problem_KSMavg_Cvar_inequality, minimize linearize = 1 ksm_avg(matrix_xYi_norm_112, vector_Yi_norm, vector_qi) constraint: = 1 linear(matrix_sYi_112) multiconstraint: >= vector_cvars_Y, linearize = 1 pcvar(vector_alp,matrix_xYi_norm_112) box: >= 0, <= 1 solver: car