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[COR] correct unit test AVAR polyhedral
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test/changeprob.jl

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

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