Tagged Questions

1
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1answer
66 views

Issues with quadratic programming

I am trying to do a quadratic programming. I have an affinity matrix A, and I have to maximize certain function x'Ax. This is basically related to feature matching i.e matching points to labels This ...
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1answer
272 views

Are quadprog and portopt equivalent in Matlab?

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 ...
1
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1answer
982 views

Matlab Trust-region-reflective algorithm warning

I am very new to matlab and trying to solve portfolio optimization problem (minimizing the variance) using quadprog: ...
0
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1answer
1k views

Using Matlab quadprog to solve markowitz model

I have the markowitz model shown below and I need to use the quadprog function to solve it (i.e get the values for w_i values). However I am a bit new to mat lab and not sure which definition of ...