Jsun Yui Wong
The computer program listed below seeks to solve the following problem from Floudas et al. [7, p. 333, Test Problem 9], "where the goal is to find all steady state temperatures of a nonisothermal CSTR," Floudas et al. [7, p. 333].
((bbb / 298) * X(1) * EXP(-7548.1193 / X(1))) - (((bbb * (1 + aaa * 298) / (aaa * 298))) * (EXP(-7548.1193 / X(1)))) + X(1) / 298 - 1 = 0
where aaa = -1000 / (3 * (-50000)), bbb = 1.344D+09, and 100<=X(1)<=1000.
The above is Floudas et al.'s case with delta H=-50000.
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
92 A(1) = 100 + (RND * 900)
128 FOR I = 1 TO 50
129 FOR KKQQ = 1 TO 1
130 X(KKQQ) = A(KKQQ)
131 NEXT KKQQ
133 FOR IPP = 1 TO (1 + 0)
181 j = 1 + FIX(RND * 0)
189 r = (1 - RND * 2) * A(j)
190 X(j) = A(j) + (RND ^ (RND * 10)) * r
222 NEXT IPP
230 IF X(1) < 100 THEN 1670
231 IF X(1) > 1000## THEN 1670
236 FOR J44 = 1 TO 1
237 IF X(J44) < 100 THEN GOTO 1670
238 IF X(J44) > 1000 THEN GOTO 1670
239 NEXT J44
241 aaa = -1000 / (3 * (-50000))
243 bbb = 1.344D+09
245 LHS = ((bbb / 298) * X(1) * EXP(-7548.1193 / X(1))) - (((bbb * (1 + aaa * 298) / (aaa * 298))) * (EXP(-7548.1193 / X(1)))) + X(1) / 298 - 1
260 IF X(1) < 100 THEN 1670
261 IF X(1) > 1000## THEN 1670
455 POBA = -ABS(LHS)
466 P = POBA
1111 IF P <= M THEN 1670
1450 M = P
1454 FOR KLX = 1 TO 1
1455 A(KLX) = X(KLX)
1456 NEXT KLX
1477 IF M > -.0000001## THEN 1908
1557 GOTO 128
1670 NEXT I
1889 REM IF M < -7512.24 THEN 1999
1908 PRINT A(1), M, JJJJ
1999 NEXT JJJJ
This BASIC computer program was run with QB64v1000-win [55]. The output through JJJJ = -31999.60000000006 is summarized below:
347.3178415262124 -1.230173977224622D-09 -31999.97000000001
.
.
.
445.495508123506 -2.307041812087216D-06 -31999.64000000006
.
.
.
300.4328148991304 -1.424801611329268D-10 -31999.60000000006
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 [55], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31999.60000000006 was 1 second, not including the time for “Creating .EXE file” (7 seconds, total, including the time for “Creating .EXE file.”) One can compare the computational results above with those on p. 334 of Floudas et al. [7].
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] Yuichiro Anzai (1974). On Integer Fractional Programming. Journal of the Operations Research Society of Japan, Volume 17, No. 1, March 1974, pp. 49-66. http://www..orsj.or.jp/~archiv/pdf/e_mag/Vol.17_01_049.pdf.
[2] Sjirk Boon. Solving systems of nonlinear equations. Sci. Math. Num-Analysis, 1992, Newsgroup Article 3529.
[3] S. S. Chadha (2002). Fractional programming with absolute-value functions. European Journal of Operational Research 141 (2002) pp. 233-238.
[4] Ching-Ter Chang (2002). On the posynomial fractional programming problems. European Journal of Operational Research 143 (2002) pp. 42-52.
[5] Ching-Ter Chang (2006). Formulating the mixed integer fractional posynomial programming, European Journal of Operational Research 173 (2006) pp. 370-386.
[6] Ching-Ter Chang (2017). Fuzzy linearization strategy for multiple objective linear fractional programming with binary utility functions. Computers and Industrial Engineering 112 (2017) 437-446.
[7] C. A. Floudas, P. M. Pardalos, C. S. Adjiman, W. R. Esposito, Z. H. Gumus, S. T. Harding, J. L. Klepeis, C. A. Meyer, C. A. Schweiger (1999). Handbook of Test Problems in Local and GlobalOptimization. Kluwer Academic Publishers 1999.
[8] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2011). Mixed variable structural optimization using Firefly Algorithm, Computers and Structures 89 (2011) 2325-2336.
[9] Amir Hossein Gandomi, Xin-She Yang, Siamak Taratahari, Amir Hossein Alavi (2013). Firefly Algorithm with Chaos, Communications in Nonlinear Science and Numerical Simulation 18 (2013) 89-98.
[10] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2013). Cuckoo search algorithm: a metaheuristicapproach to solve structural optimization problem. Engineering with Computers (2013) 29:17-35.
[11] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2013). Erratum to: Cuckoo search algorithm: a metaheuristicapproach to solve structural optimization problem. Engineering with Computers (2013) 29:245.
[12] Chrysanthos E. Gounaris, Christodoulos A. Floudas. Tight convex underestimators for Csquare-continuous problems: II. multivariate functions. Journal of Global Optimization (2008) 42, pp. 69-89.
[13] E. L. Hannan (1981), Linear programming with multiple fuzzy goals, Fuzzy Sets and Systems 6 (1981) 235-246.
[14] Xue-Ping Hou, Pei-Ping Shen, Chun-Feng Wang (2014). Global Minimization for Generalized Polynomial Fractional Program. Mathmatical Problems in Engineering, Volume 2014. Hindawi Publishing Company.
[15] James P. Ignizio, Linear Programming in Single- and Multiple-Objective Systems. Prentice-Hall, Englewood Cliffs, NJ, 1982.
[16] James P. Ignizio, Stephen C. Daniels (1983). Fuzzy multicriteria integer programming via fuzzy generalized networks. Fuzzy Sets and Systems 10 (1983) 261-270.
[17] James P. Ignizio, Tom M. Cavalier, Linear Programming. Prentice-Hall, Englewood Cliffs, NJ, 1994.
[18] Majid Jaberipour, Esmaile Khorram (2010). Solving the sum of ratios problems by a harmony search algorithm. Journal of Computational and Applied Mathematics 234 (2010) 733-742.
[19] Sanjay Jain, Kailash Lachhwani (2010). Linear plus fractional multiobjective programming problem with homogeneous constraints using fuzzy approach. Iranian Journal of Operations Research, Vol. 2, No. 1, 2010, pp. 41-49.
[20] Hongwei Jiao, Zhankui Wang, Yongqiang Chen (2013). Global Optimization Algorithm for Sum of Generalized Polynomial Ratios Problems. Applied Mathematical Modelling 37 (2013) 187-197.
[21] Ali Husseinzadeh Kashan (2011). An effective algorithm for constrained global optimization and application to mechanical engineering design: League championship algorithm (LCA). Computer-Aided Design 43 (2011) 1769-1792.
[22] Ali Husseinzadeh Kashan (2015). An effective algorithm for constrained optimization based on optics inspired optimization (OIO). Computer-Aided Design 63 (2015) 52-71.
[23] K. Lachhwani (2012). Fuzzy Goal Programming Approach to Multi Objectve Quadratic Programming Problem. Proceedings of the National Academy of Sciences, India, Section A Physical Sciences (October-December 2012) 82 (4): 317-322.
https://link.springer.com/journal/40010
[24] K. Lachhwani (2014). FGP approach to multi objectve quadratic fractional programming problem. International Journal of Industrial Mathematics, vol. 6, No.1, pp. 49-57. Available online at http://ijim.srbiau.ac.ir/
[25] Han-Lin Li, Jung-Fa Tsai (2005). Treating free variables in generalized geometric global optimization programs.. Journal of Global Optimization, 33: 1-13 (2005).
[26] Han-Lin Li, Jung-Fa Tsai, Christodoulos A. Floudas (2008). Convex underestimating for posynomial functions of postive variables. Optimization Letters 2, 333-340 (2008).
[27] Han-Lin Li, Jung-Fa Tsai (2008). A distributed computational algorithm for solving portfolio problems with integer variables. European Journal of Operational Research 186 (2008) pp. 882-891.
[28] Han-Lin Li, Hao-Chun Lu (2009). Global optimization for generalized geometric progams with mixed free-sign variables. Operations Research 57 (3): 701-713 (2009).
[29] Han-Lin Li, Hao-Chun Lu, Chia-Hui Huang, Nian-Ze Hu (2009). A superior representation method for piecewise lineat functions. INFORMS Journal on Computing 21 (2): 314-321 (2009).
[30] Han-Lin Li, Shu-Cherng Fang, Yao-Huei Huang, Tiantian Nie (2016). An enhanced logarithmic method for signomial programming with discrete variables. European Journal of Operational Research 255 (2016) pp. 922-934.
[31] Ming-Hua Lin, Jung-Fa Tsai (2011). Finding multiple optimal solutions of signomial discrete programming problems with free variables, Optimization and Engineering (2011) 12:425-443.
[32] Ming-Hua Lin, Jung-Fa Tsai (2014). A deterministic global approach for mixed-discrete structural optimization, Engineering Optimization (2014) 46:7, pp. 863-879.
[33] Hao-Chun Lu, Han-Lin Li, Chrysanthos E. Gounaris, Christodoulos A. Floudas (2010). Convex relaxation for solving posynomial problems. Journal of Global Optimization (2010) 46, pp. 147-154.
[34] Hao-Chun Lu (2012). An efficient convexification method for solving generalized geometric problems. Journal of Industrial and Management Optimization, Volume 8, Number 2, May 2012, pp. 429-455.
[35] Hao-Chun Lu (2017). Improved logarithnic linearizing method for optimization problems with free-sign pure discrete signomial terms. Journal of Global Optimization (2017) 68, pp. 95-123.
[36] Kenneth R. MacCrimmon (1973). An overview of multiple objective decision making. In James L. Cochrane, Milan Zeleny (editors), Multiple Criteria Decisiom Making. University of South Carolina Press, Columbia.
[37] Mathworks. Solving a mixed integer engineering design problem using the genetic algorithm – MATLAB & Simulink Example.
https://www.mathworks.com/help/gads/examples/solving-a-mixed-integer-engineering-design-problem-using-the-genetic-algorithm.html/
[38] 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.
[39] Katta Murty, Operations Research: Deterministic Optimization Models. Prentice-Hall, 1995.
[40] Sinan Melih Nigdeli, Gebrail Bekdas, Xin-She Yang (2016). Application of the Flower Pollination Algoritm in Structural Engineering. Springer International Publishing Switzerland 2016. http://www.springer.com/cda/content/document/cda…/
[41] Gideon Oron (1979) An algorithm for optimizing nonlinear contrained zero-one problems to improve wastewater treatment, Engineering Optimization, 4:2, 109-114.
[42] Osama Abdel Raouf, Ibraham M. Hezam (2014). Solving Fractional Programming Problems Based on Swarm Intelligence. Journal of Industrial Engineering International (2014) 10:56.
[43] H. S. Ryoo, N. V. Sahinidis (1995). Global optimization of nonconvex NLP and MINLP with applications in process design. Computers and Chemical Engineering Vol. 19 (5) (1995) pp. 551-566.
[44] C. R. Seshan, V. G. Tikekar (1980) Algorithms for Fractional Programming. Journal of the Indian Institute of Science 62 (B), Feb. 1980, Pp. 9-16.
[45] Vikas Sharma (2012), Multobjective integer nonlinear fractional programming problem: A cutting plane approach. OPSEARCH of the Operational Research Society of India (April-June 2012) 49 (2) 133-153.
