Using the general-purpose nonlinear programming solver used in this blog many times for over a decade instead of a dynamic programming approach used in Hillier and Lieberman [37]   

Using the general-purpose nonlinear programming solver used in this blog many times for over a decade instead of a dynamic programming approach used in Hillier and Lieberman [37]   

Jsun Yui Wong

Modeled on the general-purpose nonlinear programming solver used in this blog many times for over a decade, the computer program listed below attempts to solve Example 4—Scheduling  Employment Levels  in Hillier and Lieberman [37, pp. 444-450].     

One notes the following line 473, which is  473 P = -200 * (X(1) – 255) ^ 2 – 2000 * (X(1) – 220) – 200 * (X(2) – X(1)) ^ 2 – 2000 * (X(2) – 240) – 200 * (X(3) – X(2)) ^ 2 – 2000 * (X(3) – 200) – 200 * (255 – X(3)) ^ 2, which is from the last column of  Table 10.3 Data for the Local Job Shop Problem [37, p. 445].

This paper uses the general-purpose nonlinear programming solver used in this blog many times for over a decade instead of the dynamic programming approach used in Hillier and Lieberman [37, pp. 444-450]. 

0 REM   DEFDBL A-Z

1 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)

81 FOR JJJJ = -32000 TO 32000

    85 RANDOMIZE JJJJ

    86 M = -3E+50

    114 A(1) = 200 + FIX(RND * 20)

    115 A(2) = 200 + FIX(RND * 20)

    116 A(3) = 200 + FIX(RND * 20)

    117 A(4) = 255

    128 FOR I = 1 TO 3000

        129 FOR KKQQ = 1 TO 4

            130 X(KKQQ) = A(KKQQ)

        131 NEXT KKQQ

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

            153 J = 1 + FIX(RND * 4)

            154 IF J < 5 THEN GOTO 156 ELSE GOTO 156

            155 REM GOTO 162

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

            158 X(J) = A(J) + (RND ^ (RND * 15)) * r

            161 GOTO 169

            163 IF RND < .5 THEN X(J) = A(J) – INT(RND * 15) ELSE X(J) = A(J) + INT(RND * 15)

            164 REM IF A(J) = 0 THEN X(J) = 1 ELSE X(J) = 0

        169 NEXT IPP

        172 REM   X(1) = (X(1))

        174 REM   X(2) = INT(X(2))

        176 REM   X(3) = INT(X(3))

        178 REM   X(4) = INT(X(4))

        334 IF X(1) < 220 THEN 1670

        335 IF X(1) > 255 THEN 1670

        337 IF X(2) < 240 THEN 1670

        339 IF X(2) > 255 THEN 1670

        342 IF X(3) < 200 THEN 1670

        344 IF X(3) > 255 THEN 1670

        347 X(4) = 255

        473 P = -200 * (X(1) – 255) ^ 2 – 2000 * (X(1) – 220) – 200 * (X(2) – X(1)) ^ 2 – 2000 * (X(2) – 240) – 200 * (X(3) – X(2)) ^ 2 – 2000 * (X(3) – 200) – 200 * (255 – X(3)) ^ 2

        1111 IF P <= M THEN 1670

        1450 M = P

        1454 FOR KLX = 1 TO 4

            1455 A(KLX) = X(KLX)

        1456 NEXT KLX

        1557 GOTO 128

    1670 NEXT I

    1889 IF M < -9999999 THEN 1999

    1933 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 JJJJ= -31996 is shown below:

247.4944      244.9882      247.4897      255      -185000

-32000

247.4928      244.99      247.494      255      -185000

-31999

247.4993      244.9948      247.4978      255      -185000

-31998

247.51      245.0105      247.5092      255      -185000

-31997

247.5039      245.0023      247.5041      255      -185000

-31996

Above there is no rounding by hand; it is just straight copying by hand from the monitor screen.  By using the following computer system and QB64v1000-win [102], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31996 was one second, counting from “Starting program…”.   One can compare the computational procedure above with that in Hillier and Lieberman [37, pp. 444-450]. 

