Template for Solving Nonlinear Programming Problems with Equality Constraints

Template for Solving Nonlinear Programming Problems with Equality Constraints

Jsun Yui Wong

Similar to the computer program of the preceding paper, the computer program listed below seeks to solve the following nonlinear programming problem from Ecker and Kupferschmidt [29, p. 304]:

Minimize (X(1) – 13 / 3) ^ 2 + (X(2) – 1 / 2) ^ 2 – X(3)
subject to
X(1) + (5 / 3) * X(2) -10=0,
(X(2) – 2) ^ 2 + X(3) -4=0.
One notes line 176 through line 348.

0 DEFDBL A-Z
1 REM DEFINT I, J, K
2 DIM B(99), N(99), A(2002), H(99), L(99), U(99), X(2002), D(111), P(111), PS(33), J(99), AA(99), HR(32), HHR(32), LHS(44), PLHS(44), LB(22), UB(22), PX(44), J44(44), PN(22), NN(22)
85 FOR JJJJ = -32000 TO 32000
89 RANDOMIZE JJJJ
90 M = -3D+30
111 FOR J44 = 1 TO 3
112 A(J44) = -50 + FIX(RND * 101)

113 NEXT J44
128 FOR I = 1 TO 20000


    129 FOR KKQQ = 1 TO 3
        130 X(KKQQ) = A(KKQQ)
    131 NEXT KKQQ
    139 FOR IPP = 1 TO FIX(1 + RND * 2)

        140 B = 1 + FIX(RND * 3)

        144 IF RND < .5 THEN 160 ELSE GOTO 167


        160 R = (1 - RND * 2) * A(B)

        164 X(B) = A(B) + (RND ^ (RND * 15)) * R
        165 GOTO 168

        167 IF RND < .5 THEN X(B) = A(B) - FIX(RND * 3) ELSE X(B) = A(B) + FIX(RND * 3)


    168 NEXT IPP

    176 X(1) = 10 - (5 / 3) * X(2)

    178 X(3) = 4 - (X(2) - 2) ^ 2
    348 PD1 = -(X(1) - 13 / 3) ^ 2 - (X(2) - 1 / 2) ^ 2 + X(3)


    466 P = PD1

    1111 IF P <= M THEN 1670
    1452 M = P
    1454 FOR KLX = 1 TO 3

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

1670 NEXT I

1779 IF M < -99999 THEN 1999

1904 PRINT A(1), A(2), A(3), M, JJJJ

1999 NEXT

This computer program was run with qb64v1000-win [102]. Its complete output of one run through -31998 is shown below:

5.8333333229285 2.5000000062429 3.7499999937571
-2.5 -32000

5.833333315594357 2.500000010643385 3.749999989356615
-2.5 -32000

5.833333333450572 2.499999999929657 3.750000000070343
-2.5 -32000

One distinct solution is shown above.
Above there is no rounding by hand; it is just straight copying by hand from the monitor screen. On a personal computer with Processor Intel Pentium CPU G620@ 2.60GHz, 4.00 GB of RAM (3.89 GB usable), 64-bit Operating System, and QB64v1000-win [102], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31998 was 2 seconds, counting from “Starting program…”.

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


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Easy Way To Solve Complete Systems Of Karush-Kuhn-Tucker Conditions

Easy Way To Solve Complete Systems Of Karush-Kuhn-Tucker Conditions

Jsun Yui Wong

Similar to the computer program of the preceding paper, the computer program listed below seeks to solve the following complete system of Karush-Kuhn-Tucker inequalities and equalities from pp. 676-677 of Winston [103, EXAMPLE 33]:

      30 -2* X(1) - 3 -lambda1 =0,
      50 -4*x(2) - 5 -lambda1 =0,
    -10 +lambda1 -lambda2 =0,
lambda1 * (-X(1) - X(2) + X(3))=0, 
lambda2 *  (17.25 - X(3)),  
lambda1 >=0,
lambda2 >=0.

