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I want to use the optimizaztion to optimize a function if form
f = w(1)*a+w(2)*b+w(3)*c;
where w(1), w(2), w(3) are variable and a.b.c are constants.
the constraints are
0< w(1), w(2), w(3) <1
and w(1)+w(2)+w(3)=1
Antworten (1)
Sean de Wolski
am 27 Jan. 2012
0 Stimmen
fmincon should be able to handle that no problem.
1 Kommentar
Surya
am 27 Jan. 2012
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