Jsun Yui Wong
Similar to the computer programs of the preceding papers, the computer program below seeks to solve an integer version of Schittkowski's Test Problem 281 [14, p. 105] but with 10,000 unknowns instead 10 unknowns. The source of this Test Problem 281 is S. Walukiewicz; see Schittkowski [14]. Thus, the computer program below tries to minimize the following:
10000
[ SIGMA i^3*(X(i)-1)^2 ]^(1/3)
i=1
subject to
-5<= X(i) <=5, X(i) integer, i=1, 2, 3,..., 10000.
0 REM DEFDBL A-Z
1 DEFINT J,K,B,X
2 DIM A(10000),X(10000)
88 FOR JJJJ=-32000 TO 32000
89 RANDOMIZE JJJJ
90 M=-1.5D+38
110 FOR J44=1 TO 10000
112 A(J44)=-5+ RND*(10)
114 NEXT J44
128 FOR I=1 TO 32000
129 FOR KKQQ=1 TO 10000
130 X(KKQQ)=A(KKQQ)
131 NEXT KKQQ
139 FOR IPP=1 TO FIX(1+RND*3)
140 B=1+FIX(RND*10000)
144 GOTO 167
145 IF RND<.5 THEN 150 ELSE 163
150 R=(1-RND*2)*A(B)
160 X(B)=(A(B) +RND^3*R)
162 GOTO 168
163 IF RND<.5 THEN X(B)=(A(B)-.001) ELSE X(B)=(A(B) +.001 )
165 GOTO 168
167 IF RND<.5 THEN X(B)=CINT(A(B)-1) ELSE X(B)=CINT(A(B) +1 )
168 REM IF A(B)=0 THEN X(B)=1 ELSE X(B)=0
169 NEXT IPP
400 SONE=0
401 FOR J44=1 TO 10000
403 SONE=SONE+J44^3*(X(J44)-1)^2
405 NEXT J44
666 PD1= -SONE^(1/3)
1111 IF PD1<=M THEN 1670
1452 M=PD1
1454 FOR KLX=1 TO 10000
1455 A(KLX)=X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 REM IF M<-.5 THEN 1999
1923 PRINT A(1),A(2),A(3),A(4),A(5),A(6),A(7),A(8),A(9),A(10)
1924 PRINT A(11),A(12),A(13),A(14),A(15),A(16),A(17),A(18),A(19),A(20)
1925 PRINT A(4991),A(4992),A(4993),A(4994),A(4995),A(4996),A(4997),A(4998),A(4999),A(5000)
1927 PRINT A(5991),A(5992),A(5993),A(5994),A(5995),A(5996),A(5997),A(5998),A(5999),A(6000)
1928 PRINT A(7991),A(7992),A(7993),A(7994),A(7995),A(7996),A(7997),A(7998),A(7999),A(8000)
1929 PRINT A(9991),A(9992),A(9993),A(9994),A(9995),A(9996),A(9997),A(9998),A(9999),A(10000)
1939 PRINT M,JJJJ
1999 NEXT JJJJ
This BASIC computer program was run via basica/D of Microsoft's GW-BASIC 3.11 interpreter for DOS. See the BASIC manual [11]. Copied by hand from the screen, the complete output through
JJJJ=-31998 is shown below:
3 0 -1 0 3
2 2 1 1 0
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
-776.0568 -32000
-4 3 2 1 2
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
-96.00754 -31999
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
0 -31998
M=0 is optimal; see Schittkowski [14, p.105].
Above there is no rounding by hand.
Of the 10000 A's, only the 60 A's of line 1923, line 1924, line 1925, line 1927, line 1928, and line 1929 are shown above.
On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM, and the IBM basica/D interpreter, version GW BASIC 3.11, the wall-clock time for obtaining the output through JJJJ=-31998 was 32 hours.
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
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Operations Research, Vol. 13, No. 4 (1965), pp. 517-548.
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Operations Research, Vol. 15, No. 5 (Sep. - Oct., 1967), pp. 915-957.
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The American Mathematical Monthly, Volume 18 #2, pp. 29-32.
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Mathematical Programming, 36:307-339, 1986.
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Applied Nonlinear Programming. New York: McGraw-Hill Book Company, 1972.
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Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1981.
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Nonlinear Integer Programming. Publisher: Springer Science+Business Media,LLC (2006). http://www.books.google.ca/books?isbn=0387329951
[11] Microsoft Corp.,
BASIC, Second Edition (May 1982), Version 1.10. Boca Raton, Florida: IBM Corp., Personal Computer, P. O. Box 1328-C,Boca Raton, Floridda 33432, 1981.
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Integer Programming. Menlo Park, California: Addison-Wesley Publishing Company (1975).
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More Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1987.
[15] S. Surjanovic, Zakharov Function. www.sfu.ca/~ssurjano/zakharov.html
[16] Jsun Yui Wong (2012, April 23). The Domino Method of General Integer Nonlinear Programming Applied to Problem 2 of Lawler and Bell. http://computationalresultsfromcomputerprograms.wordpress.com/2012/04/23/
[17] Jsun Yui Wong (2013, September 4). A Nonlinear Integer/Discrete/Continuous Programming Solver Applied to a Literature Problem with Twenty Binary Variables and Three Constraints, Third Edition. http://myblogsubstance.typepad.com/substance/2013/09/
[18] Jsun Yui Wong (2014, June 27). A Unified Computer Program for Schittkowski's Test Problem 377, Second Edition. http://nonlinearintegerprogrammingsolver.blogspot.ca/2014_06_01_archive.html
