minimize evar(0.7745, matrix_scenarios) constraint: = 1 linear(matrix_linear) constraint: >= 0 avg_g(matrix_scenarios) box: >= 0, <= 1 solver: van, precision = 9 value: evar(0.7745, matrix_scenarios) calculate point: point_problem_1 pr_pen(0.0093274893173,matrix_scenarios) calculate point: point_problem_1 cvar_risk(0.70300000001,matrix_scenarios) minimize cvar_risk(0.70300000001, matrix_scenarios) constraint: = 1 linear(matrix_linear) constraint: >= 0 avg_g(matrix_scenarios) box: >= 0, <= 1 solver: van, precision = 9 value: evar(0.7745, matrix_scenarios)