Az.Sa

Last seen: ongeveer 2 jaar ago | Active since 2022

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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...

meer dan 2 jaar ago | 1 answer | 0

1

answer

Question

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...

meer dan 2 jaar ago | 1 answer | 0

1

answer

Question

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...

meer dan 2 jaar ago | 1 answer | 0

1

answer

Question

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 ...

meer dan 2 jaar ago | 1 answer | 0

1

answer

Question

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...

meer dan 2 jaar ago | 1 answer | 0

1

answer

Question

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...

meer dan 2 jaar ago | 1 answer | 0

1

answer

Question

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...

meer dan 2 jaar ago | 2 answers | 0

2

answers

Question

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 , , , ,...

meer dan 2 jaar ago | 1 answer | 0

1

answer

Question

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 ...

meer dan 2 jaar ago | 1 answer | 0

1

answer

Question

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...

bijna 3 jaar ago | 1 answer | 0

1

answer

Question

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...

bijna 3 jaar ago | 2 answers | 0

2

answers

Question

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...

bijna 3 jaar ago | 1 answer | 0

1

answer

Question

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 ...

meer dan 3 jaar ago | 2 answers | 0

2

answers

Question

maximization problem , fmincon optimization
Hello, I'm trying to solve this maximization problem with matlab. I use the following code objective = @(x) - ( -.85...

meer dan 3 jaar ago | 1 answer | 0

1

answer

Question

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 ...

meer dan 3 jaar ago | 1 answer | 0

1

answer