Calculation of Average Probability of Exceedance Penalty for Gain Normal Independent in Run-File Environment (COPY)

Example: Function call: avg_pr_pen_ni_g(0.85, matrix_1, matrix_5).

 

Parameter  = 0.85 and matrix_1:

 

x1

x2

x3

x4

scenario_benchmark

scenario_probability

1

7

4

-5

8

4

3

-6

-2

11

0.4

0.6

 

The matrix_1 is in file matrix_1.txt in PSG Matrix format (see, PSG Matrix in General (Text) Format).

 

matrix_5:

 

x1

x2

x3

x4

scenario_benchmark

11

7

3

2

2

6

0

16

9

1

 

The matrix_5 is in file matrix_5.txt in PSG Matrix format (see, PSG Matrix in General (Text) Format).

 

Average Probability of Exceedance Penalty for Gain Normal Independent function 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 avg_pr_pen_ni_g at point_1 run problem in the file problem_avg_pr_pen_ni_g.txt (see, Calculate Problem):

 

calculate

point: point_1

value:

avg_pr_pen_ni_g(0.85, matrix_1,matrix_5)

 

Value of avg_pr_pen_ni_g(0.85, matrix_1,matrix_5) at point_1 equals 0.41074

Files problem_avg_pr_pen_ni_g.txt, matrix_1.txt, matrix_5.txt and point_1.txt are in folder .\Aorda\PSG\Examples\Functions\prmulti_pen_nd_test.