汉森 戴
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In fmincon I set the linear constraint x1+x2+x3=12, but the sum of decision variables in the iteration result does not meet the condition
here is my code(four portfolio total) 1st: (main.m) clc;clear; %% Parameter initialization bb = [0.3 0.4 0.3]; pp = [5 5 5...
1 year ago | 0
Question
In fmincon I set the linear constraint x1+x2+x3=12, but the sum of decision variables in the iteration result does not meet the condition
I saved the changes of three decision variables in the iteration process. At the end of the iteration, each variable tends to ...
1 year ago | 1 answer | 0
1
answerQuestion
why fminon missed extreme points during iteration?The convergence value is not optimal
the result missed extremely fval,onvergence value is not optimal consequently. Here are the options parameters
1 year ago | 0 answers | 0