Example: Function call: lp_stoch_err(1,matrix_1).

 

matrix_1:

 

 

MATLAB code (.\Aorda\PSG\MATLAB\Examples\Func_value_lp_stoch_err.m) for function minimization:

 

%Define data:

H1 = [1 4 8 3;7 5 4 6;2 8 1 0;0 3 4 9];

c1 = [2;11;6;10];

p1 = [0.2;0.2;0.3;0.3];

 

%Create the PSG matrix 'matrix_1'(structure containing header and matrix body) and pack it to structure 'iargstruc_arr':

iargstruc_arr(1) = matrix_pack('matrix_1', H1, [],  c1, p1);

 

%Create problem statement:

problem_statement = sprintf('%s\n',...

'  minimize',...  

'  lp_stoch_err(1,matrix_1)',...

'');

 

%Minimize lp_stoch_err function with parameter = 1 :

[solution_str, outargstruc_arr] = mpsg_solver(problem_statement, iargstruc_arr);

%Extract value of function from solution report:

val = tbpsg_function(solution_str, outargstruc_arr);

%Display function value:

disp(' ')

disp(sprintf('lp_stoch_err function value = %g', val(1)));

disp(' ')

disp(sprintf('Pseudo R2 = %g', val(2)));

disp(' ')

disp('Contributions (normed increments) = ');

disp(outargstruc_arr(2).values)

Program output:

 

lp_stoch_err function value = 9.98313e-014

 

Pseudo R2 = 1

 

Contributions (normed increments) =

   0.0778    0.3056    0.1910    0.4256