[46] Pei-Ping Shen, Yun-Peng Duan, Yong-Gang Pei. A simplicial branch and duality boundalgorithm for the sum of convex-convex ratios problem. Journal of Computational and Applied Mathematics 223 (2009) 145-158.
[47] J. Smith (1985). Chemical Engineering Kinetics. Butterworth, Stoneham, MA.
[48] P. B. Thanedar, G. N. Vanderplaats (1995). Survey of discrete variable optimization for structural design, Journal of Structural Engineering, 121 (2), 301-306 (1995).
[49] Jung-Fa Tsai (2005). Global optimization of nonlinear fractional programming problems in engineering design. Engineering Optimization (2005) 37:4, pp. 399-409.
[50] Jung-Fa Tsai, Ming-Hua Lin (2007). Finding all solutions of systems of nonlinear equations with free variables. Engineering Optimization (2007) 39:6, pp. 649-659
[51] Jung-Fa Tsai, Ming-Hua Lin, Yi-Chung Hu (2007). On generalized geometric programming problems with non-positive variables. European Journal of Operational Research 178 (2007) pp. 10-19.
[52] Jung-Fa Tsai, Ming-Hua Lin (2008). Global optimization of signomial mixed-integer nonlinear programming with free variables. Journal of Global Optimization (2008) 42 pp. 39-49.
[53] Pei-Chun Wang, Jung-Fa Tsai, Wei-Nung Ma, Chai-Chien Lee (2010). An efficient global optimization approach for solving mixed-integer nonlinear programming problems. Proceedings of the 40th International Conference on Computers and Industrian Engineering, Japan, pp.1-4, 2010.
Date added to IEEE Xplore: 13 December 2010. Publisher:IEEE.
[54] Pei-Chun Wang, Jung-Fa Tsai (2011). Global optimization of mixed-integer nonlinear programming for engineering design problems. Proceedings of 2011 International Conference on System Science and Engineeing, Macau, China - June 2011.
[55] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64.
[56] Taeyong Yang, James P. Ignizio, and Hyun-Joon Kim, Fuzzy programming with nonlinear membership functions: Piecewise linear approximation. Fuzzy Sets and Systems 41 (1991) 39-53.
[57] H.-J. Zimmermann (1978), Fuzzy programming and linear programming with several objective functions. Fuzzy Sets and Systems 1 (1978) 45-55.
Wednesday, May 30, 2018
Monday, May 28, 2018
Avriel and Williams (1971) Heat Exchanger Network Problem in Floudas et al. [7]
Jsun Yui Wong
The computer program listed below seeks to solve the following problem of eight continuous variables from Floudas et al. [7, pp. 51-52]:
Minimize X(1) + X(2) + X(3)
subject to
X(4) + X(6) - 100 - 300<=0
- X(4) + X(5) + X(7) - 300<=0
X(8) -X(5 -600+ 500<=0
X(1) - X(1) * X(6) + ((1D+05) / 120) * X(4) - ((1D+05) / 120) * 100<=0
X(2) * X(4) - X(2) * X(7) - ((1D+05) / 80) * X(4) + ((1D+05) / 80) * X(5)<=0
X(3) * X(5) - X(3) * X(8) - ((1D+05) / 40) * X(5) + ((1D+05) / 40) * 500<=0
100<= X(1) <= 10000
1000<= X(2) <= 10000
1000<= X(3) <= 10000
10<= X(i) <= 1000, i=4, 5, 6, 7, 8.
X(9) through X(14) below are 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
92 A(1) = 100 + FIX(RND * 9901)
93 A(2) = 1000 + FIX(RND * 9001)
94 A(3) = 1000 + FIX(RND * 9001)
95 A(4) = 10 + FIX(RND * 991)
96 A(5) = 10 + FIX(RND * 991)
97 A(6) = 10 + FIX(RND * 991)
98 A(7) = 10 + FIX(RND * 991)
99 A(8) = 10 + FIX(RND * 991)
128 FOR I = 1 TO 20000
129 FOR KKQQ = 1 TO 8
130 X(KKQQ) = A(KKQQ)
131 NEXT KKQQ
133 FOR IPP = 1 TO (1 + FIX(RND * 3))
181 j = 1 + FIX(RND * 8)
189 r = (1 - RND * 2) * A(j)
190 X(j) = A(j) + (RND ^ (RND * 10)) * r
222 NEXT IPP
230 IF X(1) < 100 THEN 1670
231 IF X(1) > 10000## THEN 1670
232 IF X(2) < 1000## THEN 1670
233 IF X(2) > 10000## THEN 1670
234 IF X(3) < 1000## THEN 1670
235 IF X(3) > 10000## THEN 1670
236 FOR J44 = 4 TO 8
237 IF X(J44) < 10 THEN GOTO 1670
238 IF X(J44) > 1000 THEN GOTO 1670
244 NEXT J44
246 X(9) = -X(4) - X(6) + 100 + 300
247 X(10) = X(4) - X(5) - X(7) + 300
248 X(11) = -X(8) + X(5) + 600 - 500
251 X(12) = -X(1) + X(1) * X(6) - ((1D+05) / 120) * X(4) + ((1D+05) / 120) * 100
253 X(13) = -X(2) * X(4) + X(2) * X(7) + ((1D+05) / 80) * X(4) - ((1D+05) / 80) * X(5)
255 X(14) = -X(3) * X(5) + X(3) * X(8) + ((1D+05) / 40) * X(5) - ((1D+05) / 40) * 500
260 IF X(1) < 100 THEN 1670
261 IF X(1) > 10000## THEN 1670
262 IF X(2) < 1000## THEN 1670
263 IF X(2) > 10000## THEN 1670
264 IF X(3) < 1000## THEN 1670
265 IF X(3) > 10000## THEN 1670
266 FOR J44 = 4 TO 8
267 IF X(J44) < 10 THEN GOTO 1670
268 IF X(J44) > 1000 THEN GOTO 1670
269 NEXT J44
450 FOR J47 = 9 TO 14
451 IF X(J47) < 0 THEN X(J47) = X(J47) ELSE X(J47) = 0
452 NEXT J47
453 POBA = -X(1) - X(2) - X(3) + 1000000 * (X(13) + X(14) + X(9) + X(10) + X(11) + X(12))
466 P = POBA
1111 IF P <= M THEN 1670
1450 M = P
1454 FOR KLX = 1 TO 14
1455 A(KLX) = X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 IF M < -7512.27 THEN 1999
1907 PRINT A(1), A(2), A(3), A(4), A(5), A(6), A(7), A(8)
1908 PRINT A(9), A(10), A(11), A(12), A(13), A(14), M, JJJJ
1999 NEXT JJJJ
This BASIC computer program was run with QB64v1000-win [54]. The complete output through JJJJ = -31990.270000000156 is shown below:
1018.685845387 1000 5493.58146949264
264.4621419608414 280.256741275952 135.5378318428512
284.2054002855197 380.2567412506235
0 0 0 0 0
0 -7512.267314879637 -31999.24000000012
1022.80236632016 1000 5489.437573718315
264.7605209044411 280.4224971073827 135.2394568180514
284.3380143800206 380.4224970818268
0 0 0 0 0
0 -7512.239940038475 -31995.11000000078
1021.27990286284 1000 5490.96997836527
264.6502811873032 280.3612014084006 135.3496207763103
284.2890692001287 380.3612011611714
0 0 0 0 0
0 -7512.249881228108 -31990.93000000145
1024.91756653315 1000 5487.316568929566
264.913320300725 280.5073372429737 135.0866538000017
284.4058796825021 380.5073372429025
0 0 0 0 0
0 -7512.234135462716 -31990.270000000156
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 [54], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31990.270000000156 was 47 minutes, total, including the time for “Creating .EXE file.” One can compare the computational results above with those on p. 52 of Floudas et al. [7].
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] Yuichiro Anzai (1974). On Integer Fractional Programming. Journal of the Operations Research Society of Japan, Volume 17, No. 1, March 1974, pp. 49-66. http://www..orsj.or.jp/~archiv/pdf/e_mag/Vol.17_01_049.pdf.
[2] Sjirk Boon. Solving systems of nonlinear equations. Sci. Math. Num-Analysis,1992, Newsgroup Article 3529.
[3] S. S. Chadha (2002). Fractional programming with absolute-value functions. European Journal of Operational Research 141 (2002) pp. 233-238.
[4] Ching-Ter Chang (2002). On the posynomial fractional programming problems. European Journal of Operational Research 143 (2002) pp. 42-52.
[5] Ching-Ter Chang (2006). Formulating the mixed integer fractional posynomial programming, European Journal of Operational Research 173 (2006) pp. 370-386.
[6] Ching-Ter Chang (2017). Fuzzy linearization strategy for multiple objective linear fractional programming with binary utility functions. Computers and Industrial Engineering 112 (2017) 437-446.
[7] C. A. Floudas, P. M. Pardalos, C. S. Adjiman, W. R. Esposito, Z. H. Gumus, S. T. Harding, J. L. Klepeis, C. A. Meyer, C. A. Schweiger (1999). Handbook of Test Problems in Local and Global Optimization. Kluwer Academic Publishers 1999.
[8] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2011). Mixed variable structural optimization using Firefly Algorithm, Computers and Structures 89 (2011) 2325-2336.
[9] Amir Hossein Gandomi, Xin-She Yang, Siamak Taratahari, Amir Hossein Alavi (2013). Firefly Algorithm with Chaos, Communications in Nonlinear Science and Numerical Simulation 18 (2013) 89-98.
[10] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2013). Cuckoo search algorithm: a metaheuristicapproach to solve structural optimization problem. Engineering with Computers (2013) 29:17-35.
[11] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2013). Erratum to: Cuckoo search algorithm: a metaheuristicapproach to solve structural optimization problem. Engineering with Computers (2013) 29:245.
[12] Chrysanthos E. Gounaris, Christodoulos A. Floudas. Tight convex underestimators for Csquare-continuous problems: II. multivariate functions. Journal of Global Optimization (2008) 42, pp. 69-89.
[13] E. L. Hannan (1981), Linear programming with multiple fuzzy goals, Fuzzy Sets and Systems 6 (1981) 235-246.
[14] Xue-Ping Hou, Pei-Ping Shen, Chun-Feng Wang (2014). Global Minimization for Generalized Polynomial Fractional Program. Mathmatical Problems in Engineering, Volume 2014. Hindawi Publishing Company.
[15] James P. Ignizio, Linear Programming in Single- and Multiple-Objective Systems. Prentice-Hall, Englewood Cliffs, NJ, 1982.
[16] James P. Ignizio, Stephen C. Daniels (1983). Fuzzy multicriteria integer programming via fuzzy generalized networks. Fuzzy Sets and Systems 10 (1983) 261-270.
[17] James P. Ignizio, Tom M. Cavalier, Linear Programming. Prentice-Hall, Englewood Cliffs, NJ, 1994.
[18] Majid Jaberipour, Esmaile Khorram (2010). Solving the sum of ratios problems by a harmony search algorithm. Journal of Computational and Applied Mathematics 234 (2010) 733-742.
[19] Sanjay Jain, Kailash Lachhwani (2010). Linear plus fractional multiobjective programming problem with homogeneous constraints using fuzzy approach. Iranian Journal of Operations Research, Vol. 2, No. 1, 2010, pp. 41-49.
[20] Hongwei Jiao, Zhankui Wang, Yongqiang Chen (2013). Global Optimization Algorithm for Sum of Generalized Polynomial Ratios Problems. Applied Mathematical Modelling 37 (2013) 187-197.
