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Large-Scale method and struct error in portfoptimdemo
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I have troubles with quadprog and for test purpose I ran the demo file portfoptimdemo. This produces:
>> portfoptimdemo
Warning: Large-scale method does not currently solve this problem formulation, using medium-scale method instead. > In quadprog at 264 In portfoptimdemo at 80 Undefined function 'le' for input arguments of type 'struct'.
Error in qpsub (line 133) i = max(find(ACTIND<=neqcstr));
Error in quadprog (line 299) [X,lambdaqp,exitflag,output,dum1,dum2,msg]= ...
Error in portfoptimdemo (line 80) [x1,fval1] = quadprog(Covariance,c,Aineq,bineq,Aeq,beq,lb,ub,[],options);
Any idea what is going wrong?
Best regards
Christian
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