0 DEFDBL A-Z
1 REM DEFINT I, J, K
2 DIM B(99), N(99), A(2002), H(99), L(99), U(99), X(2002), D(111), P(111), PS(33), J(99), AA(99), HR(32), HHR(32), LHS(44), PLHS(44), LB(22), UB(22), PX(44), J44(44), PN(22), NN(22)
85 FOR JJJJ = -32000 TO 32000

89 RANDOMIZE JJJJ
90 M = -3D+30
121 FOR J44 = 1 TO 5
    122 A(J44) = FIX(RND * 15)

123 NEXT J44
128 FOR I = 1 TO 100000

    129 FOR KKQQ = 1 TO 5
        130 X(KKQQ) = A(KKQQ)
    131 NEXT KKQQ
    139 FOR IPP = 1 TO FIX(1 + RND * 3)

        140 B = 1 + FIX(RND * 5)

        144 IF RND < .5 THEN 160 ELSE GOTO 167

        160 R = (1 - RND * 2) * A(B)

        164 X(B) = A(B) + (RND ^ (RND * 15)) * R
        165 GOTO 168

        167 IF RND < .5 THEN X(B) = A(B) - FIX(RND * 3) ELSE X(B) = A(B) + FIX(RND * 3)

    168 NEXT IPP

    181 X(1) = (30 - 3 - X(4)) / 2
    184 X(2) = (50 - 5 - X(4)) / 4

    188 X(5) = (-10 + X(4))

    233 FOR J44 = 4 TO 5

        236 IF X(J44) < 0## THEN 1670

    239 NEXT J44

    349 PD1 = -ABS(X(4) * (-X(1) - X(2) + X(3))) - ABS(X(5) * (17.25 - X(3)))

    466 P = PD1

    1111 IF P <= M THEN 1670
    1452 M = P
    1454 FOR KLX = 1 TO 5
        1455 A(KLX) = X(KLX)
    1456 NEXT KLX
1670 NEXT I
1888 IF M < -.000001 THEN 1999
1904 PRINT A(1), A(2), A(3), A(4), A(5), M, JJJJ

1999 NEXT JJJJ

This computer program was run with qb64v1000-win [102]. Its output of one run through -31511 summarized below:

.
.
.

8.499948021559387 8.749974010779694 17.24992203233908
10.00010395688123 1.039568812259972D-04 -8.105274865861735D-09
-31592

8.499999825762432 8.749999912881215 17.24999973864365
10.00000034847514 3.484751367466288D-07 -9.107619162646051D-14
-31511

One distinct solution is shown above.
Above there is no rounding by hand; it is just straight copying by hand from the monitor screen. On a personal computer with Processor Intel Pentium CPU G620@ 2.60GHz, 4.00 GB of RAM (3.89 GB usable), 64-bit Operating System, and QB64v1000-win [102], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31515 was 55 seconds, counting from “Starting program…”.

Acknowledgement
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
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Easy Way To Solve Complete Systems Of Karush-Kuhn-Tucker Conditions: An Illustration

Easy Way To Solve Complete Systems Of Karush-Kuhn-Tucker Conditions: An Illustration

Jsun Yui Wong

Similar to the computer program of the preceding paper, the computer program listed below seeks to solve the following complete system of Karush-Kuhn-Tucker conditions from https://sites.math.washington.edu (Computation of KKT Points):

    X(1) ^ 2 <= X(2),
    X(1) + X(2) <= 2,
         0<=X(3), 
         0<=X(4),  

X(3) * (X(1) ^ 2 – X(2)) =0,
X(4) * (X(1) + X(2) – 2)) =0,
4 = 2 * X(1) + 2 * X(3) * X(1) + X(4),
4=2* X(2) – X(3) + X(4).

0 DEFDBL A-Z
1 REM DEFINT I, J, K
2 DIM B(99), N(99), A(2002), H(99), L(99), U(99), X(2002), D(111), P(111), PS(33), J(99), AA(99), HR(32), HHR(32), LHS(44), PLHS(44), LB(22), UB(22), PX(44), J44(44), PN(22), NN(22)
85 FOR JJJJ = -32000 TO 32000

