exa10_23.m

来自「有关matlab r2007的实用教程」· M 代码 · 共 17 行

ra=0.12;
rb=0.08;
rf=0.06;
rp=0.1;
Aeq=[ra,rb,rf;1 1 1];
beq=[rp 1]';
lb=[0 0 -100]';
x0=[1 1 1]'/3;
[x,fval]=fmincon('investment',x0,[],[],Aeq,beq,lb,[],[])
pause;
x0=x;
[x,fval]=fmincon('investment',x0,[],[],Aeq,beq,lb,[],[])
x0=[6/19,20/19,-7/19];