Quick Start with PSG Run-File
Contents
To solve an optimization problem in Run-File environment perform the following steps:
| 1. | Prepare input data for problem in General (Text) Format of PSG in different txt files. |
| 2. | Run "Run-File" program. |
| 3. | Click on “Browse” button in the field “Problem File” and choose a file with the problem statement. |
| 4. | Click on "Run Solver" button. |
The "Run-File" program can be started as a windows application:
"Start" -> "All Programs" -> "Aorda" -> "Portfolio Safeguard" -> "Run-File".
The following "Run-File" screen appears:
Let us consider the Conditional Value-at-Risk (CVaR) minimization, and show main steps.
To optimize the problem you should prepare data and problem statement in General (Text) Format of PSG (Problem in General (Text) Format of PSG).
Input files for the CVaR minimization problem are in the folder ...\Aorda\PSG\Examples\Problems\Problem_CVaR\ (for more details see Input in Run-File):
problem_cvar.txt |
problem statement; |
matrix_budget.txt |
PSG Matrix; |
matrix_scenarios.txt |
PSG Matrix; |
point_lowerbounds.txt |
PSG Point. |
Click on "Browse" button in “Problem File” field and choose the file with the problem statement ("problem_cvar.txt" in the picture).
Name of the problem extracted from the "problem_cvar.txt" file appears in the field "Problem Name". Default names for output files (see Output in Run-File) appear in the fields "Solution File", "Error File" and "Log File". You can correct all these fields except "Problem name".
To optimize the problem click on the "Run Solver" button.
After successful optimization the following screen appears.
Click OK to close the "Solver finished calculations" message.
To view the file with solution click on the "Show" button of the "Solution File" field. The solution file is created in the same directory as the Problem statement (specified in "Problem File" field). "Show" button opens the file by the default text editor:
"Solution File" includes:
| • | Status of optimization is "optimal"; |
| • | Solver calculation time "Solving_time = 0.00", i.e. the problem was solved in time less than 0.01 second, data loading time "Data_loading_time = 0.01" , and preprocessing time "Preprocessing_time = 0.00". |
| • | Optimal values for decision variables are in the file "point_problem_cvar.txt". |
| • | Values of objective, constraints, and functions on the optimal point. |
Open the file "point_problem_cvar.txt" with optimal point in the folder containing the problem data:
Remarks
| • | See mathematical description of Conditional Value-at-Risk minimization problem in Conditional Value-at-Risk minimization. |
| • | See Conditional Value-at-Risk minimization problem in General (Text) Format in Problem in General (Text) Format of PSG. |
See also