an be replaced by this equivalent set of constraints</span>
<span class="comment">%                           r*t + sum(u) &lt;= alpha</span>
<span class="comment">%                           t*1 + u &gt;= x</span>
<span class="comment">%                           u &gt;= 0</span>

<span class="comment">% Input data</span>
randn(<span class="string">'state'</span>,0);
n = 25;
p_mean = randn(n,1);
temp = randn(n);
sig = temp'*temp;
r = floor(0.1*n);
alpha = 0.8;
r_min = 1;

<span class="comment">% original f