% This program implements  the Case Study
% CS_Project_Selection_FXCHG with mpsg_solver  
%------------------------------------------------------------------------
%Solving Problem 1 (linear)
%Clear workspace 
clear;

global psg_suppress_message;
psg_suppress_message = true;

%load data
load('CS_Project_Selection_FXCHG_psg_solver_data.mat');

%Specify the set of values of upper bound on available initial capital
UB_Init_Capital = [300 350 400 500 600 650];
Points (7,6) =0;
Objectives(6) =0;

%Type fixed elements of problem statement
str1 = sprintf('Problem: problem_CS_Project_Selection_linear, type = maximize'); 
str2 = sprintf('Objective: objective_Project_Selection_linear');
str3 = sprintf('linear_npv(matrix_CS_Project_Selection_npv)');
str5 = sprintf('linear_costs(matrix_CS_Project_Selection_costs)');
str6 = sprintf('Box_of_Variables: lowerbounds = point_lowerbounds, upperbounds = point_upperbounds , types = 1');
str7 = sprintf('Solver: VAN, precision = 6');

%Begin loop for Optimization Problem 1 over parameter values  
for i=1:1:length(UB_Init_Capital)

%Generate parameter-specific fragment of the problem description
str4 = sprintf('%s%.6f','Constraint: constraint_budget_linear, upper_bound =  ',UB_Init_Capital(i),', linearize = 1');

%Generate problem statement
    clear problem_statement;
    problem_statement = sprintf('%s\n', str1, str2, str3, str4, str5, str6, str7);

% Call the solver
[solution_str, outargstruc_arr] = mpsg_solver(problem_statement, iargstruc_arr);
    
%Extract optimal solution   
    optimal_point = get_optimalpoint(solution_str, iargstruc_arr, outargstruc_arr);
    point_variables = optimal_point(:, 1);
     for j=1:1:size(optimal_point,1)
       Points_Problem_1(j,i)= optimal_point{j,2}; 
     end
obj_function_value=get_solution(solution_str, outargstruc_arr, 'objective_Project_Selection_linear');
constr_function_value=get_solution(solution_str, outargstruc_arr, 'constraint_budget_linear');
Objectives(i) = obj_function_value;

% Get optimal point
temp1 = get_solution(solution_str, outargstruc_arr, 'optimal_point');
temp2=temp1(:,2);
optimal_point=cell2mat(temp2);
Points(:,i) = optimal_point;
z=size(optimal_point);
end

%Prepare output values and display them in the Command Window
project_name = cell2mat(point_variables);
fprintf('\n%12s','Table 1: Solution of Problem 1 (linear)');
fprintf('\n%12s','UB_Init_Capital');
for i=1:1:length(UB_Init_Capital)
    fprintf('%12.0f', UB_Init_Capital(i));
end
fprintf('\n%5s','Objective        ');
for i=1:1:length(UB_Init_Capital)
    fprintf('%12.4f', Objectives(i));
end
fprintf('\n%5s','Optimal points');
fprintf('\n%5s','Project');
for j=1:length(Points(:,1))
    fprintf('\n%8s', project_name (j,:));
    fprintf('        ');
   for i=1:1:length(UB_Init_Capital)
    fprintf('%12f', Points(j,i));
   end
end 
fprintf('\n'); fprintf('\n');  

%Create plots for output
subplot(2,1,1);
  plot2 = plot(UB_Init_Capital, Objectives, '-ob', 'LineWidth', 1.5, 'MarkerFaceColor', 'b', 'MarkerSize', 3);
            title('Objective vs Parameter: linear', 'FontSize', 12);
            xlabel('Parameter');
            ylabel('Objectives');
            grid on;
%--------------------------------------------------------------------------
%Solving Problem 2 (fxchg_pos)          
%Clear workspace 
clear;
mpsg_suppress_message('On'); % PSG messages are swithced off
mpsg_suppress_warning('On'); % PSG warnings are swithced off

%load data
load('CS_Project_Selection_FXCHG_psg_solver_data.mat');

%Specify the set of values of upper bound on available initial capital
UB_Init_Capital = [300 350 400 500 600 650];
Points (7,6) =0;
Objectives(6) =0;

%Define problem statement 
str1 = sprintf('Problem: problem_CS_Project_Selection_FXCHG, type = maximize'); 
str2 = sprintf('Objective: objective_Project_Selection_FXCHG');
str3 = sprintf('linear_npv(matrix_cs_project_selection_npv)');
str5 = sprintf('fxchg_pos_costs(0.00000010, matrix_cs_project_selection_costs)');
str6 = sprintf('Box_of_Variables: lowerbounds = point_lowerbounds, upperbounds = point_upperbounds');
str7 = sprintf('Solver: VAN, precision = 6, stages = 6');

%Begin loop for Optimization Problem 2 over parameter values  
for i=1:1:length(UB_Init_Capital)

%Generate parameter-specific fragment of the problem description
str4 = sprintf('%s%.6f','Constraint: constraint_budget, upper_bound =  ',UB_Init_Capital(i),', linearize = 1');

%Generate problem statement
    clear problem_statement;
    problem_statement = sprintf('%s\n', str1, str2, str3, str4, str5, str6, str7);

% Call the solver
[solution_str, outargstruc_arr] = mpsg_solver(problem_statement, iargstruc_arr);
    
%Extract optimal solution   
    optimal_point = get_optimalpoint(solution_str, iargstruc_arr, outargstruc_arr);
    point_variables = optimal_point(:, 1);
     for j=1:1:size(optimal_point,1)
       Points_Problem_1(j,i)= optimal_point{j,2}; 
     end

obj_function_value=get_solution(solution_str, outargstruc_arr, 'objective_Project_Selection_FXCHG');
constr_function_value=get_solution(solution_str, outargstruc_arr, 'constraint_budget');
Objectives(i) = obj_function_value;

 % Get optimal point
temp1 = get_solution(solution_str, outargstruc_arr, 'optimal_point');
temp2=temp1(:,2);
optimal_point=cell2mat(temp2);
Points(:,i) = optimal_point;
z=size(optimal_point);
end

%Prepare output values and display them in the Command Window
project_name = cell2mat(point_variables);
fprintf('\n%12s','Table 2: Solution of Problem 2 (fxchg_pos)');
fprintf('\n');
fprintf('\n%12s','UB_Init_Capital');
for i=1:1:length(UB_Init_Capital)
    fprintf('%12.0f', UB_Init_Capital(i));
end

fprintf('\n%5s','Objective        ');
for i=1:1:length(UB_Init_Capital)
    fprintf('%12.4f', Objectives(i));
end
fprintf('\n%5s','Optimal points');
fprintf('\n%5s','Project');
for j=1:length(Points(:,1))
    fprintf('\n%8s', project_name (j,:));
    fprintf('        ');
   for i=1:1:length(UB_Init_Capital)
    fprintf('%12f', Points(j,i));
   end
end 
fprintf('\n'); fprintf('\n'); 

%Create plots for output
subplot(2,1,2);
            plot1 = plot(UB_Init_Capital, Objectives, '-ob', 'LineWidth', 1.5, 'MarkerFaceColor', 'b', 'MarkerSize', 3);
            title('Objective vs Parameter: fxchg\_pos', 'FontSize', 12);
            xlabel('Parameter');
            ylabel('Objectives');
            grid on;
            
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