Find the theta1 and theta2 values that maximize the function

Hi everyone! Im trying to maximize this equation by finding those theta1 and theta2:

obj8Run = @(theta) -mean(sum((1+theta1.*csecxit+theta2.*csecyit)/N.*R4-c*t4,2))./sqrt(sum((1+theta1.*csecxit+theta2.*csecyit)/N.*R4-c*t4,2))

w0 = [0.2,0.3] % initial guess

lb = zeros(1, 2)

ub = 1.5*ones(1, 2)

sol = fmincon(obj8Run, w0, [], [], [], [], lb, ub)

Matlab gives me this error problem: Error using fmincon (line 635) .Supplied objective function must return a scalar value.

Can someone help me?

Thanks in advance!!!

Answer 1

[madhan ravi]

obj8Run = @(theta) -mean(sum((1+theta(1).*csecxit+theta(2).*csecyit)/N.*R4-c*t4,2))./sqrt(sum((1+theta(1).*csecxit+theta(2).*csecyit)/N.*R4-c*t4,2))             

[Andreas S]

Hello! Thanks for your reply, first of all. When i run:

obj8Run = @(theta) -mean(sum((1+theta1.*csecxit+theta2.*csecyit)/N).*R4-c*t4,2)./sqrt(sum((1+theta1.*csecxit+theta2.*csecyit)/N).*R4-c.*t4,2)

w0 = [0.2,0.3] % initial guess

lb = zeros(1, 2)

ub = 1.5*ones(1, 2)

sol = fmincon(obj8Run, w0, [], [], [], [], lb, ub)

it gives me : Error using sqrt

Too many input arguments.

Error in @(theta)-mean(sum((1+theta1.*csecxit+theta2.*csecyit)/N).*R4-c*t4,2)./sqrt(sum((1+theta1.*csecxit+theta2.*csecyit)/N).*R4-c.*t4,2)

Error in fmincon (line 562)

initVals.f = feval(funfcn{3},X,varargin{:});

Caused by:

Failure in initial objective function evaluation. FMINCON cannot continue.