Input data for optimization problem in PSG Run-File environment are elements of problems prepared in General (Text) Format of PSG, stored in different txt files and in one folder.

 

Elements of problem:

 

Problem Statement

string with description of optimization problem stored in General (Text) Format (see Problem Statement in General (Text) Format);

PSG Matrix

table containing a header row and one or more numerical rows stored in General (Text) Format (see Matrix in General (Text) Format);

PSG Point

table containing two columns and one or more rows (except the header row). The first row contains names of columns. The name of  the first column is “component_name”, and name of the second column is "value". For more details see Point in General (Text) Format;

PSG Vector

table with two columns. The first column contains the "id" of components of the Vector and the second column contains numerical values of the components. For more details see Vector in General (Text) Format.

 

Remarks

•All elements of problem have to be stored in different txt files and in one folder.
•The names of txt files with elements of problem must have the same names as described in the problem statement.

 

Example

 

This example uses CVaR minimization problem from section Quick Start with PSG Run-File.

Open the folder ...\Aorda\PSG\Examples\Problems\Problem_CVaR\ and ensure that it contains the following files with input data for CVaR minimization problem:

 

problem_cvar.txt

problem statement;

matrix_budget.txt

PSG Matrix;

matrix_scenarios.txt

PSG Matrix;

point_lowerbounds.txt

PSG Point.

 

 

Problem Statement in file problem_cvar.txt:

 

rf_problem

 

Problem statement includes three functions: cvar_risk, linear, avg_g . Functions are defined by PSG Matrix: matrix_scenarios (file matrix_scenarios.txt) and matrix_budget (file matrix_budget.txt). Also problem uses point_lowerbounds (file point_lowerbounds.txt).

 

 

 

 

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