Markowitz matlabe code problem

6 次查看（过去 30 天）
Luan Vardari
Luan Vardari 2018-9-13
编辑： Luan Vardari 2018-9-14
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'.).

请先登录，再回答此问题。

回答（1 个）

Walter Roberson
Walter Roberson 2018-9-14
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.

类别

在 Help Center 和 File Exchange 中查找有关 Quadratic Programming and Cone Programming 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by