Problem with fmincon:row dimension of Aeq must have 4 column(s).

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Ylenia Placella 2020-11-15

编辑： Ylenia Placella 2020-11-15

% non linear constraints:

% D is a matrix 69x69

for h=linspace(h_min,h_max,69)

x=zeros(69,69);

c=h-x(1)'*D*x(2);

end

function [c,ceq]= contr (x)

ceq=[];

c=c;

end

f=@(x)x(1)'*sigma*x(2); %sigma is a a matrix(69x69)

nonlcon=@contr;

Aeq=ones(1,N);

beq=1;

l_b=[];

u_b=[];

x0=zeros(n,1);

A=[];

b=[];

sigma_2rao = zeros(1,length(h));

sigma_2rao(1)=var_min;

[x_rao(:,i),sigma_2rao(i)] = fmincon(f,x0,A,b,Aeq,beq,l_b,u_b,nonlcon)

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