function [f] = objfun(W,VCVMatx)
%function for varience of the portfolio with swtN stocks
this is my function I am trying to run in the main program. However, when run in the main program, it keeps giving me :
Error using * Inner matrix dimensions must agree.
W is a 10(N)X1 vector, while VCVMatx is an NXN vector?
Does anyone see anything wrong, considering I multiplied it by a transposed W'
I tried running fmincon, but in the main program it says the function matrix dimensions do not agree.
f = (W'*VCVMatx)*W;
i=1;
while i<=rows(ERGrid);
ExpectedReturn = ERInc(i);
[W] = fmincon('objfun',x0,swtOther_A,swtOther_b,swtOther_Aeq,swtOther_beq,swtMinWt1,swtMaxWt1,[],options);
ERGrid(2:swtN+1,i) = W;
i=i+1;
end;
W' is a 1X10 vector while VCVMatx is a 10X10 matrix and W is 10X1 vector
fmincon cannot run as a result.
