minimize
  linear(matrix_m20n30test8_returns)
  +54.8423 * avg_pm_pen_ni_g(0,matrix_mu_m20n30test8_m,matrix_sd_m20n30test8_m)
Constraint: <= 17724
  linear(matrix_m20n30test8_budget)
Box: >= 0, types = point_xtype