Jsun Yui Wong
The problem here is based on Li and Sun’s Problem 14.3 [12, 414-415], which is based on Walukiewicz/Schittkowski [16, Test Problem 282, page 106 and page 23]. Specifically, the test example here is to minimize
21120-1
(X(1)-1)^2 + ( X(21120)-1)^2 + 21120* SIGMA (21120-i)* ( X(i)^2-X(i+1) )^2
i=1
subject to
X(1)^3 + X(2)^3 + X(3)^3 + … + X(21120)^3 = 21120
-5 <= X(i) <= 5, X(i) integer, i=1, 2, 3,…, 21120.
The equality constraint above is presently added.
One notes the starting solution vectors of line 111 through line 117, which are as follows:
111 FOR J44 = 1 TO 21120
114 A(J44) = -5 + FIX(RND * 11)
117 NEXT J44.
The following computer program uses QB64 [18, 19].
0 DEFINT J, K, B, X, A
2 DIM A(33333), X(33333)
81 FOR JJJJ = -32000 TO 32000
85 LB = -FIX(RND * 6)
86 UB = FIX(RND * 6)
89 RANDOMIZE JJJJ
90 M = -1.5D+38
111 FOR J44 = 1 TO 21120
114 A(J44) = -5 + FIX(RND * 11)
117 NEXT J44
128 FOR I = 1 TO 32000
129 FOR KKQQ = 1 TO 21120
130 X(KKQQ) = A(KKQQ)
131 NEXT KKQQ
139 FOR IPP = 1 TO FIX(1 + RND * .3)
140 B = 1 + FIX(RND * 21123)
167 IF RND < .5 THEN X(B) = (A(B) – 1) ELSE X(B) = (A(B) + 1)
169 NEXT IPP
170 FOR J44 = 1 TO 21120
171 IF X(J44) < LB THEN X(J44) = LB
172 IF X(J44) > UB THEN X(J44) = UB
173 NEXT J44
221 SFE = 0
225 FOR J44 = 1 TO 21120
228 SFE = SFE + X(J44) ^ 3
233 NEXT J44
251 TSL = -21120 + SFE
257 REM IF TSL<0 THEN TSL=TSL ELSE TSL=0
267 IF TSL = 0 THEN TSL = TSL ELSE TSL = -ABS(TSL)
400 SZ = 0
403 FOR J44 = 1 TO 21119
405 SZ = SZ + (21120 – J44) * (X(J44) ^ 2 – X(J44 + 1)) ^ 2
407 NEXT J44
411 SONE = -(X(1) – 1) ^ 2 – (X(21120) – 1) ^ 2 – 21120 * SZ
492 PD1 = SONE + 5000000000# * TSL
1111 IF PD1 <= M THEN 1670
1452 M = PD1
1454 FOR KLX = 1 TO 21120
1455 A(KLX) = X(KLX)
1456 NEXT KLX
1559 GOTO 128
1670 NEXT I
1778 PRINT A(1), A(2), A(21118), A(21119), A(21120), M, JJJJ
1999 NEXT JJJJ
Based on the computer program in Wong [24], this BASIC computer program was run with QB64 [18, 19]. Copied by hand from the screen, the computer program’s complete output through JJJJ=-31991 is shown below:
-1 3 2 -1 3
-2.873852E+14 -32000
1 1 1 1 1
-5.598013E+09 -31999
1 0 0 1 0
-9.48158E+12 -31998
1 2 -2 2 2
-8.695591E+13 -31997
0 0 0 0 0
-1.056E+14 -31996
1 1 1 1 1
-5.626483E+09 -31995
0 0 0 0 0
-1.056051E+14 -31994
-3 2 2 -4 2
-9.973437E+13 -31993
2 -4 3 -1 1
-2.902891E+14 -31992
1 1 1 1 1
0 -31991
Above there is no rounding by hand; it is just straight copying by hand from the screen.
M=0 is optimal. See Li and Sun [12, pp. 414-415].
Of the 21120 A’s, only the 5 A’s of line 1778 are shown above.
On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM and with QB64 [18, 19], the wall-clock time for obtaining the output through JJJJ=-31991 was eight hours.
For a computer program involving a mix of continuous variables and integer variables, see Wong [22], for instance.
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
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[9] Jack Lashover (November 12, 2012). Monte Carlo Marching. http://www.academia.edu/5481312/MONTE_ CARLO_MARCHING
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[11] E. L. Lawler, M. D. Bell, Errata: A Method for Solving Discrete Optimization Problems. Operations Research, Vol. 15, No. 3 (May – June, 1967), p. 578.
[12] Duan Li, Xiaoling Sun, Nonlinear Integer Programming. Springer Science+Business Media,LLC (2006). http://www.books.google.ca/books?isbn=0387329951
[13] Microsoft Corp., BASIC, Second Edition (May 1982), Version 1.10. Boca Raton, Florida: IBM Corp., Personal Computer, P. O. Box 1328-C,Boca Raton, Floridda 33432, 1981.
[14] Harvey M. Salkin, Integer Programming. Menlo Park, California: Addison-Wesley Publishing Company (1975).
[15] Harvey M. Salkin, Kamlesh Mathur, Foundations of Integer Programming. Elsevier Science Ltd (1989).
[16] K. Schittkowski, More Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1987.
[17] S. Surjanovic, Zakharov Function. http://www.sfu.ca/~ssurjano/zakharov.html
[18] E.K. Virtanen (2008-05-26). “Interview With Galleon”,
http://www.basicprogramming.org/pcopy/issue70/#galleoninterview
[19] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64
[20] Jsun Yui Wong (2012, April 23). The Domino Method of General Integer Nonlinear Programming Applied to Problem 2 of Lawler and Bell. http://computationalresultsfromcomputerprograms.wordpress.com/2012/04/23/
[21] Jsun Yui Wong (2013, July 16). The Domino Method of General Integer Nonlinear Programming Applied to a Nonlinear Programming Problem with Eight 0-1 Variables and Nine Continuous Variables, Sixth Edition, http://myblogsubstance.typepad.com/substance/2013/07/
[22] Jsun Yui Wong (2013, September 4). A Nonlinear Integer/Discrete/Continuous Programming Solver Applied to a Literature Problem with Twenty Binary Variables and Three Constraints, Third Edition. http://myblogsubstance.typepad.com/substance/2013/09/
[23] Jsun Yui Wong (2014, June 27). A Unified Computer Program for Schittkowski’s Test Problem 377, Second Edition. http://nonlinearintegerprogrammingsolver.blogspot.ca/2014_06_01_archive.html
[24] Jsun Yui Wong (2015, March 11). Nonconvex Mixed-Integer Nonlinear Programming (MINLP) Computer Program Applied to a Problwm with 15120 General Integer Variables and with X(1)^9 + X(2)^9 + X(3)^9 + … + X(15120)^9 = 15120. http://myblogsubstance.typepad.com/substance/2015/03/
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