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In fmincon I set the linear constraint x1+x2+x3=12, but the sum of decision variables in the iteration result does not meet the condition
here is my code（four portfolio total） 1st： (main.m) clc;clear; %% Parameter initialization bb = [0.3 0.4 0.3]; pp = [5 5 5...
In fmincon I set the linear constraint x1+x2+x3=12, but the sum of decision variables in the iteration result does not meet the condition
here is my code（four portfolio total） 1st： (main.m) clc;clear; %% Parameter initialization bb = [0.3 0.4 0.3]; pp = [5 5 5...
約3年 前 | 0
質問
In fmincon I set the linear constraint x1+x2+x3=12, but the sum of decision variables in the iteration result does not meet the condition
I saved the changes of three decision variables in the iteration process. At the end of the iteration, each variable tends to ...
約3年 前 | 1 件の回答 | 0
1
回答質問
why fminon missed extreme points during iteration？The convergence value is not optimal
the result missed extremely fval，onvergence value is not optimal consequently. Here are the options parameters
約3年 前 | 0 件の回答 | 0
