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tranlsate a matriciel expression in matlab language

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tilfani oussama
tilfani oussama 2018-11-28
关闭： MATLAB Answer Bot 2021-8-20
I have the following equation, wich can be writted in matrciel form as :
R= w'C + w'βRm where Rm is a scalar, w C and β are column vector of n elements, this may be expressed as
R= wici + βiRm equation 1
The second equation can be expressed in matriciel form as:
S= w’Σw equation 2 where Σ is (n,n) matrix
and i have a constraint equation 3
I would like to write equations 1, 2 and 3 in matlab expression, i request help for that.

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回答（1 个）

Torsten
Torsten 2018-11-28
编辑：Torsten 2018-11-28
R = w.'*C + Rm*w.'*beta;
S = w.'*Sigma*w;
eqn3 = sum(w)-1.0;
  2 个评论
tilfani oussama
tilfani oussama 2018-11-28
this is not a matricial expression of the problem? it is possible to express them analitically, as i will use them in optimization procedure which requires to write objective functions analytically.
Torsten
Torsten 2018-11-28
I don't understand what you mean.
obj=@(w) w.'*Sigma*w + w.'*C + Rm*w.'*beta
works. e.g. to define the objective function if Sigma, C, Rm and beta are defined beforehand.

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