Base Constraint Generation

struct EQ <: EqualityComparisonOperators end

Equality comparison operator for constraint generation.

Related

• EqualityComparisonOperators
• LEQ
• GEQ

struct LEQ <: InequalityComparisonOperators end

Less-than-or-equal-to comparison operator for constraint generation.

Related

• InequalityComparisonOperators
• EQ
• GEQ

struct GEQ <: InequalityComparisonOperators end

Greater-than-or-equal-to comparison operator for constraint generation.

Related

• InequalityComparisonOperators
• EQ
• LEQ

abstract type AbstractConstraintResult <: AbstractResult end

Abstract supertype for all constraint result types in PortfolioOptimisers.jl.

All concrete types representing the result of constraint generation or evaluation should subtype AbstractConstraintResult. This enables a consistent interface for handling constraint results across different estimators and algorithms.

Related

• AbstractConstraintEstimator
• AbstractResult

abstract type AbstractConstraintEstimator <: AbstractEstimator end

Abstract supertype for all constraint estimator types in PortfolioOptimisers.jl.

All concrete types implementing constraint generation or estimation algorithms should subtype AbstractConstraintEstimator. This enables extensible and composable workflows for constraint construction and validation.

Related

• AbstractConstraintResult
• AbstractEstimator

abstract type ComparisonOperators end

Abstract supertype for all comparison operator types used in constraint generation.

Concrete subtypes represent specific comparison semantics (e.g., equality, inequality) for use in constraint definitions and evaluation.

Related

• EqualityComparisonOperators
• InequalityComparisonOperators

abstract type EqualityComparisonOperators <: ComparisonOperators end

Abstract supertype for all equality comparison operator types.

Concrete subtypes represent equality-based comparison semantics (e.g., EQ) for use in constraint definitions.

Related

• ComparisonOperators
• EQ

abstract type InequalityComparisonOperators <: ComparisonOperators end

Abstract supertype for all inequality comparison operator types.

Concrete subtypes represent inequality-based comparison semantics (e.g., LEQ, GEQ) for use in constraint definitions.

Related

• ComparisonOperators
• LEQ
• GEQ

comparison_sign_ineq_flag(op::ComparisonOperators)

Return the multiplicative sign and inequality flag for a given comparison operator.

Arguments

• op::ComparisonOperators: The comparison operator.

Returns

• sign: The multiplicative sign for the constraint.
• is_inequality: true if the operator is an inequality, false for equality.

Examples

julia> PortfolioOptimisers.comparison_sign_ineq_flag(EQ())
(1, false)

julia> PortfolioOptimisers.comparison_sign_ineq_flag(LEQ())
(1, true)

julia> PortfolioOptimisers.comparison_sign_ineq_flag(GEQ())
(-1, true)

Related

• EQ
• LEQ
• GEQ
• ComparisonOperators