89 RANDOMIZE JJJJ
90 M = -3D+30
121 FOR J44 = 1 TO 5
    122 A(J44) = (RND * 15)

123 NEXT J44
128 FOR I = 1 TO 100000



    129 FOR KKQQ = 1 TO 5
        130 X(KKQQ) = A(KKQQ)
    131 NEXT KKQQ
    139 FOR IPP = 1 TO FIX(1 + RND * 3)

        140 B = 1 + FIX(RND * 5)

        144 IF RND < .5 THEN 160 ELSE GOTO 167


        160 R = (1 - RND * 2) * A(B)

        164 X(B) = A(B) + (RND ^ (RND * 15)) * R
        165 GOTO 168

        167 IF RND < .5 THEN X(B) = A(B) - FIX(RND * 3) ELSE X(B) = A(B) + FIX(RND * 3)

    168 NEXT IPP

    184 X(2) = (4 + X(3) - X(4)) / 2


    228 IF X(1) ^ 2 > X(2) THEN 1670

    230 IF X(1) + X(2) > 2 THEN 1670


    233 FOR J44 = 3 TO 4


        236 IF X(J44) < 0## THEN 1670

    239 NEXT J44

    361 PD1 = -ABS(X(3) * (X(1) ^ 2 - X(2))) - ABS(X(4) * (X(1) + X(2) - 2)) - ABS(-4 + 2 * X(1) + 2 * X(3) * X(1) + X(4))

    466 P = PD1

    1111 IF P <= M THEN 1670
    1452 M = P
    1454 FOR KLX = 1 TO 5
        1455 A(KLX) = X(KLX)
    1456 NEXT KLX
1670 NEXT I
1888 IF M < -.000001 THEN 1999

1904 PRINT A(1), A(2), A(3), A(4), M, JJJJ

1999 NEXT JJJJ

This computer program was run with qb64v1000-win [102]. Its complete output of one run through -31787 is shown below:

.999998133868092 1.000001866131908 2.488178972677103D-06
1.999998755915157 -1.393002390042968D-11 -31810

.9999922720536665 1.000007727946334 1.030398153039551D-05
1.999994848088863 -2.388852334998986D-10 -31787

One distinct solution is shown above.
Above there is no rounding by hand; it is just straight copying by hand from the monitor screen. On a personal computer with Processor Intel Pentium CPU G620@ 2.60GHz, 4.00 GB of RAM (3.89 GB usable), 64-bit Operating System, and QB64v1000-win [102], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31787 was 28 seconds, counting from “Starting program…”.

Acknowledgement
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
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https://mathworks.com/matlabcentral/answers/180104-how-to-solve-6-nonlinear-coupled-equations-with-6-unkowns-by-matlab

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Very General Computer Program Solving a Nonlinear Program–An Illustration

Very General Computer Program Solving a Nonlinear Program–An Illustration

Jsun Yui Wong

The computer program listed below seeks to solve the following nonlinear programming problem from Ecker and Kupferschmid [29, p. 311]:
minimize
X(1) ^ 2 + X(2) + X(3) ^ 2 + X(4)
subject to
X(1) + X(2) + 4 * X(3) + 4 * X(4) – 4 = 0
-X(1) + X(2) + 2 * X(3) – 2 * X(4) + 2 = 0.

0 DEFDBL A-Z
1 REM DEFINT I, J, K
2 DIM B(99), N(99), A(2002), H(99), L(99), U(99), X(2002), D(111), P(111), PS(33), J(99), AA(99), HR(32), HHR(32), LHS(44), PLHS(44), LB(22), UB(22), PX(44), J44(44), PN(22), NN(22)
85 FOR JJJJ = -32000 TO 32000
89 RANDOMIZE JJJJ
90 M = -3D+30
111 FOR J44 = 1 TO 4
112 A(J44) = -10 + FIX(RND * 20)

113 NEXT J44
128 FOR I = 1 TO 35000


    129 FOR KKQQ = 1 TO 4
        130 X(KKQQ) = A(KKQQ)
    131 NEXT KKQQ
    139 FOR IPP = 1 TO FIX(1 + RND * 3)

        140 B = 1 + FIX(RND * 4)


        144 IF RND < .5 THEN 160 ELSE GOTO 167

        160 R = (1 - RND * 2) * A(B)

        164 X(B) = A(B) + (RND ^ (RND * 15)) * R
        165 GOTO 168

        167 IF RND < .5 THEN X(B) = A(B) - FIX(RND * 5) ELSE X(B) = A(B) + FIX(RND * 5)


    168 NEXT IPP

    176 X(1) = -X(2) - 4 * X(3) - 4 * X(4) + 4

    344 PD1 = -X(1) ^ 2 - X(2) - X(4) - X(3) ^ 2 - 5000000 * ABS(-X(1) + X(2) + 2 * X(3) - 2 * X(4) + 2)
    346 REM   
    466 P = PD1


    1111 IF P <= M THEN 1670
    1452 M = P
    1454 FOR KLX = 1 TO 4

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

1670 NEXT I
1777 IF M < 1.249 THEN 1999

1904 PRINT A(1), A(2), A(3), A(4), M, JJJJ

1999 NEXT JJJJ

This computer program was run with qb64v1000-win [102]. Its output of one run through JJJJ= -26769 is summarized below:
.
.
.
2.240773041337363D-02 -4.006233432836863 1.505138503615495
.490817921990377 1.249471489398315 -29305
.
.
.
7.278864580594568D-03 -3.99727711694886 1.499888776928397
.4976107861636696 1.249947005759846 -26769

