LINPROG requires the following inputs to be of data type double: 'f'.

I received the following error in calling LINPROG

f=@(weit)LPSOLVE_TRADE(weit,CurrWeights,5,2);
tt=linprog(f,[],[],aeq,beq,lb,ub,weit);

f refers to LPSOLVE_TRADE which has following header

function f=LPSOLVE_TRADE(wei,CurrWeights,numtickers,numaccts)

at the end of function i have f=double(variable name)

Any advice/help guidance would be highly appreciated

Answer 1

[Walter Roberson]

linprog only accepts a vector for its first argument, not a function handle.

You are also passing an additional parameter beyond lb. A parameter in that position is used for x0, which is only paid attention to for Active-Set, but Active-Set needs to be specifically requested in an options argument and you have not passed an options argument.

I speculate that what you want is possibly

f = LPSOLVE_TRADE(weit,CurrWeights,5,2);
tt = linprog(f,[],[],aeq,beq,lb,ub);

That is, call LPSOLVE_TRADE with one particular weit, and use that as the vector for linprog.