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Since you are running a QuadraticProgram (QP) I'll assume your objective function is of the form: $$\min_x \quad f(x) = (b+x)^T Q (b+x) + P (b+x) \;,$$ where $b$ are the known market weights and thus $\delta^T b = 1$. $x$ is interpreted as a deviation in asset holding from the given market portfolio. You have specified the constraints as: 1) \$ \delta^T ...