%This Example for using users m-function Optimization_subroutine.m was created automatically by PSG Toolbox. %Function description: %minimize %linearize = 1 %pm_pen(parameter_alpha,Lmax(matrix_1L0,...,matrix_120L0)) %Constraint: <= parameter_bound %linear(matrix_0) %-1172.368554557177*variable(lambda) %Box: >= parameter_bound_1 %Solver: parameter_solver % %Input variables: % %Inputs PSG Type PSG Object Location in Problem Statement Class %matrix_1l0_data data matrix_1l0 n/a double %matrix_1l0_vars vars matrix_1l0 n/a cell %matrix_2l0_data data matrix_2l0 n/a double %matrix_2l0_vars vars matrix_2l0 n/a cell %matrix_3l0_data data matrix_3l0 n/a double %matrix_3l0_vars vars matrix_3l0 n/a cell %matrix_4l0_data data matrix_4l0 n/a double %matrix_4l0_vars vars matrix_4l0 n/a cell %matrix_5l0_data data matrix_5l0 n/a double %matrix_5l0_vars vars matrix_5l0 n/a cell %matrix_6l0_data data matrix_6l0 n/a double %matrix_6l0_vars vars matrix_6l0 n/a cell %matrix_7l0_data data matrix_7l0 n/a double %matrix_7l0_vars vars matrix_7l0 n/a cell %matrix_8l0_data data matrix_8l0 n/a double %matrix_8l0_vars vars matrix_8l0 n/a cell %matrix_9l0_data data matrix_9l0 n/a double %matrix_9l0_vars vars matrix_9l0 n/a cell %matrix_10l0_data data matrix_10l0 n/a double %matrix_10l0_vars vars matrix_10l0 n/a cell %matrix_11l0_data data matrix_11l0 n/a double %matrix_11l0_vars vars matrix_11l0 n/a cell %matrix_12l0_data data matrix_12l0 n/a double %matrix_12l0_vars vars matrix_12l0 n/a cell %matrix_13l0_data data matrix_13l0 n/a double %matrix_13l0_vars vars matrix_13l0 n/a cell %matrix_14l0_data data matrix_14l0 n/a double %matrix_14l0_vars vars matrix_14l0 n/a cell %matrix_15l0_data data matrix_15l0 n/a double %matrix_15l0_vars vars matrix_15l0 n/a cell %matrix_16l0_data data matrix_16l0 n/a double %matrix_16l0_vars vars matrix_16l0 n/a cell %matrix_17l0_data data matrix_17l0 n/a double %matrix_17l0_vars vars matrix_17l0 n/a cell %matrix_18l0_data data matrix_18l0 n/a double %matrix_18l0_vars vars matrix_18l0 n/a cell %matrix_19l0_data data matrix_19l0 n/a double %matrix_19l0_vars vars matrix_19l0 n/a cell %matrix_20l0_data data matrix_20l0 n/a double %matrix_20l0_vars vars matrix_20l0 n/a cell %matrix_21l0_data data matrix_21l0 n/a double %matrix_21l0_vars vars matrix_21l0 n/a cell %matrix_22l0_data data matrix_22l0 n/a double %matrix_22l0_vars vars matrix_22l0 n/a cell %matrix_23l0_data data matrix_23l0 n/a double %matrix_23l0_vars vars matrix_23l0 n/a cell %matrix_24l0_data data matrix_24l0 n/a double %matrix_24l0_vars vars matrix_24l0 n/a cell %matrix_25l0_data data matrix_25l0 n/a double %matrix_25l0_vars vars matrix_25l0 n/a cell %matrix_26l0_data data matrix_26l0 n/a double %matrix_26l0_vars vars matrix_26l0 n/a cell %matrix_27l0_data data matrix_27l0 n/a double %matrix_27l0_vars vars matrix_27l0 n/a cell %matrix_28l0_data data matrix_28l0 n/a double %matrix_28l0_vars vars matrix_28l0 n/a cell %matrix_29l0_data data matrix_29l0 n/a double %matrix_29l0_vars vars matrix_29l0 n/a cell %matrix_30l0_data data matrix_30l0 n/a double %matrix_30l0_vars vars matrix_30l0 n/a cell %matrix_31l0_data data matrix_31l0 n/a double %matrix_31l0_vars vars matrix_31l0 n/a cell %matrix_32l0_data data