title: Portfolio Optimization in R - Unable to add optimization objectives
body: <p>I am unable to add multiple objective while optimizing portfolio in R</p>
  
  <p>Maximize quadratic utility. i.e., maxret and minvar</p>
  
  <p><code>qu &lt;- add.objective(portfolio=portf, type="return", name="mean")</code></p>
  
  <hr>
  
  <pre><code>qu &lt;- add.objective(portfolio = portf, type="risk", name="var", 
       risk_aversion=0.25)
  </code></pre>
  
  <hr>
  
  <pre><code>opt_qu &lt;- optimize.portfolio(R=matx.df, portfolio = qu, optimize_method = 
  "ROI", trace=TRUE) print(opt_qu)
  </code></pre>
  
  <p>when i print <code>qu</code> which should have two objectives, it shows only the minvar, i.e., second objective only. How to add max return and min variance both.</p>