min y=32906277.22a*a+34514969.19b*b+29190000.46c*c+34613158.58d*d+67388324.55a*b
+6197926.73a*c+67493891.61a*d+63476432.28b*c+69111148.28b*d
+63562019.85c*d-33726588.36a-34541851.79b-31758602.89c-34602300.44d
+34643645.95
s.t. a+b+c+d=1
a≥0
b≥0
c≥0
d≥0
题主的最优化求解问题,可以用fmincon()函数求解。求解方法如下:
x0=[0.1 0 0.1 0]
A=[];b=[];Aeq=[1,1,1,1];beq=[1];
lb=[0,0,0,0];ub=[1,1,1,1];
[x,fval,exitflag]=fmincon(@func,x0,A,b,Aeq,beq,lb,ub,@fcon)
运行结果