Direct Finding Multiple Optimal Solutions in One Run of a Generalized Geometric Programming Problem: an Illustration

Direct Finding Multiple Optimal Solutions in One Run of a Generalized Geometric Programming Problem: an Illustration

Jsun Yui Wong

Similar to the computer program of the preceding paper, the computer program listed below aims to solve directly the following problem from Liu, Wang, and Liu [56, p. 12, Example 4.4]:

Minimize

 .3578 * X(3) ^ .1 + .8357 * X(1) * X(5)

subject to

        .00002584 * X(3) * X(5) – .00006663 * X(2) * X(5) – .0000734 * X(1) * X(4) <= 5

        .00085305 * X(2) * X(5) + .00009395 * X(1) * X(4) – .00033085 * X(3) * X(5) <= 5

        1.3294 * X(2) ^ -1 * X(5) ^ -1 – .4200 * X(2) * X(5) ^ -1 – .30575 * X(2) ^ -1 * X(3) ^ -2 * X(5) ^ -1 <= 5

        .00024186 * X(2) * X(5) + .00010159 * X(1) * X(2) + .00007379 * X(3) ^ 2 <= 5

        2.1327 * X(3) ^ -1 * X(5) ^ -1 – .26680 * X(1) * X(5) ^ -1 – .40584 * X(4) * X(5) ^ -1 <= 5

       .000229955 * X(3) * X(5) – .00007992 * X(1) * X(3) + .00012157 * X(3) * X(4) <= 5

       1<=  X(i) <= 60, i=1, 2, 3,…, 6.

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)

79 FOR JJJJ = -32000 TO 32000

    89 RANDOMIZE JJJJ

    90 M = -3D+30

    103 FOR j44 = 1 TO 5

        107 A(j44) = 1 + RND * 59

    109 NEXT j44

    123 FOR I = 1 TO 50000

        129 FOR KKQQ = 1 TO 5

            130 X(KKQQ) = A(KKQQ)

        131 NEXT KKQQ

        139 FOR IPP = 1 TO FIX(1 + RND * 4)

            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 * 4) ELSE X(B) = A(B) + FIX(RND * 4)

        168 NEXT IPP

        172 FOR j44 = 1 TO 5

            173 IF X(j44) < 1 THEN 1670

            175 IF X(j44) > 60 THEN 1670

        176 NEXT j44

        302 IF .00002584 * X(3) * X(5) – .00006663 * X(2) * X(5) – .0000734 * X(1) * X(4) > 5 THEN 1670

        303 IF .00085305 * X(2) * X(5) + .00009395 * X(1) * X(4) – .00033085 * X(3) * X(5) > 5 THEN 1670

        304 IF 1.3294 * X(2) ^ -1 * X(5) ^ -1 – .4200 * X(2) * X(5) ^ -1 – .30575 * X(2) ^ -1 * X(3) ^ -2 * X(5) ^ -1 > 5 THEN 1670

        305 IF .00024186 * X(2) * X(5) + .00010159 * X(1) * X(2) + .00007379 * X(3) ^ 2 > 5 THEN 1670

        306 IF 2.1327 * X(3) ^ -1 * X(5) ^ -1 – .26680 * X(1) * X(5) ^ -1 – .40584 * X(4) * X(5) ^ -1 > 5 THEN 1670

        307 IF .000229955 * X(3) * X(5) – .00007992 * X(1) * X(3) + .00012157 * X(3) * X(4) > 5 THEN 1670

        461 PD1 = -.3578 * X(3) ^ .1 – .8357 * X(1) * X(5)

        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

    1889 IF M < -999999999999 THEN 1999

    1899 PRINT A(1), A(2), A(3), A(4), A(5), M, JJJJ

1999 NEXT JJJJ

This computer program was run with qb64v1000-win [101].  Its complete output of one run through JJJJ= -31999 is shown below:

 1      3.489730346287245         1.000000000000006  

 9.661688138816091      1         -1.1935      -32000

 1.00000000000002        3.816821831995267     1.00000000000002

 5.502263832853543      1.000000000000022    -1.193500000000035

-31999

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, 64-bit Operating System, and QB64v1000-win [101], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31999 was 2 seconds, counting from “Starting program…”.  One can compare the computational results above with those in Liu, Wang, and Liu [56,  p. 12, Example 4.4].

