Solving a Signomial Programming Problem in Three Discrete Variables and One Continuous Variable

Jsun Yui Wong

The computer program listed below seeks to solve the following pressure vessel minimization problem in Li et al. [16, pp. 931-932]:

Minimize .6224 * X(1) * X(3) * X(4) + 1.7781 * X(2) * X(3) ^ 2 + 3.1661 * X(1) ^ 2 * X(4) + 19.84 * X(1) ^ 2 * X(3)

subject to

– X(1) + .0193 * X(3)<=0,

1296000 – 3.141592654 * X(3) ^ 2 * X(4) – (4 / 3) * 3.141592654 * X(3) ^ 3<=0,

– X(2) + .00954 * X(3)<=0,

X(1), X(2) Epsilon { (2.919/(400-1) )* ( l-1 ) : l=1, 2, 3,…, 400 } ,

X(3) Epsilon { (500/(400-1) )* ( l-1 ) : l=1, 2, 3,…, 400 } ,

10<= X(4) <=240,

where 400 is the number of discrete values for X(1), X(2), and X(3).

X(5) through X(7) below are slack variables.

 

0 DEFDBL A-Z

2 DEFINT K

3 DIM B(99), N(99), A(99), H(99), L(99), U(99), X(1111), D(111), P(111), PS(33)
12 FOR JJJJ = -32000 TO 32000 STEP .01

 

14 RANDOMIZE JJJJ
16 M = -1D+37

 

67 A(1) = 0 + FIX(RND * 401) * .0072975
69 A(2) = 0 + FIX(RND * 401) * .0072975
70 A(3) = 0 + FIX(RND * 401) * 1.25
77 A(4) = 10 + (RND * 230)

128 FOR I = 1 TO 50000

 

129 FOR KKQQ = 1 TO 4

130 X(KKQQ) = A(KKQQ)
131 NEXT KKQQ
133 FOR IPP = 1 TO (1 + FIX(RND * 3))

151 J = 1 + FIX(RND * 3)
155 IF J = 1 GOTO 167 ELSE IF J = 2 GOTO 169 ELSE GOTO 173

167 X(1) = 0 + FIX(RND * 401) * .0072975
168 GOTO 191
169 X(2) = 0 + FIX(RND * 401) * .0072975

171 GOTO 191
173 X(3) = 0 + FIX(RND * 401) * 1.25

 

183 REM r = (1 – RND * 2) * A(J)
187 REM X(J) = A(J) + (RND ^ (RND * 10)) * r
189 REM X(J) = .5 + FIX(RND * 505) * .01

 

191 NEXT IPP
195 r = (1 – RND * 2) * A(4)

197 X(4) = A(4) + (RND ^ (RND * 10)) * r

201 IF X(1) < 0 THEN 1670
203 IF X(1) > 2.919 THEN 1670
211 IF X(2) < 0 THEN 1670
213 IF X(2) > 2.919 THEN 1670

221 IF X(3) < 0 THEN 1670
223 IF X(3) > 500 THEN 1670

 

231 IF X(4) < 10 THEN 1670
233 IF X(4) > 240 THEN 1670

 

305 X(5) = X(1) – .0193 * X(3)

306 X(6) = -1296000 + 3.141592654 * X(3) ^ 2 * X(4) + (4 / 3) * 3.141592654 * X(3) ^ 3

 

307 X(7) = X(2) – .00954 * X(3)

 

325 FOR J99 = 5 TO 7

 

330 IF X(J99) < 0 THEN X(J99) = X(J99) ELSE X(J99) = 0

331 NEXT J99

 

359 POBA = -.6224 * X(1) * X(3) * X(4) – 1.7781 * X(2) * X(3) ^ 2 – 3.1661 * X(1) ^ 2 * X(4) – 19.84 * X(1) ^ 2 * X(3) + 1000000 * (X(5) + X(6) + X(7))

 

466 P = POBA

1111 IF P <= M THEN 1670

 

1452 M = P
1454 FOR KLX = 1 TO 7

 

1459 A(KLX) = X(KLX)
1460 NEXT KLX
1557 REM GOTO 128

1670 NEXT I

1889 IF M < -5880 THEN 1999
1900 PRINT A(1), A(2), A(3), A(4), A(5)
1903 PRINT A(6), A(7), M, JJJJ

1999 NEXT JJJJ

This BASIC computer program was run with qb64v1000-win [33]. The complete output through JJJJ = -31990.7000000015 is shown below:

.7516425       .3721725       38.75       223.1234495163882
0
0       0       -5871.937275375835       -31998.70000000021

.7516425       .3721725       38.75       223.4033250661287
0
0       0       -5877.51151586208       -31997.32000000043

.7516425      .3721725       38.75       223.2190193364292
0
0       0       -5873.840725536562       -31991.60000000135

.7516425       .3721725       38.75       223.384842141064
0
0      0       -5877.143394140504       -31990.7000000015

Above there is no rounding by hand; it is just straight copying by hand from the monitor screen. On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM and qb64v1000-win [33], the wall-clock time for obtaining the output through JJJJ= -31990.7000000015 was 100 seconds, including the time for creating the .EXE file. One can compare the computational results here with those in Table 5 of Li et al. [16, p. 932].

Acknowledgment

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

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