rpsg_getsolution_one_problem

list with solution results of the optimization problem obtained by <code><a rd-options="" href="/link/rpsg_solver?package=PSGExpress&version=3.1.3" data-mini-rdoc="PSGExpress::rpsg_solver">rpsg_solver</a></code>

problem.res

Convert character PSG solution report into list witn numeric data in the case of one
PSG prblem (only one output report).

internal

Solves optimization, advanced statistics, and risk management problems. Popular nonlinear functions in financial, statistical, and logistics applications are pre-coded (e.g., Standard Deviation, Entropy, Expected Shortfall (ES), Value-at-Risk (VaR), Conditional Value-at-Risk (CVaR), Probability of Exceedance (POE), Buffered Probability of Exceedance (bPOE), Partial Moment (PM), Drawdown, Mean-Squared Error, see, the list <http://www.aorda.com/html/PSG_Help_HTML/index.html?function.htm> ). 'PSGExpress' is the 'Portfolio Safeguard (PSG)' freeware version with the number of variables in functions less or equal to 10, see <http://www.aorda.com>.

Stan Uryasev

PSGExpress

Portfolio Safeguard: Optimization, Statistics and Risk
Management

Grigoriy Zrazhevsky

Viktor Kuzmenko

Alex Zrazhevsky

rpsg_getsolution_one_problem function

list with solution results of the optimization problem obtained by <code><a rd-options='' href='rpsg_solver'>rpsg_solver</a></code>

Convert character PSG solution report into list witn numeric data in the case of one
PSG prblem (only one output report). — rpsg_getsolution_one_problem

rpsg_getsolution_one_problem: Convert character PSG solution report into list witn numeric data in the case of one PSG prblem (only one output report).

Description

Usage

Arguments

Value