Acknowledgement

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

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Direct Finding Multiple Optimal Solutions in One Run of a General Integer Linear/Nonlinear Program: an Illustration

Direct Finding Multiple Optimal Solutions in One Run of a General Integer Linear/Nonlinear Program: an Illustration

Jsun Yui Wong

Similar to the computer program of the preceding paper, the computer program listed below aims to solve directly the following problem from Tsai, Lin, and Hu [89, p. 806, Example 1]:

Maximize

X(1) + X(2) + X(3) 

subject to

 20 * X(4) + 30 * X(5) + X(1) + 2 * X(2) + 2 * X(3) <= 180

 30 * X(4) + 20 * X(5) + 2 * X(1) + X(2) + 2 * X(3) <= 150

  -60 * X(4) + X(1) <= 0

  -75 * X(5) + X(2) <= 0

  X(1), X(2), X(3) >=0

  X(1), X(2), X(3) are integers

  X(4), X(5) are 0-1 variables.

0 REM  DEFDBL A-Z

1 REM    DEFINT I, J, K

2 DIM B(99), N(99), A(200), H(99), L(99), U(99), X(200), 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)

9 FOR JJJJ = -32000 TO 32000

    89 RANDOMIZE JJJJ

    90 M = -3D+30

    102 A(1) = FIX(RND * 101)

    104 A(2) = FIX(RND * 101)

    106 A(3) = FIX(RND * 101)

    107 A(4) = INT(RND)

    108 A(5) = INT(RND)

    128 FOR I = 1 TO 50000

        129 FOR KKQQ = 1 TO 5

            130 X(KKQQ) = A(KKQQ)

        131 NEXT KKQQ

        134 FOR IPP = 1 TO FIX(1 + RND * 4)

            136 B = 1 + FIX(RND * 5)

            144 IF RND < 1 / 2 THEN 160 ELSE GOTO 167

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

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

            165 GOTO 188

            167 IF RND < .5 THEN X(B) = A(B) – FIX(RND * 4) ELSE X(B) = A(B) + FIX(RND * 4)

        188 NEXT IPP

        211 FOR J44 = 1 TO 5

            212 X(J44) = INT(X(J44))

            213 IF X(J44) < 0 THEN 1670

            214 IF X(J44) > 100 THEN 1670

        215 NEXT J44

        217 IF X(4) > 1 THEN 1670

        219 IF X(5) > 1 THEN 1670

        244 IF 20 * X(4) + 30 * X(5) + X(1) + 2 * X(2) + 2 * X(3) > 180 THEN 1670

        245 IF 30 * X(4) + 20 * X(5) + 2 * X(1) + X(2) + 2 * X(3) > 150 THEN 1670

        246 IF -60 * X(4) + X(1) > 0 THEN 1670

        247 IF -75 * X(5) + X(2) > 0 THEN 1670

        278 PD1 = X(1) + X(2) + X(3)

        479 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

    1677 IF M < 76 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 [101].  Its output of one run through JJJJ= -31029 is summarized below:

23   52   1   1   1  

76   -31958

22   52   2   1   1  

76   -31940

23   52   1   1   1  

76   -31876

22   52   2   1   1  

76   -31842

22   54   0   1   1  

76   -31820

22   52   2   1   1  

76   -31778

22   54   0   1   1  

76   -31740

22   52   2   1   1  

76   -31736

24   52   0   1   1  

76   -31723

22   52   2   1   1  

76   -31699

24   52   0   1   1  

76   -31659

23   52   1   1   1  

76   -31652

.

.

.

22   53   1   1   1  

76   -31289

.

.

.

23   53   0   1   1  

76   -31029

Six optimal 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, 64-bit Operating System, and QB64v1000-win [101], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31029 was 75 seconds, counting from “Starting program…”.  One can compare the computational results above with those in  Tsai, Lin, and Hu [89,  p. 807, Table 1, Example 1].

