Example: Function call: avg_var_risk_ni(0.85,matrix_1, matrix_5). Parameter = 0.85

 

matrix_1:

 

 

matrix_5:

 

 

at point_1:

 

 

MATLAB code (.\Aorda\PSG\MATLAB\Examples\Func_value_avg_var_risk_ni.m) for function calculation:
 
%Define data:

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

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

c1 = [-2;11];

p1 = [0.4;0.6];

H2 = [11 3 2 0;7 2 6 16];

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

c2 = [9;1];

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

alpha = 0.85;

 

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

%Calculation of function with PSG Subroutine 'functionvalue'

%Calculate avg_var_risk_ni function with parameter 0.85 at point 'a':

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

%Display function value:

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

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

%Calculation of function with PSG Subroutine 'tbpsg_function_value'

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

toolboxstruc_arr(1) = tbpsg_matrix_pack('matrix_1', H1, [],  c1, p1);

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

toolboxstruc_arr(2) = tbpsg_matrix_pack('matrix_2', H2, [],  c2, []);

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

toolboxstruc_arr(3) = tbpsg_point_pack('point_1', a, []);

%Create the PSG parameter 'parameter_alpha' and pack it to structure 'toolboxstruc_arr':

toolboxstruc_arr(4) = tbpsg_parameter_pack('parameter_alpha', alpha);

%Calculate avg_var_risk_ni function with parameter 0.85 at point 'point_1':

val2 = tbpsg_function_value('avg_var_risk_ni(parameter_alpha,matrix_1,matrix_2)','point_1',toolboxstruc_arr);

%Display function value:

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

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

%Creation of User Subroutine for calculating function value

%User subroutine is similar to the 'functionvalue'

%Create problem statement:

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

'calculate',...

'Point: point_1',...

'  avg_var_risk_ni(parameter_alpha,matrix_1,matrix_2)',...

' ');

%Create Subroutine:

tbpsg_create_user_subroutine(problem_statement,toolboxstruc_arr,'.\','calculate_avg_var_risk_ni');

%Uncomment section to call the user subroutine 'calculate_avg_var_risk_ni':

%{

%Calculation of function with User Subroutine 'calculate_avg_var_risk_ni':

[solution_str,outargstruc_arr] = calculate_avg_var_risk_ni(H1,matrix_1_vars,c1,p1,H2,matrix_2_vars,c2,a,point_1_vars,alpha);

%Extract function value from the solution report:

val = tbpsg_function_data(solution_str, outargstruc_arr);

%}

 

Program output:

 

functionvalue = 14.8155

tbpsg_function_value = 14.8155