%This Example for using users m-function Optimization_subroutine.m was created automatically by PSG Toolbox.

%Function description:

%maximize
%avg_g(matrix_omega_scenarios_without_hurdle)
%Constraint: <= parameter_bound
%pm_pen(parameter_alpha, matrix_omega_scenarios_without_hurdle)
%Constraint: <= parameter_bound_1
%linearmulti(matrix_multiple_managers_ub)
%Constraint: >= parameter_bound_2
%linearmulti(matrix_multiplel_strategies_lb)
%Constraint: <= parameter_bound_3
%linearmulti(matrix_multiple_strategies_ub)
%Constraint: >= parameter_bound_4
%linearmulti(matrix_multiple_managers_lb)
%Box: >= point_lowerbounds
%
%
%Input variables:
%
%Inputs                                        PSG Type    PSG Object                               Location in Problem Statement                                     Class
%matrix_omega_scenarios_without_hurdle_data    data        matrix_omega_scenarios_without_hurdle    avg_g(matrix_omega_scenarios_without_hurdle)                      double
%                                                                                                   pm_pen(parameter_alpha, matrix_omega_scenarios_without_hurdle)
%matrix_omega_scenarios_without_hurdle_vars    vars        matrix_omega_scenarios_without_hurdle    avg_g(matrix_omega_scenarios_without_hurdle)                      cell
%                                                                                                   pm_pen(parameter_alpha, matrix_omega_scenarios_without_hurdle)
%matrix_multiple_managers_ub_data              data        matrix_multiple_managers_ub              linearmulti(matrix_multiple_managers_ub)                          double
%matrix_multiple_managers_ub_vars              vars        matrix_multiple_managers_ub              linearmulti(matrix_multiple_managers_ub)                          cell
%matrix_multiplel_strategies_lb_data           data        matrix_multiplel_strategies_lb           linearmulti(matrix_multiplel_strategies_lb)                       double
%matrix_multiplel_strategies_lb_vars           vars        matrix_multiplel_strategies_lb           linearmulti(matrix_multiplel_strategies_lb)                       cell
%matrix_multiple_strategies_ub_data            data        matrix_multiple_strategies_ub            linearmulti(matrix_multiple_strategies_ub)                        double
%matrix_multiple_strategies_ub_vars            vars        matrix_multiple_strategies_ub            linearmulti(matrix_multiple_strategies_ub)                        cell
%matrix_multiple_managers_lb_data              data        matrix_multiple_managers_lb              linearmulti(matrix_multiple_managers_lb)                          double
%matrix_multiple_managers_lb_vars              vars        matrix_multiple_managers_lb              linearmulti(matrix_multiple_managers_lb)                          cell
%point_lowerbounds_data                        data        point_lowerbounds                        Box: >= point_lowerbounds                                         double
%point_lowerbounds_vars                        vars        point_lowerbounds                        Box: >= point_lowerbounds                                         cell
%parameter_bound_data                          data        parameter_bound                          Constraint: <= parameter_bound                                    double
%parameter_alpha_data                          data        parameter_alpha                          pm_pen(parameter_alpha, matrix_omega_scenarios_without_hurdle)    double
%parameter_bound_1_data                        data        parameter_bound_1                        Constraint: <= parameter_bound_1                                  double
%parameter_bound_2_data                        data        parameter_bound_2                        Constraint: >= parameter_bound_2                                  double
%parameter_bound_3_data                        data        parameter_bound_3                        Constraint: <= parameter_bound_3                                  double
%parameter_bound_4_data                        data        parameter_bound_4                        Constraint: >= parameter_bound_4                                  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\ready\Omega Portfolio Rebalancing\data_problem_omega__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_omega_scenarios_without_hurdle_data,matrix_omega_scenarios_without_hurdle_vars,matrix_multiple_managers_ub_data,matrix_multiple_managers_ub_vars,matrix_multiplel_strategies_lb_data,matrix_multiplel_strategies_lb_vars,matrix_multiple_strategies_ub_data,matrix_multiple_strategies_ub_vars,matrix_multiple_managers_lb_data,matrix_multiple_managers_lb_vars,point_lowerbounds_data,point_lowerbounds_vars,parameter_bound_data,parameter_alpha_data,parameter_bound_1_data,parameter_bound_2_data,parameter_bound_3_data,parameter_bound_4_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);