param N := 13;

var x{1..N} >= 0, := 0.1;
param r{1..N};
param s{1..N};
param u{1..N};
param v{1..N};
param ss{1..N};
param su{1..N};
param sv{1..N};

minimize f:
sum {i in 1..13} r[i]*x[i];

subject to cons1:
-18+sum{i in 1..13} s[i]*x[i] - 1.645*(sum{j in 1..13} ss[j]*x[j]^2)^0.5 >= 0;

subject to cons2:
-1+sum{i in 1..13} u[i]*x[i] - 1.645*(sum{j in 1..13} su[j]*x[j]^2)^0.5>= 0;

subject to cons3:
-0.9+sum{i in 1..13} v[i]*x[i] - 1.645*(sum{j in 1..13} sv[j]*x[j]^2)^0.5>= 0;

subject to cons4:
sum {i in 1..13} x[i] - 1 = 0;

data;
param:
	r		s		u		v		ss		su		sv:=
1	0.80	11.6	0.05	0.35	0.4844	0.0001	0.0010
2	1.10	13.7	0.07	0.37	0.3003	0		0.0009
3	0.85	9.5		0		0.10	0.1444	0		0.0001
4	3.45	48.5	0.33	0.62	0.0588	0		0.0005
5	2.00	31.9	0		0		4.9863	0		0
6	2.10	51.1	1.27	1.03	0.0653	0.0040	0.0021
7	3.00	65.5	1.27	1.69	21.0222	0.1404	0.0825
8	0.80	0		23.35	18.21	0		1.3631	0.2073
9	0.45	0		35.84	0.01	0		0.5138	0
10	0.72	0		0.81	0.08	0		0.0289	0.0004
11	1.80	21.8	1.79	0.31	0.2970	0.0097	0.0005
12	3.00	46.9	7.34	1.59	9.2933	0.3893	0.0107
13	0.60	0		0		22.45	0		0		1.0206;
solve;

display x;