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Constraints problem using fmincon

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Jhon Dukester
Jhon Dukester 2014-4-6
编辑： Matt J 2014-4-9
%Matrix 150 by 7
dataN=[A2 B2 C2 D E2 F2 G];
V=cov(dataN);
X=ones(7,1);
R=mean(dataN,1)';
lb=repmat(0,size(X));
ub=repmat(0.4,size(X));
Aeq=ones(1,7);
beq=1;
x0=ones(7,1)/7;
options = optimoptions(@fmincon,'Algorithm','interior-point')
[X,fval] = fmincon(@(X)-mean(X'*R),x0,[],[],Aeq,beq,lb,ub,@mycon,options)
function [c,ceq] = mycon(X)
global V
global X
c=0;
ceq=X'*V*X-1
end
My problem is my code does not respect my constraint ceq, any idea?
Thank you
  2 个评论
Alan Weiss
Alan Weiss 2014-4-7
编辑：Alan Weiss 2014-4-7
It would be much easier to read your question if you would format it using the { }Code button.
And you will probably be happier overall if you get rid of global variables and use another method to pass extra parameters.
Alan Weiss
MATLAB mathematical toolbox documentation

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