Direct Solution of Generalized Geometric Programming Problems: Another Illustration

Direct Solution of Generalized Geometric Programming Problems: Another Illustration

Jsun Yui Wong

Similar to the computer program of the preceding paper, the computer program listed below seeks to solve the following problem from Maranas and Floudas [57, p. 24, which is very informative]:

Minimize

-1* (.097515 * X(2) * (1 + .035272 * X(1)) + .096540 * X(1) * (1 + .097515 * X(2))) / ((1 + .096540 * X(1)) * (1 + .035272 * X(1)) * (1 + .097515 * X(2)) * (1 + .039191 * X(2)))

subject to

X(1) ^ .5 + X(2) ^ .5 <= 4

10^(-6) <= X(1), X(2) <= 16.

0 REM 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) = 10 ^ -6 + RND * 16##



113 NEXT J44



128 FOR I = 1 TO 500000



    129 FOR KKQQ = 1 TO 2
        130 X(KKQQ) = A(KKQQ)
    131 NEXT KKQQ
    139 FOR IPP = 1 TO FIX(1 + RND * 1.3)

        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

    171 FOR J44 = 1 TO 2

        173 IF X(J44) < 10 ^ -6## THEN 1670
        175 IF X(J44) > 16## THEN 1670
    176 NEXT J44


    223 IF X(1) ^ .5 + X(2) ^ .5 > 4## THEN 1670
    344 PD1 = (.097515 * X(2) * (1 + .035272 * X(1)) + .096540 * X(1) * (1 + .097515 * X(2))) / ((1 + .096540 * X(1)) * (1 + .035272 * X(1)) * (1 + .097515 * X(2)) * (1 + .039191 * X(2)))
    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 < .387 THEN 1999
1904 PRINT A(1), A(2), M, JJJJ

1999 NEXT JJJJ

This computer program was run with qb64v1000-win [102]. Its complete output of one run through JJJJ= -31960 is shown below:

15.99196 1.005774E-06 .3880247 -31998

15.992 1.000369E-06 .3880248 -31995

15.992 1.000832E-06 .3880248 -31991

15.99193 1.016792E-06 .3880247 -31975

15.992 1.001036E-06 .3880248 -31960

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 = -31960 was 16 seconds, counting from “Starting program…”. One can compare the computational results above with those in Maranas and Floudas [57, pp. 24-25].

Acknowledgement
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
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Direct Solution of Generalized Geometric Programming Problems: An Illustration

Direct Solution of Generalized Geometric Programming Problems: An Illustration

Jsun Yui Wong

Similar to the computer program of the preceding paper, the computer program listed below seeks to solve the following problem from Rijckaert and Martens [76, p. 227, Problem 2]:

Minimize
(5 * X(1) + 50000 * X(1) ^ -1 + 20 * X(2) + 72000 * X(2) ^ -1 + 10 * X(3) + 144000 * X(3) ^ -1)
subject to
4 * X(1) ^ -1 + 32 * X(2) ^ -1 + 120 * X(3) ^ -1 <= 1.

0 REM DEFDBL A-Z
1 REM DEFINT A-Z
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 -31915
89 RANDOMIZE JJJJ
90 M = -3D+30
111 FOR J44 = 1 TO 3
112 A(J44) = 100 + FIX(RND * 101)
113 NEXT J44

114 GOTO 128



128 FOR I = 1 TO 10000



    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 * 2) ELSE X(B) = A(B) + FIX(RND * 2)



    168 NEXT IPP
    169    FOR J44 = 1 TO 3


    170    IF X(J44) < 0## THEN 1670
    171 NEXT J44

    326 IF 4 * X(1) ^ -1 + 32 * X(2) ^ -1 + 120 * X(3) ^ -1 > 1## THEN 1670

    449 PD1 = -(5 * X(1) + 50000 * X(1) ^ -1 + 20 * X(2) + 72000 * X(2) ^ -1 + 10 * X(3) + 144000 * X(3) ^ -1)

    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 < -6301 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= -31952 is summarized below:

106.9549 83.76714 206.6866 -6300.703 -31999
.
.
.
108.0212 84.82861 204.8698 -6299.904 -31955
108.5556 84.94054 204.7517 -6299.924 -31954
108.9874 84.97634 204.5258 -6299.853 -31952

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 = -31952 was 3 seconds, counting from “Starting program…”. One can compare the computational results above with those in Rijckaert and Martens [76, p. 227, Problem 2].

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