matrix_32l0 n/a double %matrix_32l0_vars vars matrix_32l0 n/a cell %matrix_33l0_data data matrix_33l0 n/a double %matrix_33l0_vars vars matrix_33l0 n/a cell %matrix_34l0_data data matrix_34l0 n/a double %matrix_34l0_vars vars matrix_34l0 n/a cell %matrix_35l0_data data matrix_35l0 n/a double %matrix_35l0_vars vars matrix_35l0 n/a cell %matrix_36l0_data data matrix_36l0 n/a double %matrix_36l0_vars vars matrix_36l0 n/a cell %matrix_37l0_data data matrix_37l0 n/a double %matrix_37l0_vars vars matrix_37l0 n/a cell %matrix_38l0_data data matrix_38l0 n/a double %matrix_38l0_vars vars matrix_38l0 n/a cell %matrix_39l0_data data matrix_39l0 n/a double %matrix_39l0_vars vars matrix_39l0 n/a cell %matrix_40l0_data data matrix_40l0 n/a double %matrix_40l0_vars vars matrix_40l0 n/a cell %matrix_41l0_data data matrix_41l0 n/a double %matrix_41l0_vars vars matrix_41l0 n/a cell %matrix_42l0_data data matrix_42l0 n/a double %matrix_42l0_vars vars matrix_42l0 n/a cell %matrix_43l0_data data matrix_43l0 n/a double %matrix_43l0_vars vars matrix_43l0 n/a cell %matrix_44l0_data data matrix_44l0 n/a double %matrix_44l0_vars vars matrix_44l0 n/a cell %matrix_45l0_data data matrix_45l0 n/a double %matrix_45l0_vars vars matrix_45l0 n/a cell %matrix_46l0_data data matrix_46l0 n/a double %matrix_46l0_vars vars matrix_46l0 n/a cell %matrix_47l0_data data matrix_47l0 n/a double %matrix_47l0_vars vars matrix_47l0 n/a cell %matrix_48l0_data data matrix_48l0 n/a double %matrix_48l0_vars vars matrix_48l0 n/a cell %matrix_49l0_data data matrix_49l0 n/a double %matrix_49l0_vars vars matrix_49l0 n/a cell %matrix_50l0_data data matrix_50l0 n/a double %matrix_50l0_vars vars matrix_50l0 n/a cell %matrix_51l0_data data matrix_51l0 n/a double %matrix_51l0_vars vars matrix_51l0 n/a cell %matrix_52l0_data data matrix_52l0 n/a double %matrix_52l0_vars vars matrix_52l0 n/a cell %matrix_53l0_data data matrix_53l0 n/a double %matrix_53l0_vars vars matrix_53l0 n/a cell %matrix_54l0_data data matrix_54l0 n/a double %matrix_54l0_vars vars matrix_54l0 n/a cell %matrix_55l0_data data matrix_55l0 n/a double %matrix_55l0_vars vars matrix_55l0 n/a cell %matrix_56l0_data data matrix_56l0 n/a double %matrix_56l0_vars vars matrix_56l0 n/a cell %matrix_57l0_data data matrix_57l0 n/a double %matrix_57l0_vars vars matrix_57l0 n/a cell %matrix_58l0_data data matrix_58l0 n/a double %matrix_58l0_vars vars matrix_58l0 n/a cell %matrix_59l0_data data matrix_59l0 n/a double %matrix_59l0_vars vars matrix_59l0 n/a cell %matrix_60l0_data data matrix_60l0 n/a double %matrix_60l0_vars vars matrix_60l0 n/a cell %matrix_61l0_data data matrix_61l0 n/a double %matrix_61l0_vars vars matrix_61l0 n/a cell %matrix_62l0_data data matrix_62l0 n/a double %matrix_62l0_vars vars matrix_62l0 n/a cell %matrix_63l0_data data matrix_63l0 n/a double %matrix_63l0_vars vars matrix_63l0 n/a cell %matrix_64l0_data data matrix_64l0 n/a double %matrix_64l0_vars vars matrix_64l0 n/a cell %matrix_65l0_data data matrix_65l0 n/a double %matrix_65l0_vars vars matrix_65l0 n/a cell %matrix_66l0_data data matrix_66l0 n/a double %matrix_66l0_vars vars matrix_66l0 n/a cell %matrix_67l0_data data matrix_67l0 n/a double %matrix_67l0_vars vars matrix_67l0 n/a cell %matrix_68l0_data data matrix_68l0 n/a double %matrix_68l0_vars vars matrix_68l0 n/a cell %matrix_69l0_data data matrix_69l0 n/a double %matrix_69l0_vars vars matrix_69l0 n/a cell %matrix_70l0_data data matrix_70l0 n/a double %matrix_70l0_vars vars matrix_70l0 n/a cell %matrix_71l0_data data matrix_71l0 n/a double %matrix_71l0_vars vars matrix_71l0 n/a cell %matrix_72l0_data data matrix_72l0 n/a double %matrix_72l0_vars vars matrix_72l0 n/a cell %matrix_73l0_data data matrix_73l0 n/a double %matrix_73l0_vars vars matrix_73l0 n/a cell %matrix_74l0_data data matrix_74l0 n/a double %matrix_74l0_vars vars matrix_74l0 n/a cell %matrix_75l0_data data matrix_75l0 n/a double %matrix_75l0_vars vars matrix_75l0 n/a cell %matrix_76l0_data data matrix_76l0 n/a double %matrix_76l0_vars vars matrix_76l0 n/a cell %matrix_77l0_data data matrix_77l0 n/a double %matrix_77l0_vars vars matrix_77l0 n/a cell %matrix_78l0_data data matrix_78l0 n/a double %matrix_78l0_vars vars matrix_78l0 n/a cell %matrix_79l0_data data matrix_79l0 n/a double %matrix_79l0_vars vars matrix_79l0 n/a cell %matrix_80l0_data data matrix_80l0 n/a double %matrix_80l0_vars vars matrix_80l0 n/a cell %matrix_81l0_data data matrix_81l0 n/a double %matrix_81l0_vars vars matrix_81l0 n/a cell %matrix_82l0_data data matrix_82l0 n/a double %matrix_82l0_vars vars matrix_82l0 n/a cell %matrix_83l0_data data matrix_83l0 n/a double %matrix_83l0_vars vars matrix_83l0 n/a cell %matrix_84l0_data data matrix_84l0 n/a double %matrix_84l0_vars vars matrix_84l0 n/a cell %matrix_85l0_data data matrix_85l0 n/a double %matrix_85l0_vars vars matrix_85l0 n/a cell %matrix_86l0_data data matrix_86l0 n/a double %matrix_86l0_vars vars matrix_86l0 n/a cell %matrix_87l0_data data matrix_87l0 n/a double %matrix_87l0_vars vars matrix_87l0 n/a cell %matrix_88l0_data data matrix_88l0 n/a double %matrix_88l0_vars vars matrix_88l0 n/a cell %matrix_89l0_data data matrix_89l0 n/a double %matrix_89l0_vars vars matrix_89l0 n/a cell %matrix_90l0_data data matrix_90l0 n/a double %matrix_90l0_vars vars matrix_90l0 n/a cell %matrix_91l0_data data matrix_91l0 n/a double %matrix_91l0_vars vars matrix_91l0 n/a cell %matrix_92l0_data data matrix_92l0 n/a double %matrix_92l0_vars vars matrix_92l0 n/a cell %matrix_93l0_data data matrix_93l0 n/a double %matrix_93l0_vars vars matrix_93l0 n/a cell %matrix_94l0_data data matrix_94l0 n/a double %matrix_94l0_vars vars matrix_94l0 n/a cell %matrix_95l0_data data matrix_95l0 n/a double %matrix_95l0_vars vars matrix_95l0 n/a cell %matrix_96l0_data data matrix_96l0 n/a double %matrix_96l0_vars vars matrix_96l0 n/a cell %matrix_97l0_data data matrix_97l0 n/a double %matrix_97l0_vars vars matrix_97l0 n/a cell %matrix_98l0_data data matrix_98l0 n/a double %matrix_98l0_vars vars matrix_98l0 n/a cell %matrix_99l0_data data matrix_99l0 n/a double %matrix_99l0_vars vars matrix_99l0 n/a cell %matrix_100l0_data data matrix_100l0 n/a double %matrix_100l0_vars vars matrix_100l0 n/a cell %matrix_101l0_data data matrix_101l0 n/a double %matrix_101l0_vars vars matrix_101l0 n/a cell %matrix_102l0_data data matrix_102l0 n/a double %matrix_102l0_vars vars matrix_102l0 n/a cell %matrix_103l0_data data matrix_103l0 n/a double %matrix_103l0_vars