constraint_ROI.Rd

% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/constraints_ROI.R
\name{constraint_ROI}
\alias{constraint_ROI}
\title{constructor for class constraint_ROI}
\usage{
constraint_ROI(
  assets = NULL,
  op.problem,
  solver = c("glpk", "quadprog"),
  weight_seq = NULL
)
}
\arguments{
\item{assets}{number of assets, or optionally a named vector of assets specifying seed weights}

\item{op.problem}{an object of type "OP" (optimization problem, of \code{ROI}) specifying the complete optimization problem, see ROI help pages for proper construction of OP object.}

\item{solver}{string argument for what solver package to use, must have ROI plugin installed for that solver.  Currently support is for \code{glpk} and \code{quadprog}.}

\item{weight_seq}{seed sequence of weights, see \code{\link{generatesequence}}}
}
\description{
constructor for class constraint_ROI
}
\author{
Hezky Varon
}