denpot
04-02-2006, 01:03 PM
Dear all,
Suppose I have this equation to minimise : min f(x) = x'*P*x subject to x'*h=1
where P is the correlation of a pre-determined inputs and h is also predetermined. Do I used the fmincon function ?? But how do I pass P into the objective function m file ??
Many thanks
Suppose I have this equation to minimise : min f(x) = x'*P*x subject to x'*h=1
where P is the correlation of a pre-determined inputs and h is also predetermined. Do I used the fmincon function ?? But how do I pass P into the objective function m file ??
Many thanks