www.gusucode.com > GAVPai_Book_MathworksCntrlFileEx_May2019 > GAVPai_Book_MathworksCntrlFileEx_May2019/comp_fitness.m

    % compute fitness function values of the population of individuals using
% equation [4.19]

function popln_fitness = comp_fitness(popln_mat, premia_dat,  covariance_dat,  psi_fun)

[popln_size, ~]=size(popln_mat);


for i = 1: popln_size
    
    weight = popln_mat(i,:);                                                                                    
    objfunc_val(i) =  -((premia_dat * weight')/ sqrt(weight*covariance_dat * weight')) + psi_fun(i);  

end
popln_fitness = objfunc_val ;
end