[21] Ali Husseinzadeh Kashan (2011). An effective algorithm for constrained global optimization and application to mechanical engineering design: League championship algorithm (LCA). Computer-Aided Design 43 (2011) 1769-1792.
[22] Ali Husseinzadeh Kashan (2015). An effective algorithm for constrained optimization based on optics inspired optimization (OIO). Computer-Aided Design 63 (2015) 52-71.
[23] K. Lachhwani (2012). Fuzzy Goal Programming Approach to Multi Objectve Quadratic Programming Problem. Proceedings of the National Academy of Sciences, India, Section A Physical Sciences (October-December 2012) 82 (4): 317-322.
https://link.springer.com/journal/40010
[24] K. Lachhwani (2014). FGP approach to multi objectve quadratic fractional programming problem. International Journal of Industrial Mathematics, vol. 6, No.1, pp. 49-57. Available online at http://ijim.srbiau.ac.ir/
[25] Han-Lin Li, Jung-Fa Tsai (2005). Treating free variables in generalized geometric global optimization programs. Journal of Global Optimization, 33: 1-13 (2005).
[26] Han-Lin Li, Jung-Fa Tsai, Christodoulos A. Floudas (2008). Convex underestimating for posynomial functions of postive variables. Optimization Letters 2, 333-340 (2008).
[27] Han-Lin Li, Jung-Fa Tsai (2008). A distributed computational algorithm for solving portfolio problems with integer variables. European Journal of Operational Research 186 (2008) pp. 882-891.
[28] Han-Lin Li, Hao-Chun Lu (2009). Global optimization for generalized geometric progams with mixed free-sign variables. Operations Research 57 (3): 701-713 (2009).
[29] Han-Lin Li, Hao-Chun Lu, Chia-Hui Huang, Nian-Ze Hu (2009). A superior representation method for piecewise lineat functions. INFORMS Journal on Computing 21 (2): 314-321 (2009).
[30] Han-Lin Li, Shu-Cherng Fang, Yao-Huei Huang, Tiantian Nie (2016). An enhanced logarithmic method for signomial programming with discrete variables. European Journal of Operational Research 255 (2016) pp. 922-934.
[31] Ming-Hua Lin, Jung-Fa Tsai (2011). Finding multiple optimal solutions of signomial discrete programming problems with free variables, Optimization and Engineering (2011) 12:425-443.
[32] Ming-Hua Lin, Jung-Fa Tsai (2014). A deterministic global approach for mixed-discrete structural optimization, Engineering Optimization (2014) 46:7, pp. 863-879.
[33] Hao-Chun Lu, Han-Lin Li, Chrysanthos E. Gounaris, Christodoulos A. Floudas (2010). Convex relaxation for solving posynomial problems. Journal of Global Optimization (2010) 46, pp. 147-154.
[34] Hao-Chun Lu (2012). An efficient convexification method for solving generalized geometric problems. Journal of Industrial and Management Optimization, Volume 8, Number 2, May 2012, pp. 429-455.
[35] Hao-Chun Lu (2017). Improved logarithnic linearizing method for optimization problems with free-sign pure discrete signomial terms. Journal of Global Optimization (2017) 68, pp. 95-123.
[36] Kenneth R. MacCrimmon (1973). An overview of multiple objective decision making. In James L. Cochrane, Milan Zeleny (editors), Multiple Criteria Decisiom Making. University of South Carolina Press, Columbia.
[37] Mathworks. Solving a mixed integer engineering design problem using the genetic algorithm – MATLAB & Simulink Example.
https://www.mathworks.com/help/gads/examples/solving-a-mixed-integer-engineering-design-problem-using-the-genetic-algorithm.html/
[38] 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.
[39] Katta Murty, Operations Research: Deterministic Optimization Models. Prentice-Hall, 1995.
[40] Sinan Melih Nigdeli, Gebrail Bekdas, Xin-She Yang (2016). Application of the Flower Pollination Algoritm in Structural Engineering. Springer International Publishing Switzerland 2016. http://www.springer.com/cda/content/document/cda…/
[41] Gideon Oron (1979) An algorithm for optimizing nonlinear contrained zero-one problems to improve wastewater treatment, Engineering Optimization, 4:2, 109-114.
[42] Osama Abdel Raouf, Ibraham M. Hezam (2014). Solving Fractional Programming Problems Based on Swarm Intelligence. Journal of Industrial Engineering International (2014) 10:56.
[43] H. S. Ryoo, N. V. Sahinidis (1995). Global optimization of nonconvex NLP and MINLP with applications in process design. Computers and Chemical Engineering Vol. 19 (5) (1995) pp. 551-566.
[44] C. R. Seshan, V. G. Tikekar (1980) Algorithms for Fractional Programming. Journal of the Indian Institute of Science 62 (B), Feb. 1980, Pp. 9-16.
[45] Vikas Sharma (2012), Multobjective integer nonlinear fractional programming problem: A cutting plane approach. OPSEARCH of the Operational Research Society of India (April-June 2012) 49 (2) 133-153.
[46] Pei-Ping Shen, Yun-Peng Duan, Yong-Gang Pei. A simplicial branch and duality boundalgorithm for the sum of convex-convex ratios problem. Journal of Computational and Applied Mathematics 223 (2009) 145-158.
[47] P. B. Thanedar, G. N. Vanderplaats (1995). Survey of discrete variable optimization for structural design, Journal of Structural Engineering, 121 (2), 301-306 (1995).
[48] Jung-Fa Tsai (2005). Global optimization of nonlinear fractional programming problems in engineering design. Engineering Optimization (2005) 37:4, pp. 399-409.
[49] Jung-Fa Tsai, Ming-Hua Lin (2007). Finding all solutions of systems of nonlinear equations with free variables. Engineering Optimization (2007) 39:6, pp. 649-659
[50] Jung-Fa Tsai, Ming-Hua Lin, Yi-Chung Hu (2007). On generalized geometric programming problems with non-positive variables. European Journal of Operational Research 178 (2007) pp. 10-19.
[51] Jung-Fa Tsai, Ming-Hua Lin (2008). Global optimization of signomial mixed-integer nonlinear programming with free variables. Journal of Global Optimization (2008) 42 pp. 39-49.
[52] Pei-Chun Wang, Jung-Fa Tsai, Wei-Nung Ma, Chai-Chien Lee (2010). An efficient global optimization approach for solving mixed-integer nonlinear programming problems. Proceedings of the 40th International Conference on Computers and Industrian Engineering, Japan, pp.1-4, 2010.
Date added to IEEE Xplore: 13 December 2010. Publisher: IEEE.
[53] Pei-Chun Wang, Jung-Fa Tsai (2011). Global optimization of mixed-integer nonlinear programming for engineering design problems. Proceedings of 2011 International Conference on System Science and Engineeing, Macau, China - June 2011.
[54] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64.
[55] Taeyong Yang, James P. Ignizio, and Hyun-Joon Kim, Fuzzy programming with nonlinear membership functions: Piecewise linear approximation. Fuzzy Sets and Systems 41 (1991) 39-53.
[56] H.-J. Zimmermann (1978), Fuzzy programming and linear programming with several objective functions. Fuzzy Sets and Systems 1 (1978) 45-55.
The computer program listed below seeks to solve the following problem of eight continuous variables from Floudas et al. [7, pp. 51-52]:
Minimize X(1) + X(2) + X(3)
subject to
X(4) + X(6) - 100 - 300<=0
- X(4) + X(5) + X(7) - 300<=0
X(8) -X(5 -600+ 500<=0
X(1) - X(1) * X(6) + ((1D+05) / 120) * X(4) - ((1D+05) / 120) * 100<=0
X(2) * X(4) - X(2) * X(7) - ((1D+05) / 80) * X(4) + ((1D+05) / 80) * X(5)<=0
X(3) * X(5) - X(3) * X(8) - ((1D+05) / 40) * X(5) + ((1D+05) / 40) * 500<=0
100<= X(1) <= 10000
1000<= X(2) <= 10000
1000<= X(3) <= 10000
10<= X(i) <= 1000, i=4, 5, 6, 7, 8.
X(9) through X(14) below are 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
92 A(1) = 100 + FIX(RND * 9901)
93 A(2) = 1000 + FIX(RND * 9001)
94 A(3) = 1000 + FIX(RND * 9001)
95 A(4) = 10 + FIX(RND * 991)
96 A(5) = 10 + FIX(RND * 991)
97 A(6) = 10 + FIX(RND * 991)
98 A(7) = 10 + FIX(RND * 991)
99 A(8) = 10 + FIX(RND * 991)
128 FOR I = 1 TO 20000
129 FOR KKQQ = 1 TO 8
130 X(KKQQ) = A(KKQQ)
131 NEXT KKQQ
133 FOR IPP = 1 TO (1 + FIX(RND * 3))
181 j = 1 + FIX(RND * 8)
189 r = (1 - RND * 2) * A(j)
190 X(j) = A(j) + (RND ^ (RND * 10)) * r
222 NEXT IPP
230 IF X(1) < 100 THEN 1670
231 IF X(1) > 10000## THEN 1670
232 IF X(2) < 1000## THEN 1670
233 IF X(2) > 10000## THEN 1670
234 IF X(3) < 1000## THEN 1670
235 IF X(3) > 10000## THEN 1670
236 FOR J44 = 4 TO 8
237 IF X(J44) < 10 THEN GOTO 1670
238 IF X(J44) > 1000 THEN GOTO 1670
244 NEXT J44
246 X(9) = -X(4) - X(6) + 100 + 300
247 X(10) = X(4) - X(5) - X(7) + 300
248 X(11) = -X(8) + X(5) + 600 - 500
251 X(12) = -X(1) + X(1) * X(6) - ((1D+05) / 120) * X(4) + ((1D+05) / 120) * 100
253 X(13) = -X(2) * X(4) + X(2) * X(7) + ((1D+05) / 80) * X(4) - ((1D+05) / 80) * X(5)
255 X(14) = -X(3) * X(5) + X(3) * X(8) + ((1D+05) / 40) * X(5) - ((1D+05) / 40) * 500
260 IF X(1) < 100 THEN 1670
261 IF X(1) > 10000## THEN 1670
262 IF X(2) < 1000## THEN 1670
263 IF X(2) > 10000## THEN 1670
264 IF X(3) < 1000## THEN 1670
265 IF X(3) > 10000## THEN 1670
266 FOR J44 = 4 TO 8
267 IF X(J44) < 10 THEN GOTO 1670
268 IF X(J44) > 1000 THEN GOTO 1670
269 NEXT J44
450 FOR J47 = 9 TO 14
451 IF X(J47) < 0 THEN X(J47) = X(J47) ELSE X(J47) = 0
452 NEXT J47
453 POBA = -X(1) - X(2) - X(3) + 1000000 * (X(13) + X(14) + X(9) + X(10) + X(11) + X(12))
466 P = POBA
1111 IF P <= M THEN 1670
1450 M = P
1454 FOR KLX = 1 TO 14
1455 A(KLX) = X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 IF M < -7512.27 THEN 1999
1907 PRINT A(1), A(2), A(3), A(4), A(5), A(6), A(7), A(8)
1908 PRINT A(9), A(10), A(11), A(12), A(13), A(14), M, JJJJ
1999 NEXT JJJJ
This BASIC computer program was run with QB64v1000-win [54]. The complete output through JJJJ = -31990.270000000156 is shown below:
1018.685845387 1000 5493.58146949264
264.4621419608414 280.256741275952 135.5378318428512
284.2054002855197 380.2567412506235
0 0 0 0 0
0 -7512.267314879637 -31999.24000000012
1022.80236632016 1000 5489.437573718315
264.7605209044411 280.4224971073827 135.2394568180514
284.3380143800206 380.4224970818268
0 0 0 0 0
0 -7512.239940038475 -31995.11000000078
1021.27990286284 1000 5490.96997836527
264.6502811873032 280.3612014084006 135.3496207763103
284.2890692001287 380.3612011611714
0 0 0 0 0
0 -7512.249881228108 -31990.93000000145
1024.91756653315 1000 5487.316568929566
264.913320300725 280.5073372429737 135.0866538000017
284.4058796825021 380.5073372429025
0 0 0 0 0
0 -7512.234135462716 -31990.270000000156
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 [54], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31990.270000000156 was 47 minutes, total, including the time for “Creating .EXE file.” One can compare the computational results above with those on p. 52 of Floudas et al. [7].
