Main Concepts of PSG in MATLAB Environment

This section describes how to optimize problems and calculate functions in PSG MATLAB environment.

There are three ways for solving optimization problems in PSG MATLAB environment:

1. Special PSG MATLAB Subroutines. This format creates and solves optimization problems in the standard MATLAB-format (similar to the quadprog or linrpog MATLAB subroutines). A set of special m-functions is available for solving standard optimization problems. This format has some limitations on type and structure of optimization problems. For quick start see Conditional Value-at-Risk Minimization. Special Subroutines.

2. PSG Toolbox GUI. Special tool for creation and solving problems in the window based  interface. This way is more flexible than Special Subroutines but allows to solve only one problem at a time. For quick start see Quick Start with PSG Toolbox.

3. Programmatic Interface. PSG provides the set of MATLAB functions for creation and solving optimization problems. This way is most flexible and recommended for advanced MATLAB and PSG users. For quick start see Conditional Value-at-Risk Minimization. Programmatical PSG.

PSG MATLAB Environment proposes the following additional features:

1. Evaluate values, increments, sensitivities of PSG function.

2. Import and export problems and their components from General (Text) Format to PSG MATLAB format .

3. Create User Subroutines (m-functions for solving optimization problems).

4. Create user-defined functions for PSG optimization problems.

There are a lot of Case Studies prepared in PSG MATLAB Environment.