The computer program listed below seeks one integer solution to the following given system of five nonlinear equations:
X(1) ^ 2 + X(2) ^ 2 + X(3) ^ 2 + X(4) ^ 2 + X(5) ^ 2 + X(6) ^ 2 + X(7) ^ 2 + X(8) ^ 2 + X(9) ^ 2 + X(10) ^ 2 + X(11) ^ 2 + X(12) ^ 2 + X(13) ^ 2 = 468
10 * X(1) * X(2) ^ (-1) * X(4) ^ 2 * X(6) ^ (-3) * X(7) ^ (-.25) + 15 * X(1) ^ (-1) * X(2) ^ (-2) * X(3) * X(4) * X(5) ^ (-1) * X(7) ^ (-.5) + 20 * X(1) ^ (-2) * X(2) * X(4) ^ (-1) * X(5) ^ (-2) * X(6) + 25 * X(1) ^ 2 * X(2) ^ 2 * X(3) ^ (-1) * X(5) ^ .5 * X(6) ^ (-2) * X(7) = 2205.868
10 * X(1) * X(2) ^ (-1) * X(4) ^ 2 * X(6) ^ (-3) * X(7) ^ .125 + 15 * X(1) ^ (-1) * X(2) ^ (-2) * X(3) * X(4) * X(5) ^ (-1) * X(7) ^ (-.5) + 20 * X(1) ^ (-2) * X(2) * X(4) ^ (-1) * X(5) ^ (-2) * X(6) + 25 * X(1) ^ 2 * X(2) ^ 2 * X(3) ^ (-1) * X(5) ^ .5 * X(6) ^ (-2) * X(7) = 2206.889
10 * X(1) * X(2) ^ (-1) * X(4) ^ 2 * X(6) ^ (-3) * X(7) ^ .5 + 15 * X(1) ^ (-1) * X(2) ^ (-2) * X(3) * X(4) * X(5) ^ (-1) * X(7) ^ (-.5) + 20 * X(1) ^ (-2) * X(2) * X(4) ^ (-1) * X(5) ^ (-2) * X(6) + 25 * X(1) ^ 2 * X(2) ^ 2 * X(3) ^ (-1) * X(5) ^ .5 * X(6) ^ (-2) * X(7) = 2208.886
-.5 * (X(1) * X(4) – X(2) * X(3) + X(3) * X(9) – X(5) * X(9) + X(5) * X(8) – X(6) * X(7)) = 0.
Equations 2, 3, and 4 above are based on page 112 of Hock and Schittkowski [6]. The last is based on page 117 of Hock and Schittkowski [6].
One notes line 94, which is 94 A(KK) = 1 + FIX(RND * 10).
0 REM DEFDBL A-Z
3 DEFINT J, K, X
4 DIM X(342), A(342), L(333), K(333)
5 FOR JJJJ = -32000 TO 32000
14 RANDOMIZE JJJJ
16 M = -1D+17
91 FOR KK = 1 TO 13
94 A(KK) = 1 + FIX(RND * 10)
95 NEXT KK
128 FOR I = 1 TO 10000000
129 FOR K = 1 TO 13
131 X(K) = A(K)
132 NEXT K
155 FOR IPP = 1 TO FIX(1 + RND * 3)
181 B = 1 + FIX(RND * 13)
182 IF RND < .1 THEN 183 ELSE GOTO 189
183 R = (1 - RND * 2) * A(B)
186 X(B) = A(B) + (RND ^ 3) * R
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 X(B) = CINT(A(B))
188 GOTO 191
189 IF RND < .5 THEN X(B) = A(B) - FIX(1 + RND * 2.99) ELSE X(B) = A(B) + FIX(1 + RND * 2.99)
191 NEXT IPP
265 FOR J45 = 1 TO 13
266 IF X(J45) < 1 THEN X(J45) = A(J45)
267 NEXT J45
268 N11 = 10 * X(1) * X(2) ^ (-1) * X(4) ^ 2 * X(6) ^ (-3) * X(7) ^ (-.25) + 15 * X(1) ^ (-1) * X(2) ^ (-2) * X(3) * X(4) * X(5) ^ (-1) * X(7) ^ (-.5) + 20 * X(1) ^ (-2) * X(2) * X(4) ^ (-1) * X(5) ^ (-2) * X(6) + 25 * X(1) ^ 2 * X(2) ^ 2 * X(3) ^ (-1) * X(5) ^ .5 * X(6) ^ (-2) * X(7) - 2205.868
269 N12 = 10 * X(1) * X(2) ^ (-1) * X(4) ^ 2 * X(6) ^ (-3) * X(7) ^ .125 + 15 * X(1) ^ (-1) * X(2) ^ (-2) * X(3) * X(4) * X(5) ^ (-1) * X(7) ^ (-.5) + 20 * X(1) ^ (-2) * X(2) * X(4) ^ (-1) * X(5) ^ (-2) * X(6) + 25 * X(1) ^ 2 * X(2) ^ 2 * X(3) ^ (-1) * X(5) ^ .5 * X(6) ^ (-2) * X(7) - 2206.889
270 N13 = 10 * X(1) * X(2) ^ (-1) * X(4) ^ 2 * X(6) ^ (-3) * X(7) ^ .5 + 15 * X(1) ^ (-1) * X(2) ^ (-2) * X(3) * X(4) * X(5) ^ (-1) * X(7) ^ (-.5) + 20 * X(1) ^ (-2) * X(2) * X(4) ^ (-1) * X(5) ^ (-2) * X(6) + 25 * X(1) ^ 2 * X(2) ^ 2 * X(3) ^ (-1) * X(5) ^ .5 * X(6) ^ (-2) * X(7) - 2208.886
273 N14 = -.5 * (X(1) * X(4) - X(2) * X(3) + X(3) * X(9) - X(5) * X(9) + X(5) * X(8) - X(6) * X(7)) - 0
