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tbpsg_solution

Contents

tbpsg_solution function returns part of PSG solution according to key word.

Syntax

[output] = tbpsg_solution(solution_str, outargstruc_arr,kew_word)

Description

[output] = tbpsg_solution(solution_str, outargstruc_arr,kew_word) returns the solution details of an optimization problem extracted from the solution reports solution_str and outargstruc_arr reported by tbpsg_run.

Input Arguments

solution_str	string with solution report;
outargstruc_arr	array of output PSG data structures;
kew_word	key word that specify object to be displayed.

Output Arguments

output

array or cell array of outputs depends on kew_word

kew_word	Output
solution_status	optimal / feasible / infeasible / calculated
objective	value of objective
constraint	value of constraints
function	value of functions
function_name	names of functions
time	[solving_time, data_loading_time, preprocessing_time]
optimal_point_data	value of optimal point
optimal_point_vars	header of optimal points
point_constraints_data	values of constraints
point_constraints_vars	names of constraints
point_slack_constraint_data	values of slacks of constraints
point_dual_constraint_data	values of dual constraints
vector_constraints_data	sell array with values of constraints in the case of vector constraint
vector_slack_data	sell array with values of slacks in the case of vector constraint
vector_dual_data	sell array with values of dual constraints in the case of vector constraint
matrix_data	value of ouput matrices
matrix_vars	header of ouput matrices
vector_data	value of output vectots

Example

CVaR problem is defined in section Quick Start with PSG Toolbox.

Open PSG Toolbox:

>> tbpsg_toolbox

Load in PSG Toolbox problem from file .\Aorda\PSG\MATLAB\Examples\Toolbox\problem_cvar.mat

Open in PSG Toolbox menu "Save to Workspace" and save problem statement and toolbox structure to Workspace variables problem_statement and toolboxstruc_arr.

Optimize problem using tbpsg_run:

[solution_str,outargstruc_arr]=tbpsg_run(problem_statement, toolboxstruc_arr);

Check solution optimality:

>> output = tbpsg_solution(solution_str, outargstruc_arr,'solution_status')

output =

'optimal'

Extract optimal point from the solution reports:

>> output = tbpsg_solution(solution_str, outargstruc_arr,'optimal_point_data')

output =

0 0.6000 0.1900 0.2100

Special Cases

Special cases of tbpsg_solution function:

Function	Description
tbpsg_isoptimal	checks is the solution of optimization problem optimal or not;
tbpsg_objective	objective value from the solution report;
tbpsg_function_data	functions value from the solution report;
tbpsg_function_names	names of functions used in problem;
tbpsg_time	time of preprocessing and solution problem from the solution report;
tbpsg_point_data	data of all points for solved optimization problem;
tbpsg_point_vars	header (names of variables) of all points for solved optimization problem;
tbpsg_optimal_point_data	data of optimal point for solved optimization problem;
tbpsg_optimal_point_vars	header (names of variables) of optimal point for solved optimization problem;
tbpsg_constraints_data	values of constraints;
tbpsg_constraints_vars	names of constraints;
tbpsg_slack_data	values of slacks of constraints;
tbpsg_dual_data	values of dual constraints;
tbpsg_vector_constraint_data	sell array with values of constraints in the case of vector constraint;
tbpsg_vector_dual_data	sell array with values of slacks in the case of vector constraint;
tbpsg_vector_dual_data	sell array with values of dual constraints in the case of vector constraint;
tbpsg_matrix_data	data of matrices for solved optimization problem;
tbpsg_matrix_vars	headers (names of variables) of matrices for solved optimization problem;
tbpsg_vector_data	data of vectors for solved optimization problem.