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] Yuichiro Anzai (1974). On Integer Fractional Programming. Journal of the Operations Research Society of Japan, Volume 17, No. 1, March 1974, pp. 49-66. http://www..orsj.or.jp/~archiv/pdf/e_mag/Vol.17_01_049.pdf.
[2] Sjirk Boon. Solving systems of nonlinear equations. Sci. Math. Num-Analysis,1992, Newsgroup Article 3529.
[3] S. S. Chadha (2002). Fractional programming with absolute-value functions. European Journal of Operational Research 141 (2002) pp. 233-238.
[4] Ching-Ter Chang (2002). On the posynomial fractional programming problems. European Journal of Operational Research 143 (2002) pp. 42-52.
[5] Ching-Ter Chang (2006). Formulating the mixed integer fractional posynomial programming, European Journal of Operational Research 173 (2006) pp. 370-386.
[6] Ching-Ter Chang (2017). Fuzzy linearization strategy for multiple objective linear fractional programming with binary utility functions. Computers and Industrial Engineering 112 (2017) 437-446.
[7] C. A. Floudas, P. M. Pardalos, C. S. Adjiman, W. R. Esposito, Z. H. Gumus, S. T. Harding, J. L. Klepeis, C. A. Meyer, C. A. Schweiger (1999). Handbook of Test Problems in Local and Global Optimization. Kluwer Academic Publishers 1999.
[8] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2011). Mixed variable structural optimization using Firefly Algorithm, Computers and Structures 89 (2011) 2325-2336.
[9] Amir Hossein Gandomi, Xin-She Yang, Siamak Taratahari, Amir Hossein Alavi (2013). Firefly Algorithm with Chaos, Communications in Nonlinear Science and Numerical Simulation 18 (2013) 89-98.
[10] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2013). Cuckoo search algorithm: a metaheuristicapproach to solve structural optimization problem. Engineering with Computers (2013) 29:17-35.
[11] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2013). Erratum to: Cuckoo search algorithm: a metaheuristicapproach to solve structural optimization problem. Engineering with Computers (2013) 29:245.
[12] Chrysanthos E. Gounaris, Christodoulos A. Floudas. Tight convex underestimators for Csquare-continuous problems: II. multivariate functions. Journal of Global Optimization (2008) 42, pp. 69-89.
[13] E. L. Hannan (1981), Linear programming with multiple fuzzy goals, Fuzzy Sets and Systems 6 (1981) 235-246.
[14] Xue-Ping Hou, Pei-Ping Shen, Chun-Feng Wang (2014). Global Minimization for Generalized Polynomial Fractional Program. Mathmatical Problems in Engineering, Volume 2014. Hindawi Publishing Company.
[15] James P. Ignizio, Linear Programming in Single- and Multiple-Objective Systems. Prentice-Hall, Englewood Cliffs, NJ, 1982.
[16] James P. Ignizio, Stephen C. Daniels (1983). Fuzzy multicriteria integer programming via fuzzy generalized networks. Fuzzy Sets and Systems 10 (1983) 261-270.
[17] James P. Ignizio, Tom M. Cavalier, Linear Programming. Prentice-Hall, Englewood Cliffs, NJ, 1994.
[18] Majid Jaberipour, Esmaile Khorram (2010). Solving the sum of ratios problems by a harmony search algorithm. Journal of Computational and Applied Mathematics 234 (2010) 733-742.
[19] Sanjay Jain, Kailash Lachhwani (2010). Linear plus fractional multiobjective programming problem with homogeneous constraints using fuzzy approach. Iranian Journal of Operations Research, Vol. 2, No. 1, 2010, pp. 41-49.
[20] Hongwei Jiao, Zhankui Wang, Yongqiang Chen (2013). Global Optimization Algorithm for Sum of Generalized Polynomial Ratios Problems. Applied Mathematical Modelling 37 (2013) 187-197.
[21] Ali Husseinzadeh Kashan (2011). An effective algorithm for constrained global optimization and application to mechanical engineering design: League championship algorithm (LCA). Computer-Aided Design 43 (2011) 1769-1792.
[22] Ali Husseinzadeh Kashan (2015). An effective algorithm for constrained optimization based on optics inspired optimization (OIO). Computer-Aided Design 63 (2015) 52-71.
[23] K. Lachhwani (2012). Fuzzy Goal Programming Approach to Multi Objectve Quadratic Programming Problem. Proceedings of the National Academy of Sciences, India, Section A Physical Sciences (October-December 2012) 82 (4): 317-322.
https://link.springer.com/journal/40010
[24] K. Lachhwani (2014). FGP approach to multi objectve quadratic fractional programming problem. International Journal of Industrial Mathematics, vol. 6, No.1, pp. 49-57. Available online at http://ijim.srbiau.ac.ir/
[25] Han-Lin Li, Jung-Fa Tsai (2005). Treating free variables in generalized geometric global optimization programs. Journal of Global Optimization, 33: 1-13 (2005).
[26] Han-Lin Li, Jung-Fa Tsai, Christodoulos A. Floudas (2008). Convex underestimating for posynomial functions of postive variables. Optimization Letters 2, 333-340 (2008).
[27] Han-Lin Li, Jung-Fa Tsai (2008). A distributed computational algorithm for solving portfolio problems with integer variables. European Journal of Operational Research 186 (2008) pp. 882-891.
[28] Han-Lin Li, Hao-Chun Lu (2009). Global optimization for generalized geometric progams with mixed free-sign variables. Operations Research 57 (3): 701-713 (2009).
[29] Han-Lin Li, Hao-Chun Lu, Chia-Hui Huang, Nian-Ze Hu (2009). A superior representation method for piecewise lineat functions. INFORMS Journal on Computing 21 (2): 314-321 (2009).
[30] Han-Lin Li, Shu-Cherng Fang, Yao-Huei Huang, Tiantian Nie (2016). An enhanced logarithmic method for signomial programming with discrete variables. European Journal of Operational Research 255 (2016) pp. 922-934.
[31] Ming-Hua Lin, Jung-Fa Tsai (2011). Finding multiple optimal solutions of signomial discrete programming problems with free variables, Optimization and Engineering (2011) 12:425-443.
[32] Ming-Hua Lin, Jung-Fa Tsai (2014). A deterministic global approach for mixed-discrete structural optimization, Engineering Optimization (2014) 46:7, pp. 863-879.
[33] Hao-Chun Lu, Han-Lin Li, Chrysanthos E. Gounaris, Christodoulos A. Floudas (2010). Convex relaxation for solving posynomial problems. Journal of Global Optimization (2010) 46, pp. 147-154.
[34] Hao-Chun Lu (2012). An efficient convexification method for solving generalized geometric problems. Journal of Industrial and Management Optimization, Volume 8, Number 2, May 2012, pp. 429-455.
[35] Hao-Chun Lu (2017). Improved logarithnic linearizing method for optimization problems with free-sign pure discrete signomial terms. Journal of Global Optimization (2017) 68, pp. 95-123.
[36] Kenneth R. MacCrimmon (1973). An overview of multiple objective decision making. In James L. Cochrane, Milan Zeleny (editors), Multiple Criteria Decisiom Making. University of South Carolina Press, Columbia.
[37] Mathworks. Solving a mixed integer engineering design problem using the genetic algorithm – MATLAB & Simulink Example.
https://www.mathworks.com/help/gads/examples/solving-a-mixed-integer-engineering-design-problem-using-the-genetic-algorithm.html/
[38] 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.
[39] Katta Murty, Operations Research: Deterministic Optimization Models. Prentice-Hall, 1995.
[40] Sinan Melih Nigdeli, Gebrail Bekdas, Xin-She Yang (2016). Application of the Flower Pollination Algoritm in Structural Engineering. Springer International Publishing Switzerland 2016. http://www.springer.com/cda/content/document/cda…/
[41] Gideon Oron (1979) An algorithm for optimizing nonlinear contrained zero-one problems to improve wastewater treatment, Engineering Optimization, 4:2, 109-114.
[42] Osama Abdel Raouf, Ibraham M. Hezam (2014). Solving Fractional Programming Problems Based on Swarm Intelligence. Journal of Industrial Engineering International (2014) 10:56.
[43] H. S. Ryoo, N. V. Sahinidis (1995). Global optimization of nonconvex NLP and MINLP with applications in process design. Computers and Chemical Engineering Vol. 19 (5) (1995) pp. 551-566.
[44] C. R. Seshan, V. G. Tikekar (1980) Algorithms for Fractional Programming. Journal of the Indian Institute of Science 62 (B), Feb. 1980, Pp. 9-16.
[45] Vikas Sharma (2012), Multobjective integer nonlinear fractional programming problem: A cutting plane approach. OPSEARCH of the Operational Research Society of India (April-June 2012) 49 (2) 133-153.
[46] Pei-Ping Shen, Yun-Peng Duan, Yong-Gang Pei. A simplicial branch and duality boundalgorithm for the sum of convex-convex ratios problem. Journal of Computational and Applied Mathematics 223 (2009) 145-158.
[47] P. B. Thanedar, G. N. Vanderplaats (1995). Survey of discrete variable optimization for structural design, Journal of Structural Engineering, 121 (2), 301-306 (1995).
[48] Jung-Fa Tsai (2005). Global optimization of nonlinear fractional programming problems in engineering design. Engineering Optimization (2005) 37:4, pp. 399-409.
[49] Jung-Fa Tsai, Ming-Hua Lin (2007). Finding all solutions of systems of nonlinear equations with free variables. Engineering Optimization (2007) 39:6, pp. 649-659
[50] Jung-Fa Tsai, Ming-Hua Lin, Yi-Chung Hu (2007). On generalized geometric programming problems with non-positive variables. European Journal of Operational Research 178 (2007) pp. 10-19.
[51] Jung-Fa Tsai, Ming-Hua Lin (2008). Global optimization of signomial mixed-integer nonlinear programming with free variables. Journal of Global Optimization (2008) 42 pp. 39-49.
[52] Pei-Chun Wang, Jung-Fa Tsai, Wei-Nung Ma, Chai-Chien Lee (2010). An efficient global optimization approach for solving mixed-integer nonlinear programming problems. Proceedings of the 40th International Conference on Computers and Industrian Engineering, Japan, pp.1-4, 2010.
Date added to IEEE Xplore: 13 December 2010. Publisher: IEEE.
[53] Pei-Chun Wang, Jung-Fa Tsai (2011). Global optimization of mixed-integer nonlinear programming for engineering design problems. Proceedings of 2011 International Conference on System Science and Engineeing, Macau, China - June 2011.
[54] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64.
[55] Taeyong Yang, James P. Ignizio, and Hyun-Joon Kim, Fuzzy programming with nonlinear membership functions: Piecewise linear approximation. Fuzzy Sets and Systems 41 (1991) 39-53.
