%======================================================================= %To solve optimization problem: %Create a new subfolder in ...\PSG\MATLAB: %..\PSG\MATLAB\problem_DEA_Max_Risk2 %Download and unpack the following zipped file from 'Data' to the created folder: %'Mat_data_problem_DEA_Max_Risk2.zip' %Run program 'problem_DEA_Max_Risk2.m' %======================================================================= clc; clear; addpath('..'); %Load data: load('.\problem_DEA_Max_Risk2_data.mat') %Solve optimization problems: [xout, fval, status, output] = riskconstrprog([], 'max_risk', [], [], [], [], [], H2, c2, [], d, r, [], [], 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 functions: disp(sprintf(' linear = %g', output.fdval)); disp(sprintf('max_risk = %g', output.frval2)); %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);