Wednesday, June 22, 2016

The Nonlinear Integer/Continuous Programming Solver Applied to a Nonlinear Diophantine Equation with 500 General Integer Variables

Jsun Yui Wong

The computer program listed below seeks to solve the following nonlinear Diophantine equation from Oliveira [18, p. 55; www.wseas.org/multimedia/journals/mathematics/2014/c125706-213.pdf]; also see Abraham, Sanyal, and Sanglikar [1; https://arxiv.org/ftp/arxiv/papers/1003/1003.2724.pdf]:

X(1)^2+ X(2)^2+X(3)^2+...+X(500)^2=500000.


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 500

        94 A(KK) = FIX(1 + RND * 20)

    95 NEXT KK

    128 FOR I = 1 TO 20000 STEP 1


        129 FOR K = 1 TO 500


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

        155 FOR IPP = 1 TO FIX(1 + RND * 3)
            181 B = 1 + FIX(RND * 500)


            183 REM 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 500


            203 IF X(J43) < 1 THEN 1670


        207 NEXT J43


        211 SUML = 0
        221 FOR J44 = 1 TO 500


            231 SUML = SUML + X(J44) ^ 2


        251 NEXT J44

        261 PZ = -ABS(SUML - 500000)


        1111 P = PZ


        1451 IF P <= M THEN 1670


        1657 FOR KEW = 1 TO 500


            1658 A(KEW) = X(KEW)

        1659 NEXT KEW
        1661 M = P
    1670 NEXT I
    1890 REM 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), A(10)

    1975 PRINT A(491), A(492), A(493), A(494), A(495)

    1977 PRINT A(496), A(497), A(498), A(499), A(500)

    1989 PRINT M, JJJJ

1999 NEXT JJJJ

This computer program was run with qb64v1000-win [21]. Copied by hand from the screen, the computer program’s complete output through JJJJ= -31998 is shown below.

21      30      35      20      15
33      54      44      29      45
26      41      60      25      48
37      34      17      9        5
0          -32000

38      20      41      22      30
39      41      32      17      24
29      22      26      29      10
32      25      35      39      41
0         -31999

27      41      24      38      24
12      26      46      31      34
45      30      48      41      22
22      11      39      45      7
0         -31998

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

Of the 500 unknowns, only the 20 A's of line 1911 through line 1977 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 [21], the wall-clock time for obtaining the output through JJJJ= -31998 was seven seconds, not including "Creating .EXE file..." time--the total time was twenty seconds.

Acknowledgment

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

References

[1] S. Abraham, S. Sanyal, M. Sanglikar, Particle Swarm Optimization Based Diophantine Equation Solver.  https://arxiv.org/ftp/arxiv/papers/1003/1003.2724.pdf.

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

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

[4] 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.

[5] 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.

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

[7] 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.

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

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[11] 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.

[12] 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.

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[14] 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.

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

[16] 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.

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

[18] Hime Aguiar E. Oliveira, Junior, Diophantine Equations and Fuzzy Adapttive Simulated Annealing.  WSEAS Transactions on Mathematics, Volume 13, 2014.  www.wseas.org/multimedia/journals/mathematics/2014/c125706-213.pdf.

[19] 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.

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

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

[22] 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.

[23]  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.

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