%======================================================================= %To solve optimization problem: %Create a new subfolder in ...\PSG\MATLAB: %..\PSG\MATLAB\problem_LOGEXPSUM_MaxLikelihood %Download and unpack the following zipped file from 'Data' to the created folder: %'Mat_data_problem_LOGEXPSUM_MaxLikelihood.zip' %Run program 'problem_LOGEXPSUM_MaxLikelihood.m' %======================================================================= clc; clear; addpath('..'); %Load data: load('.\problem_LOGEXPSUM_MaxLikelihood_data.mat') %Solve optimization problems: [xout, fval, status, output] = riskprog({-1,'logexp_sum'}, [], H, c, [], [], [], [], [], [], 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('logexp_sum = %g', output.frval)); %Display optimal point: disp('optimal point = '); disp(xout);