%======================================================================= %To solve optimization problem: %Create a new subfolder in ...\PSG\MATLAB: %..\PSG\MATLAB\problem_2_korea_retail_bound_0_1_short %Download and unpack the following zipped file from 'Data' to the created folder: %'Mat_data_problem_2_korea_retail_bound_0_1_short.zip' %Run program 'problem_2_korea_retail_bound_0_1_short.m' %======================================================================= clc; clear; addpath('..'); %Load data: load('.\problem_2_korea_retail_bound_0_1_short_data.mat') %Define input arguments: string = {'var_dev'}; w = {0.9984}; %Solve optimization problems: [xout, fval, status, output] = riskprog(string, w, H, [], p, [], A, b, [], [], lb, ub); %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('var_dev= %g', output.frval)); %Display left hand sides of linear inequality: disp(sprintf('linear inequality = %g', output.fAval)); %Display residual of linear inequality: disp(sprintf('residual of linear inequality = %g', output.rAval)); %Display optimal point: disp('optimal point = '); disp(xout');