# algorithm tolerance
CCD_COVERGENCE_TOL = 1e-10
BISECTION_TOL = 1e-5
ADMM_TOL = 1e-10
MAX_ITER = 5000
BISECTION_UPPER_BOUND = 10
MAXITER_BISECTION = 5000

# bounds
MIN_WEIGHT = 0
MAX_WEIGHT = 1e3
RISK_BUDGET_TOL = 0.00001
