how to make vector sum to one?

4 Ansichten (letzte 30 Tage)

Sameer am 30 Mai 2014

Bearbeitet: George Papazafeiropoulos am 30 Mai 2014

I'm using fmincon to minimize the varience of a portfolio. As such, how would I be able to use TWO linear equality constraints?

Moreover, how would I be able to set the sum of W(which is currently a NX1 vector) to 1.00?

I'm reading something where it says to use w'and a bold 1 to equal 1.00.

please help thanks.

George Papazafeiropoulos am 30 Mai 2014

Bearbeitet: George Papazafeiropoulos am 30 Mai 2014

W'*ones(N,1)=1

MATLAB Language Fundamentals Data Types Numeric Types Logical

Mehr zu Logical finden Sie in Help Center und File Exchange

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

Translated by