在组合优化中使用fPortfolio包的多重约束。

I am constructing efficient portfolio using multiple constraints: namely long position and minimum weight on given asset=34%(say). I am using the fPortfolio package to do this. According to the manual one can provide compound constraints by creating a string vector. I have some problem with that approach. Here is an example from the fPortfolio manual. I am constructing efficient portfolio using mul