[56] H.-J. Zimmermann (1978), Fuzzy programming and linear programming with several objective functions. Fuzzy Sets and Systems 1 (1978) 45-55.
Thursday, May 24, 2018
Solving the Haverly Pooling Problem Case 3 in Floudas et al. [7]
Jsun Yui Wong
The computer program listed below seeks to solve the following problem from Floudas et al. [7, pp. 34-36]:
Maximize 9 * X(8) + 15 * X(9) - 6 * X(1) - 13 * X(2) - 10 * (X(3) + X(4))
subject to
X(5) + X(6) - X(1) - X(2)=0
X(8) - X(5) - X(3)=0
X(9) - X(6) - X(4)=0
X(7) * X(5) + 2 * X(3) -2.5 * X(8) <=0
X(7) * X(6) + 2 * X(4) -1.5 * X(9) <=0
X(7)*X(5) +X(7)*X(6)) -3 * X(1) - X(2)=0
0<= X(8) <=600
0<= X(9) <=200
0<= X(i) <= 500, i=1, 2, 3, ..., 7.
X(10) and X(11) below are slack variables.
One notes line 224, which is 224 X(J44) = INT(X(J44)); using discrete/integer variables to approximate continuous variables can be fruitful sometimes.
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
84 A(1) = 0 + RND * 500
85 A(2) = 0 + RND * 500
86 A(3) = 0 + RND * 500
87 A(4) = 0 + RND * 500
88 A(5) = 0 + RND * 500
89 A(6) = 0 + RND * 500
90 A(7) = 0 + RND * 500
91 A(8) = 0 + RND * 600
92 A(9) = 0 + RND * 200
128 FOR I = 1 TO 20000
129 FOR KKQQ = 1 TO 9
130 X(KKQQ) = A(KKQQ)
131 NEXT KKQQ
133 FOR IPP = 1 TO (1 + FIX(RND * 3))
181 j = 1 + FIX(RND * 9)
189 r = (1 - RND * 2) * A(j)
190 X(j) = A(j) + (RND ^ (RND * 10)) * r
222 NEXT IPP
223 FOR J44 = 1 TO 9
224 X(J44) = INT(X(J44))
225 NEXT J44
226 FOR J44 = 1 TO 9
227 IF X(J44) < 0## THEN 1670
229 NEXT J44
235 IF X(1) > 500## THEN 1670
236 IF X(2) > 500## THEN 1670
237 IF X(3) > 500## THEN 1670
238 IF X(4) > 500## THEN 1670
239 IF X(5) > 500## THEN 1670
240 IF X(6) > 500## THEN 1670
241 IF X(7) > 500## THEN 1670
242 IF X(8) > 600## THEN 1670
243 IF X(9) > 200## THEN 1670
247 X(8) = X(3) + X(5)
249 X(9) = X(4) + X(6)
251 X(1) = X(5) + X(6) - X(2)
264 X(7) = ((3 * X(1) + X(2)) / ((X(5) + X(6))))
326 FOR J44 = 1 TO 9
327 IF X(J44) < 0## THEN 1670
329 NEXT J44
335 IF X(1) > 500## THEN 1670
336 IF X(2) > 500## THEN 1670
337 IF X(3) > 500## THEN 1670
338 IF X(4) > 500## THEN 1670
339 IF X(5) > 500## THEN 1670
340 IF X(6) > 500## THEN 1670
341 IF X(7) > 500## THEN 1670
342 IF X(8) > 600## THEN 1670
343 IF X(9) > 200## THEN 1670
447 X(10) = 2.5 * X(8) - X(7) * X(5) - 2 * X(3)
448 X(11) = 1.5 * X(9) - X(7) * X(6) - 2 * X(4)
450 FOR J47 = 10 TO 11
451 IF X(J47) < 0 THEN X(J47) = X(J47) ELSE X(J47) = 0
452 NEXT J47
456 POBA = 9 * X(8) + 15 * X(9) - 6 * X(1) - 13 * X(2) - 10 * (X(3) + X(4)) + 1000000 * (X(10) + X(11))
466 P = POBA
1111 IF P <= M THEN 1670
1450 M = P
1454 FOR KLX = 1 TO 11
1455 A(KLX) = X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 IF M < 746 THEN 1999
1907 PRINT A(1), A(2), A(3), A(4), A(5), A(6), A(7), A(8)
1908 PRINT A(9), A(10), A(11), M, JJJJ
1999 NEXT JJJJ
This BASIC computer program was run with QB64v1000-win [54]. The complete output through JJJJ = -31999.62000000006 is shown below:
50 150 0 0 0
200 1.5 0
200 0 0 750 -31999.92000000001
50 150 0 0 0
200 1.5 0
200 0 0 750 -31999.89000000002
50 150 0 0 0
200 1.5 0
200 0 0 750 -31999.62000000006
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 [54], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31999.62000000006
was 8 seconds, not including the time for “Creating .EXE file” (15 seconds, total, including the time for “Creating .EXE file”). One can compare the computational results above with those on p. 36 of Floudas et al. [7, p. 36, Case 3].
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] Yuichiro Anzai (1974). On Integer Fractional Programming. Journal of the Operations Research Society of Japan, Volume 17, No. 1, March 1974, pp. 49-66. http://www..orsj.or.jp/~archiv/pdf/e_mag/Vol.17_01_049.pdf.
[2] Sjirk Boon. Solving systems of nonlinear equations. Sci. Math. Num-Analysis, 1992, Newsgroup Article 3529.
[3] S. S. Chadha (2002). Fractional programming with absolute-value functions. European Journal of Operational Research 141 (2002) pp. 233-238.
[4] Ching-Ter Chang (2002). On the posynomial fractional programming problems. European Journal of Operational Research 143 (2002) pp. 42-52.
[5] Ching-Ter Chang (2006). Formulating the mixed integer fractional posynomial programming, European Journal of Operational Research 173 (2006) pp. 370-386.
[6] Ching-Ter Chang (2017). Fuzzy linearization strategy for multiple objective linear fractional programming with binary utility functions. Computers and Industrial Engineering 112 (2017) 437-446.
[7] C. A. Floudas, P. M. Pardalos, C. S. Adjiman, W. R. Esposito, Z. H. Gumus, S. T. Harding, J. L. Klepeis, C. A. Meyer, C. A. Schweiger (1999). Handbook of Test Problems in Local and Global Optimization. Kluwer Academic Publishers 1999.
[8] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2011). Mixed variable structural optimization using Firefly Algorithm, Computers and Structures 89 (2011) 2325-2336.
[9] Amir Hossein Gandomi, Xin-She Yang, Siamak Taratahari, Amir Hossein Alavi (2013). Firefly Algorithm with Chaos, Communications in Nonlinear Science and Numerical Simulation 18 (2013) 89-98.
[10] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2013). Cuckoo search algorithm: a metaheuristicapproach to solve structural optimization problem. Engineering with Computers (2013) 29:17-35.
[11] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2013). Erratum to: Cuckoo search algorithm: a metaheuristicapproach to solve structural optimization problem. Engineering with Computers (2013) 29:245.
[12] Chrysanthos E. Gounaris, Christodoulos A. Floudas. Tight convex underestimators for Csquare-continuous problems: II. multivariate functions. Journal of Global Optimization (2008) 42, pp. 69-89.
[13] E. L. Hannan (1981), Linear programming with multiple fuzzy goals, Fuzzy Sets and Systems 6 (1981) 235-246.
[14] Xue-Ping Hou, Pei-Ping Shen, Chun-Feng Wang (2014). Global Minimization for Generalized Polynomial Fractional Program. Mathmatical Problems in Engineering, Volume 2014. Hindawi Publishing Company.
[15] James P. Ignizio, Linear Programming in Single- and Multiple-Objective Systems. Prentice-Hall, Englewood Cliffs, NJ, 1982.
[16] James P. Ignizio, Stephen C. Daniels (1983). Fuzzy multicriteria integer programming via fuzzy generalized networks. Fuzzy Sets and Systems 10 (1983) 261-270.
[17] James P. Ignizio, Tom M. Cavalier, Linear Programming. Prentice-Hall, Englewood Cliffs, NJ, 1994.
[18] Majid Jaberipour, Esmaile Khorram (2010). Solving the sum of ratios problems by a harmony search algorithm. Journal of Computational and Applied Mathematics 234 (2010) 733-742.
[19] Sanjay Jain, Kailash Lachhwani (2010). Linear plus fractional multiobjective programming problem with homogeneous constraints using fuzzy approach. Iranian Journal of Operations Research, Vol. 2, No. 1, 2010, pp. 41-49.
[20] Hongwei Jiao, Zhankui Wang, Yongqiang Chen (2013). Global Optimization Algorithm for Sum of Generalized Polynomial Ratios Problems. Applied Mathematical Modelling 37 (2013) 187-197.
[21] Ali Husseinzadeh Kashan (2011). An effective algorithm for constrained global optimization and application to mechanical engineering design: League championship algorithm (LCA). Computer-Aided Design 43 (2011) 1769-1792.
[22] Ali Husseinzadeh Kashan (2015). An effective algorithm for constrained optimization based on optics inspired optimization (OIO). Computer-Aided Design 63 (2015) 52-71.
[23] K. Lachhwani (2012). Fuzzy Goal Programming Approach to Multi Objectve Quadratic Programming Problem. Proceedings of the National Academy of Sciences, India, Section A Physical Sciences (October-December 2012) 82 (4): 317-322.
https://link.springer.com/journal/40010
[24] K. Lachhwani (2014). FGP approach to multi objectve quadratic fractional programming problem. International Journal of Industrial Mathematics, vol. 6, No.1, pp. 49-57. Available online at http://ijim.srbiau.ac.ir/
[25] Han-Lin Li, Jung-Fa Tsai (2005). Treating free variables in generalized geometric global optimization programs.. Journal of Global Optimization, 33: 1-13 (2005).
[26] Han-Lin Li, Jung-Fa Tsai, Christodoulos A. Floudas (2008). Convex underestimating for posynomial functions of postive variables. Optimization Letters 2, 333-340 (2008).
[27] Han-Lin Li, Jung-Fa Tsai (2008). A distributed computational algorithm for solving portfolio problems with integer variables. European Journal of Operational Research 186 (2008) pp. 882-891.
[28] Han-Lin Li, Hao-Chun Lu (2009). Global optimization for generalized geometric progams with mixed free-sign variables. Operations Research 57 (3): 701-713 (2009).
[29] Han-Lin Li, Hao-Chun Lu, Chia-Hui Huang, Nian-Ze Hu (2009). A superior representation method for piecewise lineat functions. INFORMS Journal on Computing 21 (2): 314-321 (2009).
[30] Han-Lin Li, Shu-Cherng Fang, Yao-Huei Huang, Tiantian Nie (2016). An enhanced logarithmic method for signomial programming with discrete variables. European Journal of Operational Research 255 (2016) pp. 922-934.
[31] Ming-Hua Lin, Jung-Fa Tsai (2011). Finding multiple optimal solutions of signomial discrete programming problems with free variables, Optimization and Engineering (2011) 12:425-443.
[32] Ming-Hua Lin, Jung-Fa Tsai (2014). A deterministic global approach for mixed-discrete structural optimization, Engineering Optimization (2014) 46:7, pp. 863-879.
[33] Hao-Chun Lu, Han-Lin Li, Chrysanthos E. Gounaris, Christodoulos A. Floudas (2010). Convex relaxation for solving posynomial problems. Journal of Global Optimization (2010) 46, pp. 147-154.
