PSG Version 2.2 includes the following new features:

• New Loss operators: Lmax, Logistic, Ltranche, Difference of two Losses, Buffered Probability of Exceedance
• New PSG Solvers: VANGRB,CARGRB,HELI. Note. These new solvers are available only if Gurobi Optimizer is installed on the user’s computer (see GUROBI)
• New operations with matrices: Cutout Operation, Takein Operation
• New PSG MATLAB Toolbox
• New functions to create and solve problems in PSG Toolbox format: tbpsg_toolbox, tbpsg_vars, tbpsg_run, tbpsg_solution,tbpsg_matrix_pack, tbpsg_pmatrix_pack, tbpsg_vector_pack, tbpsg_point_pack, tbpsg_parameter_pack

Go to Download page to try PSG Version 2.2.