for {alpha; par_poe; par_bpoe}={900; 4413.2; 4928.942},{950; 4730.8; 5324.89},{990; 5513.708; 5714.379},{995; 5611.493; 5859.674}

  problem_bPOE_alpha, minimize
  linearize=1 
    bPOE_g(par_bpoe, matrix_scenarios_large)
  Constraint: = 0
    linearmulti(matrix_linearmulty_large)
  Box: types=1, mip=1 
  Solver: cargrb, timelimit=3600

  Value:
    cvar_risk_g(0.alpha, matrix_scenarios_large)  
    var_risk_g(0.alpha, matrix_scenarios_large)
    pr_pen_g(par_poe, matrix_scenarios_large)

end for