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Add linear equality constraints for portfolio weights to existing constraints

adds linear equality constraints for portfolio weights to existing constraints
for `obj`

= addEquality(`obj`

,`AEquality`

,`bEquality`

)`Portfolio`

, `PortfolioCVaR`

, or
`PortfolioMAD`

objects. For details on the respective
workflows when using these different objects, see Portfolio Object Workflow, PortfolioCVaR Object Workflow,
and PortfolioMAD Object Workflow.

Given a linear equality constraint matrix `AEquality`

and
vector `bEquality`

, every weight in a portfolio
`Port`

must satisfy the
following:

AEquality * Port = bEquality

This function "stacks" additional linear equality constraints onto any
existing linear equality constraints that exist in the input portfolio object.
If no constraints exist, this method is the same as `setEquality`

.

You can also use dot notation to add the linear equality constraints for portfolio weights.

obj = obj.addEquality(AEquality, bEquality)

You can also remove linear equality constraints from a portfolio object using dot notation.

obj = obj.setEquality([ ], [ ])

- Working with Linear Equality Constraints Using Portfolio Object
- Working with Linear Equality Constraints Using PortfolioCVaR Object
- Setting Linear Inequality Constraints Using the setInequality and addInequality Functions
- Portfolio Optimization Examples
- Portfolio Set for Optimization Using Portfolio Object
- Portfolio Set for Optimization Using PortfolioCVaR Object
- Portfolio Set for Optimization Using PortfolioMAD Object