The better M value shown above is 1.249947005759846.
Above there is no rounding by hand; it is just straight copying by hand from the monitor screen. On a personal computer with Processor Intel Pentium CPU G620@ 2.60GHz, 4.00 GB of RAM (3.89 GB usable), 64-bit Operating System, and QB64v1000-win [102], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -26769 was 3 minutes, counting from “Starting program…”. One can compare the solution shown above to the following solution in Ecker and Kopfershmid [29, p. 311]: (0, -4, 3/2, 1/2) with optimal objective function value of 1.25.

Acknowledgement
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
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Solvng Another Nonlinear Program from the Literature

Solvng Another Nonlinear Program from the Literature

Jsun Yui Wong

The computer program listed below seeks to solve the following nonlinear programming problem from Ecker and Kupferschmid [29, p. 315]:

minimize
(X(1) – 20) ^ 4 + (X(2) – 12) ^ 4
subject to
8 * e ^ ((X(1) – 12) / 9) – X(2) + 4 <= 0
6 * (X(1) – 12) ^ 2 + 25 * X(2) – 600 <=0
-X(1) + 12 <= 0.

One notes line 112, which is 112 A(J44) = -50 + RND * 100.

0 DEFDBL A-Z
1 REM DEFINT I, J, K
2 DIM B(99), N(99), A(2002), H(99), L(99), U(99), X(2002), D(111), P(111), PS(33), J(99), AA(99), HR(32), HHR(32), LHS(44), PLHS(44), LB(22), UB(22), PX(44), J44(44), PN(22), NN(22)
85 FOR JJJJ = -32000 TO 32000

89 RANDOMIZE JJJJ
90 M = -3D+30
111 FOR J44 = 1 TO 2
    112 A(J44) = -50 + RND * 100

113 NEXT J44

128 FOR I = 1 TO 5000

    129 FOR KKQQ = 1 TO 2
        130 X(KKQQ) = A(KKQQ)
    131 NEXT KKQQ
    139 FOR IPP = 1 TO FIX(1 + RND * 1)

        140 B = 1 + FIX(RND * 2)

        144 IF RND < .5 THEN 160 ELSE GOTO 167

        160 R = (1 - RND * 2) * A(B)

        164 X(B) = A(B) + (RND ^ (RND * 15)) * R
        165 GOTO 168

        167 IF RND < .5 THEN X(B) = A(B) - 1 ELSE X(B) = A(B) + 1

    168 NEXT IPP

    189 IF (8 * 2.718281828 ^ ((X(1) - 12) / 9) - X(2) + 4) > 0## THEN 1670
    191 IF (6 * (X(1) - 12) ^ 2 + 25 * X(2) - 600) > 0## THEN 1670

    199 IF -X(1) + 12 > 0## THEN 1670

    334 PD1 = -(X(1) - 20) ^ 4 - (X(2) - 12) ^ 4

    466 P = PD1

    1111 IF P <= M THEN 1670
    1452 M = P
    1454 FOR KLX = 1 TO 2
        1455 A(KLX) = X(KLX)
    1456 NEXT KLX

1670 NEXT I
1777 IF M < -614.23 THEN 1999

1904 PRINT A(1), A(2), M, JJJJ

1999 NEXT JJJJ

This computer program was run with qb64v1000-win [102]. Its output of one run through JJJJ= -25192 is shown below:

15.63683664352964 15.98354551817725 -614.2283469315144
-31996
15.6266190578624 15.96994847110775 -614.2145774729902
-28944
15.6296734281607 15.97401145531551 -614.2121070213336
-25192

Above there is no rounding by hand; it is just straight copying by hand from the monitor screen. On a personal computer with Processor Intel Pentium CPU G620@ 2.60GHz, 4.00 GB of RAM (3.89 GB usable), 64-bit Operating System, and QB64v1000-win [102], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -25192 was 24 seconds, counting from “Starting program…”. One can compare the computational results above with those in Ecker an Kupferschmid [29, Table on p. 320, which reports their objective function value of 614.21210].

