Jsun Yui Wong
The computer program listed below seeks to solve Abdel-Baset and Hezam's [1, p. 5/9] Test Problem 10 plus the restriction that the three variables are integer variables. Thus the present problem is as follows:
Maximize ((13 * X(1) + 13 * X(2) + 13) / (37 * X(1) + 73 * X(2) + 13)) ^ -1.4 * ((64 * X(1) - 18 * X(2) + 39) / (13 * X(1) + 26 * X(2) + 13)) ^ 1.2 - ((X(1) + 2 * X(2) + 5 * X(3) + 50) / (X(1) + 5 * X(2) + 5 * X(3) + 50)) ^ .5 * ((X(1) + 2 * X(2) + 4 * X(3) + 50) / (5 * X(2) + 4 * X(3) + 50)) ^ 1.1
subject to
2*X(1) + X(2)+ 5*X(3)<=10,
5* X(1) -3* X(2) =3,
1.5 <= X(1) <= 3,
X(1) >=0,
X(2) >=0,
X(3) >=0,
X(1) through X(3) are integer variables.
X(4) below is an added slack variable.
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
70 FOR J44 = 1 TO 3
72 A(J44) = RND * 10
73 NEXT J44
128 FOR I = 1 TO 500
129 FOR KKQQ = 1 TO 3
130 X(KKQQ) = A(KKQQ)
131 NEXT KKQQ
133 FOR IPP = 1 TO (1 + FIX(RND * 2))
181 J = 1 + FIX(RND * 3)
183 r = (1 - RND * 2) * A(J)
187 X(J) = A(J) + (RND ^ (RND * 10)) * r
191 NEXT IPP
193 X(2) = INT(X(2))
194 X(3) = INT(X(3))
196 X(1) = INT((3 + 3 * X(2)) / 5)
201 IF X(1) < 1.5 THEN 1670
203 IF X(1) > 3 THEN 1670
205 FOR J44 = 1 TO 3
206 IF X(J44) < 0 THEN 1670
208 NEXT J44
209 IF X(1) = ((3 + 3 * X(2)) / 5) THEN 311 ELSE GOTO 1670
311 X(4) = 10 - 2 * X(1) - X(2) - 5 * X(3)
333 FOR J44 = 4 TO 4
336 IF X(J44) < 0 THEN X(J44) = X(J44) ELSE X(J44) = 0
339 NEXT J44
368 POBA = ((13 * X(1) + 13 * X(2) + 13) / (37 * X(1) + 73 * X(2) + 13)) ^ -1.4 * ((64 * X(1) - 18 * X(2) + 39) / (13 * X(1) + 26 * X(2) + 13)) ^ 1.2 - ((X(1) + 2 * X(2) + 5 * X(3) + 50) / (X(1) + 5 * X(2) + 5 * X(3) + 50)) ^ .5 * ((X(1) + 2 * X(2) + 4 * X(3) + 50) / (5 * X(2) + 4 * X(3) + 50)) ^ 1.1 + 1000000 * (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 < -11111 THEN 1999
1900 PRINT A(1), A(2), A(3), A(4)
1912 PRINT M, JJJJ
1999 NEXT JJJJ
This BASIC computer program was run with qb64v1000-win [35]. The complete output through JJJJ = -31999.94000000001 is shown below:
3 4 0 0
6.339725941774713 -32000
3 4 0 0
6.339725941774713 -31999.99
3 4 0 0
6.339725941774713 -31999.98
3 4 0 0
6.339725941774713 -31999.96000000001
3 4 0 0
6.339725941774713 -31999.95000000001
3 4 0 0
6.339725941774713 -31999.94000000001
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 [35], the wall-clock time for obtaining the output through
JJJJ= -31999.94000000001 was two seconds, not including the time for "Creating .EXE file."
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
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