%======================================================================= %To solve optimization problem: %Create a new subfolder in ...\PSG\MATLAB: %..\PSG\MATLAB\problem_2 %Download and unpack the following zipped file from 'Data' to the created folder: %'Mat_data_problem_2.zip' %Run program 'problem_2.m' %======================================================================= clc; clear; addpath('..'); %Load data: load('.\problem_2_data.mat') %Define options for PSG solver: stroptions.Precision = 9; %Define input arguments: string = {1.3571,'pm2_pen',-1.3571,'pm2_pen'}; w = {-10,-3}; %Solve optimization problems: [xout, fval, status, output] = riskprog(string, w, H, [], [], d, [], [], Aeq, beq, lb, ub, [], stroptions); %Display results: disp(' '); disp('Results: '); %Display status of optimization problem: disp(sprintf('status of optimization problem = %s', status)); %Display solving time: disp(sprintf('solving time = %g', output.solving_time)); %Display objective: disp(sprintf('objective = %g', fval)); %Display function: disp(sprintf('pm2_pen= %g', output.frval(1))); disp(sprintf('pm2_pen= %g', output.frval(2))); %Display linear component of objective: disp('linear component of objective:'); disp(output.fdval); %Display left hand sides of linear equality: disp(sprintf('linear equality = %g', output.fAeqval)); %Display residual of linear equality: disp(sprintf('residual of linear equality = %g', output.rAeqval)); %Display optimal point: disp('optimal point = '); disp(xout');