Aeq must have two columns error???

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Sameer
Sameer 2014-5-28
评论： Matt J 2014-5-28
this is my Aeq and beq:
swtOther_Aeq = [ 1 0 1 0 0 0 1 0 0 0 ]; swtOther_beq = [ 0.22 ];
yet matlab is telling me Aeq needs two columns.
I'm confused as to why. Can someone help me out? Thanks please.
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Sameer
Sameer 2014-5-28
well swtOther_Aeq right now means that stocks 1,3,7 should add up their weights to 22% (0.22) as depicted in the portfolio. This is in a control panel that can be switched up by someone who wants to run different stock weights ie the person can make 2,3,4 add to .15.
I am trying to minimize the variance of the portfolio, which has 10 (swtN) stocks.
this is what my fmincon looks like. W is a vector:
[W] = fmincon('objfun',x0,swtOther_A,swtOther_b,swtOther_Aeq,swtOther_beq,swtMinWt1,swtMaxWt1,[],options);
when i tried to run the program, it didnt give me error for swtotherA and b, so I dont know what is going wrong.
Thanks.
Matt J
Matt J 2014-5-28
If the variance is a quadratic function of the weights, you should use quadprog instead of fmincon.

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回答（1 个）

Matt J
Matt J 2014-5-28
编辑：Matt J 2014-5-28
You are passing an x0 with only 2 elements. The length of x0(:) should equal 10.
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Sameer
Sameer 2014-5-28
its now telling me "inner matrix dimensions must agree". i tried using dot multiplication but it does not work.
Matt J
Matt J 2014-5-28
"inner matrix dimensions must agree"
These are the kinds of errors that you troubleshoot using the dbstop command.

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