[34] Hao-Chun Lu (2012). An efficient convexification method for solving generalized geometric problems. Journal of Industrial and Management Optimization, Volume 8, Number 2, May 2012, pp. 429-455.
[35] Hao-Chun Lu (2017). Improved logarithnic linearizing method for optimization problems with free-sign pure discrete signomial terms. Journal of Global Optimization (2017) 68, pp. 95-123.
[36] Kenneth R. MacCrimmon (1973). An overview of multiple objective decision making. In James L. Cochrane, Milan Zeleny (editors), Multiple Criteria Decisiom Making. University of South Carolina Press, Columbia.
[37] Mathworks. Solving a mixed integer engineering design problem using the genetic algorithm – MATLAB & Simulink Example.
https://www.mathworks.com/help/gads/examples/solving-a-mixed-integer-engineering-design-problem-using-the-genetic-algorithm.html/
[38] 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.
[39] Katta Murty, Operations Research: Deterministic Optimization Models. Prentice-Hall, 1995.
[40] Sinan Melih Nigdeli, Gebrail Bekdas, Xin-She Yang (2016). Application of the Flower Pollination Algoritm in Structural Engineering. Springer International Publishing Switzerland 2016. http://www.springer.com/cda/content/document/cda…/
[41] Gideon Oron (1979) An algorithm for optimizing nonlinear contrained zero-one problems to improve wastewater treatment, Engineering Optimization, 4:2, 109-114.
[42] Osama Abdel Raouf, Ibraham M. Hezam (2014). Solving Fractional Programming Problems Based on Swarm Intelligence. Journal of Industrial Engineering International (2014) 10:56.
[43] H. S. Ryoo, N. V. Sahinidis (1995). Global optimization of nonconvex NLP and MINLP with applications in process design. Computers and Chemical Engineering Vol. 19 (5) (1995) pp. 551-566.
[44] C. R. Seshan, V. G. Tikekar (1980) Algorithms for Fractional Programming. Journal of the Indian Institute of Science 62 (B), Feb. 1980, Pp. 9-16.
[45] Vikas Sharma (2012), Multobjective integer nonlinear fractional programming problem: A cutting plane approach. OPSEARCH of the Operational Research Society of India (April-June 2012) 49 (2) 133-153.
[46] Pei-Ping Shen, Yun-Peng Duan, Yong-Gang Pei. A simplicial branch and duality boundalgorithm for the sum of convex-convex ratios problem. Journal of Computational and Applied Mathematics 223 (2009) 145-158.
[47] P. B. Thanedar, G. N. Vanderplaats (1995). Survey of discrete variable optimization for structural design, Journal of Structural Engineering, 121 (2), 301-306 (1995).
[48] Jung-Fa Tsai (2005). Global optimization of nonlinear fractional programming problems in engineering design. Engineering Optimization (2005) 37:4, pp. 399-409.
[49] Jung-Fa Tsai, Ming-Hua Lin (2007). Finding all solutions of systems of nonlinear equations with free variables. Engineering Optimization (2007) 39:6, pp. 649-659
[50] Jung-Fa Tsai, Ming-Hua Lin, Yi-Chung Hu (2007). On generalized geometric programming problems with non-positive variables. European Journal of Operational Research 178 (2007) pp. 10-19.
[51] Jung-Fa Tsai, Ming-Hua Lin (2008). Global optimization of signomial mixed-integer nonlinear programming with free variables. Journal of Global Optimization (2008) 42 pp. 39-49.
[52] Pei-Chun Wang, Jung-Fa Tsai, Wei-Nung Ma, Chai-Chien Lee (2010). An efficient global optimization approach for solving mixed-integer nonlinear programming problems. Proceedings of the 40th International Conference on Computers and Industrian Engineering, Japan, pp.1-4, 2010.
Date added to IEEE Xplore: 13 December 2010. Publisher:IEEE.
[53] Pei-Chun Wang, Jung-Fa Tsai (2011). Global optimization of mixed-integer nonlinear programming for engineering design problems. Proceedings of 2011 International Conference on System Science and Engineeing, Macau, China - June 2011.
[54] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64.
[55] Taeyong Yang, James P. Ignizio, and Hyun-Joon Kim, Fuzzy programming with nonlinear membership functions: Piecewise linear approximation. Fuzzy Sets and Systems 41 (1991) 39-53.
[56] H.-J. Zimmermann (1978), Fuzzy programming and linear programming with several objective functions. Fuzzy Sets and Systems 1 (1978) 45-55.
The computer program listed below seeks to solve the following problem from Floudas et al. [7, pp. 34-36]:
Maximize 9 * X(8) + 15 * X(9) - 6 * X(1) - 13 * X(2) - 10 * (X(3) + X(4))
subject to
X(5) + X(6) - X(1) - X(2)=0
X(8) - X(5) - X(3)=0
X(9) - X(6) - X(4)=0
X(7) * X(5) + 2 * X(3) -2.5 * X(8) <=0
X(7) * X(6) + 2 * X(4) -1.5 * X(9) <=0
X(7)*X(5) +X(7)*X(6)) -3 * X(1) - X(2)=0
0<= X(8) <=600
0<= X(9) <=200
0<= X(i) <= 500, i=1, 2, 3, ..., 7.
X(10) and X(11) below are slack variables.
One notes line 224, which is 224 X(J44) = INT(X(J44)); using discrete/integer variables to approximate continuous variables can be fruitful sometimes.
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
84 A(1) = 0 + RND * 500
85 A(2) = 0 + RND * 500
86 A(3) = 0 + RND * 500
87 A(4) = 0 + RND * 500
88 A(5) = 0 + RND * 500
89 A(6) = 0 + RND * 500
90 A(7) = 0 + RND * 500
91 A(8) = 0 + RND * 600
92 A(9) = 0 + RND * 200
128 FOR I = 1 TO 20000
129 FOR KKQQ = 1 TO 9
130 X(KKQQ) = A(KKQQ)
131 NEXT KKQQ
133 FOR IPP = 1 TO (1 + FIX(RND * 3))
181 j = 1 + FIX(RND * 9)
189 r = (1 - RND * 2) * A(j)
190 X(j) = A(j) + (RND ^ (RND * 10)) * r
222 NEXT IPP
223 FOR J44 = 1 TO 9
224 X(J44) = INT(X(J44))
225 NEXT J44
226 FOR J44 = 1 TO 9
227 IF X(J44) < 0## THEN 1670
229 NEXT J44
235 IF X(1) > 500## THEN 1670
236 IF X(2) > 500## THEN 1670
237 IF X(3) > 500## THEN 1670
238 IF X(4) > 500## THEN 1670
239 IF X(5) > 500## THEN 1670
240 IF X(6) > 500## THEN 1670
241 IF X(7) > 500## THEN 1670
242 IF X(8) > 600## THEN 1670
243 IF X(9) > 200## THEN 1670
247 X(8) = X(3) + X(5)
249 X(9) = X(4) + X(6)
251 X(1) = X(5) + X(6) - X(2)
264 X(7) = ((3 * X(1) + X(2)) / ((X(5) + X(6))))
326 FOR J44 = 1 TO 9
327 IF X(J44) < 0## THEN 1670
329 NEXT J44
335 IF X(1) > 500## THEN 1670
336 IF X(2) > 500## THEN 1670
337 IF X(3) > 500## THEN 1670
338 IF X(4) > 500## THEN 1670
339 IF X(5) > 500## THEN 1670
340 IF X(6) > 500## THEN 1670
341 IF X(7) > 500## THEN 1670
342 IF X(8) > 600## THEN 1670
343 IF X(9) > 200## THEN 1670
447 X(10) = 2.5 * X(8) - X(7) * X(5) - 2 * X(3)
448 X(11) = 1.5 * X(9) - X(7) * X(6) - 2 * X(4)
450 FOR J47 = 10 TO 11
451 IF X(J47) < 0 THEN X(J47) = X(J47) ELSE X(J47) = 0
452 NEXT J47
456 POBA = 9 * X(8) + 15 * X(9) - 6 * X(1) - 13 * X(2) - 10 * (X(3) + X(4)) + 1000000 * (X(10) + X(11))
466 P = POBA
1111 IF P <= M THEN 1670
1450 M = P
1454 FOR KLX = 1 TO 11
1455 A(KLX) = X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 IF M < 746 THEN 1999
1907 PRINT A(1), A(2), A(3), A(4), A(5), A(6), A(7), A(8)
1908 PRINT A(9), A(10), A(11), M, JJJJ
1999 NEXT JJJJ
This BASIC computer program was run with QB64v1000-win [54]. The complete output through JJJJ = -31999.62000000006 is shown below:
50 150 0 0 0
200 1.5 0
200 0 0 750 -31999.92000000001
50 150 0 0 0
200 1.5 0
200 0 0 750 -31999.89000000002
50 150 0 0 0
200 1.5 0
200 0 0 750 -31999.62000000006
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 [54], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31999.62000000006
was 8 seconds, not including the time for “Creating .EXE file” (15 seconds, total, including the time for “Creating .EXE file”). One can compare the computational results above with those on p. 36 of Floudas et al. [7, p. 36, Case 3].
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] Yuichiro Anzai (1974). On Integer Fractional Programming. Journal of the Operations Research Society of Japan, Volume 17, No. 1, March 1974, pp. 49-66. http://www..orsj.or.jp/~archiv/pdf/e_mag/Vol.17_01_049.pdf.
[2] Sjirk Boon. Solving systems of nonlinear equations. Sci. Math. Num-Analysis, 1992, Newsgroup Article 3529.
[3] S. S. Chadha (2002). Fractional programming with absolute-value functions. European Journal of Operational Research 141 (2002) pp. 233-238.
[4] Ching-Ter Chang (2002). On the posynomial fractional programming problems. European Journal of Operational Research 143 (2002) pp. 42-52.
[5] Ching-Ter Chang (2006). Formulating the mixed integer fractional posynomial programming, European Journal of Operational Research 173 (2006) pp. 370-386.
[6] Ching-Ter Chang (2017). Fuzzy linearization strategy for multiple objective linear fractional programming with binary utility functions. Computers and Industrial Engineering 112 (2017) 437-446.
[7] C. A. Floudas, P. M. Pardalos, C. S. Adjiman, W. R. Esposito, Z. H. Gumus, S. T. Harding, J. L. Klepeis, C. A. Meyer, C. A. Schweiger (1999). Handbook of Test Problems in Local and Global Optimization. Kluwer Academic Publishers 1999.
[8] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2011). Mixed variable structural optimization using Firefly Algorithm, Computers and Structures 89 (2011) 2325-2336.
[9] Amir Hossein Gandomi, Xin-She Yang, Siamak Taratahari, Amir Hossein Alavi (2013). Firefly Algorithm with Chaos, Communications in Nonlinear Science and Numerical Simulation 18 (2013) 89-98.
[10] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2013). Cuckoo search algorithm: a metaheuristicapproach to solve structural optimization problem. Engineering with Computers (2013) 29:17-35.
[11] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2013). Erratum to: Cuckoo search algorithm: a metaheuristicapproach to solve structural optimization problem. Engineering with Computers (2013) 29:245.
[12] Chrysanthos E. Gounaris, Christodoulos A. Floudas. Tight convex underestimators for Csquare-continuous problems: II. multivariate functions. Journal of Global Optimization (2008) 42, pp. 69-89.
[13] E. L. Hannan (1981), Linear programming with multiple fuzzy goals, Fuzzy Sets and Systems 6 (1981) 235-246.
