon(@(w)compute_pvar (w, C_is *252) , w0 , [] , [] , Aeq , beq , [] , [] , [] , options); pvar = compute_pvar (w3 , C_is *252) ; fprintf ('The minimum portfolio variance is %.4f.\n', sqrt ( pvar )) ;
  1 commentaire
Torsten
Torsten le 21 Jan 2016
How should we be able to answer your question without seeing your function "compute_pvar" ?
Best wishes
Torsten.

Connectez-vous pour commenter.

Connectez-vous pour répondre à cette question.

Réponses (0)

Catégories

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

Tags

Community Treasure Hunt

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

Start Hunting!

Translated by