I have a list of 5 stocks consisting of IBM, AXP, XOM, BA, GE. I am able to solve the optimal portfolio without long only constraints along with group weight constraints. However, I am not able to add one more constraint regarding Beta of the portfolio with upper bound of 1.1 and lower bound of .9. The Beta of each individual stock is in a set of defined data. May anyone be able to help? Appreciated much. -- View this message in context: http://r.789695.n4.nabble.com/fPortfolio-constraints-tp3950116p3950116.html Sent from the R help mailing list archive at Nabble.com.