library("PSG")

rm(list = setdiff(ls(), lsf.str()))
load(paste(dirname(sys.frame(1)$ofile),"/problem_max_drawdown_0p170_data.RData",sep = ""))


input.model <- list()
input.model$d <- d
input.model$risk2 <- "drawdown_dev_max"
input.model$H2 <- H2
input.model$rineq <- 0.17
input.model$lb <- 0.2
input.model$ub<- 0.8

results <- rpsg_riskconstrprog(input.model)

print(results)