Description
This might also be described as user-defined integer constraints.
The constraint limits the number of assets that appear in each category of a categorical variable. For example, there might be a constraint that there be between 6 and 8 assets from the Energy sector in the portfolio.
Implementation
Count constraints are implemented via the linear constraint machinery with lin.style="count" Count constraints are decidedly non-linear, but lumping them in with linear constraints is convenient.