Acknowledgement

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

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Direct Finding Optimal Solutions of Signomial Discrete Programming Programs

Direct Finding Optimal Solutions of Signomial Discrete Programming Programs

Jsun Yui Wong

Similar to the computer program of the preceding paper, the computer program listed below aims to solve directly the following problem:

Minimize

 -( -X(1) ^ 2 * X(2) ^ 3.5 * X(3) + X(2) * X(3) ^ 2.6 + X(1) ^ 3 )

subject to

   X(1) + X(2) + X(3) <= 10

   0<= X(1) <= 5

 0<= X(2) <= 5

 0<= X(3) <= 5

X(1) through X(3) are integer variables.

The source of the problem above is the last paragraph on page 618 of Tsai, Li, and Hu [87; please see the last paragraph of p. 618]. 

0 REM   DEFDBL A-Z

1 REM    DEFINT I, J, K

2 DIM B(99), N(99), A(200), H(99), L(99), U(99), X(200), 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)

9 FOR JJJJ = -32000 TO 32000

    89 RANDOMIZE JJJJ

    90 M = -3D+30

    101 A(1) = FIX(RND * 6)

    102 A(2) = FIX(RND * 6)

    103 A(3) = FIX(RND * 6)

    128 FOR I = 1 TO 50000

        129 FOR KKQQ = 1 TO 3

            130 X(KKQQ) = A(KKQQ)

        131 NEXT KKQQ

        139 FOR IPP = 1 TO FIX(1 + 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 188

            167 IF RND < .5 THEN X(B) = A(B) – FIX(RND * 4) ELSE X(B) = A(B) + FIX(RND * 4)

        188 NEXT IPP

        196 FOR J44 = 1 TO 3

            198 X(J44) = INT(X(J44))

        199 NEXT J44

        212 IF X(1) < 0 THEN 1670

        214 IF X(1) > 5 THEN 1670

        229 IF X(2) < 0 THEN 1670

        230 IF X(2) > 5 THEN 1670

        231 IF X(3) < 0 THEN 1670

        233 IF X(3) > 5 THEN 1670

        264 IF X(1) + X(2) + X(3) > 10 THEN 1670

        478 PD1 = -X(1) ^ 2 * X(2) ^ 3.5 * X(3) + X(2) * X(3) ^ 2.6 + X(1) ^ 3

        479 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

    1677 IF M < 125 THEN 1999

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

1999 NEXT JJJJ

This computer program was run with qb64v1000-win [101].  Its output of one run through JJJJ= -31657 is summarized below:

5    1    0    125     -31993

.

.

.

0   4   5   262.6528   -31953

.

.

.

0    5    4   183.7917    -31870

.

.

.

5    4    0   125      -31847

.

.

.

0    5    5    328.316    -31704

.

.

.

0    5    5    328.316    -31657

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, 64-bit Operating System, and QB64v1000-win [101], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31657 was 21 seconds, counting from “Starting program…”. 

Acknowledgement

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

References

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Direct Finding Multiple Optimal Solutions in One Run of a Signomial Discrete Programming Problem with Free Variables

Direct Finding Multiple Optimal Solutions in One Run of a Signomial Discrete Programming Problem with Free Variables

Jsun Yui Wong

Similar to the computer program of the preceding paper, the computer program listed below aims to solve directly the following signomial discrete programming problem in Lin and Tsai [52, p. 437, Example 2]:

Minimize
X(1) ^ 2 * X(2) * (X(3) + 2)
subject to
71785 * X(1) ^ 4 – X(2) ^ 3 * X(3) <= 0
20432 * X(1) ^ 2 * X(2) ^ 2 – X(1) * X(2) – 5108 * X(1) ^ 3 * X(2) + 4 * X(2) ^ 2 – 64187128 * (X(1) ^ 5 * X(2) – X(1) ^ 6) <= 0
X(2) ^ 2 * X(3) – 140.45 * X(1) <= 0
X(1) + X(2) <= 1.5
.05<= X(1) <= .15 where X(1) is a discrete variable with discreteness of .001
X(2) element { .263, .283, .307, .331, .363, .394, .4375, .5 }
2 <= X(3) <= 15 where X(3) is an integer variable.