[14] Xue-Ping Hou, Pei-Ping Shen, Chun-Feng Wang (2014). Global Minimization for Generalized Polynomial Fractional Program. Mathmatical Problems in Engineering, Volume 2014. Hindawi Publishing Company.
[15] James P. Ignizio, Linear Programming in Single- and Multiple-Objective Systems. Prentice-Hall, Englewood Cliffs, NJ, 1982.
[16] James P. Ignizio, Stephen C. Daniels (1983). Fuzzy multicriteria integer programming via fuzzy generalized networks. Fuzzy Sets and Systems 10 (1983) 261-270.
[17] James P. Ignizio, Tom M. Cavalier, Linear Programming. Prentice-Hall, Englewood Cliffs, NJ, 1994.
[18] Majid Jaberipour, Esmaile Khorram (2010). Solving the sum of ratios problems by a harmony search algorithm. Journal of Computational and Applied Mathematics 234 (2010) 733-742.
[19] Sanjay Jain, Kailash Lachhwani (2010). Linear plus fractional multiobjective programming problem with homogeneous constraints using fuzzy approach. Iranian Journal of Operations Research, Vol. 2, No. 1, 2010, pp. 41-49.
[20] Hongwei Jiao, Zhankui Wang, Yongqiang Chen (2013). Global Optimization Algorithm for Sum of Generalized Polynomial Ratios Problems. Applied Mathematical Modelling 37 (2013) 187-197.
[21] Ali Husseinzadeh Kashan (2011). An effective algorithm for constrained global optimization and application to mechanical engineering design: League championship algorithm (LCA). Computer-Aided Design 43 (2011) 1769-1792.
[22] Ali Husseinzadeh Kashan (2015). An effective algorithm for constrained optimization based on optics inspired optimization (OIO). Computer-Aided Design 63 (2015) 52-71.
[23] K. Lachhwani (2012). Fuzzy Goal Programming Approach to Multi Objectve Quadratic Programming Problem. Proceedings of the National Academy of Sciences, India, Section A Physical Sciences (October-December 2012) 82 (4): 317-322.
https://link.springer.com/journal/40010
[24] K. Lachhwani (2014). FGP approach to multi objectve quadratic fractional programming problem. International Journal of Industrial Mathematics, vol. 6, No.1, pp. 49-57. Available online at http://ijim.srbiau.ac.ir/
[25] Han-Lin Li, Jung-Fa Tsai (2005). Treating free variables in generalized geometric global optimization programs.. Journal of Global Optimization, 33: 1-13 (2005).
[26] Han-Lin Li, Jung-Fa Tsai, Christodoulos A. Floudas (2008). Convex underestimating for posynomial functions of postive variables. Optimization Letters 2, 333-340 (2008).
[27] Han-Lin Li, Jung-Fa Tsai (2008). A distributed computational algorithm for solving portfolio problems with integer variables. European Journal of Operational Research 186 (2008) pp. 882-891.
[28] Han-Lin Li, Hao-Chun Lu (2009). Global optimization for generalized geometric progams with mixed free-sign variables. Operations Research 57 (3): 701-713 (2009).
[29] Han-Lin Li, Hao-Chun Lu, Chia-Hui Huang, Nian-Ze Hu (2009). A superior representation method for piecewise lineat functions. INFORMS Journal on Computing 21 (2): 314-321 (2009).
[30] Han-Lin Li, Shu-Cherng Fang, Yao-Huei Huang, Tiantian Nie (2016). An enhanced logarithmic method for signomial programming with discrete variables. European Journal of Operational Research 255 (2016) pp. 922-934.
[31] Ming-Hua Lin, Jung-Fa Tsai (2011). Finding multiple optimal solutions of signomial discrete programming problems with free variables, Optimization and Engineering (2011) 12:425-443.
[32] Ming-Hua Lin, Jung-Fa Tsai (2014). A deterministic global approach for mixed-discrete structural optimization, Engineering Optimization (2014) 46:7, pp. 863-879.
[33] Hao-Chun Lu, Han-Lin Li, Chrysanthos E. Gounaris, Christodoulos A. Floudas (2010). Convex relaxation for solving posynomial problems. Journal of Global Optimization (2010) 46, pp. 147-154.
[34] Hao-Chun Lu (2012). An efficient convexification method for solving generalized geometric problems. Journal of Industrial and Management Optimization, Volume 8, Number 2, May 2012, pp. 429-455.
[35] Hao-Chun Lu (2017). Improved logarithnic linearizing method for optimization problems with free-sign pure discrete signomial terms. Journal of Global Optimization (2017) 68, pp. 95-123.
[36] Kenneth R. MacCrimmon (1973). An overview of multiple objective decision making. In James L. Cochrane, Milan Zeleny (editors), Multiple Criteria Decisiom Making. University of South Carolina Press, Columbia.
[37] Mathworks. Solving a mixed integer engineering design problem using the genetic algorithm – MATLAB & Simulink Example.
https://www.mathworks.com/help/gads/examples/solving-a-mixed-integer-engineering-design-problem-using-the-genetic-algorithm.html/
[38] 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.
[39] Katta Murty, Operations Research: Deterministic Optimization Models. Prentice-Hall, 1995.
[40] Sinan Melih Nigdeli, Gebrail Bekdas, Xin-She Yang (2016). Application of the Flower Pollination Algoritm in Structural Engineering. Springer International Publishing Switzerland 2016. http://www.springer.com/cda/content/document/cda…/
[41] Gideon Oron (1979) An algorithm for optimizing nonlinear contrained zero-one problems to improve wastewater treatment, Engineering Optimization, 4:2, 109-114.
[42] Osama Abdel Raouf, Ibraham M. Hezam (2014). Solving Fractional Programming Problems Based on Swarm Intelligence. Journal of Industrial Engineering International (2014) 10:56.
[43] H. S. Ryoo, N. V. Sahinidis (1995). Global optimization of nonconvex NLP and MINLP with applications in process design. Computers and Chemical Engineering Vol. 19 (5) (1995) pp. 551-566.
[44] C. R. Seshan, V. G. Tikekar (1980) Algorithms for Fractional Programming. Journal of the Indian Institute of Science 62 (B), Feb. 1980, Pp. 9-16.
[45] Vikas Sharma (2012), Multobjective integer nonlinear fractional programming problem: A cutting plane approach. OPSEARCH of the Operational Research Society of India (April-June 2012) 49 (2) 133-153.
[46] Pei-Ping Shen, Yun-Peng Duan, Yong-Gang Pei. A simplicial branch and duality boundalgorithm for the sum of convex-convex ratios problem. Journal of Computational and Applied Mathematics 223 (2009) 145-158.
[47] P. B. Thanedar, G. N. Vanderplaats (1995). Survey of discrete variable optimization for structural design, Journal of Structural Engineering, 121 (2), 301-306 (1995).
[48] Jung-Fa Tsai (2005). Global optimization of nonlinear fractional programming problems in engineering design. Engineering Optimization (2005) 37:4, pp. 399-409.
[49] Jung-Fa Tsai, Ming-Hua Lin (2007). Finding all solutions of systems of nonlinear equations with free variables. Engineering Optimization (2007) 39:6, pp. 649-659
[50] Jung-Fa Tsai, Ming-Hua Lin, Yi-Chung Hu (2007). On generalized geometric programming problems with non-positive variables. European Journal of Operational Research 178 (2007) pp. 10-19.
[51] Jung-Fa Tsai, Ming-Hua Lin (2008). Global optimization of signomial mixed-integer nonlinear programming with free variables. Journal of Global Optimization (2008) 42 pp. 39-49.
[52] Pei-Chun Wang, Jung-Fa Tsai, Wei-Nung Ma, Chai-Chien Lee (2010). An efficient global optimization approach for solving mixed-integer nonlinear programming problems. Proceedings of the 40th International Conference on Computers and Industrian Engineering, Japan, pp.1-4, 2010.
Date added to IEEE Xplore: 13 December 2010. Publisher:IEEE.
[53] Pei-Chun Wang, Jung-Fa Tsai (2011). Global optimization of mixed-integer nonlinear programming for engineering design problems. Proceedings of 2011 International Conference on System Science and Engineeing, Macau, China - June 2011.
[54] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64.
[55] Taeyong Yang, James P. Ignizio, and Hyun-Joon Kim, Fuzzy programming with nonlinear membership functions: Piecewise linear approximation. Fuzzy Sets and Systems 41 (1991) 39-53.
[56] H.-J. Zimmermann (1978), Fuzzy programming and linear programming with several objective functions. Fuzzy Sets and Systems 1 (1978) 45-55.
Sunday, May 20, 2018
Solving the Heat Exchanger Network Design Problem 2 in Visweswaran and Floudas [52]
Jsun Yui Wong
The computer program listed below seeks to solve the following problem in Visweswaran and Floudas [52, pp. 52-54, Test Problem 2], which is as follows:
Minimize 1300 * (1000 / down1) ^ .6 + 1300 * (600 / down2) ^ .6
where down1 = .0333333333333333333333333 * (X(1) * X(2)) + (X(1) + X(2)) / 6,
down2 = .0333333333333333333333333 * (X(3) * X(4)) + (X(3) + X(4)) / 6
subject to
X(9) + X(13)=10
X(9)+ X(15) - X(10) =0
X(13) +x(11)- X(14)=0
X(12) + X(11) - X(10)=0
X(16) +x(15)- X(14) =0
150 * X(9) + X(8) * X(15) - X(5) * X(10)=0
150 * X(13) + X(7) * X(11) - X(6) * X(14)=0
X(10) * (X(7) - X(5))=1000
X(14) * (X(8) - X(6))=600
X(1) + X(7)=500
X(2) + X(5)=250
X(3) + X(8)=350
X(4) + X(6)=200
10<= X(1) <= 350
10<= X(2) <= 350
10<= X(3) <= 200
10<= X(4) <= 200
150<= X(i) <=310, i=5, 6, 7, 8
0<=X(i) <=10, i=9, 10, 11,..., 16.
The purpose of the sequence of line 247 through line 268 is to produce some domino effect.
