minimize
  linear(matrix_m10n10test8_returns)
  +26.0049 * avg_pm_pen_ni_g(0,matrix_mu_m10n10test8_m,matrix_sd_m10n10test8_m)
Constraint: <= 3804
  linear(matrix_m10n10test8_budget)
Box: >= 0, types = point_xtype