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 件のコメント

John D'Errico
John D'Errico 2014 年 5 月 30 日
To do WHAT? Be specific. We cannot read your mind.
Sameer
Sameer 2014 年 5 月 30 日
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 2014 年 5 月 30 日
im using fmincon
Roger Wohlwend
Roger Wohlwend 2014 年 5 月 30 日
You seem to optimize a portfolio. Consider using the function portopt.

回答 (1 件)

Alan Weiss
Alan Weiss 2014 年 5 月 30 日

0 投票

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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2021 年 8 月 20 日

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