how to use two linear equality constraints

how can i use two (more than one for each type of constraint) for a specific function?

4 comentarios

John D'Errico
John D'Errico el 30 de Mayo de 2014
To do WHAT? Be specific. We cannot read your mind.
Sameer
Sameer el 30 de Mayo de 2014
well, i want to minimize the varience of a portfolio.
as such, i have a driver in the beginning that will make the weights of certain stocks equal to a specified number BUT i also want the total weight of the stocks equal to 1.
Sameer
Sameer el 30 de Mayo de 2014
im using fmincon
Roger Wohlwend
Roger Wohlwend el 30 de Mayo de 2014
You seem to optimize a portfolio. Consider using the function portopt.

Respuestas (1)

Alan Weiss
Alan Weiss el 30 de Mayo de 2014

0 votos

I don't know what kind of constraints you have, I mean, perhaps they are linear constraints, perhaps they are nonlinear constraints. In any case, you can find the instructions of how to include constraints in the documentation. And there are plenty of examples of constrainted documentation, too.
Alan Weiss
MATLAB mathematical toolbox documentation

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el 30 de Mayo de 2014

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el 20 de Ag. de 2021

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