Solving in General Integers a Nonlinear System of Four Simultaneous Nonlinear Equations

Jsun Yui Wong

The computer program listed below seeks one or more integer solutions to the following given system of four nonlinear equations:

10 * X(1) * X(2) ^ (-1) * X(4) ^ 2 * X(6) ^ (-3) * X(7) ^ (-.25) + 15 * X(1) ^ (-1) * X(2) ^ (-2) * X(3) * X(4) * X(5) ^ (-1) * X(7) ^ (-.5) + 20 * X(1) ^ (-2) * X(2) * X(4) ^ (-1) * X(5) ^ (-2) * X(6) + 25 * X(1) ^ 2 * X(2) ^ 2 * X(3) ^ (-1) * X(5) ^ .5 * X(6) ^ (-2) * X(7) = 2205.868
10 * X(1) * X(2) ^ (-1) * X(4) ^ 2 * X(6) ^ (-3) * X(7) ^ .125 + 15 * X(1) ^ (-1) * X(2) ^ (-2) * X(3) * X(4) * X(5) ^ (-1) * X(7) ^ (-.5) + 20 * X(1) ^ (-2) * X(2) * X(4) ^ (-1) * X(5) ^ (-2) * X(6) + 25 * X(1) ^ 2 * X(2) ^ 2 * X(3) ^ (-1) * X(5) ^ .5 * X(6) ^ (-2) * X(7) = 2206.889

10 * X(1) * X(2) ^ (-1) * X(4) ^ 2 * X(6) ^ (-3) * X(7) ^ .5 + 15 * X(1) ^ (-1) * X(2) ^ (-2) * X(3) * X(4) * X(5) ^ (-1) * X(7) ^ (-.5) + 20 * X(1) ^ (-2) * X(2) * X(4) ^ (-1) * X(5) ^ (-2) * X(6) + 25 * X(1) ^ 2 * X(2) ^ 2 * X(3) ^ (-1) * X(5) ^ .5 * X(6) ^ (-2) * X(7) = 2208.886

-.5 * (X(1) * X(4) – X(2) * X(3) + X(3) * X(9) – X(5) * X(9) + X(5) * X(8) – X(6) * X(7)) = 0.

The first three equations are based on page 112 of Hock and Schittkowski [6]. The last is based on page 117 of Hock and Schittkowski [6].

One notes line 94, line 182, and line 189, which are
94 A(KK) = 1 + FIX(RND * 15), 182 IF RND < .1 THEN 183 ELSE GOTO 189, and 189 IF RND < .5 THEN X(B) = A(B) – FIX(1 + RND * 2.99) ELSE X(B) = A(B) + FIX(1 + RND * 2.99), respectively.

0 REM DEFDBL A-Z

3 DEFINT J, K, X

4 DIM X(342), A(342), L(333), K(333)
5 FOR JJJJ = -32000 TO 32000

14 RANDOMIZE JJJJ
16 M = -1D+17
91 FOR KK = 1 TO 9

94 A(KK) = 1 + FIX(RND * 15)
95 NEXT KK

128 FOR I = 1 TO 4000000
129 FOR K = 1 TO 9
131 X(K) = A(K)
132 NEXT K
155 FOR IPP = 1 TO FIX(1 + RND * 3)

181 B = 1 + FIX(RND * 9)
182 IF RND < .1 THEN 183 ELSE GOTO 189
183 R = (1 – RND * 2) * A(B)
186 X(B) = A(B) + (RND ^ 3) * R
187 REM IF RND < .25 THEN X(B) = A(B) + RND * R ELSE IF RND < .333 THEN X(B) = A(B) + RND ^ 4 * R ELSE IF RND < .5 THEN X(B) = A(B) + RND ^ 7 * R ELSE X(B) = CINT(A(B))

188 GOTO 191

189 IF RND < .5 THEN X(B) = A(B) – FIX(1 + RND * 2.99) ELSE X(B) = A(B) + FIX(1 + RND * 2.99)
191 NEXT IPP

265 FOR J45 = 1 TO 9

266 IF X(J45) < 1 THEN X(J45) = A(J45)
267 NEXT J45

268 N11 = 10 * X(1) * X(2) ^ (-1) * X(4) ^ 2 * X(6) ^ (-3) * X(7) ^ (-.25) + 15 * X(1) ^ (-1) * X(2) ^ (-2) * X(3) * X(4) * X(5) ^ (-1) * X(7) ^ (-.5) + 20 * X(1) ^ (-2) * X(2) * X(4) ^ (-1) * X(5) ^ (-2) * X(6) + 25 * X(1) ^ 2 * X(2) ^ 2 * X(3) ^ (-1) * X(5) ^ .5 * X(6) ^ (-2) * X(7) – 2205.868
269 N12 = 10 * X(1) * X(2) ^ (-1) * X(4) ^ 2 * X(6) ^ (-3) * X(7) ^ .125 + 15 * X(1) ^ (-1) * X(2) ^ (-2) * X(3) * X(4) * X(5) ^ (-1) * X(7) ^ (-.5) + 20 * X(1) ^ (-2) * X(2) * X(4) ^ (-1) * X(5) ^ (-2) * X(6) + 25 * X(1) ^ 2 * X(2) ^ 2 * X(3) ^ (-1) * X(5) ^ .5 * X(6) ^ (-2) * X(7) – 2206.889

