library("PSGExpress") #library("PSG")

#load("<ypur path>/problem_cvar2_err_riskprog_data.RData")

input.model <- list()
input.model$risk <- "cvar2_err"
input.model$w <- 0.9
input.model$H <- H
input.model$c <- cdata

results <- rpsg_riskprog(input.model)

print(results)