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# setInequality

Class: PortfolioCVaR

Set up linear inequality constraints for portfolio weights in PortfolioCVaR object

## Syntax

obj = setInequality(obj,AInequality,bInequality)

## Description

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 portfolio Port must satisfy the following:

`AInequality * Port <= bInequality`

## Tips

• 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.

## Input Arguments

 obj CVaR portfolio object [PortfolioCVaR]. AInequality Matrix to form linear inequality constraints [matrix]. bInequality Vector to form linear inequality constraints [vector].
 Note:   An error results if AInequality is empty and bInequality is nonempty or if AInequality is nonempty and bInequality is empty.

## Output Arguments

 obj Updated CVaR portfolio object [PortfolioCVaR].

## Attributes

 Access public Static false Hidden false

To learn about attributes of methods, see Method Attributes in the MATLAB® Object-Oriented Programming documentation.

## Examples

expand all

### Set Linear Inequality Constraints

Suppose you have a portfolio of five assets and you want to ensure that the first three assets are no more than 50% of your portfolio. Given a CVaR portfolio object p, set the linear inequality constraints with the following.

```A = [ 1 1 1 0 0 ];
b = 0.5;
p = PortfolioCVaR;
p = setInequality(p, A, b);

disp(p.NumAssets);
disp(p.AInequality);
disp(p.bInequality);
```
```     5

1     1     1     0     0

0.5000

```