%This Example for using users m-function Optimization_subroutine.m was created automatically by PSG Toolbox. %Function description: %minimize %linear(matrix_sum_of_x_5) %Constraint: <= parameter_bound %prmulti_pen(parameter_alpha,matrix_example_4_1,matrix_example_4_2,matrix_example_4_3,matrix_example_4_4,matrix_example_4_5) %Constraint: >= parameter_bound_1 %linear(matrix_spread) %Constraint: == parameter_bound_2 %linear(matrix_budget) %Box: >= parameter_bound_3, <= point_upperbounds % %Input variables: % %Inputs PSG Type PSG Object Location in Problem Statement Class %matrix_budget_data data matrix_budget linear(matrix_budget) double %matrix_budget_vars vars matrix_budget linear(matrix_budget) cell %matrix_spread_data data matrix_spread linear(matrix_spread) double %matrix_spread_vars vars matrix_spread linear(matrix_spread) cell %matrix_sum_of_x_5_data data matrix_sum_of_x_5 linear(matrix_sum_of_x_5) double %matrix_sum_of_x_5_vars vars matrix_sum_of_x_5 linear(matrix_sum_of_x_5) cell %matrix_example_4_1_data data matrix_example_4_1 prmulti_pen(parameter_alpha,matrix_example_4_1,matrix_example_4_2,matrix_example_4_3,matrix_example_4_4,matrix_example_4_5) double %matrix_example_4_1_vars vars matrix_example_4_1 prmulti_pen(parameter_alpha,matrix_example_4_1,matrix_example_4_2,matrix_example_4_3,matrix_example_4_4,matrix_example_4_5) cell %matrix_example_4_2_data data matrix_example_4_2 prmulti_pen(parameter_alpha,matrix_example_4_1,matrix_example_4_2,matrix_example_4_3,matrix_example_4_4,matrix_example_4_5) double %matrix_example_4_2_vars vars matrix_example_4_2 prmulti_pen(parameter_alpha,matrix_example_4_1,matrix_example_4_2,matrix_example_4_3,matrix_example_4_4,matrix_example_4_5) cell %matrix_example_4_3_data data matrix_example_4_3 prmulti_pen(parameter_alpha,matrix_example_4_1,matrix_example_4_2,matrix_example_4_3,matrix_example_4_4,matrix_example_4_5) double %matrix_example_4_3_vars vars matrix_example_4_3 prmulti_pen(parameter_alpha,matrix_example_4_1,matrix_example_4_2,matrix_example_4_3,matrix_example_4_4,matrix_example_4_5) cell %matrix_example_4_4_data data matrix_example_4_4 prmulti_pen(parameter_alpha,matrix_example_4_1,matrix_example_4_2,matrix_example_4_3,matrix_example_4_4,matrix_example_4_5) double %matrix_example_4_4_vars vars matrix_example_4_4 prmulti_pen(parameter_alpha,matrix_example_4_1,matrix_example_4_2,matrix_example_4_3,matrix_example_4_4,matrix_example_4_5) cell %matrix_example_4_5_data data matrix_example_4_5 prmulti_pen(parameter_alpha,matrix_example_4_1,matrix_example_4_2,matrix_example_4_3,matrix_example_4_4,matrix_example_4_5) double %matrix_example_4_5_vars vars matrix_example_4_5 prmulti_pen(parameter_alpha,matrix_example_4_1,matrix_example_4_2,matrix_example_4_3,matrix_example_4_4,matrix_example_4_5) cell %point_upperbounds_data data point_upperbounds Box: >= parameter_bound_3, <= point_upperbounds double %point_upperbounds_vars vars point_upperbounds Box: >= parameter_bound_3, <= point_upperbounds cell %parameter_bound_data data parameter_bound Constraint: <= parameter_bound double %parameter_alpha_data data parameter_alpha prmulti_pen(parameter_alpha,matrix_example_4_1,matrix_example_4_2,matrix_example_4_3,matrix_example_4_4,matrix_example_4_5) 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 Box: >= parameter_bound_3, <= point_upperbounds 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\All\Structuring step up CDO\data_problem_example_4_case_1_bbb_10\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_budget_data,matrix_budget_vars,matrix_spread_data,matrix_spread_vars,matrix_sum_of_x_5_data,matrix_sum_of_x_5_vars,matrix_example_4_1_data,matrix_example_4_1_vars,matrix_example_4_2_data,matrix_example_4_2_vars,matrix_example_4_3_data,matrix_example_4_3_vars,matrix_example_4_4_data,matrix_example_4_4_vars,matrix_example_4_5_data,matrix_example_4_5_vars,point_upperbounds_data,point_upperbounds_vars,parameter_bound_data,parameter_alpha_data,parameter_bound_1_data,parameter_bound_2_data,parameter_bound_3_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);