PSG Version 2.0 includes the following new features:

• Short interface for problem statement is available for creation of optimization problems in Run-File and MATLAB Environments
• New PSG functions: Recourse Function, Spline Sum, function group of Kolmogorov-Smirnov distance, Koenker and Basset Error, Rockafellar Error, CVaR for Discrete Distribution as Function of Atom Probabilities, CVaR for Mixture of Normal Distributions as Function of Mixture Weights
• Possibility to construct cycles and implementation of cross-validation technique
• Function and constraint values (at some point) can be calculated with the new problem statement: Calculate.
• Capabilities of subroutines Riskprog and Riskconstrprog are expanded
• New functions: mpsg_setpathtoPSG, matrix_pack, pmatrix_pack, vector_pack, point_pack

To try the PSG 2.0 software visit the Download page.