how to make vector sum to one?

3 visualizaciones (últimos 30 días)
Sameer
Sameer el 30 de Mayo de 2014
Editada: George Papazafeiropoulos el 30 de Mayo de 2014
I'm using fmincon to minimize the varience of a portfolio. As such, how would I be able to use TWO linear equality constraints?
Moreover, how would I be able to set the sum of W(which is currently a NX1 vector) to 1.00?
I'm reading something where it says to use w'and a bold 1 to equal 1.00.
please help thanks.

Respuestas (1)

George Papazafeiropoulos
George Papazafeiropoulos el 30 de Mayo de 2014
Editada: George Papazafeiropoulos el 30 de Mayo de 2014
W'*ones(N,1)=1

Categorías

Más información sobre Linear Programming and Mixed-Integer Linear Programming en Help Center y File Exchange.

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by