library("PSG")

load(paste(dirname(sys.frame(1)$ofile),"/problem_1_32_data.RData",sep = ""))

input.model <- list()
input.model$risk <- "cvar_risk"
input.model$w <- 0.95
input.model$H <- H
input.model$Aineq  <- Aineq
input.model$bineq <- -0.00105
input.model$Aeq <- Aeq
input.model$beq <- 1
input.model$lb <-  0

results <- rpsg_riskprog(input.model)

print(results)