Section Value is used for calculation of values of  functions at optimal Point found in Optimization Problem.

 

Syntax

 

 

 

Description

 

The section Value specifies a list of functions(not included in Objective and Constraints), which should be calculated at an optimal point found by solving an optimization problem or at a point specified in a problem of  “calculate” type (see Value Calculation and Calculate Problem ).

In Optimization Problem this section is optional.

 

The section Value may consists multiple lines. The first line must include the keyword "Value:".  Each additional line specifies one function, which must be presented in format, specified in Function in Text Format.

 

Examples

Example 1 (Value as part of Optimization Problem.Full format).

 

Problem: problem_SimpleCrossValidation_NN, type = minimize

Objective: objective_cvar1

 cvar_risk_1(0.75,matrix_cut)

Value:

 cvar_risk_2(0.75,matrix_take)

Box_of_variables: lowerbounds = -10, upperbounds = 10

Solver: VAN, precision = 6

 

Example 2 (Value as part of Optimization Problem.Short format).

 

minimize

 cvar_risk(0.75,matrix_cut)

Value:

 cvar_risk(0.75,matrix_take)

Box: >= -10, <= 10