doc fixes

Author: robertmartin8

docs/FAQ.rst

@@ -0,0 +1,40 @@
+.. _faq:
+
+####
+FAQs
+####
+
+Constraining the number of assets
+---------------------------------
+
+Unfortunately, cardinality constraints are not convex, making them difficult to implement.
+
+However, we can treat it as a mixed-integer program and solve (provided you have access to a solver). 
+or small problems with less than 1000 variables and constraints, you can use the community version of CPLEX:
+``pip install cplex``. In the below example, we limit the portfolio to at most 10 assets::
+
+    ef = EfficientFrontier(mu, S, solver=cp.CPLEX)
+    booleans = cp.Variable(len(ef.tickers), boolean=True)
+    ef.add_constraint(lambda x: x <= booleans)
+    ef.add_constraint(lambda x: cp.sum(booleans) <= 10)
+    ef.min_volatility()
+
+This does not play well with ``max_sharpe``, and needs to be modified for different bounds.
+See `this issue <https://github.com/robertmartin8/PyPortfolioOpt/issues/243>`_ for further discussion.
+
+Tracking error
+--------------
+
+Tracking error can either be used as an objective (as described in :ref:`efficient-frontier`) or
+as a constraint. This is an example of adding a tracking error constraint::
+
+    from objective functions import ex_ante_tracking_error
+
+    benchmark_weights = ...  # benchmark
+
+    ef = EfficientFrontier(mu, S)
+    ef.add_constraint(ex_ante_tracking_error, cov_matrix=ef.cov_matrix,
+                      benchmark_weights=benchmark_weights)
+    ef.min_volatility()
+
+

docs/MeanVariance.rst

@@ -1,3 +1,5 @@
+.. _mean-variance:
+
 ##########################
 Mean-Variance Optimization
 ##########################

docs/OtherOptimisers.rst renamed to docs/OtherOptimizers.rst

@@ -167,6 +167,7 @@ Contents
     :maxdepth: 1
     :caption: Other information
 
+    FAQ
     Roadmap
     Contributing
     About