Minimize risk in PortfolioAnalytics?

Question

I faced the following problem. I'd like to optimize the portfolio to minimize the risk. Here is my code:

portf_minvar = add.constraint(portfolio = portf_minvar, type = "full_investment")
portf_minvar = add.objective(
  portfolio = portf_minvar
 , type = "risk"
 , name = "variance"
 )

opt_gmv = optimize.portfolio(R = returns
                             , portfolio = portf_minvar
                             , optimize_method = "ROI"
                             , trace = TRUE)

However I got the error Error in optimize.portfolio(R = returns, portfolio = portf_minvar, optimize_method = "ROI", : ROI only solves mean, var/StdDev, HHI, or sample ETL/ES/CVaR type business objectives, choose a different optimize_method.

What's the problem?