MvoModelSetConstraints(Matrix, DVector, NVector) Method

Add constraints to the model.

Definition

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601
C#
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