0 REM DEFDBL A-Z
1 REM DEFINT I, J, K
2 DIM B(99), N(99), A(200), H(99), L(99), U(99), X(200), 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)
9 FOR JJJJ = -32000 TO 32000

89 RANDOMIZE JJJJ
90 M = -3D+30

93 A(1) = .05 + FIX(RND * 101) * .001
104 IF RND < 1 / 8 THEN A(2) = .263 ELSE IF RND < 1 / 7 THEN A(2) = .283 ELSE IF RND < 1 / 6 THEN A(2) = .307 ELSE IF RND < 1 / 5 THEN A(2) = .331 ELSE IF RND < 1 / 4 THEN A(2) = .363 ELSE IF RND < 1 / 3 THEN A(2) = .394 ELSE IF RND < 1 / 2 THEN A(2) = .4375 ELSE A(2) = .5



113 A(3) = 2 + FIX(RND * 14)


128 FOR I = 1 TO 50000
    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)
        142 IF B > 2 THEN 144 ELSE GOTO 177
        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 188

        167 IF RND < .5 THEN X(B) = A(B) - FIX(RND * 4) ELSE X(B) = A(B) + FIX(RND * 4)
        169 GOTO 188
        172 GOTO 188
        177 IF B = 1 THEN 180 ELSE GOTO 187

        180 X(1) = .05 + FIX(RND * 101) * .001
        185 GOTO 188
        187 IF RND < 1 / 8 THEN X(2) = .263 ELSE IF RND < 1 / 7 THEN X(2) = .283 ELSE IF RND < 1 / 6 THEN X(2) = .307 ELSE IF RND < 1 / 5 THEN X(2) = .331 ELSE IF RND < 1 / 4 THEN X(2) = .363 ELSE IF RND < 1 / 3 THEN X(2) = .394 ELSE IF RND < 1 / 2 THEN X(2) = .4375 ELSE X(2) = .5
    188 NEXT IPP
    191 FOR J44 = 3 TO 3

        192 X(J44) = INT(X(J44))
    194 NEXT J44

    227 IF X(1) < .05 THEN 1670
    228 IF X(1) > .15 THEN 1670

    229 IF X(2) < .263 THEN 1670
    230 IF X(2) > .5 THEN 1670

    231 IF X(3) < 2 THEN 1670
    233 IF X(3) > 15 THEN 1670

    264 IF X(1) + X(2) > 1.5 THEN 1670
    265 IF X(2) ^ 2 * X(3) - 140.45 * X(1) > 0 THEN 1670
    267 IF 71785 * X(1) ^ 4 - X(2) ^ 3 * X(3) > 0 THEN 1670
    269 IF 20432 * X(1) ^ 2 * X(2) ^ 2 - X(1) * X(2) - 5108 * X(1) ^ 3 * X(2) + 4 * X(2) ^ 2 - 64187128 * (X(1) ^ 5 * X(2) - X(1) ^ 6) > 0 THEN 1670

    478 PD1 = -X(1) ^ 2 * X(2) * (X(3) + 2)

    479 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



1677 IF M < -.013 THEN 1999

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

1999 NEXT JJJJ

This computer program was run with qb64v1000-win [101]. Its complete output of one run through JJJJ= -31912 is shown below:

.052 .363 11 -1.276018E-02
-31981
.052 .363 11 -1.276018E-02
-31956
.052 .363 11 -1.276018E-02
-31950
.052 .363 11 -1.276018E-02
-31915
.052 .363 11 -1.276018E-02
-31912

Only 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, 64-bit Operating System, and QB64v1000-win [101], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31912 was 7 seconds, counting from “Starting program…”. One can compare the computational results above with those in Lin and Tsai [52, p. 437 and p. 438, Table 3].

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