Fixed Charge Negative. Sum of fixed changes for scaled components of -(vector) exceeding some thresholds

 

Syntax

fxchg_neg(w, matrix)

short call

fxchg_neg_name(w, matrix)

call with optional name

 
Parameters

matrix        is a PSG matrix:

 

where the header row contains names of variables. Other rows contain numerical data, . The second numerical row is optional. If the second numerical row is not present, then, by default, it consists of ones.

is a threshold value.

 

Mathematical Definition

Fixed Charge Negative function is calculated as follows

,

where

is small threshold value,

is an argument of Fixed Charge Negative function.

 

Remarks

It is recommended to select the multiplier row (the second numerical row) equal to the unit vector and . For instance if decision variables are measured in thousands than .

 

 

Example

Calculation in Run-File Environment
Calculation in MATLAB Environment

 

See also

Cardinality Positive, Cardinality Negative, Cardinality, Buyin Positive, Buyin Negative, Buyin, Fixed Charge Positive, Fixed Charge