Constrained optimization usually involves an additional constraint that: A)
 asset class weights add up to 1. 
 B)
 all asset class weights are nonnegative. 
 C)
 all asset class weights are positive. 

The weight of all asset classes adding up to one is part of unconstrained optimization. Constrained optimization has an additional constraint that the weights of all the asset classes should be nonnegative. 