Matlab的fmincon一个问题

uelophim · 发表于 2020-8-3 14:12

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x

求教大神：
function f=nsllh(x)
close=xlsread('HW_3_Part2Data','#3','D3

1257');
nvix=xlsread('HW_3_Part2Data','#3','H4:H1257');
alpha=zeros(1,1);beta=zeros(1,1);theta=zeros(1,1);gamma=zeros(1,1);
x=[alpha,beta,theta,gamma];
r=zeros(1254,1);
for i=1:1254
r(i+1,1)=log(close(i+1,1)/close(i,1));
end
sigma=var(r);
omega=sigma*(1-alpha*(1+theta^2)-beta);
npsigma=ones(1254,1);
npsigma(1,1)=sigma;
for i=1:1253
npsigma(i+1,1)=omega+alpha*(r(i,1)-theta*npsigma(i,1)^0.5)^2+beta*npsigma(i,1)+gamma*nvix(i,1)^2/252;
end
alpha=x(1);beta=x(2);theta=x(3);gamma=x(4);
for i=1:1254
nllh(i,1)=0.5*log(2*3.1415926)+0.5*log(npsigma(i,1))+0.5*(r(i,1)^2/npsigma(i,1));
end
f=sum(nllh);

另外nonlcon的code是：
function [c,ceq]=mycon(x)
alpha=zeros(1,1);beta=zeros(1,1);theta=zeros(1,1);
x=[alpha,beta,theta];
c=alpha*(1+theta^2)+beta-1;
ceq=[];

run出来显示：
x0=[0.04;0.5;2;0.07];
Optimization terminated: first-order optimality measure less
than options.TolFun and maximum constraint violation is less
than options.TolCon.
No active inequalities.

x =

0.0400
0.5000
2.0000
0.0700

fval =

-3.6963e+003

exitflag =

   1

output =

   iterations: 1
      funcCount: 10
      stepsize: 1
      algorithm: 'medium-scale: SQP, Quasi-Newton, line-search'
firstorderopt: 0
   cgiterations: []
      message: [1x144 char]

lamda =

      lower: [4x1 double]
      upper: [4x1 double]
      eqlin: [1x0 double]
   eqnonlin: [1x0 double]
   ineqlin: [1x0 double]
ineqnonlin: 0

为什么会这样呢？fval已经改变了但是x不会变？而且iteration只有1