Hello Ebru,
The error message you’re seeing is typically due to a mismatch in the number of elements between the left and right sides of an assignment operation. In your case, this could be happening because the size of 'c' changes during the iterations, as you mentioned.
One way to address this issue is to pre-allocate the maximum possible size for 'c' before the iterations begin, and then fill in the necessary values during each iteration. This way, the size of 'c' remains constant, and you avoid the error.
Here’s a modified version of your code that implements this idea:
function [c,ceq] = non_linear_constraints(x,model1,model2,alpha_A,rhs,q,alpha_infe)
binding_output = check_binding_output_constraints(y_hat1,mspe1,y_hat2,mspe2,alpha_A,rhs,q);
ceq=[];
z_A = norminv(1-(alpha_A/2*(q-1)));
z_infe = norminv(1-(alpha_infe/(q-1)));
% Pre-allocate c with maximum possible size
max_size = q-1 + 2*length(binding_output);
c = zeros(max_size,1);
i=1;
if (sum(binding_output) > 0)
if (binding_output(1) == 1)
c(i) = y_hat1 - z_A * sqrt(mspe1) - rhs(1);
i=i+1;
c(i) = -y_hat1 - z_A * sqrt(mspe1) + rhs(1);
i=i+1;
end
if (binding_output(2) == 1)
c(i) = y_hat2 - z_A * sqrt(mspe2) - rhs(2);
i=i+1;
c(i) = -y_hat2 - z_A * sqrt(mspe2) + rhs(2);
i=i+1;
end
c(i) = y_hat1 + z_infe * sqrt(mspe1) - rhs(1);
i=i+1;
c(i) = y_hat2 + z_infe * sqrt(mspe2) - rhs(2);
else
c(i) = y_hat1 + z_infe * sqrt(mspe1) - rhs(1);
i=i+1;
c(i) = y_hat2 + z_infe * sqrt(mspe2) - rhs(2);
end
% Remove unused elements of c
c(i+1:end) = [];
end
This code first calculates the maximum possible size of 'c' and pre-allocates a zero vector of that size. Then, it fills in the necessary values during each iteration. Finally, it removes any unused elements of 'c' after the iterations are complete.
Thanks!
