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I want to use the optimizaztion to optimize a function if form
f = w(1)*a+w(2)*b+w(3)*c;
where w(1), w(2), w(3) are variable and a.b.c are constants.
the constraints are
0< w(1), w(2), w(3) <1
and w(1)+w(2)+w(3)=1
Respuestas (1)
Sean de Wolski
el 27 de En. de 2012
0 votos
fmincon should be able to handle that no problem.
1 comentario
Surya
el 27 de En. de 2012
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