Hi all!
i have a problem with the function Fmincon. I need a vector as a solution, if i simply put fun = @(p)-sum(log(p)); fmincom gives me only a number, then i tried to put every value of the vector as can be seen below but now i have this error message, can someone give me an advice?
fun = @(p) -(log(p(1))+log(p(2))+log(p(3))+log(p(4))+log(p(5))+log(p(6))+log(p(7))+ log(p(8))+log(p(9))+log(p(10)+log(p(11))+log(p(12))+log(p(13))+log(p(14))+log(p(15))+log(p(16))+log(p(17))));[b, fval,exitflag,output] = fmincon(fun,0.000000000000001,w' * Matr_VarCov * w,0.005^2);f = f + 1;SalvaTitoliDaInvestire = ~isnan(ETF(Mese_Primo(1), :));Index exceeds the number of array elements (1).Error inRiskParityOnly_Esercizio2>@(p)(log(p(1))+log(p(2))+log(p(3))+log(p(4))+log(p(5))+log(p(6))+log(p(7))+log(p(8))+log(p(9))+log(p(10)+log(p(11))+log(p(12))+log(p(13))+log(p(14))+log(p(15))+log(p(16))+log(p(17))))(line 89) fun = @(p) (log(p(1)) + log(p(2))+ log(p(3))+ log(p(4))+ log(p(5))+ log(p(6))+ log(p(7))+ log(p(8))+ log(p(9))+ log(p(10)+ log(p(11))+ log(p(12))+ log(p(13))+ log(p(14))+ log(p(15))+ log(p(16))+ log(p(17))));Error in fmincon (line 562) initVals.f = feval(funfcn{3},X,varargin{:});Error in RiskParityOnly_Esercizio2 (line 90) [b, fval,exitflag,output] = fmincon(fun,0.000000000000001,w' * Matr_VarCov * w,0.005^2);Caused by: Failure in initial objective function evaluation. FMINCON cannot continue.
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