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Function Description

Returns a vector  that minimises a given penalty function  subject to lower bound constraints of the form  and  further (linear) constraints of the form .


Constraints are coded -1 for , 0 for  and +1 for . For example, if ,  and the additional linear constraints are  and  then:



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-          Interactively run function

-          Interactive instructions

-          Example calculation

-          Output type / Parameter details

-          Illustrative spreadsheet

-          Other Portfolio optimisation functions

-          Computation units used

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