Implement a new class for score constrained portfolios #12
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The new class computes score constrained portfolios with minimum L1 distance to the associated percentile portfolios.
To set the score levels uses either equi-distanced score values from the feasible score interval or equi-volume distanced scores using uniform sampling from the portfolio domain.
To solve the L1 minimization problem it transforms it into a linear program and uses scipy's linprog.