Calculation of Average Partial Moment Penalty for Gain Normal Independent in MATLAB Environment (COPY)

Example: Function call: avg_pm_pen_ni_g(0, matrix_1, matrix_2). Parameter = 0 and   matrix_1:

 

x1

x2

x3

x4

scenario_benchmark

scenario_probability

1

7

-2

0

4

-5

8

-3

8

4

-1

-4

3

-6

0

9

-2

11

6

10

0.2

0.2

0.3

0.3

 

matrix_2:

 

x1

x2

x3

x4

scenario_benchmark

1

7

2

0

4

5

8

3

8

4

1

4

3

6

0

9

2

11

6

10

 

at point_1:

 

component_name

value

x1

x2

x3

x4

1

1

1

1

 

MATLAB code (.\Aorda\PSG\MATLAB\Examples\Func_value_avg_pm_pen_ni_g.m) for function calculation:

 

addpath('..')

%Calculation of functions with PSG Subroutine 'functionvalue'

%Define data:

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

header_1 = {'x1', 'x2', 'x3', 'x4'};

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

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

H2 = [1 4 8 3;7 5 4 6;2 8 1 0;0 3 4 9];

header_2 = {'x1', 'x2', 'x3', 'x4'};

c2 = [2;11;6;10];

a = [1;1;1;1];

%Calculate avg_pm_pen_ni_g function with parameter 0 at point 'a':

val1 = functionvalue('avg_pm_pen_ni_g', 0, {H1 ,H2}, {c1 ,c2}, {p1 ,[]}, a);

%Display function value:

disp(sprintf('functionvalue = %g', val1));

%=======================================================================

%Calculation of functions with PSG Subroutine 'mpsg_function_value'

%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 the PSG matrix 'matrix_2'(structure containing header and matrix body) and pack it to structure 'iargstruc_arr':

iargstruc_arr(2) = matrix_pack('matrix_2', H2, [],  c2, []);

%Create the PSG point 'point_1'(structure containing header and matrix body) and pack it to structure 'iargstruc_arr':

iargstruc_arr(3) = point_pack('point_1', a, []);

%Calculate avg_pm_pen_ni_g function with parameter 0 at point 'point_1':

val2 = mpsg_function_value('avg_pm_pen_ni_g(0,matrix_1,matrix_2)','point_1',iargstruc_arr);

%Display function value:

disp(sprintf('mpsg_function_value = %g', val2));

 

 

Program output:

 

functionvalue = 4.00837

mpsg_function_value = 4.00837