275 N15 = X(1) ^ 2 + X(2) ^ 2 + X(3) ^ 2 + X(4) ^ 2 + X(5) ^ 2 + X(6) ^ 2 + X(7) ^ 2 + X(8) ^ 2 + X(9) ^ 2 + X(10) ^ 2 + X(11) ^ 2 + X(12) ^ 2 + X(13) ^ 2 - 468
277 P = -ABS(N11) - ABS(N12) - ABS(N13) - ABS(N14) - ABS(N15)
1451 IF P <= M THEN 1670
1657 FOR KEW = 1 TO 13
1658 A(KEW) = X(KEW)
1659 NEXT KEW
1661 M = P
1670 NEXT I
1888 IF M < -3 THEN 1999
1910 PRINT A(1), A(2), A(3), A(4), A(5), A(6), A(7), A(8), A(9), A(10)
1912 PRINT A(11), A(12), A(13), M, JJJJ
1999 NEXT JJJJ
This computer program was run with qb64v1000-win [13]. Copied by hand from the screen, the computer program’s complete output through JJJJ=-31976 is shown below:
6 4 11 2 6
4 11 5 9 1
1 1 3 -2.742824 -32000
...
6 10 9 9 7
6 3 6 6 1
1 1 1 -1.651043 -31998
7 7 10 7 9
7 6 7 1 1
1 1 1 -2.003829 -31997
12 5 6 7 6
10 6 1 2 4
1 2 4 -2 406149 -31989
9 2 11 1 6
3 11 6 2 5
1 2 5 -1.766955 -31984
6 4 2 7 9
7 5 4 5 7
1 9 6 -.3914129 -31983
6 6 6 6 6
6 6 6 1 9
8 5 3 -9.020425E-04
-31976
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 [13], the wall-clock time through JJJJ=-31976 was 27 minutes.
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] C. A. Floudas, Deterministic Global Optimization. Kluwer Academic Publishers, 2000.
[2] F. Glover, 1986. Future Paths for Integer Programming and Links to Artificial Intelligence. Computers and Operations Research, vol. 13, 5, 533-549
[3] F. Glover, 1989. Tabu Search, Part 1. ORSA Journal on Computing, vol. 1, number 3, 190-206.
[4] F. Glover, 1989. Tabu Search, Part 2. ORSA Journal on Computing, vol. 2, number 1, 4-32.
[5] Tianmin Han, Yuhuan Han, Solving large scale nonlinear equations by a new ODE numerical integration method, Applied Mathematics, 2010, 1, pp. 222-229. http://www.SciRP.org/journal/am.
[6] W. Hock, K. Schittkowski, Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1981.
[7] 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.
[8] 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.
[9] 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.
[10] William H. Mills, A System of Quadratic Diophantine Equations, Pacific Journal of Mathematics, 3 (1953), pp. 209-220.
[11] O. Perez, I. Amaya, R. Correa (2013), Numerical Solution of Certain Exponential and Non-linear Diophantine Systems of Equations by Using a Discrete Particles Swarm Optimization Algorithm. Applied Mathematics and Computation, Volume 225, 1 December 2013, Pages 737-746.
[12] K. Schittkowski, More Test Examples for Nonlinear Programming Codes. Springer, 1987.
[13] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64.
[14] Wolfram Research, Inc., Diophantine Polynomial Systems.
https:/reference.wolfram.com/language/tutorial/DiophantineReduce.html.
[15] Jsun Yui Wong (2013, November 11). Solving Nonlinear Systems of Equations with the Domino Method, Second Edition. http://myblogsubstance.typepad.com/substance/2013/11/solving-nonlinear-systems-of-equations-with-the-domino-method-second-edition.html.
[16] Jsun Yui Wong (2015, October 26). Testing the Domino Method of General Integer Nonlinear Programming with Brown’s Almost Linear System of Fifteen Equations, Second Edition. http://myblogsubstance.typepad.com/substance/2015/10/
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