[ojAlgo-user] Need help with constraints

[Ab115 S. <ab1...@gm...>]

Hi,

I am investigating the ojalgo-finance model for an portfolio optimization
problem. We have a requirement to set a concentration constraint which I am
setting using the limits of the Markowitz model. However we also need to
add a constraint on the minimum number of assets to be part of the
portfolio. Can someone please let me know how to add this constraint?

Thanks
Ab