vars matrix_103l0 n/a cell %matrix_104l0_data data matrix_104l0 n/a double %matrix_104l0_vars vars matrix_104l0 n/a cell %matrix_105l0_data data matrix_105l0 n/a double %matrix_105l0_vars vars matrix_105l0 n/a cell %matrix_106l0_data data matrix_106l0 n/a double %matrix_106l0_vars vars matrix_106l0 n/a cell %matrix_107l0_data data matrix_107l0 n/a double %matrix_107l0_vars vars matrix_107l0 n/a cell %matrix_108l0_data data matrix_108l0 n/a double %matrix_108l0_vars vars matrix_108l0 n/a cell %matrix_109l0_data data matrix_109l0 n/a double %matrix_109l0_vars vars matrix_109l0 n/a cell %matrix_110l0_data data matrix_110l0 n/a double %matrix_110l0_vars vars matrix_110l0 n/a cell %matrix_111l0_data data matrix_111l0 n/a double %matrix_111l0_vars vars matrix_111l0 n/a cell %matrix_112l0_data data matrix_112l0 n/a double %matrix_112l0_vars vars matrix_112l0 n/a cell %matrix_113l0_data data matrix_113l0 n/a double %matrix_113l0_vars vars matrix_113l0 n/a cell %matrix_114l0_data data matrix_114l0 n/a double %matrix_114l0_vars vars matrix_114l0 n/a cell %matrix_115l0_data data matrix_115l0 n/a double %matrix_115l0_vars vars matrix_115l0 n/a cell %matrix_116l0_data data matrix_116l0 n/a double %matrix_116l0_vars vars matrix_116l0 n/a cell %matrix_117l0_data data matrix_117l0 n/a double %matrix_117l0_vars vars matrix_117l0 n/a cell %matrix_118l0_data data matrix_118l0 n/a double %matrix_118l0_vars vars matrix_118l0 n/a cell %matrix_119l0_data data matrix_119l0 n/a double %matrix_119l0_vars vars matrix_119l0 n/a cell %matrix_120l0_data data matrix_120l0 n/a double %matrix_120l0_vars vars matrix_120l0 n/a cell %matrix_0_benchmark bench matrix_0 linear(matrix_0) double %matrix_0_data data matrix_0 linear(matrix_0) double %matrix_0_vars vars matrix_0 linear(matrix_0) cell %parameter_alpha_data data parameter_alpha pm_pen(parameter_alpha,Lmax(matrix_1L0,...,matrix_120L0)) double %parameter_bound_data data parameter_bound Constraint: <= parameter_bound double %parameter_bound_1_data data parameter_bound_1 Box: >= parameter_bound_1 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\Cash Matching with bPOE and CVaR Functions\data_problem_cash_flow_matching_4\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_1l0_data,matrix_1l0_vars,matrix_2l0_data,matrix_2l0_vars,matrix_3l0_data,matrix_3l0_vars,matrix_4l0_data,matrix_4l0_vars,matrix_5l0_data,matrix_5l0_vars,matrix_6l0_data,matrix_6l0_vars,matrix_7l0_data,matrix_7l0_vars,matrix_8l0_data,matrix_8l0_vars,matrix_9l0_data,matrix_9l0_vars,matrix_10l0_data,matrix_10l0_vars,matrix_11l0_data,matrix_11l0_vars,matrix_12l0_data,matrix_12l0_vars,matrix_13l0_data,matrix_13l0_vars,matrix_14l0_data,matrix_14l0_vars,matrix_15l0_data,matrix_15l0_vars,matrix_16l0_data,matrix_16l0_vars,matrix_17l0_data,matrix_17l0_vars,matrix_18l0_data,matrix_18l0_vars,matrix_19l0_data,matrix_19l0_vars,matrix_20l0_data,matrix_20l0_vars,matrix_21l0_data,matrix_21l0_vars,matrix_22l0_data,matrix_22l0_vars,matrix_23l0_data,matrix_23l0_vars,matrix_24l0_data,matrix_24l0_vars,matrix_25l0_data,matrix_25l0_vars,matrix_26l0_data,matrix_26l0_vars,matrix_27l0_data,matrix_27l0_vars,matrix_28l0_data,matrix_28l0_vars,matrix_29l0_data,matrix_29l0_vars,matrix_30l0_data