www.gusucode.com > GAVPai_Book_MathworksCntrlFileEx_May2019 > GAVPai_Book_MathworksCntrlFileEx_May2019/satisfy_lowbounds.m
% function computes Step 1 of Repair Strategy (see Chapter 4, Sec. 4.5) % levitate weights to satisfy their lower bounds function upgraded_weight_mat = satisfy_lowbounds(weight_mat, low_bounds, assetsindx) [row_mat, col_mat]=size(weight_mat); len = length(assetsindx); for j=1:len j_indx = assetsindx(j); for i=1:row_mat if (weight_mat(i,j_indx) < low_bounds(1,j_indx)) weight_mat(i,j_indx) = low_bounds(1,j_indx); end end end upgraded_weight_mat = weight_mat; end