Merge pull request #157 from JuliaOpt/correct-unit-test-risk

[COR] correct unit test AVAR polyhedral

Author: Henri-Gerard

test/changeprob.jl

@@ -88,8 +88,8 @@ end
 # We check equality between polyhedral formulation and AVaR formulation
 @testset "Equality AVaR Polyhedral" begin
     n = 10
-    X = rand(-10:10,10)
-    beta = (n-1)/n+rand()*(1-(n-1)/n)
+    X = shuffle(collect(linspace(1,100,n)))
+    beta = 0.999
     prob = 1/n*ones(n)
 
     polyset = repmat(1/beta*prob',n)