MATLAB: Fmincon function handle using matrix

Question

Hi I'm trying to solve a portfolio optimization problem using fmincon. I want to specify de Function to minimize with a function handle in witch X is a vector and L an m*m matrix.

function y = myfun(X,L) y = X'*L*X; end

How could I do? I don't use quadprog because I want to use nonlinear constrictions.

Answer 1

myfun = @(x,L)x.'*L*x;
objfun = @(x)myfun(x,L);
sol = fmincon(objfun,...)

with x being an (mx1) column vector.

Best wishes

Torsten.