fPortfolio target risk optimization?

Hi,
 
Does anybody know whether is it possible to optimize with fPortfolio (I'm
using v260.72 under R 2.7.2) defining the target risk? I know it is
possible to set the target return and obtain the minimum variance
portfolio, but is it possible to solve the dual problem of setting the
target (volatility) risk and getting the point on the efficient frontier
that maximizes the return given that risk?
 
The only way I've found is an indirect one: compute the whole efficient
frontier, then select the point with the risk closest to the target. But
this seems inefficient and depends on the actual search grid used... 
 
Hints appreciated. Session info copied below.
 
Best,
 
Enrique
 
 

sessionInfo()

R version 2.7.2 (2008-08-25) 
i386-pc-mingw32 
 
locale:
LC_COLLATE=Spanish_Spain.1252;LC_CTYPE=Spanish_Spain.1252;LC_MONETARY=Spanish_Spain.1252;LC_NUMERIC=C;LC_TIME=Spanish_Spain.1252
 
attached base packages:
[1] datasets  grDevices graphics  stats     utils     methods   base     
 
other attached packages:
 [1] PaRiS_1.0-1        Defaults_1.1-1     zoo_1.5-4         
fPortfolio_260.72  fAssets_260.72     fRegression_260.72 fMultivar_260.72  
 [8] sn_0.4-4           mnormt_1.2-1       fTrading_260.72   
polspline_1.0.15   nnet_7.2-44        mgcv_1.4-1         fBasics_260.72    
[15] fImport_260.72     lpSolve_5.6.3      quadprog_1.4-11   
fSeries_260.73     fCalendar_270.75   fEcofin_270.73     fUtilities_270.73 
[22] MASS_7.2-44        robustbase_0.2-8   R2HTML_1.59       
RDCOMClient_0.92-0 chron_2.3-24       RODBC_1.2-3        rcom_1.5-2.2  
 

	[[alternative HTML version deleted]]