Excel add in problem with INTLINPROG function
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Hi,
I compiled the SELECT_PROJ.m function with the library compiler for Excel. During the execution of the function, excel returned an error message (See screenshot "ExcelAddin_INTLINPROG.png").
The function works very well in the matlab environment.
You can try the "SELECT_PROJ" function with the following parameters:
p=binornd(1,0.7,1,50);
X1=randi([0 10],[5 50]);
X2=sum(p.*X1,2);
alpha=0.05;
-----------------------------------------------------------------------------------------------------
function y=SELECT_PROJ(X1,X2,alpha)
N=length(X1);
f = [];
intcon = 1:N;
Aeq=[];
beq=[];
A=[X1;-X1];
b=[(1+alpha)*X2;-(1-alpha)*X2];
lb = zeros(N,1);
ub = ones(N,1);
y = intlinprog(f,intcon,A,b,Aeq,beq,lb,ub);
2 个评论
Alan Weiss
2020-6-1
That error in intlinprog has been made much less frequent in newer MATLAB versions. What version are you running?
Alan Weiss
MATLAB mathematical toolbox documentation
Bannour
2020-6-1
回答（1 个）
Alan Weiss
2020-6-1
0 个投票
Sorry, the major change I know about occurs in R2019a (see Functionality Being Removed or Changed). I don't know how to help you easily for your version. The error comes about from a stall in the solution process. This usually occurs "... from linear constraint matrices that have large condition number, or problems that have large solution components. To correct these issues, try to scale the coefficient matrices, eliminate redundant linear constraints, or give tighter bounds on the variables." (I am quoting the R2019a exitflag description for new exit flags that correspond to this error in your software version.)
Good luck,
Alan Weiss
MATLAB mathematical toolbox documentation
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