Friday, June 17, 2016

Testing the Nonlinear Integer/Continuous Programming Solver with a Nonlinear Diophantine Equation from the Literature

Jsun Yui Wong

The computer program listed below seeks to solve the following nonlinear Diophantine equation from Oliveira [17, p. 55]:

X(1)^2+ X(2)^2+X(3)^2+...+X(39)^2=39000.

0 DEFDBL A-Z

3 DEFINT J, K

4 DIM X(32768), A(32768), P(32768), K(32768)
5 FOR JJJJ = -32000 TO 32000

    14 RANDOMIZE JJJJ

    16 M = -1D+50

    91 FOR KK = 1 TO 39


        94 A(KK) = FIX(1 + RND * 20)


    95 NEXT KK

    128 FOR I = 1 TO 5000 STEP 1


        129 FOR K = 1 TO 39


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

        155 FOR IPP = 1 TO FIX(1 + RND * 3)
            181 B = 1 + FIX(RND * 39)


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

            188 REM  IF RND < .2 THEN X(B) = FIX(A(B) + RND * R) ELSE IF RND < .25 THEN X(B) = FIX(A(B) + RND ^ 3 * R) ELSE IF RND < .333 THEN X(B) = FIX(A(B) + RND ^ 5 * R) ELSE IF RND < .5 THEN X(B) = FIX(A(B) + RND ^ 7 * R) ELSE X(B) = FIX(A(B) + RND ^ 9 * R)

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


        199 NEXT IPP
        201 FOR J43 = 1 TO 39

            203 IF X(J43) < 1 THEN 1670


        207 NEXT J43


        211 SUML = 0
        221 FOR J44 = 1 TO 39


            231 SUML = SUML + X(J44) ^ 2


        251 NEXT J44


        261 PZ = -ABS(SUML - 39000)


        1111 P = PZ


        1451 IF P <= M THEN 1670


        1657 FOR KEW = 1 TO 39

            1658 A(KEW) = X(KEW)

        1659 NEXT KEW
        1661 M = P
    1670 NEXT I
    1890 IF M < -99999 THEN 1999

    1911 PRINT A(1), A(2), A(3), A(4), A(5)

    1913 PRINT A(6), A(7), A(8), A(9)

    1915 PRINT A(10), A(11), A(12), A(13)
    1916 PRINT A(14), A(15), A(16), A(17), A(18)
    1917 PRINT A(19), A(20), A(21), A(22), A(23)
    1918 PRINT A(24), A(25), A(26), A(27), A(28)
    1919 PRINT A(29), A(30), A(31), A(32), A(33)
    1920 PRINT A(34), A(35)
    1925 PRINT A(36), A(37), A(38), A(39), M, JJJJ

1999 NEXT JJJJ

This computer program was run with qb64v1000-win [20]. Copied by hand from the screen, the computer program’s complete output through JJJJ= -31999 is shown below.

23     31      45      22     26
30     35      55      15
51     33      30      44
31     6        27      40     6
7       16      11      47     14    
42     25      14      51     48
25     35      43      43     12
43     15
3       22      11      19     0
-32000

40       49        43     51     35
31       27        31     11
14       35        36     24
30       12        15     42     27
18       37        35     9       17
42       26        26     21     25    
6         44        56     36     46
17       29
30       26        15     24     0
-31999

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

On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM and with qb64v1000-win [20], the wall-clock time for obtaining the output through JJJJ= -31999 was two seconds, not including "Creating .EXE file..." time.

Acknowledgment

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

References

[1] C. G. Broyden, A Class of Methods for Solving Nonlinear Simultaneous Equations, Mathematics of Computation, Vol. 19, Number 92, pp. 577-593, 1965.

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

[3] 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.

[4] Steven C. Chapra, Applied Numerical Methods with MATLAB for Engineers and Scientists, Third Edition. McGraw-Hill, 2012. http://www.learngroup.org/uploads/2014-10-27/Applied_Num_Methods_with_MATLAB_for_Engineers_3ed1.pdf.

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

[6] Rendong Ge, Lijun Liu, Yi Xu, Neural Network Approach for Solving Singular Convex Optimization with Bounded Variables, Open Journal of Applied Sciences, 2013, 3, 285-292. Published Online July 2013. http://www.scirp.org/journal/ojapps.

[7] Amos Gilat, Vish Subramaniam, Numerical Methods for Engineers and Scientists: An Introduction with Applications Using MATLAB. Wiley, 2008.

[8] Amos Gilat, Vish Subramaniam, Numerical Methods for Engineers and Scientists: An Introduction with Applications Using MATLAB, 3rd Edition. Wiley, 2014.

[9] 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.

[10] 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.

[11] 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.

[12] Guangye Li (1989) Successive column correction algorithms for solving sparse nonlinear systems of equations, Mathematical Programming, 43, pp. 187-207.

[13] 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.

[14 J. J. More, B. S. Garbow, K. E. Hillstrom (1981) Testing Unconstrained Optimization Software. ACM Transactions on Mathematical Software, Vol. 7, Pages 17-41.

[15] 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.

[16] NAG, NAG Fortran Library Routine Document, C05PDF/C05PDA.
http://www.nag.com/numeric/FL/manual/pdf/C05/c05pdf.pdf.

[17] Hime Aguiar E. Oliveira, Junior, Diophantine Equations and Fuzzy Adaptive Simulated Annealing.  WSEAS Transactions on Mathematics, Volume 13, 2014.

[18] 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.

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

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

[21] J. Y. Wong. April 27 2016. The Domino Method of Nonlinear Integer/Continuous/Discrete Programming Seeking To
Solve a 19X19 System of Nonlinear Equations, Fourth Edition.
http://myblogsubstance.typepad.com/substance/2016/04/-the-domino-method-of-nonlinear-integercontinuousdiscrete-programming-seeking-to-solve-a-19×19-syste.html.

[22]  Xin-She Yang, Introduction to Computational Mathematics.  World Scientific Publishing Co. Pte. Ltd., 2008.

[23] 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.

No comments:

Post a Comment