%This Example for using users m-function Optimization_subroutine.m was created automatically by PSG Toolbox. %Function description: %minimize %pr_pen(parameter_alpha,L(matrix_scenarios_label1_every5)-L( matrix_scenarios_label0_every5)) %Constraint: == parameter_bound %linear(matrix_orthogonal) %Solver: stages=30, init_point = point_initial % %Input variables: % %Inputs PSG Type PSG Object Location in Problem Statement Class %matrix_scenarios_label1_every5_data data matrix_scenarios_label1_every5 pr_pen(parameter_alpha,L(matrix_scenarios_label1_every5)-L( matrix_scenarios_label0_every5)) double %matrix_scenarios_label1_every5_vars vars matrix_scenarios_label1_every5 pr_pen(parameter_alpha,L(matrix_scenarios_label1_every5)-L( matrix_scenarios_label0_every5)) cell %matrix_scenarios_label0_every5_data data matrix_scenarios_label0_every5 pr_pen(parameter_alpha,L(matrix_scenarios_label1_every5)-L( matrix_scenarios_label0_every5)) double %matrix_scenarios_label0_every5_vars vars matrix_scenarios_label0_every5 pr_pen(parameter_alpha,L(matrix_scenarios_label1_every5)-L( matrix_scenarios_label0_every5)) cell %matrix_orthogonal_data data matrix_orthogonal linear(matrix_orthogonal) double %matrix_orthogonal_vars vars matrix_orthogonal linear(matrix_orthogonal) cell %point_initial_data data point_initial Solver: stages=30, init_point = point_initial double %point_initial_vars vars point_initial Solver: stages=30, init_point = point_initial cell %parameter_alpha_data data parameter_alpha pr_pen(parameter_alpha,L(matrix_scenarios_label1_every5)-L( matrix_scenarios_label0_every5)) double %parameter_bound_data data parameter_bound Constraint: == parameter_bound 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\Classification by Maximizing Area Under ROC Curve\data_problem_diff_of_two_Losses_every5\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_scenarios_label1_every5_data,matrix_scenarios_label1_every5_vars,matrix_scenarios_label0_every5_data,matrix_scenarios_label0_every5_vars,matrix_orthogonal_data,matrix_orthogonal_vars,point_initial_data,point_initial_vars,parameter_alpha_data,parameter_bound_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);