Uses of Class
com.quantfinlib.optimization.ConstrainedPortfolioOptimizer

Packages that use ConstrainedPortfolioOptimizer

Package	Description
com.quantfinlib.optimization	Portfolio construction: PortfolioOptimizer (max Sharpe, min volatility, efficient frontier — derivative-free and deterministic), RiskParityOptimizer (equal risk contribution), BlackLitterman (equilibrium returns blended with confidence-weighted views) and ConstrainedPortfolioOptimizer (position caps/floors and turnover penalties against current holdings).

Uses of ConstrainedPortfolioOptimizer in com.quantfinlib.optimization

Methods in com.quantfinlib.optimization that return ConstrainedPortfolioOptimizer

Modifier and Type	Method	Description
ConstrainedPortfolioOptimizer	ConstrainedPortfolioOptimizer.withBounds(double[] min, double[] max)	Per-asset weight bounds; must admit a fully-invested portfolio.
ConstrainedPortfolioOptimizer	ConstrainedPortfolioOptimizer.withTurnoverPenalty(double[] currentWeights, double penaltyPerUnitTurnover)