What exactly is the difference between quadprog and portopt in Matlab? For example if I use quadprog (minimizing the variance) in a loop in which I continuously iterate through the expected returns of 10 portfolios to calculate the weights of assets, will that be same as calling portopt with the expected returns of assets and portfolios to generate weights (and other stuff) ?
You should end up with equivalent portfolios. However, for various reasons, you may not. For example,
More importantly, the convergence of