%This Example for using users m-function Optimization_subroutine.m was created automatically by PSG Toolbox. %Function description: %minimize %pr_pen(parameter_alpha,L(matrix_L1)-L(matrix_L2)) %Box: >= point_lb, <= point_ub %Solver: parameter_solver, stages=30 % %Input variables: % %Inputs PSG Type PSG Object Location in Problem Statement Class %point_lb_data data point_lb Box: >= point_lb, <= point_ub double %point_lb_vars vars point_lb Box: >= point_lb, <= point_ub cell %point_ub_data data point_ub Box: >= point_lb, <= point_ub double %point_ub_vars vars point_ub Box: >= point_lb, <= point_ub cell %parameter_alpha_data data parameter_alpha pr_pen(parameter_alpha,L(matrix_L1)-L(matrix_L2)) double %parameter_solver_data data parameter_solver Solver: parameter_solver, stages=30 char % %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\ready\Classification by Maximizing Area Under ROC Curve\data_problem_diff_of_two_Losses\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(point_lb_data,point_lb_vars,point_ub_data,point_ub_vars,parameter_alpha_data,parameter_solver_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);