Documentation |
obj = setInequality(obj,AInequality,bInequality)
obj = setInequality(obj,AInequality,bInequality) sets up linear inequality constraints for portfolio weights.
Given a linear inequality constraint matrix AInequality and vector bInequality, every weight in a portfolio Port must satisfy the following:
AInequality * Port <= bInequality
You can also use dot notation to set up linear inequality constraints for portfolio weights.
obj = obj.setInequality(AInequality, bInequality);
To remove inequality constraints enter empty arguments. To add to existing inequality constraints, use addInequality.
obj |
Portfolio object [Portfolio]. |
AInequality |
Matrix to form linear inequality constraints [matrix]. |
bInequality |
Vector to form linear inequality constraints [vector]. |
Access | public |
Static | false |
Hidden | false |
To learn about attributes of methods, see Method Attributes in the MATLAB^{®} Object-Oriented Programming documentation.