フィルターのクリア

Info

この質問は閉じられています。 編集または回答するには再度開いてください。

tranlsate a matriciel expression in matlab language

1 回表示 (過去 30 日間)
tilfani oussama
tilfani oussama 2018 年 11 月 28 日
閉鎖済み: MATLAB Answer Bot 2021 年 8 月 20 日
I have the following equation, wich can be writted in matrciel form as :
R= w'C + w'βRm where Rm is a scalar, w C and β are column vector of n elements, this may be expressed as
R= wici + βiRm equation 1
The second equation can be expressed in matriciel form as:
S= w’Σw equation 2 where Σ is (n,n) matrix
and i have a constraint equation 3
I would like to write equations 1, 2 and 3 in matlab expression, i request help for that.

回答 (1 件)

Torsten
Torsten 2018 年 11 月 28 日
編集済み: Torsten 2018 年 11 月 28 日
R = w.'*C + Rm*w.'*beta;
S = w.'*Sigma*w;
eqn3 = sum(w)-1.0;
  2 件のコメント
tilfani oussama
tilfani oussama 2018 年 11 月 28 日
this is not a matricial expression of the problem? it is possible to express them analitically, as i will use them in optimization procedure which requires to write objective functions analytically.
Torsten
Torsten 2018 年 11 月 28 日
I don't understand what you mean.
obj=@(w) w.'*Sigma*w + w.'*C + Rm*w.'*beta
works. e.g. to define the objective function if Sigma, C, Rm and beta are defined beforehand.

この質問は閉じられています。

Community Treasure Hunt

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

Start Hunting!

Translated by