Error in fminsearch (line 200) fv(:,1) = funfcn(x,varargin{:});

Hello,

I am new to MATLAB and I am trying to minimize a function using fminsearch (line 145, caviaropt.m). But when I do that an error pops "Unable to perform assignment because the size of the left side is 1-by-1 and the size of the right side is 3-by-1" . The function gives a 3x1 vector at initial points but the function has to return a scalar in order to apply fminsearch. How can I solve this issue?

Any help is much appreciated!

[Matt J]

Why does your function give a 3x1 vector? If you are trying to minimize a value fval, then your function should return fval.

[Muna Akhmedova]

Oh i forgot to attach the data. That's because the data contain log returns of 3 companies (2517x3) and 3x1 vector is the RQ value for each company.

Answer 1

[Matt J]

Change the output of your function to a squared error over all 3 companies, or some other scalarization of the current output that you might be interested in minimizing.