%最小化的目标函数,放在EVaRObj.m
function F=EVaRObj(x,rf,rr,N,alpha)
F=(log(sum(exp(x(1)*(-rf-(rr-rf)*x(2))))/N)-log(alpha))/x(1);
%非线性约束------这里没有非线性约束,用下面代码----放在EVaRNonlCon.m
function [c,ceq]=EVaRNonlCon(x)
c=[];
ceq=[];
%最小化主程序
miu=0.03;
A=[];B=[];
Aeq=[];
beq=[];
a1=-0.048728;
a2=0.074553;
b1=0.965561;
c=0.021038;
m=-0.043676;
d=5.046807;
r(1)=-0.397248121;
r(2)=0.717392549;
u(1)=r(1)-m;
u(2)=r(2)-m;
sigma(2)=0;
N=100;
alpha=0.05;
rf=100*(1.03^(1/52)-1);
for t=3:754
sigma(t)=sqrt(c+a1*u(t-1)^2+a2*u(t-2)^2+b1*sigma(t-1)^2);
u(t)=sigma(t)*trnd(d);
r(t)=m+u(t);
end
for i=1:N
sigma(755)=sqrt(c+a1*u(754)^2+a2*u(753)^2+b1*sigma(754)^2);
uu(i)=sigma(755)*trnd(d);
rr(i)=m+uu(i);
end
lb=max(0,N*(miu-rf)/sum(rr-rf));
Lb=[0.0001,lb];
Ub=[inf,1];
x0=[1,0.5];
[x,fval]=fmincon(@(x) EVaRObj(x,rf,rr,N,alpha),x0,A,B,Aeq,beq,Lb,Ub);
请问上面用fmincon求解非线性最优化问题的matlab代码那里有错,不出结果?