In interior point solver we can set unity constraint like x1+x2+x3+x4=1 can we set constraint like 0.10<= x1+x3 >=0.80 and 0.20<=x2+x4>=0.50 using setcoefficient.
Please provide the sample to set constraint of weight boundaries on sector and security both level.
We have used code of InteriorPointSolver for Markowitz model, It has solved to Minimize or Maximize on Security. But we can not set setbound on sum of some of subset of all securities. We tried to set constraint using Setcoefficient but it's not working. Please provide the sample for it