minimize
linearize = 1
  meanabs_pen(matrix_scenarios)
Constraint: <= 1000000, linearize = 1
  polynom_abs(matrix_constraint_budget)
Constraint: <= 50, mip = 1
  cardn(0.001, matrix_constraint_card_new)
Box: >= point_lowerbounds, <= point_upperbounds
Solver: cargrb, precision = 5