tbpsg_solution_struct
Contents
tbpsg_solution_struct function generates structure containing PSG solution reports in convenient MATLAB format.
Syntax
[output_structure] = tbpsg_solution_struct(solution_str, outargstruc_arr)
Description
[output_structure] = tbpsg_solution_struct(solution_str, outargstruc_arr) returns the structure with 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. |
Output Arguments
output_structure |
structure with solution details in convenient format. |
Fields of output_structure:
status |
status of the solved optimization problem = optimal / feasible / infeasible / calculated; |
objective |
value of objective; |
function_name |
names of functions; |
function_value |
values of functions; |
vector_function_name |
names of vector functions; |
vector_function_value |
values of vector functions; |
time |
[solving_time, data_loading_time, preprocessing_time]; |
optimal_point_data |
components of optimal point; |
optimal_point_vars |
cell array with strings from header of optimal point; |
point_constraints_data |
values of constraints; |
point_constraints_vars |
names of constraints; |
point_slack_data |
values of slacks of constraints; names of constraints are stored in field point_constraints_vars; |
point_dual_data |
values of dual constraints; names of constraints are stored in field point_constraints_vars; |
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 |
matrices numerical data; |
matrix_vars |
cell array with strings from headers of matrices; |
vector_data |
vectors numerical data (except vectors of constraints). |
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 (see Lesson 2. Solve Problem Programmatically).
Optimize problem using tbpsg_run:
[solution_str,outargstruc_arr]=tbpsg_run(problem_statement, toolboxstruc_arr);
Solution was saved to two MATLAB variables: solution_str = string containing report with solution details, outargstruc_arr = structure with optimal point.
Use the following function to save solution details in a structure in convenient format:
>> output_structure = tbpsg_solution_struct(solution_str, outargstruc_arr)
output_structure =
status: {'optimal'}
time: [0.2200 0 0]
objective: -4.3500
function_name: {3x1 cell}
function_value: [3x1 double]
vector_function_name: {}
vector_function_value: {}
optimal_point_data: [0 0.6000 0.1900 0.2100]
optimal_point_vars: {'x1' 'x2' 'x3' 'x4'}
point_constraint_data: [4.5000 1.0000]
point_constraint_vars: {'constraint_1' 'constraint_2'}
point_slack_data: [0 -4.4409e-016]
point_dual_data: [3.7037 -22.1111]
vector_constraints_data: {}
vector_slack_data: {}
vector_dual_data: {}
matrix_data: {}
matrix_vars: {}
vector_data: {}
>> output_structure.function_name
ans =
'avg_g(matrix_scenarios)'
'cvar_risk(0.95,matrix_scenarios)'
'linear(matrix_budget)'
>> output_structure.function_value
ans =
4.5000
-4.3500
1.0000
See also