minimize variance(matrix_scenarios) Constraint: <= 1 1.0001*linear(matrix_linear) +0.0001*cardn_pos(1e-006, matrix_linear_card) Constraint: <= 0 cardn_pos(1e-006, matrix_linear_card) -variable(u) Constraint: >= 0.0045 avg_g(matrix_scenarios) -0.0001*linear(matrix_linear) -0.0001*cardn_pos(1e-006, matrix_linear_card) Constraint: <= 0.1 pr_pen(0.05,matrix_probability) Box: >= 0, <= point_upperbounds