# addInequality

Add linear inequality constraints for portfolio weights to existing constraints

## Description

adds linear inequality constraints for portfolio weights to existing constraints
for `obj`

= addInequality(`obj`

,`AInequality`

,`bInequality`

)`Portfolio`

, `PortfolioCVaR`

, or
`PortfolioMAD`

objects. For details on the respective
workflows when using these different objects, see Portfolio Object Workflow, PortfolioCVaR Object Workflow,
and PortfolioMAD Object Workflow.

Given a linear inequality constraint matrix `AInequality`

and vector `bInequality`

, every weight in a portfolio
`Port`

must satisfy the
following:

AInequality * Port <= bInequality

This function "stacks" additional linear inequality constraints onto any
existing linear inequality constraints that exist in the input portfolio object.
If no constraints exist, this function is the same as `setInequality`

.

## Examples

## Input Arguments

## Output Arguments

## Tips

You can also use dot notation to add the linear inequality constraints for portfolio weights.

obj = obj.addInequality(AInequality, bInequality)

You can also remove linear inequality constraints from any of the portfolio objects using dot notation.

obj = obj.setInequality([ ], [ ])

## Version History

**Introduced in R2011a**

## See Also

### Topics

- Working with Linear Inequality Constraints Using Portfolio Object
- Working with Linear Inequality Constraints Using PortfolioCVaR Object
- Working with Linear Inequality Constraints Using PortfolioMAD Object
- Portfolio Optimization Examples Using Financial Toolbox
- Supported Constraints for Portfolio Optimization Using Portfolio Objects
- Supported Constraints for Portfolio Optimization Using PortfolioCVaR Object
- Supported Constraints for Portfolio Optimization Using PortfolioMAD Object