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

input.model <- list()
input.model$risk <- "variance"

input.model$H <- H1
input.model$Aeq <- Aeq
input.model$beq <- 1
input.model$lb <- lb
input.model$ub<- ub


options<-list()
options$linearization <- 1

results <- rpsg_riskprog(input.model,options)

print(results)