I'm just starting to use the tawny to do portfolio optimization. I;m
wondering if there is a way to force the optimization to not allow short
selling. If I use the package example:

require(tawny)
data(sp500.subset)
h <- sp500.subset
ws.1 <-optimizePortfolio(h, 150, RandomMatrixDenoiser())


head(ws.1[,1:5])
                 [,1]      [,2]          [,3]        [,4]         [,5]
2008-12-15 0.09248187 0.2088942 -0.0028581226 -0.05568185 -0.011270020
2008-12-16 0.09312921 0.2184338 -0.0041928798 -0.05388050 -0.007905639
2008-12-17 0.09697907 0.2152621  0.0004219331 -0.05719625 -0.007520671
2008-12-18 0.10532884 0.2226241 -0.0004360120 -0.05933589 -0.008948998
2008-12-19 0.10566713 0.2241632 -0.0001421756 -0.05808452 -0.008664915
2008-12-22 0.10716821 0.2256598  0.0020645245 -0.05588680 -0.005201937

Npte some of the portfolio weights are negative implying short selling.

The package works great but not sure how I could determine the optimum
portfolio given a "no short selling" criteria.

Thanks in advance for your comments

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