Markowitz matlabe code problem

2018 9 13
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更新时间：2018 9 14
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I have a problem with QUADPROG, who can help with this. Below is code, when i run code have same error (Error using quadprog (line 144) QUADPROG requires the following inputs to be of data type double: 'X0'.).

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回答（1 个）

Walter Roberson
Walter Roberson 2018-9-14

0 个投票

You have
quadprog(P1Cov,c,Aineq,-r(i),beq,lb,ub,x0,options)
the syntax with 9 parameters is
quadprog(H,f,A,b,Aeq,beq,LB,UB,X0)
Matching, we see that you are passing in:
  1. P1Cov for the H parameter
  2. c for the f parameter
  3. Aineq for the A parameter
  4. -r(i) for the b parameter
  5. beq for the Aeq parameter -- that does not look right
  6. lb for the beq parameter -- that does not look right
  7. ub for the LB parameter -- that does not look right
  8. x0 for the UB parameter -- that does not look right
  9. options for the X0 parameter -- that does not look right, and is triggering the error message
It looks to me as if you have failed to pass the Aeq parameter.

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