minimize

```
ro_err(matrix_s, matrix_coeff)
```
The keyword "minimize" indicates that the objective function is minimized. The objective function ro\_err(matrix\_s, matrix\_coeff) calculates the Rockafellar error E(*Z*(*<sup>C</sup>*0,*<sup>C</sup>*)) in the mixed-quantile quadrangle. The matrix\_s contains scenarios of the residual of the regression *<sup>Z</sup>*(*<sup>C</sup>*0,*<sup>C</sup>*) = *V* − *C*0 − *CTY*. The matrix\_coeff includes vectors of weights and confidence levels for Set 1 with α = 0.75.
