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MvoModelSetConstraints(Matrix, DVector, Int32) Method

Add constraints to the model.

Namespace: Austra.Library.MVO
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.7.0+b25929339ea1019e260029cf0ebd18b3a0ce2443
Syntax
C#
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public MvoModel SetConstraints(
	Matrix constraintLHS,
	DVector constraintRHS,
	int constraintType
)

Parameters

constraintLHS  Matrix
A matrix of Constraints * Securities size.
constraintRHS  DVector
A vector of Constraints size.
constraintType  Int32
The sign for all constraints.

Return Value

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