for {matrix_p_in, matrix_p_out} = crossvalidation(2, matrix_prior_scenarios) 

minimize
  0.5*quadratic(matrix_quadratic)
  +0.5*cvar_risk(0.5,matrix_p_in)
Box: >= -1000.0, <= 1000.0

Value:  
  cvar_risk(0.5,matrix_p_out)

end for