Portfolio object: asset weights as 0 or >=0.01 ?

Hi,

I have the following (simplified) mean-variance optimization problem:

p = Portfolio('AssetList', A, ...)
pwgt = p.estimateFrontier(numportfolio)
rwgt = p.maximizeSharpeRatio

I wish not to get "very small" asset weights. I.e. i wish to get rwgt not equal to (0 < rwgt < 0.01). In other words I wish to get rwgt = 0 or >= 0.01.

I see two options, but cannot get them working as wanted.

Option 1 (code runs, but I still get (0 < rwgt < 0.01)):

...
rwgt = p.maximizeSharpeRatio;
if rwgt < 0.01
 rwgt = 0
end

Option 2 (via some constraint property, my best guess is Inequality):

...
h = % how to define as range 1.0e-100:9.999999e-3 ?
p = Portfolio('AssetList', A, 'aInequality', B, 'bInequality', h, ...);
p = p.setInequality(B, h);

Thankful for advice.