how to make vector sum to one?

I'm using fmincon to minimize the varience of a portfolio. As such, how would I be able to use TWO linear equality constraints?
Moreover, how would I be able to set the sum of W(which is currently a NX1 vector) to 1.00?
I'm reading something where it says to use w'and a bold 1 to equal 1.00.
please help thanks.

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카테고리

도움말 센터File Exchange에서 Quadratic Programming and Cone Programming에 대해 자세히 알아보기

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2014년 5월 30일

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2014년 5월 30일

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