Hi! I'm new to Matlab and run into this problem:
When I try to run the code I received I receive following error message for computePortfolio.m:
Error using barrier
Objective function is undefined at initial point. Fmincon cannot continue.
Error in fmincon (line 848)
Error in computePortfolio (line 44)
fmincon(@fun, parameters.start, A, B, Aeq, Beq, parameters.lowerbound, parameters.upperbound,
I don't quite understand why I would get an error message for an internal function (fmincon). Help will be greatly appreciated!