Please see PORTOPTGADS, by following link 'Published m-files' below.
PS. The cool picture is a visualization of Rastrigin's function, taken from Genetic Algorithm and Direct Search Toolbox documentation.
Dimitri Shvorob (2024). Mean-variance portfolio optimization using GA and PATTERNSEARCH (https://www.mathworks.com/matlabcentral/fileexchange/16884-mean-variance-portfolio-optimization-using-ga-and-patternsearch), MATLAB Central File Exchange. Retrieved .
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