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tranlsate a matriciel expression in matlab language
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I have the following equation, wich can be writted in matrciel form as :
R= w'C + w'βRm where Rm is a scalar, w C and β are column vector of n elements, this may be expressed as
R=
wici +
βiRm equation 1
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/197290/image.png)
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/197291/image.png)
The second equation can be expressed in matriciel form as:
S= w’Σw equation 2 where Σ is (n,n) matrix
and i have a constraint
equation 3
![](https://www.mathworks.com/matlabcentral/answers/uploaded_files/197293/image.png)
I would like to write equations 1, 2 and 3 in matlab expression, i request help for that.
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Answers (1)
Torsten
on 28 Nov 2018
Edited: Torsten
on 28 Nov 2018
R = w.'*C + Rm*w.'*beta;
S = w.'*Sigma*w;
eqn3 = sum(w)-1.0;
2 Comments
Torsten
on 28 Nov 2018
I don't understand what you mean.
obj=@(w) w.'*Sigma*w + w.'*C + Rm*w.'*beta
works. e.g. to define the objective function if Sigma, C, Rm and beta are defined beforehand.
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