Acknowledgement
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
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Easy General Computer Method To Solve Systems of Integer Nonlinear Inequalities in Multiple Solutions from One Run–An Illustration

Easy General Computer Method To Solve Systems of Integer Nonlinear Inequalities in Multiple Solutions from One Run–An Illustration

Jsun Yui Wong

The computer program listed below seeks to solve simultaneously the following complete set of integer nonlinear inequalities in Corley and Dwobeng [21]:

     X(1) + X(3) ^ 2 <= 5 
     X(2) * X(3) - X(1) * X(3) <= 8 
     2 * X(1) ^ 2 - 3 * X(1) * X(3) + X(2) >= 3 
     4 * X(1) - X(3) ^ 2 + 3 * X(2) <= 12 
     where each of X(1), X(2), and X(3) is 0, 1, 2, 3,....    

These inequalities are used in the following line 189 through line 197, which include all the given inequalities shown above.
One notes line 346, which is 346 PD1 = -999999, which is just a place holder.

0 DEFDBL A-Z
1 REM DEFINT I, J, K
2 DIM B(99), N(99), A(2002), H(99), L(99), U(99), X(2002), D(111), P(111), PS(33), J(99), AA(99), HR(32), HHR(32), LHS(44), PLHS(44), LB(22), UB(22), PX(44), J44(44), PN(22), NN(22)
85 FOR JJJJ = -32000 TO 32000

89 RANDOMIZE JJJJ
90 M = -3D+30
111 FOR J44 = 1 TO 3
    112 A(J44) = FIX(RND * 10)

113 NEXT J44
1182 REM    A(2) = -(RND * 8)

128 FOR I = 1 TO 3000

    129 FOR KKQQ = 1 TO 3
        130 X(KKQQ) = A(KKQQ)
    131 NEXT KKQQ
    139 FOR IPP = 1 TO FIX(1 + RND * 2)

        140 B = 1 + FIX(RND * 3)

        144 IF RND < .5 THEN 160 ELSE GOTO 167

        160 R = (1 - RND * 2) * A(B)

        164 X(B) = A(B) + (RND ^ (RND * 15)) * R
        165 GOTO 168

        167 IF RND < .5 THEN X(B) = A(B) - 1 ELSE X(B) = A(B) + 1

    168 NEXT IPP

    171 FOR J44 = 1 TO 3
        172 X(J44) = INT(X(J44))


    175 NEXT J44


    180 FOR J44 = 1 TO 3
        181 IF X(J44) < 0 THEN 1670

    182 NEXT J44


    189 IF X(1) + X(3) ^ 2 > 5 THEN 1670

    192 IF X(2) * X(3) - X(1) * X(3) > 8 THEN 1670
    195 IF 2 * X(1) ^ 2 - 3 * X(1) * X(3) + X(2) < 3 THEN 1670

    197 IF 4 * X(1) - X(3) ^ 2 + 3 * X(2) > 12 THEN 1670


    346 PD1 = -999999

    466 P = PD1


    1111 IF P <= M THEN 1670
    1452 M = P
    1454 FOR KLX = 1 TO 3

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

1670 NEXT I
1777 IF M < -99999999 THEN 1999

1904 PRINT A(1), A(2), A(3), M, JJJJ

1999 NEXT JJJJ

This computer program was run with qb64v1000-win [102]. Its output of one run through JJJJ= -31701 is summarized below:

2 1 1 -999999 -31998
2 1 1 -999999 -31989
3 0 1 -999999 -31985
0 4 2 -999999 -31970
0 3 2 -999999 -31969
1 2 0 -999999 -31964
0 4 1 -999999 -31961
3 0 0 -999999 -31960
1 2 0 -999999 -31959
0 4 2 -999999 -31950

1 2 0 -999999 -31945
1 2 0 -999999 -31940

0 3 0 -999999 -31939

2 1 1 -999999 -31938
2 1 0 -999999 -31935

2 0 0 -999999 -31931

3 0 1 -999999 -31930
3 0 1 -999999 -31928

0 3 0 -999999 -31919
2 1 1 -999999 -31918
2 0 0 -999999 -31917
3 0 1 -999999 -31915

2 1 0 -999999 -31914
0 3 2 -999999 -31913
0 4 0 -999999 -31911
.
.
.
0 3 1 -999999 -31701

Multiple distinct solutions are shown above.

Above there is no rounding by hand; it is just straight copying by hand from the monitor screen. On a personal computer with Processor Intel Pentium CPU G620@ 2.60GHz, 4.00 GB of RAM (3.89 GB usable), 64-bit Operating System, and QB64v1000-win [102], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31701 was 2 seconds, counting from “Starting program…”.

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