Function solve_mean_variance_factor 

pub fn solve_mean_variance_factor(
    problem: &PortfolioProblem,
    settings: Option<SolverSettings>,
    warm_start: Option<&WarmStart>,
) -> Result<Solution, PortfolioError>

Solves a factor mean-variance portfolio with optional custom settings.

Errors

Returns validation or solver setup errors. Inspect the returned crate::SolveStatus to determine whether iteration converged.