%======================================================================= %To solve optimization problem: %Create a new subfolder in ...\PSG\MATLAB: %..\PSG\MATLAB\problem_CCC %Download and unpack the following zipped file from 'Data' to the created folder: %'Mat_data_problem_CCC.zip' %Run program 'problem_CCC.m' %======================================================================= clc; clear; addpath('..'); %Load data: load('.\problem_CCC_data.mat') %Define options for PSG solver: stroptions.Linearization = 'On'; %Define input arguments: string = {'entropyr'}; w = {[]}; %Solve optimization problems: [xout, fval, status, output] = riskprog(string, [], H, [], [], [], A, b, Aeq, beq, lb, [], [], 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 function: disp(sprintf('entropyr= %g', output.frval)); %Display left hand sides of linear inequality: disp('linear inequality:'); disp(output.fAval'); %Display residual of linear inequality: disp(sprintf('residual of linear inequality = %g', output.rAval)); %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');