PortfolioOptimisers.jl

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Base Constraint Generation ​

PortfolioOptimisers.AbstractConstraintResult Type
julia
abstract type AbstractConstraintResult <: AbstractResult end

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

All concrete and/or abstract types representing the result of constraint generation or evaluation should be subtypes of AbstractConstraintResult.

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PortfolioOptimisers.AbstractConstraintEstimator Type
julia
abstract type AbstractConstraintEstimator <: AbstractEstimator end

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

All concrete and/or abstract types implementing constraint generation or estimation algorithms should be subtypes of AbstractConstraintEstimator.

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PortfolioOptimisers.ComparisonOperator Type
julia
const ComparisonOperator = Union{typeof(==), typeof(<=), typeof(>=)}

Union type representing supported comparison operators for constraint generation.

This type is used to specify which comparison operators are valid for defining constraints in PortfolioOptimisers.jl. It includes equality and both directions of inequality.

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PortfolioOptimisers.comparison_sign_ineq_flag Function
julia
comparison_sign_ineq_flag(op::ComparisonOperator)

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

Arguments

  • op::ComparisonOperator: The comparison operator.

Returns

  • sign::Int: The multiplicative sign for the constraint.

  • is_inequality::Bool: true if the operator is an inequality, false for equality.

Examples

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

julia> PortfolioOptimisers.comparison_sign_ineq_flag(<=)
(1, true)

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

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