%=======================================================================
%To solve optimization problem:
%Create a new subfolder in ...\PSG\MATLAB:
%..\PSG\MATLAB\problem_deterministic_LP_model
%Download and unpack the following zipped file from 'Data' to the created folder:
%'Mat_data_problem_deterministic_LP_model.zip'
%Run program 'problem_deterministic_LP_model.m'
%=======================================================================

clc;
clear;
addpath('..');

%Load data:
load('.\problem_deterministic_LP_model_data.mat')
%Define options for PSG solver:
stroptions.Types = 1;
stroptions.Precision = 9;

%Solve optimization problems:
[xout, fval, status, output] = riskprog([], [], [], [], [], d, A, b, [], [], 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 linear component of objective:
disp('linear component of objective:');
disp(output.fdval);
%Display left hand sides of linear inequality:
disp('linear inequality:');
disp(output.fAval');
%Display residual of linear inequality:
disp(sprintf('residual of linear inequality = %g', output.rAval));
%Display optimal point:
disp('optimal point = ');
disp(xout');