Example: Function call: cvar_comp_neg(0.3,matrix_6).Parameter = 0.3 and matrix_6:

 

x1

x2

x3

x4

1

4

8

3

 

The matrix_6 is in file matrix_6.txt in PSG Matrix format (see, PSG Matrix in General (Text) Format).

CVaR Component Negative is calculated at point_1:

 

component_name

value

x1

x2

x3

x4

1

1

1

1

 

The point point_1 is in file point_1.txt (see, PSG Point).

 

To calculate cvar_comp_neg at point_1 run problem in file problem_cvar_comp_neg.txt (see, Calculate Problem):

 

calculate

Point: point_1

Value:

 cvar_comp_neg(0.3, matrix_6)

 

Value of cvar_comp_neg(0.3, matrix_6) at point_1 equals -2.5714

Files problem_cvar_comp_neg.txt, matrix_6.txt, and point_1.txt are in folder .\Aorda\PSG\Examples\Functions\cvar_comp_neg_test.