,matrix_30l0_vars,matrix_31l0_data,matrix_31l0_vars,matrix_32l0_data,matrix_32l0_vars,matrix_33l0_data,matrix_33l0_vars,matrix_34l0_data,matrix_34l0_vars,matrix_35l0_data,matrix_35l0_vars,matrix_36l0_data,matrix_36l0_vars,matrix_37l0_data,matrix_37l0_vars,matrix_38l0_data,matrix_38l0_vars,matrix_39l0_data,matrix_39l0_vars,matrix_40l0_data,matrix_40l0_vars,matrix_41l0_data,matrix_41l0_vars,matrix_42l0_data,matrix_42l0_vars,matrix_43l0_data,matrix_43l0_vars,matrix_44l0_data,matrix_44l0_vars,matrix_45l0_data,matrix_45l0_vars,matrix_46l0_data,matrix_46l0_vars,matrix_47l0_data,matrix_47l0_vars,matrix_48l0_data,matrix_48l0_vars,matrix_49l0_data,matrix_49l0_vars,matrix_50l0_data,matrix_50l0_vars,matrix_51l0_data,matrix_51l0_vars,matrix_52l0_data,matrix_52l0_vars,matrix_53l0_data,matrix_53l0_vars,matrix_54l0_data,matrix_54l0_vars,matrix_55l0_data,matrix_55l0_vars,matrix_56l0_data,matrix_56l0_vars,matrix_57l0_data,matrix_57l0_vars,matrix_58l0_data,matrix_58l0_vars,matrix_59l0_data,matrix_59l0_vars,matrix_60l0_data,matrix_60l0_vars,matrix_61l0_data,matrix_61l0_vars,matrix_62l0_data,matrix_62l0_vars,matrix_63l0_data,matrix_63l0_vars,matrix_64l0_data,matrix_64l0_vars,matrix_65l0_data,matrix_65l0_vars,matrix_66l0_data,matrix_66l0_vars,matrix_67l0_data,matrix_67l0_vars,matrix_68l0_data,matrix_68l0_vars,matrix_69l0_data,matrix_69l0_vars,matrix_70l0_data,matrix_70l0_vars,matrix_71l0_data,matrix_71l0_vars,matrix_72l0_data,matrix_72l0_vars,matrix_73l0_data,matrix_73l0_vars,matrix_74l0_data,matrix_74l0_vars,matrix_75l0_data,matrix_75l0_vars,matrix_76l0_data,matrix_76l0_vars,matrix_77l0_data,matrix_77l0_vars,matrix_78l0_data,matrix_78l0_vars,matrix_79l0_data,matrix_79l0_vars,matrix_80l0_data,matrix_80l0_vars,matrix_81l0_data,matrix_81l0_vars,matrix_82l0_data,matrix_82l0_vars,matrix_83l0_data,matrix_83l0_vars,matrix_84l0_data,matrix_84l0_vars,matrix_85l0_data,matrix_85l0_vars,matrix_86l0_data,matrix_86l0_vars,matrix_87l0_data,matrix_87l0_vars,matrix_88l0_data,matrix_88l0_vars,matrix_89l0_data,matrix_89l0_vars,matrix_90l0_data,matrix_90l0_vars,matrix_91l0_data,matrix_91l0_vars,matrix_92l0_data,matrix_92l0_vars,matrix_93l0_data,matrix_93l0_vars,matrix_94l0_data,matrix_94l0_vars,matrix_95l0_data,matrix_95l0_vars,matrix_96l0_data,matrix_96l0_vars,matrix_97l0_data,matrix_97l0_vars,matrix_98l0_data,matrix_98l0_vars,matrix_99l0_data,matrix_99l0_vars,matrix_100l0_data,matrix_100l0_vars,matrix_101l0_data,matrix_101l0_vars,matrix_102l0_data,matrix_102l0_vars,matrix_103l0_data,matrix_103l0_vars,matrix_104l0_data,matrix_104l0_vars,matrix_105l0_data,matrix_105l0_vars,matrix_106l0_data,matrix_106l0_vars,matrix_107l0_data,matrix_107l0_vars,matrix_108l0_data,matrix_108l0_vars,matrix_109l0_data,matrix_109l0_vars,matrix_110l0_data,matrix_110l0_vars,matrix_111l0_data,matrix_111l0_vars,matrix_112l0_data,matrix_112l0_vars,matrix_113l0_data,matrix_113l0_vars,matrix_114l0_data,matrix_114l0_vars,matrix_115l0_data,matrix_115l0_vars,matrix_116l0_data,matrix_116l0_vars,matrix_117l0_data,matrix_117l0_vars,matrix_118l0_data,matrix_118l0_vars,matrix_119l0_data,matrix_119l0_vars,matrix_120l0_data,matrix_120l0_vars,matrix_0_benchmark,matrix_0_data,matrix_0_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);