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fix(optimization): left_inequality and right_inequality converted to …
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…numpy array
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HugoDelatte committed Jan 28, 2024
1 parent d0c3eb1 commit 18073ad
Showing 1 changed file with 2 additions and 2 deletions.
4 changes: 2 additions & 2 deletions src/skfolio/optimization/convex/_base.py
Original file line number Diff line number Diff line change
Expand Up @@ -768,8 +768,8 @@ def _get_weight_constraints(
f" {right_inequality.shape[0]}"
)
constraints.append(
self.left_inequality @ w * self._scale_constraints
- self.right_inequality * factor * self._scale_constraints
left_inequality @ w * self._scale_constraints
- right_inequality * factor * self._scale_constraints
<= 0
)

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