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@@ -128,14 +128,15 @@ We've made several improvements:
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- Isolating the computation of λ and weight updates to make them testable
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- Using modern and immutable dataclasses throughout
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This implementation is included for testing and educational purposes only.
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Our updated implementation is included in the tests but not part of cvxcla package.
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We use it to verify our results and include it for educational purposes.
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### 📝 Markowitz et al
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In
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[Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean-Semivariance Portfolio Optimization](https://www.hudsonbaycapital.com/documents/FG/hudsonbay/research/599440_paper.pdf),
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Markowitz and researchers from Hudson Bay Capital Management and Constantia Capital
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a step-by-step tutorial.
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present a step-by-step tutorial.
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We address a problem they overlooked: after finding the first starting point,
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all variables might be blocked. We enforce that one variable
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