fmincon:Supplied objective function must return a scalar value.

%constraints c and ceq
for h=linspace(h_min,h_max,69);
    x=zeros(N,1);
c=h-x(1)'*D*x(2);
end
function [c,ceq]= contr (x)
ceq=[];
c=c;
end
%function to optimize
[T,N]=size(RR)

629 69

f=@(x)x(1)'*sigma*x(2);
nonlcon=@contr;
Aeq=ones(1,N);
beq=1;
l_b=[];
u_b=[];
x0=ones(N,1);
A=[];
b=[];
sigma_2rao = zeros(1,length(h)); 
sigma_2rao(1)=var_min;
x_rao=zeros(N,length(h));
for h=linspace(h_min,h_max,69)
[x_rao(:,h),sigma_2rao(h)] = fmincon(f,x0,A,b,Aeq,beq,l_b,u_b,nonlcon);
end

[Walter Roberson]

You do not tell us anything about the size of the sigma that is being used in f

You are repeating the same fmincon every iteration of the for loop.

The c you use inside of contr does not appear to be connected to the c you assign in the code at the top. Also, if you were trying to use nested functions with shared variables, then because c is an output variable for contr then inside the function, c would only refer to the output variable, not to any shared variable.

[Ylenia Placella]

size(sigma)

69 69

N=69

%the problem to optimize is:

min x'*sigma*x

s.t h-x'*D*x ≤ 0

0 ≤x ≤1

%with

h_min=0.639064969481681

h_max=0.968289685083315

h=linspace(h_min,h_max,69)

So for each h, it should be a couple of x. so x_rao will be a matrix 69x69?

[Walter Roberson]

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

x0 = ones(1,N);

[Ylenia Placella]

I changed the codes like you said.

Now I have this error:

Unrecognized function or variable 'contr'.

Error in fmincon (line 649)

[ctmp,ceqtmp] =

feval(confcn{3},X,varargin{:});

Error in funzionerao_14 (line 15)

[x_rao(:,h),sigma_2rao(h)] =

fmincon(f,x0,A,b,Aeq,beq,l_b,u_b,nonlcon);