Jsun Yui Wong
The computer program listed below seeks to solve the following problem from Shen, Zhang, and Wang [31, p. 11 of 16, Example 2]:
Minimize ((-X(1) + 2 * X(2) + 2) / (3 * X(1) - 4 * X(2) + 5)) * ((4 * X(1) - 3 * X(2) + 4) / (-2 * X(1) + X(2) + 3))
subject to
X(1) + X(2)<=1.5,
X(1) <= X(2),
0<=X(1) <= 1,
.0<=X(2) <= 1.
X(3) and X(4) below are added slack variables.
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
72 A(1) = RND
75 A(2) = RND
128 FOR I = 1 TO 2000
129 FOR KKQQ = 1 TO 2
130 X(KKQQ) = A(KKQQ)
131 NEXT KKQQ
133 FOR IPP = 1 TO (1 + FIX(RND * 2))
181 J = 1 + FIX(RND * 2)
183 r = (1 - RND * 2) * A(J)
187 X(J) = A(J) + (RND ^ (RND * 10)) * r
191 NEXT IPP
193 REM X(1) = 2.0814
194 REM X(2) = 2.9963
201 IF X(1) < 0 THEN 1670
203 IF X(1) > 1 THEN 1670
211 IF X(2) < 0 THEN 1670
213 IF X(2) > 1 THEN 1670
311 X(3) = 1.5 - X(1) - X(2)
313 X(4) = 0 - X(1) + X(2)
333 FOR J44 = 3 TO 4
336 IF X(J44) < 0 THEN X(J44) = X(J44) ELSE X(J44) = 0
339 NEXT J44
388 POBA = -((-X(1) + 2 * X(2) + 2) / (3 * X(1) - 4 * X(2) + 5)) * ((4 * X(1) - 3 * X(2) + 4) / (-2 * X(1) + X(2) + 3)) + 1000000 * (X(3) + X(4))
466 P = POBA
1111 IF P <= M THEN 1670
1452 M = P
1454 FOR KLX = 1 TO 4
1459 A(KLX) = X(KLX)
1460 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 IF M < -111111 THEN 1999
1900 PRINT A(1), A(2), A(3), X(4), M, JJJJ
1999 NEXT JJJJ
This BASIC computer program was run with qb64v1000-win [39]. The complete output through JJJJ = -31999.98 is shown below:
7.074283273719827D-17 1.45153970581463D-16 0
0 -.5333333333333333 -32000
8.651334786166662D-17 1.266501984840928D-16 0
0 -.5333333333333333 -31999.99
8.066752639642937D-18 9.281983583068371D-17 0
0 -.5333333333333333 -31999.98
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 [39], the wall-clock time for obtaining the output through
JJJJ= -31999.98 was 1 or 2 seconds, not including the time for "Creating .EXE file." One can compare the computational results above to the results in Shen, Zhang, and Wang [31, p. 10 of 16, Table 1, Example 2].
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
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