setting min and max weights on the stocks for "max_quadratic_utility" , with market_netural=True

[blackivory]

What are you trying to do? setting min and max weights on the stocks for "max_quadratic_utility" , with market_netural=True

how can we add the contraints for min & max weights for a long/short market_neutral portfolio with ef.max_quadratic_utility

any help would be appreciated

What have you tried? i tried https://github.com/robertmartin8/PyPortfolioOpt/issues/411#issuecomment-1022603981 but saying the solver has problems