an>);
</pre>
<a id="output"></a>
<pre class="codeoutput">
Computing the optimal Markovitz portfolio: 
# using the original formulation ...  
Calling SDPT3: 105 variables, 52 equality constraints
   For improved efficiency, SDPT3 is solving the dual problem.
------------------------------------------------------------

 num. of constraints = 52
 dim. of socp   var  = 27,   num. of socp blk  =  1
 dim. of linear var  = 77
 dim. of free   var  =  1 *** convert ublk to lblk
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