Linear function with many variables. 

 

Syntax

linear(matrix)

short call;

linear_name(matrix)

call with optional name.

 
Parameters

matrix        is a PSG matrix :

 

where the header row contains names of variables (except scenario_benchmark). The second row contains numerical data. The scenario_benchmark column  is optional.

 

Mathematical Definition

Linear Function is defined as follows:

 

Remarks

Linear Function is used for the evaluation of various characteristics of models such as portfolio return, budget, and for construction linear constraints on decision variables.

 

Example

•Calculation in Run-File Environment
•Calculation in MATLAB Environment

 

Case Studies with Linear

•Project Selection
•Stochastic Utility Problem

 

See also

Variable, Linear Multiple

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