Documentation |
Class: PortfolioMAD
Add linear inequality constraints for portfolio weights to existing constraints for PortfolioMAD object
obj = addInequality(obj,AInequality,bInequality)
obj = addInequality(obj,AInequality,bInequality) adds linear inequality constraints for portfolio weights to existing constraints.
Given linear inequality constraint matrix AInequality and vector bInequality, every weight in portfolio Port must satisfy the following:
AInequality * Port <= bInequality
addInequality "stacks" additional linear inequality constraints onto any existing linear inequality constraints that already exist in the input PortfolioMAD object. If no constraints already exist, this method is the same as setInequality.
You can also use dot notation to add linear inequality constraints for portfolio weights to existing constraints.
obj = obj.addInequality(AInequality, bInequality)
You can remove linear inequality constraints for portfolio weights from a MAD portfolio object using dot notation.
obj = obj.setInequality([ ], [ ])
obj |
MAD portfolio object [PortfolioMAD]. |
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.