Using Matlab Fmincon as a substitute for Excel solver tool

2 次查看（过去 30 天）
Ben
Ben 2013-10-17
评论： Matt J 2013-10-17
I'm an amateur Matlab user. I turned to Matlab as the solver in excel restricts how many variables can be used variables. I'm trying to maximise a function subject to constraints using Fmincon. However I'm getting an error when I try to run it.
My code is:
% Objective function m file:
function f = objectivefunction3(x)
f = -FinalAlphas*x'+ x*VCV*x'
% Code to run Fmincon:
[x, fval] = fmincon(@objectivefunction2,x0,A,B)
I get the following error when running it:
Error in objectivefunction3 (line 2)
f = FinalAlphas*x'- x*VCV*x'
Error in fmincon (line 631)
initVals.f = feval(funfcn{3},X,varargin{:});
  1 个评论
Matt J
Matt J 2013-10-17
Since your function is a quadratic (and possibly a linear least squares) objective and your constraints are linear, it would be better to use QUADPROG or LSQLIN, rather than FMINCON.

请先登录，再进行评论。

请先登录，再回答此问题。

回答（1 个）

Daniel Shub
Daniel Shub 2013-10-17
My guess is your objective function is not valid
% Objective function m file:
function f = objectivefunction3(x)
f = -FinalAlphas*x'+ x*VCV*x'
unless you are using nested functions, FinalAlphas and VCV are not dfined.

类别

在 Help Center 和 File Exchange 中查找有关 Solver Outputs and Iterative Display 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