Constraints not meeting the parameters?
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This is what my code looks like for the the linear equality constraints. However, run I run the code it does not meet the constraints.
in swtOther_Aeq1, the first constraint is to make stocks 1,3,7 comprise 22% of the portfolio.
the second constraint is to make the portfolio return equal to a certain return in the grid (ERGRid).
the third constraint is to have the total weights sum up to one for the portfolio.
However, none of these requirements are being met.
I am confused as to why.
Help would be appreciated. thanks.