tbpsg_vector_constraint_data function gets the values of vector constraints from the solution report.

 

Syntax

[output] = tbpsg_vector_constraint_data(solution_str, outargstruc_arr)

 

Description

[output] = tbpsg_vector_constraint_data(solution_str, outargstruc_arr) returns values of vector constraints of the optimization problem extracted from the solution reports solution_str and outargstruc_arr.

 

 

Input Arguments

 

Output Arguments

 

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

Change Problem Statement with (change function linear in the second constraint with linearmulti = case of vector constraint):

 

minimize

 cvar_risk(0.95, matrix_scenarios)

Constraint: >= 4.5

 avg_g(matrix_scenarios)

Constraint: == 1

 linearmulti(matrix_budget)

Box: >= point_lowerbounds

 

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);

 

Extract values of vector constraint (second constraint on linearmulti function) from the solution reports solution_str and outargstruc_arr:

 

>> output = tbpsg_vector_constraint_data(solution_str, outargstruc_arr)

 

output =

 

   1.0000

 

 

See also

tbpsg_isoptimal, tbpsg_objective, tbpsg_function, tbpsg_time, tbpsg_point_data, tbpsg_point_vars, tbpsg_matrix_data, tbpsg_matrix_vars, tbpsg_vector_data