Info

此问题已关闭。 请重新打开它进行编辑或回答。

tranlsate a matriciel expression in matlab language

1 次查看（过去 30 天）
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.

此问题已关闭。

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.

此问题已关闭。

标签

Community Treasure Hunt

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

Start Hunting!

Translated by