Sunday, December 27, 2015

Seeking an Integer Solution to a Large Freundenstein and Roth System of 32000 Simultaneous Nonlinear Equations

Jsun Yui Wong

The following computer program seeks to find an integer solution to the Freundenstein and Roth system on page 11 of Cao [2, page 11, Problem 14, extended Freundenstein and Roth function (n is even)]--http://dx.doi.org/10.1155/2014/251587.  See also La Cruz et al. [5, page 28, Test function 37]–http://www.ime.unicamp.br/~martinez/lmrreport.pdf. The present paper considers the case of 32000 equations with 32000 general integer variables. One notes the starting vectors, 94 A(KK) = 4 + FIX(RND * 2.9); one also notes lines 426 and line 428, which are 426 IF X(J44) < 3 THEN X(J44) = 3 and 428 IF X(J44) > 7 THEN X(J44) = 7, respectively.


0 REM DEFDBL A-Z

3 DEFINT J, K, X


4 DIM X(32768), A(32768), P(32768), K(32768), Q(2222)


5 FOR JJJJ = -32000 TO -32000


    14 RANDOMIZE JJJJ
    16 M = -1D+200

    91 FOR KK = 1 TO 32000



        94 A(KK) = 4 + FIX(RND * 2.9)


    96 NEXT KK


    128 FOR I = 1 TO 960000 STEP 1


        129 FOR K = 1 TO 32000


            131 X(K) = A(K)
        132 NEXT K

        155 FOR IPP = 1 TO FIX(1 + RND * 3)
            181 B = 1 + FIX(RND * 32003)


            183 REM R = (1 - RND * 2) * A(B)

            187 REM IF RND < .25 THEN X(B) = A(B) + RND * R ELSE IF RND < .333 THEN X(B) = A(B) + RND ^ 4 * R ELSE IF RND < .5 THEN X(B) = A(B) + RND ^ 7 * R ELSE IF RND < .5 THEN X(B) = FIX(A(B)) ELSE X(B) = FIX(A(B)) + 1

            188 IF RND < .5 THEN X(B) = ABS(A(B) - 1) ELSE X(B) = A(B) + 1


        191 NEXT IPP

        393 FOR J44 = 1 TO 16000

            395 X(2 * J44 - 1) = -((X(2 * J44) + 1) * X(2 * J44) - 14) * X(2 * J44) + 29


        397 NEXT J44


        422 FOR J44 = 1 TO 32000
            426 IF X(J44) < 3 THEN X(J44) = 3


            428 IF X(J44) > 7 THEN X(J44) = 7


        439 NEXT J44


        773 FOR J44 = 1 TO 16000


            775 P(2 * J44 - 1) = -ABS(X(2 * J44 - 1) + ((5 - X(2 * J44)) * X(2 * J44) - 2) * X(2 * J44) - 13)

        777 NEXT J44

        822 Pone = 0


        833 FOR J44 = 1 TO 16000


            837 Pone = Pone + P(2 * J44 - 1)

        855 NEXT J44


        998 P = Pone

        1451 IF P <= M THEN 1670
        1657 FOR KEW = 1 TO 32000


            1658 A(KEW) = X(KEW)
        1659 NEXT KEW
        1661 M = P

        1666 PRINT A(1), A(32000), M, JJJJ


        1668 IF M > -.00001 THEN 1912


    1670 NEXT I

    1912 IF M < -8 THEN 1999
    1891 PRINT A(1), A(2), A(3), A(4), A(5)
    1894 PRINT A(11996), A(11997), A(11998), A(11999), A(12000)
    1897 PRINT A(31996), A(31997), A(31998), A(31999), A(32000)

    1939 PRINT M, JJJJ

1999 NEXT JJJJ

This computer program was run with qb64v1000-win [11]. Copied by hand from the screen, the computer program’s output through JJJJ= -32000 is summarized below.

.
.
.

5         4         -60           -32000
5         4         -54           -32000
5         4         -48           -32000
5         4         -42           -32000
5         4         -36           -32000
5         4         -30           -32000
5         4         -24           -32000
5         4         -18           -32000
5         4         -12           -32000
5         4         -6             -32000
5         4          0             -32000
5      4      5      4      5
4      5      4      5      4
4      5      4      5      4
0      -32000

Above there is no rounding by hand; it is just straight copying by hand from the screen.

Of the 32000 unknowns, only the 15 A’s of line 1891 and line 1897 are shown above.

On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM and with qb64v1000-win [11], the wall-clock time for obtaining the output through JJJJ= -32000 was 40 minutes.

Acknowledgment

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

References

[1] R. L. Burden, J. D. Faires, Annette M. Burden. Numerical Analysis, Tenth Edition. Cengage Learning, 2016.

[2] Huiping Cao, Global Convergence of Schubert’s Method for Solving Sparse Nonlinear Equations, Abstract and Applied Analysis, Volume 2014, Article ID 251587, 12 pages. Hindawi Publishing Corporation. http://dx.doi.org/10.1155/2014/251587

[3] C. A. Floudas, Deterministic Global Optimization. Kluwer Academic Publishers, 2000.

[4] Tianmin Han, Yuhuan Han, Solving Large Scale Nonlinear Equations by a New ODE Numerical Integration Method, Applied Mathematics, 2010, 1, 222-229.
http://www.SciRP.org/journal/am

[5] William La Cruz, Jose Mario Martinez, Marcos Raydan, Spectral residual method without gradient information for solving large-scale nonlinear systems of equations: Theory and experiments. Technical Report RT-04-08, July 2004.
http://www.ime.unicamp.br/~martinez/lmrreport.pdf

[6] William La Cruz, Jose Mario Martinez, Marcos Raydan, Spectral residual method without gradient information for solving large-scale nonlinear systems of equations, Mathematics of Computation, vol. 75, no. 255, pp.1429-1448, 2006.

[7] Microsoft Corp. BASIC, second edition (May 1982), Version 1.10. Boca Raton, Florida: IBM Corp., Personal Computer, P. O. Box 1328-C, Boca Raton, Florida 33432, 1981.

[8] Alexander P. Morgan, A Method for Computing All Solutions to Systems of Polynomial Equations, ACM Transactions on Mathematical Software, Vol. 9, No. 1, March 1983, Pages 1-17. https://folk.uib.no/ssu029/pdf_file/Morgan83.pdf

[9] W. H. Press, S. A. Teukolsky, W. T. Vetterling, B. P. Flannery. Numerical recipes: the art of scientific computing, third ed. Cambridge University Press, 2007.

[10] J. Rice. Numerical Methods, Software, and Analysis, Second Edition. Academic Press, 1993.

[11] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64

[12] M. Ziani, F. Guyomarc’h, An Autoadaptive Limited Memory Broyden’s Method To Solve Systems of Nonlinear Equations, Applied Mathematics and Computation 205 (2008) pp. 202-211. web.info.uvt.ro/~cristiana.drogoescu/MC/broyden.pdf

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