Optimization Toolbox

2012 1 27

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I want to use the optimizaztion to optimize a function if form

f = w(1)*a+w(2)*b+w(3)*c;

where w(1), w(2), w(3) are variable and a.b.c are constants.

the constraints are

0< w(1), w(2), w(3) <1
and w(1)+w(2)+w(3)=1

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Sean de Wolski 2012-1-27

0 个投票

fmincon should be able to handle that no problem.

Surya 2012-1-27

Tried it did not work tried even the optimization toolbox

can you give me syntax for the function I gave. how do I set the the constraints

0< w(1), w(2), w(3) <1

and w(1)+w(2)+w(3)=1

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