how to make vector sum to one?

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Sameer 2014 年 5 月 30 日

編集済み: George Papazafeiropoulos 2014 年 5 月 30 日

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.

George Papazafeiropoulos 2014 年 5 月 30 日

編集済み: George Papazafeiropoulos 2014 年 5 月 30 日

W'*ones(N,1)=1

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