Solving Another 2-Objective Integer Nonlinear Programming Problem with the Epsilon-Constraint Method

Jsun Yui Wong

The computer program listed below seeks to solve the following 2-objective integer nonlinear programming problem from Sharma, Dahiya, and Verma [54, p. 1924, Example 1]:

Miniimize      – (-2 * X(1) ^ 2 – 4 * X(1) * X(2) + X(1) – X(2)) / (2 * X(1) * X(2) + X(2) ^ 2 + X(1))

minimize      (X(1) ^ 2 + X(2) ^ 2 + 2 * X(1) * X(2)) / (X(1) ^ 2 + X(1) * X(2) + X(2))

subject to

X(1) >= 0 and integer

X(2) >= 0 and integer

3 * X(1) + 2 * X(2) >= 6

4 * X(1) + 5 * X(2) <= 20.
0 DEFDBL A-Z

1 DEFINT K

2 DIM B(99), N(99), A(2002), H(99), L(99), U(99), X(2002), D(111), P(111), PS(33), J44(2002), J(99), AA(99), HR(32), HHR(32), LHS(44), PLHS(44), LB(22), UB(22), PX(22), CC(20), RR(20), WW(20), AL(50), SW(50), SV(50), C2(22), C3(22), C4(22), C5(22)

81 FOR JJJJ = -32000 TO 32000

85 RANDOMIZE JJJJ

86 M = -3E+50

88 epsi = RND * 10

92 A(1) = (RND * 14)

93 A(2) = (RND * 14)
128 FOR I = 1 TO 3000

129 FOR KKQQ = 1 TO 2
130 X(KKQQ) = A(KKQQ)
131 NEXT KKQQ
151 FOR IPP = 1 TO FIX(1 + RND * 2)
153 J = 1 + FIX(RND * 2)
154 REM GOTO 162

156 r = (1 – RND * 2) * A(J)

158 X(J) = A(J) + (RND ^ (RND * 15)) * r

161 REM GOTO 169

162 REM IF RND < .5 THEN X(J) = A(J) – 1 ELSE X(J) = A(J) + 1

169 NEXT IPP

172 X(1) = INT(X(1))
174 X(2) = INT(X(2))

188 IF X(1) < 0## THEN 1670

189 IF X(2) < 0## THEN 1670
226 IF 3 * X(1) + 2 * X(2) < 6 THEN 1670

227 IF 4 * X(1) + 5 * X(2) > 20 THEN 1670
228 IF X(1) ^ 2 + X(1) * X(2) + X(2) = 0## THEN 1670

229 IF (X(1) ^ 2 + X(2) ^ 2 + 2 * X(1) * X(2)) / (X(1) ^ 2 + X(1) * X(2) + X(2)) > epsi THEN 1670

431 PDU = (-2 * X(1) ^ 2 – 4 * X(1) * X(2) + X(1) – X(2)) / (2 * X(1) * X(2) + X(2) ^ 2 + X(1))

466 P = PDU

1111 IF P <= M THEN 1670

1450 M = P

1454 FOR KLX = 1 TO 2

1455 A(KLX) = X(KLX)
1456 NEXT KLX

1527 gg01star = (-2 * X(1) ^ 2 – 4 * X(1) * X(2) + X(1) – X(2)) / (2 * X(1) * X(2) + X(2) ^ 2 + X(1))

1529 gg02star = (X(1) ^ 2 + X(2) ^ 2 + 2 * X(1) * X(2)) / (X(1) ^ 2 + X(1) * X(2) + X(2))
1557 GOTO 128
1670 NEXT I

1889 IF M < -99999999999 THEN 1999

1924 PRINT -gg01star, gg02star, epsi

1956 PRINT A(1), A(2), -M, JJJJ

1999 NEXT JJJJ
This BASIC computer program was run with QB64v1000-win [60]. The output of a single run through JJJJ= -31980 is summarized below:

.25       4       9.554092884063721
0       4       .25       -31999

3       1       3.04885506629944
2       0       3       -31995

2.142857142857143       1.285714285714286       4.794933199882507
2       1       2.142857142857143       -31994

.3333333333333333       3       3.203887939453125
0       3       .3333333333333333       -31993

2.142857142857143       1.285714285714286       5.443581342697144
2       1       2.142857142857143       -31992

3       1       9.825533032417297
2       0       3       -31990

.25       4       8.194036483764648
0        4       .25       -31989

2.142857142857143       1.285714285714286       8.698806166648865
2       1       2.142857142857143       -31988

3       1       3.1596546649933
2       0       3       -31987

2.142857142857143       1.285714285714286      4.93649301528931
2       1       2.142857142857143       -31985

.25       4       8.634269833564758
0       4       .25       -31983

3       1       9.953094720840454
2       0       3       -31982

.25       4       4.089516997337341
0       4       .25       -31981

.3333333333333333       3       3.526153564453125
0       3       .3333333333333333       -31980

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 [60], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31980 was 1 second, not including the time for “Creating .EXE file” (8 seconds, total, including the time for “Creating .EXE file”). The (-1 3) shown above is a dominated point. One can compare the computational results above with those in Sharma, Dahiya, and Verma [54, pp. 1924-1926, Example 1].
Acknowledgment

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