%This Example for using users m-function Optimization_subroutine.m was created automatically by PSG Toolbox. %Function description: %maximize % %logexp_sum(matrix_F3) % %Solver: precision = parameter_precision % %Value: % %pr_pen(parameter_alpha,L(matrix_F3_with_label1)-L(matrix_F3_with_label0)) % % % %Input variables: % %Inputs PSG Type PSG Object Location in Problem Statement Class %matrix_f3_benchmark bench matrix_f3 n/a double %matrix_f3_data data matrix_f3 n/a double %matrix_f3_vars vars matrix_f3 n/a cell %matrix_f3_with_label0_data data matrix_f3_with_label0 n/a double %matrix_f3_with_label0_vars vars matrix_f3_with_label0 n/a cell %matrix_f3_with_label1_data data matrix_f3_with_label1 n/a double %matrix_f3_with_label1_vars vars matrix_f3_with_label1 n/a cell %parameter_precision_data data parameter_precision Solver: precision = parameter_precision char %parameter_alpha_data data parameter_alpha pr_pen(parameter_alpha,L(matrix_F3_with_label1)-L(matrix_F3_with_label0)) double % %Output variables: % %solution_str = string with solution of problem; %outargstruc_arr = array of output PSG data structures; %Load data from mat-file: load('D:\American Optimal Decisions\PSG\MATLAB_Stan\All\Classification in Loan Application Process\data_problem_0_2012\Optimization_subroutine_data.mat') %Save variables from mat-file to Workspace: tbpsg_export_to_workspace(toolboxstruc_arr) %Run users m-function Optimization_subroutine: [solution_str,outargstruc_arr] = Optimization_subroutine(matrix_f3_benchmark,matrix_f3_data,matrix_f3_vars,matrix_f3_with_label0_data,matrix_f3_with_label0_vars,matrix_f3_with_label1_data,matrix_f3_with_label1_vars,parameter_precision_data,parameter_alpha_data); %Extract Objective: val_obj = tbpsg_objective(solution_str, outargstruc_arr); disp(' '); disp('Objective = '); disp(val_obj); %Extract optimal solution: point_data = tbpsg_optimal_point_data(solution_str, outargstruc_arr); disp(' '); disp('Optimal point = '); disp(point_data); %Extract structure containing PSG solution reports: output_structure = tbpsg_solution_struct(solution_str, outargstruc_arr); disp(' '); disp('Structure with PSG solution = '); disp(output_structure); %Uncomment the following lines to extract solutions details: %output = tbpsg_isoptimal(solution_str, outargstruc_arr); %output = tbpsg_function_data(solution_str, outargstruc_arr); %output = tbpsg_function_names(solution_str, outargstruc_arr); %output = tbpsg_time(solution_str, outargstruc_arr); %output = tbpsg_optimal_point_vars(solution_str, outargstruc_arr); %output = tbpsg_constraints_vars(solution_str, outargstruc_arr); %output = tbpsg_slack_data(solution_str, outargstruc_arr); %output = tbpsg_dual_data(solution_str, outargstruc_arr); %output = tbpsg_vector_constraint_data(solution_str, outargstruc_arr); %output = tbpsg_vector_dual_data(solution_str, outargstruc_arr); %output = tbpsg_vector_slack_data(solution_str, outargstruc_arr); %output = tbpsg_matrix_data(solution_str, outargstruc_arr); %output = tbpsg_matrix_vars(solution_str, outargstruc_arr); %output = tbpsg_vector_data(solution_str, outargstruc_arr);