%This Example for using users m-function Optimization_subroutine.m was created automatically by PSG Toolbox.

%Function description:

%maximize
%-avg_max_risk_g(pmatrix_obj_1,pmatrix_obj_2,pmatrix_obj_3,pmatrix_obj_4,pmatrix_obj_5)
%Box: >= parameter_bound, <= parameter_bound_1
%
%
%Input variables:
%
%Inputs                    PSG Type    PSG Object           Location in Problem Statement                                                             Class
%pmatrix_obj_1_data        data        pmatrix_obj_1        -avg_max_risk_g(pmatrix_obj_1,pmatrix_obj_2,pmatrix_obj_3,pmatrix_obj_4,pmatrix_obj_5)    double
%pmatrix_obj_1_vars        vars        pmatrix_obj_1        -avg_max_risk_g(pmatrix_obj_1,pmatrix_obj_2,pmatrix_obj_3,pmatrix_obj_4,pmatrix_obj_5)    cell
%pmatrix_obj_2_data        data        pmatrix_obj_2        -avg_max_risk_g(pmatrix_obj_1,pmatrix_obj_2,pmatrix_obj_3,pmatrix_obj_4,pmatrix_obj_5)    double
%pmatrix_obj_2_vars        vars        pmatrix_obj_2        -avg_max_risk_g(pmatrix_obj_1,pmatrix_obj_2,pmatrix_obj_3,pmatrix_obj_4,pmatrix_obj_5)    cell
%pmatrix_obj_3_data        data        pmatrix_obj_3        -avg_max_risk_g(pmatrix_obj_1,pmatrix_obj_2,pmatrix_obj_3,pmatrix_obj_4,pmatrix_obj_5)    double
%pmatrix_obj_3_vars        vars        pmatrix_obj_3        -avg_max_risk_g(pmatrix_obj_1,pmatrix_obj_2,pmatrix_obj_3,pmatrix_obj_4,pmatrix_obj_5)    cell
%pmatrix_obj_4_data        data        pmatrix_obj_4        -avg_max_risk_g(pmatrix_obj_1,pmatrix_obj_2,pmatrix_obj_3,pmatrix_obj_4,pmatrix_obj_5)    double
%pmatrix_obj_4_vars        vars        pmatrix_obj_4        -avg_max_risk_g(pmatrix_obj_1,pmatrix_obj_2,pmatrix_obj_3,pmatrix_obj_4,pmatrix_obj_5)    cell
%pmatrix_obj_5_data        data        pmatrix_obj_5        -avg_max_risk_g(pmatrix_obj_1,pmatrix_obj_2,pmatrix_obj_3,pmatrix_obj_4,pmatrix_obj_5)    double
%pmatrix_obj_5_vars        vars        pmatrix_obj_5        -avg_max_risk_g(pmatrix_obj_1,pmatrix_obj_2,pmatrix_obj_3,pmatrix_obj_4,pmatrix_obj_5)    cell
%parameter_bound_data      data        parameter_bound      Box: >= parameter_bound, <= parameter_bound_1                                             double
%parameter_bound_1_data    data        parameter_bound_1    Box: >= parameter_bound, <= parameter_bound_1                                             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\Optimal Position Liquidation with CVaR Constraints\data_problem_optimalexe_no_risk_2_10_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(pmatrix_obj_1_data,pmatrix_obj_1_vars,pmatrix_obj_2_data,pmatrix_obj_2_vars,pmatrix_obj_3_data,pmatrix_obj_3_vars,pmatrix_obj_4_data,pmatrix_obj_4_vars,pmatrix_obj_5_data,pmatrix_obj_5_vars,parameter_bound_data,parameter_bound_1_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);