Dealing with sum(w) != 1

With the convex optimization it could happen that the solver does not find solution and then it results in weights not summing up to one (sometimes drastically different).

Possible solutions

- Postprocessing layer (rescales to 1)
- Loss punishing incorrect w

No files, tests, or entry points are named. Start by locating the convex-optimization path that produces portfolio weights and determine how solver failure is reported; done requires an agreed behavior that guarantees or explicitly handles weights whose sum differs from 1.

Written by the indexing model from the issue text.