Optimization with multiple unknowns, multi-constraints, and 2 objectives
信息
此问题已关闭。 请重新打开它进行编辑或回答。
显示 更早的评论
I want to run an efficient frontier with available details in different scenarios. However, my measure of y axis (used to be return) and x axis (used to be standard deviation of return) are changed into some nonlinear thing. And the weight on different investments sum to 1 and never to below 0.
So I have multiple unknowns(different weight for different investments), multiple constraints (weight constraints) and 2 optimal objectives (self defined).
Is there any tool in Matlab can help with that?
0 个评论
回答（1 个）
Alan Weiss
2016-6-16
0 个投票
Take a look at gamultiobj from Global Optimization Toolbox, and this example from Optimization Toolbox.
Alan Weiss
MATLAB mathematical toolbox documentation
0 个评论
此问题已关闭。
2016-6-16
关闭：
2021-8-20
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
Translated by 
