minimize
  linear(matrix_m10n30test8_returns)
  +26.5319 * avg_pm_pen_ni_g(0,matrix_mu_m10n30test8_m,matrix_sd_m10n30test8_m)
Constraint: <= 10269
  linear(matrix_m10n30test8_budget)
Box: >= 0, types = point_xtype