MATLAB: Maximize function with constraints using fmincon

fminconfunction errormaximization

Hi guys, I want to max a function with constraints. I think fmincon would work but I don't know how to write it that it works.
    function [s] = objectfun1(w) 
           %thats the function, where w is unkown wheight vector of  
           %10 assets and M3 is constant CoskewnessMatrix
     s = w'*M3*kron(w,w);s=-s;
    end
    x0=zeros(10,1);
    Aeq=[1 1 1 1 1 1 1 1 1 1];
    beq=1;
    lb=zeros(10,1);
    ub=ones(10,1);
    w=fmincon(@objectfun1, x0, [], [], Aeq, beq,lb,ub)
Errors : _ _Undefined function or variable 'M3'.
Error in objectfun1 (line 3)
s = w'*M3*kron(w,w);s=-s;
Error in fmincon (line 545)
      initVals.f = feval(funfcn{3},X,varargin{:});
Error in testSkew (line 7)
w = fmincon(@objectfun1,zeros(10,1),[],[],[1 1 1 1 1 1 1 1 1 1],1,zeros(10,1),ones(10,1));
Caused by:
    Failure in initial user-supplied objective function evaluation. FMINCON cannot continue._ _
It should give me Max s and the coresponding weight vector. I would be glad for any help or the correct code 🙂

Best Answer

1. M3 is not defined in objectfun1 ;
2. w'*M3*kron(w,w) does not look like a scalar value to me ;
3. Better delete the blanks in the call to fmincon.
Best wishes
Torsten.
Related Question