Problem: problem_1, solution_status = optimal Timing: data_loading_time = 290.66, preprocessing_time = 5.50, solving_time = 3976.29 Variables: optimal_point = point_problem_1 Objective: objective = 550.238852617 [358.106614915] Constraint: constraint_1 = 3.401504446436E-03 [ 3.401529446436E-03] Constraint: constraint_2 = 3.398171113104E-03 [ 3.398196113104E-03] Constraint: constraint_3 = 5.488096064035E-03 [ 5.488121064035E-03] Constraint: constraint_4 = 1.836710565993E-02 [ 1.836713065993E-02] Constraint: constraint_5 = 1.357762954937E+02 [-1.577629549372E+01] Constraint: constraint_6 = 1.000000000000E+00 [ 2.193800696659E-13] Constraint: constraint_7 = vector_constraint_7 Function: pm_pen_g(0,matrix_example_0_1_m) = 9.716122567149E-01 Function: pm_pen_g(0,matrix_example_0_2_m) = 9.548201372046E-01 Function: pm_pen_g(0,matrix_example_0_3_m) = 9.337633467276E-01 Function: pm_pen_g(0,matrix_example_0_4_m) = 9.141278409029E-01 Function: pm_pen_g(0,matrix_example_0_5_m) = 8.943962275570E-01 Function: pm_pen_g(0,matrix_example_1_1_m) = 1.190332413416E-01 Function: pm_pen_g(0,matrix_example_1_2_m) = 1.320301039598E-01 Function: pm_pen_g(0,matrix_example_1_3_m) = 1.429303152762E-01 Function: pm_pen_g(0,matrix_example_1_4_m) = 1.554152482232E-01 Function: pm_pen_g(0,matrix_example_1_5_m) = 1.668788444596E-01 Function: pm_pen_g(0,matrix_example_2_1_m) = 1.190332413415E-01 Function: pm_pen_g(0,matrix_example_2_2_m) = 1.320301039597E-01 Function: pm_pen_g(0,matrix_example_2_3_m) = 1.429303152762E-01 Function: pm_pen_g(0,matrix_example_2_4_m) = 1.554152482232E-01 Function: pm_pen_g(0,matrix_example_2_5_m) = 1.668788544922E-01 Function: pm_pen_g(0,matrix_example_3_1_m) = 1.107812950944E-01 Function: pm_pen_g(0,matrix_example_3_2_m) = 1.216883924185E-01 Function: pm_pen_g(0,matrix_example_3_3_m) = 1.326270794745E-01 Function: pm_pen_g(0,matrix_example_3_4_m) = 1.417383585776E-01 Function: pm_pen_g(0,matrix_example_3_5_m) = 1.525372925452E-01 Function: pm_pen_g(0,matrix_example_4_1_m) = 8.410261511701E-02 Function: pm_pen_g(0,matrix_example_4_2_m) = 9.495125505271E-02 Function: pm_pen_g(0,matrix_example_4_3_m) = 1.059999214393E-01 Function: pm_pen_g(0,matrix_example_4_4_m) = 1.141255481291E-01 Function: pm_pen_g(0,matrix_example_4_5_m) = 1.237933733979E-01 Function: linear(matrix_spread) = 1.357762954937E+02 Function: linear(matrix_budget) = 1.000000000000E+00 Function: linearmulti(block(5,matrix_order_1)) = vector_constraint_7 Function: prmulti_pen(0,matrix_example_1_1_m,matrix_example_1_2_m,matrix_example_1_3_m,matrix_example_1_4_m,matrix_example_1_5_m) = 3.401504446436E-03 Function: prmulti_pen(0,matrix_example_2_1_m,matrix_example_2_2_m,matrix_example_2_3_m,matrix_example_2_4_m,matrix_example_2_5_m) = 3.398171113104E-03 Function: prmulti_pen(0,matrix_example_3_1_m,matrix_example_3_2_m,matrix_example_3_3_m,matrix_example_3_4_m,matrix_example_3_5_m) = 5.488096064035E-03 Function: prmulti_pen(0,matrix_example_4_1_m,matrix_example_4_2_m,matrix_example_4_3_m,matrix_example_4_4_m,matrix_example_4_5_m) = 1.836710565993E-02 Function: cvar_risk(0.990487,matrix_example_1_1_m,matrix_example_1_2_m,matrix_example_1_3_m,matrix_example_1_4_m,matrix_example_1_5_m) = 3.406559400697E-02 Function: cvar_risk(0.9907588,matrix_example_2_1_m,matrix_example_2_2_m,matrix_example_2_3_m,matrix_example_2_4_m,matrix_example_2_5_m) = 3.599475502076E-02 Function: cvar_risk(0.985051,matrix_example_3_1_m,matrix_example_3_2_m,matrix_example_3_3_m,matrix_example_3_4_m,matrix_example_3_5_m) = 2.293328029408E-02 Function: cvar_risk(0.9499888,matrix_example_4_1_m,matrix_example_4_2_m,matrix_example_4_3_m,matrix_example_4_4_m,matrix_example_4_5_m) = 7.440090392130E-03 Function: bpoe(0,matrix_example_1_1_m,matrix_example_1_2_m,matrix_example_1_3_m,matrix_example_1_4_m,matrix_example_1_5_m) = 1.934859185815E-02 Function: bpoe(0,matrix_example_2_1_m,matrix_example_2_2_m,matrix_example_2_3_m,matrix_example_2_4_m,matrix_example_2_5_m) = 1.939887940292E-02 Function: bpoe(0,matrix_example_3_1_m,matrix_example_3_2_m,matrix_example_3_3_m,matrix_example_3_4_m,matrix_example_3_5_m) = 2.651555272080E-02 Function: bpoe(0,matrix_example_4_1_m,matrix_example_4_2_m,matrix_example_4_3_m,matrix_example_4_4_m,matrix_example_4_5_m) = 6.528468564906E-02