Az.Sa
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maximization with fmincon which of the two codes provided do the correct job
I have the following maximization problem , solve for a_j: s.t k_j = 1x6, R_t= 6x1 , u = @(a) 1/(1-gamma)*a.^(1-g...
1년 초과 전 | 답변 수: 1 | 0
1
답변질문
Error using barrier Objective function is undefined at initial point. Fmincon cannot continue.
Hi, after running my code R=readmatrix(filename1); R=R.'; w=readmatrix(filename2); gamma = 2; Aeq = ones...
1년 초과 전 | 답변 수: 1 | 0
1
답변질문
read several csv files with space in the name format
Hi I am trying to read several csv file opt.w.matrix.reg. 1 ( please note there is space between . and 1 ) opt.w.matrix.r...
1년 초과 전 | 답변 수: 1 | 0
1
답변질문
split array to subarray and save it as csv file
Hi, I have a csv file 6 x1086 I want to split it to 181 csv files each files 6x6 and save those files. the first csv file ...
1년 초과 전 | 답변 수: 1 | 0
1
답변질문
repeat the code with different value each time
Hi I have a matrix w= 6x222 . I have 37 window. I want to repeat the code with different w 37 times. First I use the the fi...
1년 초과 전 | 답변 수: 1 | 0
1
답변질문
fmincon and choosing different initial values
I have nonlinear optimization problem.I write the MATLAB code using fmincon given below. Now, I want to run the code for differe...
1년 초과 전 | 답변 수: 1 | 0
1
답변질문
LINPROG requires the following inputs to be of data type double: 'f'.
I am trying to run an LP optimization. My objective function is to estimate that minimize where, , ; please n...
거의 2년 전 | 답변 수: 2 | 0
2
답변질문
maximisation of the utility function , portfolio optimization
Hi, I am trying to miximize a utility function of an investor , I use CRRA utility , , , is known such that , , , ,...
거의 2년 전 | 답변 수: 1 | 0
1
답변질문
Length of lower bounds is < length(x); filling in missing lower bounds with -Inf. Problem is unbounded
Hi, I am trying to estimate $a_{j}$ that maximize the following objective function where ; is unknown vector of 1 X ...
거의 2년 전 | 답변 수: 1 | 0
1
답변질문
maximizing objective function with equality and inequality constraints
Hi, I want to estimate x_1 ,...,x_4 by maximizing subject to and , which function can help me to solve this probl...
거의 2년 전 | 답변 수: 1 | 0
1
답변질문
maximization nonlinear problem and local maximum solution
Hi, I have the following code to solve nonlinear maximization problem objective = @(x) ( -1.167*x(1)-.03127*x(2)- 1.645*sq...
거의 2년 전 | 답변 수: 2 | 0
2
답변질문
nonlinear least square optimization
Where, and known I want to solve this problem by using a nonlinear least square optimization . This is the code I t...
거의 2년 전 | 답변 수: 1 | 0
1
답변질문
minimize linear objective function with quadratic constraint
As stated in Koenker (2005) "Quantile Regression" page 10 equation (1.20). Quantile regression problem has the form may be ...
2년 초과 전 | 답변 수: 2 | 0
2
답변질문
maximization problem , fmincon optimization
Hello, I'm trying to solve this maximization problem with matlab. I use the following code objective = @(x) - ( -.85...
2년 초과 전 | 답변 수: 1 | 0
1
답변질문
simplifying an algebraic expression in 6 variables
hello, can you please help me with the following , I am trying to write matlab code to simplyfy this expression : 0.95 x1 ...
2년 초과 전 | 답변 수: 1 | 0