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

 

Syntax

fxchg_pos(w, matrix)

short call

fxchg_pos_name(w, matrix)

call with optional name

 
Parameters

matrix        is a PSG matrix:

 

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

is a threshold value.

 

Mathematical Definition

Fixed Charge Positive function is calculated as follows

,

where

is small threshold value,

is an argument of Fixed Charge Positive function.

 

Remarks

It is recommended to select the multiplier row (the second numerical row) equal to the unit vector and . For instance if decision variables are measured in thousands than .

 

Example

Calculation in Run-File Environment
Calculation in MATLAB Environment

 

See also

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