%This Example for using users m-function Optimization_subroutine.m was created automatically by PSG Toolbox. %Function description: %minimize %linear(matrix_m3n5test8_returns) %+9.6627*avg_pm_pen_ni_g(parameter_alpha,matrix_mu_m3n5test8_m,matrix_sd_m3n5test8_m) %Constraint: <= parameter_bound %linear(matrix_m3n5test8_budget) %Box: >= parameter_bound_1, types = point_xtype %solver: parameter_solver % %Input variables: % %Inputs PSG Type PSG Object Location in Problem Statement Class %matrix_m3n5test8_returns_data data matrix_m3n5test8_returns linear(matrix_m3n5test8_returns) double %matrix_m3n5test8_returns_vars vars matrix_m3n5test8_returns linear(matrix_m3n5test8_returns) cell %matrix_mu_m3n5test8_m_probability prob matrix_mu_m3n5test8_m +9.6627*avg_pm_pen_ni_g(parameter_alpha,matrix_mu_m3n5test8_m,matrix_sd_m3n5test8_m) double %matrix_mu_m3n5test8_m_data data matrix_mu_m3n5test8_m +9.6627*avg_pm_pen_ni_g(parameter_alpha,matrix_mu_m3n5test8_m,matrix_sd_m3n5test8_m) double %matrix_mu_m3n5test8_m_vars vars matrix_mu_m3n5test8_m +9.6627*avg_pm_pen_ni_g(parameter_alpha,matrix_mu_m3n5test8_m,matrix_sd_m3n5test8_m) cell %matrix_sd_m3n5test8_m_data data matrix_sd_m3n5test8_m +9.6627*avg_pm_pen_ni_g(parameter_alpha,matrix_mu_m3n5test8_m,matrix_sd_m3n5test8_m) double %matrix_sd_m3n5test8_m_vars vars matrix_sd_m3n5test8_m +9.6627*avg_pm_pen_ni_g(parameter_alpha,matrix_mu_m3n5test8_m,matrix_sd_m3n5test8_m) cell %matrix_m3n5test8_budget_data data matrix_m3n5test8_budget linear(matrix_m3n5test8_budget) double %matrix_m3n5test8_budget_vars vars matrix_m3n5test8_budget linear(matrix_m3n5test8_budget) cell %point_xtype_data data point_xtype Box: >= parameter_bound_1, types = point_xtype double %point_xtype_vars vars point_xtype Box: >= parameter_bound_1, types = point_xtype cell %parameter_alpha_data data parameter_alpha +9.6627*avg_pm_pen_ni_g(parameter_alpha,matrix_mu_m3n5test8_m,matrix_sd_m3n5test8_m) double %parameter_bound_data data parameter_bound Constraint: <= parameter_bound double %parameter_bound_1_data data parameter_bound_1 Box: >= parameter_bound_1, types = point_xtype double %parameter_solver_data data parameter_solver solver: parameter_solver 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\Optimal Allocation of Stock Levels and Stochastic Customer Demands to a Capacitated Resource\data_problem_m3n5_short\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_m3n5test8_returns_data,matrix_m3n5test8_returns_vars,matrix_mu_m3n5test8_m_probability,matrix_mu_m3n5test8_m_data,matrix_mu_m3n5test8_m_vars,matrix_sd_m3n5test8_m_data,matrix_sd_m3n5test8_m_vars,matrix_m3n5test8_budget_data,matrix_m3n5test8_budget_vars,point_xtype_data,point_xtype_vars,parameter_alpha_data,parameter_bound_data,parameter_bound_1_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);