Another Test Problem for Integer Programming       

      

Jsun Yui Wong

The computer program listed below seeks to solve the following test problem in Parsopoulos and Vrahatis [85, Test Problem 4]:

minimize         f = (9 * X(1) ^ 2 + 2 * X(2) ^ 2 – 11) ^ 2 + (3 * X(1) + 4 * X(2) ^ 2 – 7) ^ 2

with solution at x*=(1, 1) and f(x*)=0, Parsopoulos and Vrahatis [85, Test Problem 4].

  .   

0 REM DEFDBL A-Z

1 REM   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)

12 FOR JJJJ = -32000 TO 32000 STEP .01

    13 RANDOMIZE JJJJ

    16 M = -1D+37

    19 FOR J44 = 1 TO 2

        21 A(J44) = -10 + FIX(RND * 21)

    22 NEXT J44

    128 FOR I = 1 TO 100

        129 FOR KKQQ = 1 TO 2

            130 X(KKQQ) = A(KKQQ)

        131 NEXT KKQQ

        135 FOR IPP = 1 TO FIX(1 + RND ^ 5 * 5)

            143 J = 1 + FIX(RND * 4)

            154 IF RND < .5 THEN GOTO 156 ELSE GOTO 162

            156 R = (1 – RND * 2) * A(J)

            158 X(J) = A(J) + (RND ^ (RND * 30)) * R

            161 GOTO 165

            162 REM    IF RND < .16666 THEN X(J) = A(J) – FIX(1 + RND * 2.3) ELSE IF RND < .33333 THEN X(J) = A(J) + FIX(1 + RND * 2.3) ELSE IF RND < .5 THEN X(J) = A(J) – FIX(1 + RND * 20.3) ELSE IF RND < .66666 THEN X(J) = A(J) + FIX(1 + RND * 20.3) ELSE IF RND < .83333 THEN X(J) = A(J) – FIX(1 + RND * 200.3) ELSE X(J) = A(J) + FIX(1 + RND * 200.3)

            164 IF RND < .5 THEN X(J) = A(J) – FIX(1 + RND * .3) ELSE X(J) = A(J) + FIX(1 + RND * .3)

        165 NEXT IPP

        166 FOR J44 = 1 TO 2

            167 X(J44) = INT(X(J44))

        168 NEXT J44

        182 FOR J44 = 1 TO 2

            183 IF X(J44) < -100 THEN 1670

            184 IF X(J44) > 100 THEN 1670

        185 NEXT J44

        1020 P = -(9 * X(1) ^ 2 + 2 * X(2) ^ 2 – 11) ^ 2 – (3 * X(1) + 4 * X(2) ^ 2 – 7) ^ 2

        1111 IF P <= M THEN 1670

        1420 M = P

        1444 FOR KLX = 1 TO 2

            1455 A(KLX) = X(KLX)

        1456 NEXT KLX

        1557 GOTO 128

    1670 NEXT I

    1890 REM IF M < 30665 THEN 1999

    1926 PRINT A(1), A(2), M, JJJJ

1999 NEXT JJJJ

This BASIC computer program was run with qb64v1000-win [120].  The complete output of one run through JJJJ =  -31999.84 is shown below:

1      -1      0      -32000

-1      1      -36      -31999.99

-1      1      -36      -31999.98

-1      1      -36      -31999.97

1      -1      0      -31999.96

-1      1      -36      -31999.95

1      -1      0      -31999.94

-1      -1      -36      -31999.93

-1      1      -36      -31999.92

-1      -1      -36      -31999.91

-1      -1      -36      -31999.9

1      -1      0      -31999.89

-1      1      -36      -31999.88

-1      1      -36      -31999.87

-1      -1      -36      -31999.86

-1      1      -36      -31999.85

1      1      0       -31999.84

Two distinct solutions are shown above at x*=(1, -1) and x*=(1, 1).

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

The system properties of the computer system used include Intel Core 2 Duo CPU   E8400 @ 3.00GHz  3.00GHz, 4.00GB of RAM, and qb64v1000-win [120].  The wall-clock time (not CPU time) for obtaining the output through JJJJ = -31999.84 was 2 seconds, counting from “Starting program…”.  One can compare the computational results above with those in Parsopoulos and Vrahatis [85, Test Problem 4].  

Acknowledgement

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

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[119]  Rick Wicklin (2018), Solving a system of nonlinear equations with SAS.  blogs.sas.com>iml>2018/02/28.  One can directly read this on Google.

[120] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64.

[121] Wikipedia, Test functions for optimization, https://en.wikipedia.org/wiki/Test_functions_for_optimization.

[122] Jsun Yui Wong (2014, March 13).   The Domino Method Applied to a System of Four Simultaneous Nonlinear Equations.  Retrieved from http://myblogsubstance.typepad.com/substance/2014/03.

[123] Zhongkai Xu, Way Kuo, Hsin-Hui Lin (1990). Optimization Limits in Improving System Reliability. IEEE Transactions on Reliability, Vol. 39, No. 1, 1990 April, pp. 51-60.