how to use two linear equality constraints

how can i use two (more than one for each type of constraint) for a specific function?

4 Comments

To do WHAT? Be specific. We cannot read your mind.
well, i want to minimize the varience of a portfolio.
as such, i have a driver in the beginning that will make the weights of certain stocks equal to a specified number BUT i also want the total weight of the stocks equal to 1.
im using fmincon
You seem to optimize a portfolio. Consider using the function portopt.

Answers (1)

I don't know what kind of constraints you have, I mean, perhaps they are linear constraints, perhaps they are nonlinear constraints. In any case, you can find the instructions of how to include constraints in the documentation. And there are plenty of examples of constrainted documentation, too.
Alan Weiss
MATLAB mathematical toolbox documentation

This question is closed.

Asked:

on 30 May 2014

Closed:

on 20 Aug 2021

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