例6-15.m

MATLAB 7基础与提高书的配套源程序

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('e653f',x0,[],[],Aeq,beq,lb,[],[]),
pause;
x0=x;
[x,fval]=fmincon('e653f',x0,[],[],Aeq,beq,lb,[],[]),
x0=[6/19,20/19,-7/19]

%e653f.m
function f=e653f(x)
v(1,1)=10;
v(1,2)=0;
v(1,3)=0;
v(2,1)=0;
v(2,2)=1;
v(2,3)=0;
v(3,:)=0;
f=x'*v*x;