规划问题fmincon报错显示Aeq must have 4 column(s),求解答。
    3 Ansichten (letzte 30 Tage)
  
       Ältere Kommentare anzeigen
    
OrgR=importdata('股票和期货收益率.txt');
ER=mean(OrgR)
EV=cov(OrgR);
A=[-ER(1) -ER(2) -ER(3) -ER(4)  -ER(5)];
b=0;
Aeq=[1.0 1.0 1.0 1.0 1.0];
Beq=1;
lb=[0;0;0;0;0];
ub=[1;1;1;1;1];
xmv0=[0.2;0.2;0.2:0.2;0.2];
options = optimset('largescale','off','MaxFunEvals',1000000,'MaxIte',1000000,'TolX',1e-4);
[xmv,fvalmv] = fmincon(@myf43,xmv0,A,b,Aeq,Beq,lb,ub,[],options);
另一个M文件:
function f=myf43(xmv)
f=0;
global EV;
for i=1:5
    for k=1:5
        f=f+EV(i,k)*xmv(i)*xmv(k);
    end
end
end
报错:
错误使用 fmincon (line 281)
Aeq must have 4 column(s).
出错 mv43 (line 14)
[xmv,fvalmv] = fmincon(@myf43,xmv0,A,b,Aeq,Beq,lb,ub,[],options);
求大神解答,不胜感激!!!!
0 Kommentare
Antworten (0)
Siehe auch
Kategorien
				Mehr zu Simulation, Tuning, and Visualization finden Sie in Help Center und File Exchange
			
	Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!