Solving a Nonlinear Integer Fractional Programming Problem

 

Jsun Yui Wong

The computer program listed below seeks to solve the following nonlinear integer fractional programming problem from Raouf and Hezam [26].

Minimize ((1 / 6.931) – ((X(1) * X(2)) / (X(3) * X(4)))) ^ 2

subject to 12<=X(i) <=60, i=1, 2, 3, 4, and

X(1) through X(4) are four integer 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

 

71 FOR J40 = 1 TO 4

74 A(J40) = 12 + RND * 49

 

77 NEXT J40

 

128 FOR I = 1 TO 500

 

129 FOR KKQQ = 1 TO 4

 

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

 

181 J = 1 + FIX(RND * 4)

 

183 R = (1 – RND * 2) * A(J)
187 X(J) = A(J) + (RND ^ (RND * 10)) * R
222 NEXT IPP

 

223 FOR J41 = 1 TO 4

 

225 X(J41) = INT(X(J41))

 

235 NEXT J41

 

256 FOR J47 = 1 TO 4

257 IF X(J47) < 12 THEN 1670
258 IF X(J47) > 60 THEN 1670

 

259 NEXT J47

 

333 POBA = -((1 / 6.931) – ((X(1) * X(2)) / (X(3) * X(4)))) ^ 2

 

466 P = POBA

1111 IF P <= M THEN 1670

 

1452 M = P
1454 FOR KLX = 1 TO 4

 

1455 A(KLX) = X(KLX)
1456 NEXT KLX
1557 GOTO 128

1670 NEXT I
1889 IF M < -.000000000003 THEN 1999

 

1900 PRINT A(1), A(2), A(3), A(4)
1902 PRINT M, JJJJ

1999 NEXT JJJJ

This BASIC computer program was run with qb64v1000-win [35]. The complete output through JJJJ = -31995.18000000077 is shown below:

16 19 49 43
-2.700857148881926D-12          -31997.31000000043

16 19 43 49
-2.700857148881926D-12          -31995.18000000077

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 [35], the wall-clock time for obtaining the output through JJJJ= -31995.18000000077
was 10 seconds, total. One can compare the computational results here with those in Table 2 of Raouf and Hezam [26].

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

References

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