在编一个最优化的程序(用fmincon函数)
最优化程序:
start =[0.05 -0.8 0.3 9.0 0.05]; % Initial values for kappa,theta,sigma,v0,rho
lb = [1e-5 1e-5 1e-5 1e-5 -0.999]; % Lower bound on the estimates
ub = [20 2 2 2 0.999]; % Upper bound on the estimates
options=optimset('Algorithm','levenberg-marquardt');
pa = fmincon(@(p) objfun(p,n(i),sum1,optiondata,rf,alpha),start,[],[],[],[],lb,ub,options);
总是提醒出错,错误情况如下:
Error using optimfcnchk (line 286)
NONLCON must be a function.
Error in fmincon (line 440)
confcn = optimfcnchk(NONLCON,'fmincon',length(varargin),funValCheck,flags.gradconst,false,true);
Error in calibration (line 9)
pa = fmincon(@(p) objfun(p,n(i),sum1,optiondata,rf,alpha),start,[],[],[],[],lb,ub,options);%
请教大神帮忙看一下到底哪里有问题?谢谢