Technical discussion about Matlab and issues related to Digital Signal Processing.
the function behaves ok when additional contraints arent provided to it but throws an error when I provide constraints. The error is thrown even when I am sure the constraints could be satisfied. [PortRisk, PortReturn, PortWts] = portopt (ExpReturn, ExpCovariance,20,[],conset) gives the following error ---------------------------------------------------------- ??? Error using ==> portopt No portfolios satisfy all the input constraints Error in ==> test_portopt at 41 [PortRisk, PortReturn, PortWts] = portopt (ExpReturn, ExpCovariance,20,[],conset) ---------------------------------------------------------- [PortRisk, PortReturn, PortWts] = portopt (ExpReturn, ExpCovariance,20,[],[]) this function call without constraints behaves fine. Has anyone had similar problems with portopt? Could you tell me where I may be going wrong.