%This Example for using users m-function Optimization_subroutine.m was created automatically by PSG Toolbox. %Function description: %maximize %linearize = 1 %-max_risk(vector_coeff_0*cvar_comp_abs(vector_conflev_0,matrix_cvar_comp_abs_q)) %Constraint: == parameter_bound %linearmulti(matrix_yxt_lam_q) %Constraint: == parameter_bound_1 %linear(matrix_yi) %Constraint: == parameter_bound_2 %linear(matrix_unit) %Box: >= point_lowerbounds, <= point_upperbounds_0p42 %Solver: parameter_solver % %Input variables: % %Inputs PSG Type PSG Object Location in Problem Statement Class %matrix_cvar_comp_abs_q_data data matrix_cvar_comp_abs_q -max_risk(vector_coeff_0*cvar_comp_abs(vector_conflev_0,matrix_cvar_comp_abs_q)) double %matrix_cvar_comp_abs_q_vars vars matrix_cvar_comp_abs_q -max_risk(vector_coeff_0*cvar_comp_abs(vector_conflev_0,matrix_cvar_comp_abs_q)) cell %matrix_yxt_lam_q_data data matrix_yxt_lam_q linearmulti(matrix_yxt_lam_q) double %matrix_yxt_lam_q_vars vars matrix_yxt_lam_q linearmulti(matrix_yxt_lam_q) cell %matrix_yi_data data matrix_yi linear(matrix_yi) double %matrix_yi_vars vars matrix_yi linear(matrix_yi) cell %matrix_unit_data data matrix_unit linear(matrix_unit) double %matrix_unit_vars vars matrix_unit linear(matrix_unit) cell %point_lowerbounds_data data point_lowerbounds Box: >= point_lowerbounds, <= point_upperbounds_0p42 double %point_lowerbounds_vars vars point_lowerbounds Box: >= point_lowerbounds, <= point_upperbounds_0p42 cell %point_upperbounds_0p42_data data point_upperbounds_0p42 Box: >= point_lowerbounds, <= point_upperbounds_0p42 double %point_upperbounds_0p42_vars vars point_upperbounds_0p42 Box: >= point_lowerbounds, <= point_upperbounds_0p42 cell %vector_coeff_0_data data vector_coeff_0 -max_risk(vector_coeff_0*cvar_comp_abs(vector_conflev_0,matrix_cvar_comp_abs_q)) double %vector_conflev_0_data data vector_conflev_0 -max_risk(vector_coeff_0*cvar_comp_abs(vector_conflev_0,matrix_cvar_comp_abs_q)) double %parameter_bound_data data parameter_bound Constraint: == parameter_bound 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_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\Support Vector Machines Based on Tail Risk Measures\data_problem_5b_dual__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_cvar_comp_abs_q_data,matrix_cvar_comp_abs_q_vars,matrix_yxt_lam_q_data,matrix_yxt_lam_q_vars,matrix_yi_data,matrix_yi_vars,matrix_unit_data,matrix_unit_vars,point_lowerbounds_data,point_lowerbounds_vars,point_upperbounds_0p42_data,point_upperbounds_0p42_vars,vector_coeff_0_data,vector_conflev_0_data,parameter_bound_data,parameter_bound_1_data,parameter_bound_2_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);