求哪位仁兄用matlab帮我解一道非线性的题，我一直做不出来，不知哪里出现了问题。该题急着用，用尽财富值

显示全部楼层 · 2011-4-13 22:42:29

minF=0.01898*w1^2+0.01118*w2^2+0.00342*w3^2+0.00484*w1*w2+0.01304*w1*w2+0.00852*w2*w3
条件是 0.02096*w1+0.02347*w2+0.00964*w3>=0.013;w1+w2+w3=1;w1>=0,w2>=0,w3>=0;
不要意思目标函数弄错了拜托在算下要有过程 O(∩_∩)O谢谢！minF=0.01898*w1^2+0.01118*w2^2+0.00342*w3^2+0.00484*w1*w2+0.01304*w1*w3+0.00852*w2*w3

千问 · 2011-4-13 22:42:29

0.01304*w1*w2右边确定是w2？我假设是w3H=[2*0.01898,0.00484,0.01304;0.00484,2*0.01118,0.00852;0.01304,0.00852,2*0.00342];f=[];OPT=optimset;OPT.LargeScale='off';A=[-0.02096,-0.02347,-0.00964];B=-0.013;Aeq=[1,1,1];Beq=1;LB=zeros(3,1);[x,f_opt]=quadprog(H,f,A,B,Aeq,Beq,LB,[],[],OPT)ans：Optimization terminated.x =

千问 · 2011-4-13 22:42:29

function temp()clcx0=[0.2 0.3 0.5]options=optimset('LargeScale','off');[x,fval]=fmincon(@obj,x0,[],[],[],[],[],[],@con,options);xfvalfunction f=obj(x)f=0.01898*x(1)