%=======================================================================
%To solve optimization problem:
%Download and unpack the following zipped file from 'Data':
%'Mat_data_problem_3_32.zip'
%Run program 'problem_3_32.m'
%=======================================================================

clc;
clear;

%Load data:
load('problem_3_32_data.mat')
%Define input arguments:
string1 = {};
string2 = 'cvar_risk';
w2 = 0.95;

%Solve optimization problems:
[xout, fval, status, output] = riskconstrprog([], string2, [], [], [], [], w2, H2, [], [], d, r, [], [], Aeq, beq, lb);
 
%Display results:
disp(' ');
disp('Results: ');
%Display status of optimization problem:
disp(sprintf('status of optimization problem = %s', status));
%Display solving time:
disp(sprintf('solving time = %g', output.solving_time));
%Display objective:
disp(sprintf('objective = %g', fval));
%Display function:
disp(sprintf('cvar_risk= %g', output.frval2))
%Display linear component of objective:
disp('linear component of objective:');
disp(output.fdval);
%Display left hand sides of linear equality:
disp(sprintf('linear equality = %g', output.fAeqval));
%Display residual of linear equality:
disp(sprintf('residual of linear equality = %g', output.rAeqval));
%Display optimal point:
disp('optimal point = ');
disp(xout');