Combinning Mathematical Formulation, “What If”, and Discrete Variables To Help Solve Nonlinear Programming Problems: Another Illustration

Combinning Mathematical Formulation, “What If”, and Discrete Variables To Help Solve Nonlinear 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 mathematical formulation in Bunday [15, p. 107, Exercises 6, 10], which is as follows:

Minimize

        -X(1) * X(2) * X(3)

subject to

        X(1), X(2), X(3) >=0

        2* X(1) ^ 2+X(2) ^ 2 + 3 * X(3) ^ 2 <= 51.

One notes lines 92, 98 , and 99, which are 92 A(1) = INT(100 * RND * 4) / 100, 98 A(2) = INT(100 * RND * 4) / 100, and 99 A(3) = INT(100 * RND * 4) / 100.    

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)

79 FOR JJJJ = -32000 TO 32000

    89 RANDOMIZE JJJJ

    90 M = -3D+30

    92 A(1) = INT(100 * RND * 4) / 100

    98 A(2) = INT(100 * RND * 4) / 100

    99 A(3) = INT(100 * RND * 4) / 100

    123 FOR I = 1 TO 100000

        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(0 + RND * 3)

            144 IF RND < .5 THEN 160 ELSE GOTO 166

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

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

            165 GOTO 168

            166 IF RND < .5 THEN X(B) = A(B) – FIX(RND * 2) ELSE X(B) = A(B) + FIX(RND * 2)

        168 NEXT IPP

        191 IF X(1) < 0 THEN 1670

        193 IF X(2) < 0 THEN 1670

        195 IF X(3) < 0 THEN 1670

        201 IF (-X(2) ^ 2 – 3 * X(3) ^ 2 + 51) / 2 < 0 THEN 1670

        202 REM           

        204 X(1) = ((-X(2) ^ 2 – 3 * X(3) ^ 2 + 51) / 2) ^ .5

        205 REM          

        291 IF X(1) < 0 THEN 1670

        293 IF X(2) < 0 THEN 1670

        301 IF X(3) < 0 THEN 1670

        463 PD1 = X(1) * X(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

    1889 IF M < 28.612 THEN 1999

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

1999 NEXT JJJJ

This computer program was run with qb64v1000-win [102].  The complete output of one run through -31245 is shown below:

2.918253       4.12       2.38       28.61522       -31715

2.900681      4.11      2.4        28.61232      -31338

2.898862      4.13      2.39      28.61379      -31245

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 [102], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31245 was 77 seconds, counting from “Starting program…”.  One can compare the computational results above with those in Bunday [15,  p. 126, Exercises 6, 10].

References

Acknowledgement

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

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