Constraints not meeting the parameters?

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Sameer
Sameer 2014-5-30
编辑： Sameer 2014-6-1
Hello:
This is what my code looks like for the the linear equality constraints. However, run I run the code it does not meet the constraints.
in swtOther_Aeq1, the first constraint is to make stocks 1,3,7 comprise 22% of the portfolio.
the second constraint is to make the portfolio return equal to a certain return in the grid (ERGRid).
the third constraint is to have the total weights sum up to one for the portfolio.
However, none of these requirements are being met.
I am confused as to why.
Help would be appreciated. thanks.
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Sameer
Sameer 2014-5-30
Exitflag says 0.04044
output says -2
Sameer
Sameer 2014-5-30
Also this is what TolCon says:
TolCon =
iterations: 29
funcCount: 337
constrviolation: 9.3468
stepsize: 7.6372e-11
algorithm: 'interior-point'
firstorderopt: 0.059526
cgiterations: 58
message: 'No feasible solution found.
fmi...'

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回答（1 个）

Matt J
Matt J 2014-5-30
编辑：Matt J 2014-5-30
Exitflag=-2 means that no feasible point was found, as output.message also tells you. It means fmincon thinks there is no point satisfying your constraints.
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Sameer
Sameer 2014-6-1
However, when I entered
swtOther_beq = (-1.00*10)+0.01,
the portfolio weights in a bizzare fashion sums to 1.00.
I am confused on the rationale
Sameer
Sameer 2014-6-1
编辑：Sameer 2014-6-1
nevermind, I figured it out. teacher used different constraints!
However the bizarreness is still confusing.

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