Friday, October 27, 2017

Solving a Continuous Nonlinear Programming Problem Using Discrete Variables

Jsun Yui Wong

The computer program listed below seeks to solve the following problem based on the last problem in Table 2 of Gounaris and Floudas [9, p. 86]:   

Minimize      - (1 / 2) * ((X(1) ^ 4 - 16 * X(1) ^ 2 + 5 * X(1)) + (X(2) ^ 4 - 16 * X(2) ^ 2 + 5 * X(2)) + (X(3) ^ 4 - 16 * X(3) ^ 2 + 5 * X(3)) + (X(4) ^ 4 - 16 * X(4) ^ 2 + 5 *

X(4)) + (X(5) ^ 4 - 16 * X(5) ^ 2 + 5 * X(5))),

-5<= X(1), X(2), X(3), X(4), X(5)<=2.



0 DEFDBL A-Z

2 DEFINT K

3 DIM B(99), N(99), A(99), H(99), L(99), U(99), X(1111), D(111), P(111), PS(33)
12 FOR JJJJ = -32000 TO 32000 STEP .01


    14 RANDOMIZE JJJJ
    16 M = -1D+37

    22 FOR J55 = 1 TO 5


        67 A(J55) = -5 + FIX(RND * 705) * .01

    71 NEXT J55

    128 FOR I = 1 TO 60000




        129 FOR KKQQ = 1 TO 5

            130 X(KKQQ) = A(KKQQ)
        131 NEXT KKQQ
        133 FOR IPP = 1 TO (1 + FIX(RND * 4))

            181 J = 1 + FIX(RND * 5)

            183 REM r = (1 - RND * 2) * A(J)
            187 REM  X(J) = A(J) + (RND ^ (RND * 10)) * r
            189 X(J) = -5 + FIX(RND * 705) * .01



        191 NEXT IPP
        200 FOR J44 = 1 TO 5

            201 IF X(J44) < -5 THEN 1670

            203 IF X(J44) > 2 THEN 1670
        255 NEXT J44


        359 REM
        365 POBA = (1 / 2) * ((X(1) ^ 4 - 16 * X(1) ^ 2 + 5 * X(1)) + (X(2) ^ 4 - 16 * X(2) ^ 2 + 5 * X(2)) + (X(3) ^ 4 - 16 * X(3) ^ 2 + 5 * X(3)) + (X(4) ^ 4 - 16 * X(4) ^ 2 + 5 * X(4)) + (X(5) ^ 4 - 16 * X(5) ^ 2 + 5 * X(5)))


        466 P = POBA

        1111 IF P <= M THEN 1670


        1452 M = P
        1454 FOR KLX = 1 TO 5


            1459 A(KLX) = X(KLX)
        1460 NEXT KLX
        1557 REM GOTO 128

    1670 NEXT I


    1889 REM IF M < -.7346 THEN 1999
    1900 PRINT A(1), A(2), A(3), A(4), A(5), M, JJJJ

1999 NEXT JJJJ


This BASIC computer program was run with qb64v1000-win [26]. The complete output through JJJJ = -31999.97000000001 is shown below:

-5      -5      -5      -5      -5
500      -32000

-5      -5      -5      -5      -5
500      -31999.99

-5      -5      -5      -5      -5
500      -31999.98

-5      -5      -5      -5      -5
500      -31999.97000000001

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

On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM and qb64v1000-win [26], the wall-clock time for obtaining the output through JJJJ=  -31999.97000000001 was 14 seconds; most of these seconds were for creating the .EXE file.     

Acknowledgment

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

References

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