# pcglims

Linear inequalities for asset group minimum and maximum allocation

## Description

As an alternative to `pcglims`

, use the Portfolio object
(`Portfolio`

) for mean-variance portfolio
optimization. This object supports gross or net portfolio returns as the return proxy,
the variance of portfolio returns as the risk proxy, and a portfolio set that is any
combination of the specified constraints to form a portfolio set. For information on the
workflow when using Portfolio objects, see Portfolio Object Workflow.

`[`

specifies minimum and maximum allocations to groups of assets. Bounds can be
specified for an arbitrary number of groups `A`

,`b`

] = pcglims(`Groups`

,`GroupMin`

,`GroupMax`

)`NGROUPS`

,made up as
subsets of the `NASSETS`

investments.

If `pcglims`

is called with fewer than two output arguments, the
function returns `A`

concatenated with `b`

`[A,b]`

.

## Examples

## Input Arguments

## Output Arguments

## Version History

**Introduced before R2006a**