# MATLAB: Fmincon nonlinear equality constraint

constraintconstraintsfminconnonlinear equality constraint

Hi,
I am trying to implement the following equality constraint for using it in fmincon: where and TargetVariance is a fixed numeric value. The size of w is 1xN.
This is a minimal example of my code.
``%InputMu = [.1, .15, .12];Cov = [.3, .1, .2;    .1, .5, .1;    .2, .1, .7];% Prepare vector of ones.N = numel(Mu);one = ones(1,N);% Objective function.NegPFMu = @(w) -Mu * w';% Set equal weights as initial point.w0 = one * (1/N);% Sum of weights constraint.Aeq = one;beq = 1;% Shortselling constraint.lb = zeros(1,N);% Minimize.wopt = fmincon(NegPFMu, w0, [], [], Aeq, beq, lb);``
Can you help me with the constraint?
I was thinking about something like the following but I don't how to call that as my nonlcon then.
``function [c, ceq] = mycon(w, Cov, TargetVariance)PortfolioVariance = @(w) w*Cov*w'ceq = PortfolioVariance(w) - Targetvariance;c = [];end``
• ``wopt = fmincon(NegPFMu, w0, [], [], Aeq, beq, lb,[], @(w) mycon(w, Cov, TargetVariance));function [c, ceq] = mycon(w, Cov, TargetVariance) ceq = w*Cov*w'- Targetvariance; c = [];end``