MATLAB: How to implement a nonlinear constraint

cceqconstraintfminconminimizenonlinearsharperatiotrackingerror

hello i would appreciate some help to implement a nonlinear inequality in my fmincon program. I am trying to maximize Sharpe ratio under two constraints. First that the sum of the weights equal one and the second one is that (((w-w0).^2).^1/2) -0.005 >= 0 (tracking error constraint where w0 is set to be the benchmark weights vector). I am getting errors when trying to programme the tracking error constraint. Thank you!
    for i=1:T-M    
    objective = @(w) -(zbarA3(:,i)'*w - rf)/(sqrt(w'*covmatA3{1,i}*w));
    w0 = Wi_AQ2;
    Aeq = ones(1,n);
    beq = 1;
    W_Q3(:,i) = fmincon(objective,w0,[],[],Aeq,beq,[],[],nonling);
    end 
    %where nonling is 
    function [c,ceq]=nonling(w)
    c= sqrt((w(1) - Wi_AQ2)^2) -0.005;
    ceq=w*0;
    end

Best Answer

    for i=1:T-M    
    objective = @(w) -(zbarA3(:,i)'*w - rf)/(sqrt(w'*covmatA3{1,i}*w));
    w0 = Wi_AQ2;
    Aeq = ones(1,n);
    beq = 1;
    W_Q3(:,i) = fmincon(objective,w0,[],[],Aeq,beq,[],[], @(w) nonling(w,w0) );
    end 
    function [c,ceq]=nonling(w,w0)
      c= .005^2-norm(w - w0)^2 ;
      ceq=[];
    end
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