Hi all,

Thanks to anyone who's contributed to the amazing fPortfolio package.

I've been using it to solve mean-variance portfolios. Now I want to add one
more constraint expressing one asset class should have higher weight than
another. For example, if I'm optimizing over three assets, US equity,
International equity and US bond, I'd like to add an inequality constraint:
the weight of US equity >= the weight of international equity. I've poked
around and haven't been able to figure out how to do it with fPortfolio. I
could formulate it into quadprog, but wonder if fPortfolio supports
inequality constraints?

Thanks!

Qian

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