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Convert constraints from absolute to active format

transforms a constraint matrix to an equivalent matrix expressed in active weight
format (relative to the index).`ActiveConSet`

= abs2active(`AbsConSet`

,`Index`

)

`abs2active`

transforms a constraint matrix to an equivalent matrix
expressed in active weight format (relative to the index). The transformation equation
is

$$A{w}_{absolute}=A\left({w}_{active}+{w}_{index}\right)\le {b}_{absolute}.$$

Therefore

$$A{w}_{active}\le {b}_{absolute}-A{w}_{index}={b}_{active}.$$

The initial constraint matrix consists of
`NCONSTRAINTS`

portfolio linear inequality constraints expressed in
absolute weight format. The index portfolio vector contains `NASSETS`

assets.

`active2abs`

| `pcalims`

| `pcglims`

| `pcpval`

| `portcons`

| `Portfolio`

| `setInequality`