Find the theta1 and theta2 values that maximize the function
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Hi everyone! Im trying to maximize this equation by finding those theta1 and theta2:
obj8Run = @(theta) -mean(sum((1+theta1.*csecxit+theta2.*csecyit)/N.*R4-c*t4,2))./sqrt(sum((1+theta1.*csecxit+theta2.*csecyit)/N.*R4-c*t4,2))
w0 = [0.2,0.3] % initial guess
lb = zeros(1, 2)
ub = 1.5*ones(1, 2)
sol = fmincon(obj8Run, w0, , , , , lb, ub)
Matlab gives me this error problem: Error using fmincon (line 635) .Supplied objective function must return a scalar value.
Can someone help me?
Thanks in advance!!!