linear.constraint.eq {portfolio.optimization}

Create or update a vector-based linear equality constraint set

Description

linear.constraint.eq creates a vector-based linear equality constraint: Aeq(range) * factors == beq

Usage

linear.constraint.eq(constraints.linear, range, beq, factors = NULL)

Arguments

constraints.linear

the current set of equality constraints

range

the range of the variables to set (default 1 if factors is NULL)

beq

right-hand side scalar

factors

values to set for each variable in the given range

Value

the new (updated) set of equality constraints

Author(s)

Ronald Hochreiter, [e-mail]