Fixed Charge. Sum of fixed changes for absolute values of scaled components of a vector exceeding some thresholds

 

Syntax

 
Parameters

matrix        is a PSG matrix:

 

where the header row contains names of variables. Other rows contain numerical data, . The second, third, and fourth numerical rows are optional. If the second numerical row is not present, then, by default, it is equal to the first numerical row. If the fourth  numerical row is not present, then, by default, it consists of ones. If the third  numerical row is not present, then, by default, it consists of ones.

 

Mathematical Definition

Fixed Charge function is calculated as follows

,

where

is small threshold value,

is an argument of Fixed Charge function.

 

Remarks

It is recommended to select multiplier rows equal to the unit vector and . For instance if decision variables are measured in thousands than .

 

Example

 

Case Studies with Fixed Charge

 

See also

Cardinality Positive, Cardinality Negative, Cardinality, Buyin Positive, Buyin Negative, Buyin, Fixed Charge Positive, Fixed Charge Negative