270 N13 = 10 * X(1) * X(2) ^ (-1) * X(4) ^ 2 * X(6) ^ (-3) * X(7) ^ .5 + 15 * X(1) ^ (-1) * X(2) ^ (-2) * X(3) * X(4) * X(5) ^ (-1) * X(7) ^ (-.5) + 20 * X(1) ^ (-2) * X(2) * X(4) ^ (-1) * X(5) ^ (-2) * X(6) + 25 * X(1) ^ 2 * X(2) ^ 2 * X(3) ^ (-1) * X(5) ^ .5 * X(6) ^ (-2) * X(7) – 2208.886

273 N14 = -.5 * (X(1) * X(4) – X(2) * X(3) + X(3) * X(9) – X(5) * X(9) + X(5) * X(8) – X(6) * X(7)) – 0
277 P = -ABS(N11) – ABS(N12) – ABS(N13) – ABS(N14)
1451 IF P <= M THEN 1670
1657 FOR KEW = 1 TO 9

1658 A(KEW) = X(KEW)
1659 NEXT KEW
1661 M = P
1670 NEXT I
1888 IF M < -.3 THEN 1999

1910 PRINT A(1), A(2), A(3), A(4), A(5), A(6), A(7), A(8), A(9), M, JJJJ

1999 NEXT JJJJ

This computer program was run with qb64v1000-win [13]. Copied by hand from the screen, the computer program’s complete output through JJJJ=-31026 is shown below:

2       3      4       1       6
2       16       9       6       -.2988313
-31898

18       2       6       2       6
6       6       2       8       -.2470762
-31858

7       6       6       10       9
10       10       14       20       -.2746716
-31847

6       6       6       6       6
6       6       6       2       -9.020425E-04
-31828

.
.
.
6       6       6       6       6
6       6       6       5       -9.020425E-04
-31026

Above there is no rounding by hand; it is just straight copying by hand from the screen.

On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM and with qb64v1000-win [13], the wall-clock time through JJJJ=-31026 was five hours and a half.

Acknowledgment

I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.

References
[1] C. A. Floudas, Deterministic Global Optimization. Kluwer Academic Publishers, 2000.
[2] F. Glover, 1986. Future Paths for Integer Programming and Links to Artificial Intelligence. Computers and Operations Research, vol. 13, 5, 533-549
[3] F. Glover, 1989. Tabu Search, Part 1. ORSA Journal on Computing, vol. 1, number 3, 190-206.
[4] F. Glover, 1989. Tabu Search, Part 2. ORSA Journal on Computing, vol. 2, number 1, 4-32.
[5] Tianmin Han, Yuhuan Han, Solving large scale nonlinear equations by a new ODE numerical integration method, Applied Mathematics, 2010, 1, pp. 222-229. http://www.SciRP.org/journal/am.
[6] W. Hock, K. Schittkowski, Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1981.
[7] William La Cruz, Jose Mario Martinez, Marcos Raydan, Spectral residual method without gradient information for solving large-scale nonlinear systems of equations: Theory and experiments. Technical Report RT-04-08, July 2004.
http://www.ime.unicamp.br/~martinez/lmrreport.pdf.
[8] William La Cruz, Jose Mario Martinez, Marcos Raydan, Spectral residual method without gradient information for solving large-scale nonlinear systems of equations, Mathematics of Computation, vol. 75, no. 255, pp.1429-1448, 2006.
[9] Microsoft Corp. BASIC, second edition (May 1982), Version 1.10. Boca Raton, Florida: IBM Corp., Personal Computer, P. O. Box 1328-C, Boca Raton, Florida 33432, 1981.
[10] William H. Mills, A System of Quadratic Diophantine Equations, Pacific Journal of Mathematics, 3 (1953), pp. 209-220.
[11] O. Perez, I. Amaya, R. Correa (2013), Numerical Solution of Certain Exponential and Non-linear Diophantine Systems of Equations by Using a Discrete Particles Swarm Optimization Algorithm. Applied Mathematics and Computation, Volume 225, 1 December 2013, Pages 737-746.
[12] K. Schittkowski, More Test Examples for Nonlinear Programming Codes. Springer, 1987.
[13] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64.
[14] Wolfram Research, Inc., Diophantine Polynomial Systems. https:/reference.wolfram.com/language/tutorial/DiophantineReduce.html.
[15] Jsun Yui Wong (2013, November 11). Solving Nonlinear Systems of Equations with the Domino Method, Second Edition. http://myblogsubstance.typepad.com/substance/2013/11/solving-nonlinear-systems-of-equations-with-the-domino-method-second-edition.html.
[16] Jsun Yui Wong (2015, October 26). Testing the Domino Method of General Integer Nonlinear Programming with Brown’s Almost Linear System of Fifteen Equations, Second Edition. http://myblogsubstance.typepad.com/substance/2015/10/