library("PSG")

rm(list = setdiff(ls(), lsf.str()))
load(paste(dirname(sys.frame(1)$ofile),"/problem_1_data.RData",sep = ""))

input.model <- list()
input.model$w <- 1
input.model$risk <-c(-1,"exp_eut")
input.model$H <- H
input.model$Aeq <- Aeq
input.model$beq <- 1
input.model$lb <- lb
input.model$ub<- ub

options<-list()
options$precision <- 3

results <- rpsg_riskprog(input.model,options)

print(results)