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MvoModelSetConstraints(Matrix, DVector, NVector) Method

Add constraints to the model.

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+e1037fa8802b3ff162e26559d763b73334940b70
Syntax
C#
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public MvoModel SetConstraints(
	Matrix constraintLHS,
	DVector constraintRHS,
	NVector constraintTypes
)

Parameters

constraintLHS  Matrix
A matrix of Constraints * Securities size.
constraintRHS  DVector
A vector of Constraints size.
constraintTypes  NVector
One constraint sign for each constraint.

Return Value

MvoModel
The updated model with a recalculated efficient frontier.
See Also