有新问题了
我用了fmincon 函数,但是报错
X=fmincon(func,X0,[],[],aeq,beq,lb,ub)
Warning: Large-scale (trust region) method does not currently solve this type of problem,
switching to medium-scale (line search).
> In fmincon at 260
??? Error using ==> fmincon
FMINCON cannot continue because user supplied objective function failed with the following error:
Error using ==> inlineeval
Error in inline expression ==> (X*transpose(meanrate))/sqrt(X*ratecovar*transpose(X))
??? Error using ==> eval
Undefined function or variable 'X'.