Set up budget constraints
sets up budget constraints for obj
= setBudget(obj
,LowerBudget
)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.
sets up budget constraints for portfolio objects with an additional option for
obj
= setBudget(obj
,LowerBudget
,UpperBudget
)UpperBudget
.
You can also use dot notation to set up the budget constraints.
obj = obj.setBudget(LowerBudget, UpperBudget);