static double[] MinVariance(double[,] Q, double[] R)
    {

        double d = 0.0;
        double u = 1.0;
        double W_d = 0.1;
        double W_u = 0.5;
        double r = 0.5;

        int n = Q.GetLength(0);
        double[] b = new double[n];


        int[] indiceVector = new int[n];
        double[] combinedVector = new double[n];
        for (int i = 0; i < n; i++)
        {
            indiceVector[i] = i;
            combinedVector[i] = 1;
        }

        var constraints = new List<LinearConstraint>()
        {
            //Sum x_iR_i >=  r=0.5
            new LinearConstraint(numberOfVariables: n)
            {
                VariablesAtIndices = indiceVector,
                CombinedAs = R,
                ShouldBe = ConstraintType.GreaterThanOrEqualTo,
                Value = r
            },

            // Sum x_i >=  w_d=0.1
            new LinearConstraint(numberOfVariables: n)
            {
                VariablesAtIndices = indiceVector,
                CombinedAs = combinedVector,
                ShouldBe = ConstraintType.GreaterThanOrEqualTo,
                Value = W_d
            },

            // Sum x_i <=  w_u=0.5
            new LinearConstraint(numberOfVariables: n)
            {
                VariablesAtIndices = indiceVector,
                CombinedAs = combinedVector,
                ShouldBe = ConstraintType.LesserThanOrEqualTo,
                Value = W_u
            }
        };

        //x_i >=  d=0
        for (int i = 0; i < n; i++)
        {
            constraints.Add
            (
                new LinearConstraint(numberOfVariables: 1)
                {
                    VariablesAtIndices = new[] { i },
                    ShouldBe = ConstraintType.GreaterThanOrEqualTo,
                    Value = d
                }
            );
        }

        //x_i <=  u=1
        for (int i = 0; i < n; i++)
        {
            constraints.Add
            (
                new LinearConstraint(numberOfVariables: 1)
                {
                    VariablesAtIndices = new[] { i },
                    ShouldBe = ConstraintType.LesserThanOrEqualTo,
                    Value = u
                }
            );
        }


        var solver = new GoldfarbIdnani(
            function: new QuadraticObjectiveFunction(Q, b),
            constraints: constraints);

        bool success = solver.Minimize();

        double[] solution = solver.Solution;
        double minValue = solver.Value;

        return solution;
    }