minimize
  linear(matrix_m50n50test8_returns)
  +139.4484 * avg_pm_pen_ni_g(0,matrix_mu_m50n50test8_m,matrix_sd_m50n50test8_m)
Constraint: <= 68309
  linear(matrix_m50n50test8_budget)
Box: >= 0, types = point_xtype