%This Example for using users m-function problem_cvar_dev_risk_subroutine.m was created automatically by PSG Toolbox. %Function description: %for {matrix_fact_in; matrix_fact_out; num} = crossvalidation(10, matrix_scenarios) % %minimize %cvar_dev(0.9,matrix_fact_in) % %value: %l_num(matrix_fact_out) %l_num(matrix_fact_in) %cvar_dev(0.9, matrix_fact_in) %meanabs_dev(matrix_fact_in) %st_dev(matrix_fact_in) %var_risk(0.75, matrix_fact_in) %var_risk_g(0.75, matrix_fact_in) %var_risk(0.9, matrix_fact_in) %var_risk_g(0.9, matrix_fact_in) %end for % % % %Input variables: % %Inputs PSG Type PSG Object Location in Problem Statement Class %matrix_scenarios_benchmark bench matrix_scenarios for {matrix_fact_in; matrix_fact_out; num} = crossvalidation(10, matrix_scenarios) double %matrix_scenarios_data data matrix_scenarios for {matrix_fact_in; matrix_fact_out; num} = crossvalidation(10, matrix_scenarios) double %matrix_scenarios_vars vars matrix_scenarios for {matrix_fact_in; matrix_fact_out; num} = crossvalidation(10, matrix_scenarios) cell % %Output variables: % %solution_str = string with solution of problem; %outargstruc_arr = array of output PSG data structures; %Load data from mat-file: load('C:\Aorda\PSG\MATLAB\CS_Mortgage_Pipeline_Hedging\05_15_2019\problem_cvar_dev_risk\problem_cvar_dev_risk_subroutine_data.mat') %Save variables from mat-file to Workspace: tbpsg_export_to_workspace(toolboxstruc_arr) %Run users m-function problem_cvar_dev_risk_subroutine: [solution_str,outargstruc_arr] = problem_cvar_dev_risk_subroutine(matrix_scenarios_benchmark,matrix_scenarios_data,matrix_scenarios_vars); %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); %=======================================================================| %American Optimal Decisions, Inc. Copyright | %Copyright ©American Optimal Decisions, Inc. 2007-2019. | %American Optimal Decisions (AOD) retains copyrights to this material. | % | %Permission to reproduce this document and to prepare derivative works | %from this document for internal use is granted, provided the copyright | %and “No Warranty” statements are included with all reproductions | %and derivative works. | % | %For information regarding external or commercial use of copyrighted | %materials owned by AOD, contact AOD at support@aorda.com. | %=======================================================================|