The computational results presented above were obtained from the following computer system: 

Processor: Intel (R) Core (TM) i5 CPU M 430 @2.27 GHz   2.26 GHz

Installed memory (RAM): 4.00GB (3.87 GB usable)

System type: 64-bit Operating System.

Acknowledgement

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

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Using the general-purpose nonlinear programming solver used in this blog many times for over a decade instead of a dynamic programming approach when appropriate 

Using the general-purpose nonlinear programming solver used in this blog many times for over a decade instead of a dynamic programming approach when appropriate   

Jsun Yui Wong

Modeled on the general-purpose nonlinear programming solver used in this blog many times for over a decade, the computer program listed below attempts to solve Example 18.5 in Winston [103, p. 787, Example 18.5], a small example of many resource allocation problems.     

One notes the following line 444, line 446, and line 448, which are 444 IF X(1) = 0 THEN 1670, 446 IF X(2) = 0 THEN 1670, and 448 IF X(3) = 0 THEN 1670.

This paper uses the general-purpose nonlinear programming solver used in this blog many times for over a decade instead of the dynamic programming approach used in Winston [103, pp. 787-789]. 

0 REM   DEFDBL A-Z

1 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)

81 FOR JJJJ = -32000 TO 32000

    85 RANDOMIZE JJJJ

    86 M = -3E+50

    110 FOR J44 = 1 TO 3

        111 A(J44) = RND * 100

    112 NEXT J44

    128 FOR I = 1 TO 5000

        129 FOR KKQQ = 1 TO 3

            130 X(KKQQ) = A(KKQQ)

        131 NEXT KKQQ

        151 FOR IPP = 1 TO FIX(1 + RND * 3)

            153 J = 1 + FIX(RND * 3)

            154 REM IF J < 5 THEN GOTO 156 ELSE GOTO 156

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

            158 X(J) = A(J) + (RND ^ (RND * 15)) * r

            161 GOTO 169

            163 IF RND < .5 THEN X(J) = A(J) – INT(RND * 15) ELSE X(J) = A(J) + INT(RND * 15)

        169 NEXT IPP

        172 X(1) = INT(X(1))

        174 X(2) = INT(X(2))

        176 X(3) = INT(X(3))

        238 X(1) = 6 – X(2) – X(3)

        333 FOR J44 = 1 TO 3

            334 IF X(J44) < 0 THEN 1670

        336 NEXT J44

        444 IF X(1) = 0 THEN 1670

        446 IF X(2) = 0 THEN 1670

        448 IF X(3) = 0 THEN 1670

        484 P = 7 * X(1) + 2 + 3 * X(2) + 7 + 4 * X(3) + 5

        1111 IF P <= M THEN 1670

        1450 M = P

        1454 FOR KLX = 1 TO 3

            1455 A(KLX) = X(KLX)

        1456 NEXT KLX

        1557 GOTO 128

    1670 NEXT I

    1889 IF M < -9999 THEN 1999

    1933 PRINT A(1), A(2), A(3), M, JJJJ

1999 NEXT JJJJ

This computer program was run with qb64v1000-win [102].  Its complete output of one run through JJJJ= -31982 is shown below:

4      1      1      49      -31993

4      1      1      49      -31991

4      1      1      49      -31986

4      1      1      49      -31982

Above there is no rounding by hand; it is just straight copying by hand from the monitor screen.  By using the following computer system and QB64v1000-win [102], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31982 was one second, counting from “Starting program…”.   One can compare the computational procedure above with that in Winston [103, pp. 787-789]. 

The computational results presented above were obtained from the following computer system: 

Processor: Intel (R) Core (TM) i5 CPU M 430 @2.27 GHz   2.26 GHz

Installed memory (RAM): 4.00GB (3.87 GB usable)

System type: 64-bit Operating System.

Acknowledgement

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

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