%======================================================================= %To solve optimization problem: %Create a new subfolder in ...\PSG\MATLAB: %..\PSG\MATLAB\problem_5a_primal %Download and unpack the following zipped file from 'Data' to the created folder: %'Mat_data_problem_5a_primal.zip' %Run program 'problem_5a_primal.m' %======================================================================= clc; clear; addpath('..'); %Load data: load('.\problem_5a_primal_data.mat') %Define input arguments: risk1='cvar_risk'; risk2={0.82609,'max_comp_abs',0.17391,'polynom_abs'}; H2={H21,H21}; %Solve optimization problems: [xout, fval, status, output] = riskconstrprog(risk1, risk2, 0.42, H1, [], [], [], H2, [], [], [], r); %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 functions: disp(sprintf('cvar_risk = %g', output.frval1)); disp(sprintf('max_comp_abs = %g', output.frval2(1))); disp(sprintf('polynom_abs = %g', output.frval2(2))); %Display optimal point: disp('optimal point = '); disp(xout);