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
95 FOR J44 = 1 TO 2
96 A(J44) = 10 + RND * 340
98 NEXT J44
101 FOR J44 = 3 TO 4
104 A(J44) = 10 + RND * 190
105 NEXT J44
111 FOR J44 = 5 TO 8
114 A(J44) = 150 + RND * 160
115 NEXT J44
121 FOR J44 = 9 TO 16
124 A(J44) = 0 + RND * 10
125 NEXT J44
128 FOR I = 1 TO 12000
129 FOR KKQQ = 1 TO 16
130 X(KKQQ) = A(KKQQ)
131 NEXT KKQQ
133 FOR IPP = 1 TO (1 + FIX(RND * 3))
181 j = 1 + FIX(RND * 16)
185 REM IF RND < .5 THEN X(j) = A(j) - FIX(RND * 6) ELSE X(j) = A(j) + FIX(RND * 6)
189 r = (1 - RND * 2) * A(j)
190 X(j) = A(j) + (RND ^ (RND * 10)) * r
222 NEXT IPP
226 FOR J44 = 1 TO 16
227 X(J44) = INT(X(J44))
229 NEXT J44
231 FOR J44 = 1 TO 2
232 IF X(J44) < 10## THEN 1670
233 IF X(J44) > 350## THEN 1670
234 NEXT J44
235 FOR J44 = 3 TO 4
236 IF X(J44) < 10## THEN 1670
237 IF X(J44) > 200## THEN 1670
238 NEXT J44
239 FOR J44 = 5 TO 8
240 IF X(J44) < 150## THEN 1670
241 IF X(J44) > 310## THEN 1670
242 NEXT J44
243 FOR J44 = 9 TO 16
244 IF X(J44) < 0## THEN 1670
245 IF X(J44) > 10## THEN 1670
246 NEXT J44
247 X(1) = 500 - X(7)
248 X(2) = 250 - X(5)
252 X(10) = 1000 / (X(7) - X(5))
253 X(3) = 350 - X(8)
254 X(4) = 200 - X(6)
255 X(14) = 600 / (X(8) - X(6))
263 X(9) = 10 - X(13)
264 X(11) = 0 - X(13) + X(14)
265 X(12) = 0 + X(10) - X(11)
267 X(15) = 0 - X(9) + X(10)
268 X(16) = 0 + X(14) - X(15)
300 FOR J44 = 1 TO 2
301 IF X(J44) < 10## THEN 1670
302 IF X(J44) > 350## THEN 1670
304 NEXT J44
310 FOR J44 = 3 TO 4
311 IF X(J44) < 10## THEN 1670
312 IF X(J44) > 200## THEN 1670
314 NEXT J44
320 FOR J44 = 5 TO 8
321 IF X(J44) < 150## THEN 1670
322 IF X(J44) > 310## THEN 1670
324 NEXT J44
326 FOR J44 = 9 TO 16
327 IF X(J44) < 0## THEN 1670
328 IF X(J44) > 10## THEN 1670
329 NEXT J44
455 down1 = .0333333333333333333333333 * (X(1) * X(2)) + (X(1) + X(2)) / 6##
460 down2 = .0333333333333333333333333 * (X(3) * X(4)) + (X(3) + X(4)) / 6##
464 POBA = -1300## * (1000 / down1) ^ .6## - 1300## * (600 / down2) ^ .6## - 1000000## * ABS(150 * X(9) + X(8) * X(15) - X(5) * X(10)) - 1000000## * ABS(150 * X(13) + X(7) * X(11) - X(6) * X(14))
466 P = POBA
1111 IF P <= M THEN 1670
1450 M = P
1454 FOR KLX = 1 TO 16
1455 A(KLX) = X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 IF M < -4945 THEN 1999
1907 PRINT A(1), A(2), A(3), A(4), A(5), A(6), A(7), A(8)
1908 PRINT A(9), A(10), A(11), A(12), A(13), A(14), A(15), A(16), M, JJJJ
1999 NEXT JJJJ
This BASIC computer program was run with QB64v1000-win [55]. The complete output through JJJJ = -31997.34000000043 is shown below:
190 40 140 50 210
150 310 210
0 10 0 10 10
10 10 0 -4845.462004958673
-31998.44000000025
190 40 140 50 210
150 310 210
0 10 0 10 10
10 10 0 -4845.462004958673
-31997.34000000043
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 [55], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31997.34000000043
was 16 seconds, not including the time for “Creating .EXE file” (25 seconds, total, including the time for “Creating .EXE file”). One can compare the computational results above with those on p. 54 of Visweswaran and Floudas [52, p. 54, Test Problem 2].
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] Yuichiro Anzai (1974). On Integer Fractional Programming. Journal of the Operations Research Society of Japan, Volume 17, No. 1, March 1974, pp. 49-66. http://www..orsj.or.jp/~archiv/pdf/e_mag/Vol.17_01_049.pdf.
[2] Sjirk Boon. Solving systems of nonlinear equations. Sci. Math. Num-Analysis, 1992, Newsgroup Article 3529.
[3] S. S. Chadha (2002). Fractional programming with absolute-value functions. European Journal of Operational Research 141 (2002) pp. 233-238.
[4] Ching-Ter Chang (2002). On the posynomial fractional programming problems. European Journal of Operational Research 143 (2002) pp. 42-52.
[5] Ching-Ter Chang (2006). Formulating the mixed integer fractional posynomial programming, European Journal of Operational Research 173 (2006) pp. 370-386.
[6] Ching-Ter Chang (2017). Fuzzy linearization strategy for multiple objective linear fractional programming with binary utility functions. Computers and Industrial Engineering 112 (2017) 437-446.
[7] Piya Chootinan, Anthony Chen (2006). Constraint Handling in genetic algorithms using a gradient-based repair method. Computers and Operations Research 33 (2006) 2263-2281.
[8] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2011). Mixed variable structural optimization using Firefly Algorithm, Computers and Structures 89 (2011) 2325-2336.
[9] Amir Hossein Gandomi, Xin-She Yang, Siamak Taratahari, Amir Hossein Alavi (2013). Firefly Algorithm with Chaos, Communications in Nonlinear Science and Numerical Simulation 18 (2013) 89-98.
[10] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2013). Cuckoo search algorithm: a metaheuristicapproach to solve structural optimization problem. Engineering with Computers (2013) 29:17-35.
[11] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2013). Erratum to: Cuckoo search algorithm: a metaheuristicapproach to solve structural optimization problem. Engineering with Computers (2013) 29:245.
[12] Chrysanthos E. Gounaris, Christodoulos A. Floudas. Tight convex underestimators for Csquare-continuous problems: II. multivariate functions. Journal of Global Optimization (2008) 42, pp. 69-89.
[13] E. L. Hannan (1981), Linear programming with multiple fuzzy goals, Fuzzy Sets and Systems 6 (1981) 235-246.
[14] Xue-Ping Hou, Pei-Ping Shen, Chun-Feng Wang (2014). Global Minimization for Generalized Polynomial Fractional Program. Mathmatical Problems in Engineering, Volume 2014. Hindawi Publishing Company.
[15] James P. Ignizio, Linear Programming in Single- and Multiple-Objective Systems. Prentice-Hall, Englewood Cliffs, NJ, 1982.
[16] James P. Ignizio, Stephen C. Daniels (1983). Fuzzy multicriteria integer programming via fuzzy generalized networks. Fuzzy Sets and Systems 10 (1983) 261-270.
[17] James P. Ignizio, Tom M. Cavalier, Linear Programming. Prentice-Hall, Englewood Cliffs, NJ, 1994.
[18] Majid Jaberipour, Esmaile Khorram (2010). Solving the sum of ratios problems by a harmony search algorithm. Journal of Computational and Applied Mathematics 234 (2010) 733-742.
[19] Sanjay Jain, Kailash Lachhwani (2010). Linear plus fractional multiobjective programming problem with homogeneous constraints using fuzzy approach. Iranian Journal of Operations Research, Vol. 2, No. 1, 2010, pp. 41-49.
[20] Hongwei Jiao, Zhankui Wang, Yongqiang Chen (2013). Global Optimization Algorithm for Sum of Generalized Polynomial Ratios Problems. Applied Mathematical Modelling 37 (2013) 187-197.
[21] Ali Husseinzadeh Kashan (2011). An effective algorithm for constrained global optimization and application to mechanical engineering design: League championship algorithm (LCA). Computer-Aided Design 43 (2011) 1769-1792.
[22] Ali Husseinzadeh Kashan (2015). An effective algorithm for constrained optimization based on optics inspired optimization (OIO). Computer-Aided Design 63 (2015) 52-71.
[23] K. Lachhwani (2012). Fuzzy Goal Programming Approach to Multi Objectve Quadratic Programming Problem. Proceedings of the National Academy of Sciences, India, Section A Physical Sciences (October-December 2012) 82 (4): 317-322.
https://link.springer.com/journal/40010
[24] K. Lachhwani (2014). FGP approach to multi objectve quadratic fractional programming problem. International Journal of Industrial Mathematics, vol. 6, No.1, pp. 49-57. Available online at http://ijim.srbiau.ac.ir/
[25] Han-Lin Li, Jung-Fa Tsai (2005). Treating free variables in generalized geometric global optimization programs. Journal of Global Optimization, 33: 1-13 (2005).
[26] Han-Lin Li, Jung-Fa Tsai, Christodoulos A. Floudas (2008). Convex underestimating for posynomial functions of postive variables. Optimization Letters 2, 333-340 (2008).
[27] Han-Lin Li, Jung-Fa Tsai (2008). A distributed computational algorithm for solving portfolio problems with integer variables. European Journal of Operational Research 186 (2008) pp. 882-891.
[28] Han-Lin Li, Hao-Chun Lu (2009). Global optimization for generalized geometric progams with mixed free-sign variables. Operations Research 57 (3): 701-713 (2009).
[29] Han-Lin Li, Hao-Chun Lu, Chia-Hui Huang, Nian-Ze Hu (2009). A superior representation method for piecewise lineat functions. INFORMS Journal on Computing 21 (2): 314-321 (2009).
[30] Han-Lin Li, Shu-Cherng Fang, Yao-Huei Huang, Tiantian Nie (2016). An enhanced logarithmic method for signomial programming with discrete variables. European Journal of Operational Research 255 (2016) pp. 922-934.
[31] Ming-Hua Lin, Jung-Fa Tsai (2011). Finding multiple optimal solutions of signomial discrete programming problems with free variables, Optimization and Engineering (2011) 12:425-443.
[32] Ming-Hua Lin, Jung-Fa Tsai (2014). A deterministic global approach for mixed-discrete structural optimization, Engineering Optimization (2014) 46:7, pp. 863-879.
[33] Hao-Chun Lu, Han-Lin Li, Chrysanthos E. Gounaris, Christodoulos A. Floudas (2010). Convex relaxation for solving posynomial problems. Journal of Global Optimization (2010) 46, pp. 147-154.
[34] Hao-Chun Lu (2012). An efficient convexification method for solving generalized geometric problems. Journal of Industrial and Management Optimization, Volume 8, Number 2, May 2012, pp. 429-455.
[35] Hao-Chun Lu (2017). Improved logarithnic linearizing method for optimization problems with free-sign pure discrete signomial terms. Journal of Global Optimization (2017) 68, pp. 95-123.
[36] Kenneth R. MacCrimmon (1973). An overview of multiple objective decision making. In James L. Cochrane, Milan Zeleny (editors), Multiple Criteria Decisiom Making. University of South Carolina Press, Columbia.
[37] Mathworks. Solving a mixed integer engineering design problem using the genetic algorithm – MATLAB & Simulink Example.
https://www.mathworks.com/help/gads/examples/solving-a-mixed-integer-engineering-design-problem-using-the-genetic-algorithm.html/
[38] 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.
[39] Katta Murty, Operations Research: Deterministic Optimization Models. Prentice-Hall, 1995.
[40] Sinan Melih Nigdeli, Gebrail Bekdas, Xin-She Yang (2016). Application of the Flower Pollination Algoritm in Structural Engineering. Springer International Publishing Switzerland 2016. http://www.springer.com/cda/content/document/cda…/
[41] Gideon Oron (1979) An algorithm for optimizing nonlinear contrained zero-one problems to improve wastewater treatment, Engineering Optimization, 4:2, 109-114.
[42] Osama Abdel Raouf, Ibraham M. Hezam (2014). Solving Fractional Programming Problems Based on Swarm Intelligence. Journal of Industrial Engineering International (2014) 10:56.
[43] H. S. Ryoo, N. V. Sahinidis (1995). Global optimization of nonconvex NLP and MINLP with applications in process design. Computers and Chemical Engineering Vol. 19 (5) (1995) pp. 551-566.
[44] C. R. Seshan, V. G. Tikekar (1980) Algorithms for Fractional Programming. Journal of the Indian Institute of Science 62 (B), Feb. 1980, Pp. 9-16.
[45] Vikas Sharma (2012), Multobjective integer nonlinear fractional programming problem: A cutting plane approach. OPSEARCH of the Operational Research Society of India (April-June 2012) 49 (2) 133-153.
[46] Pei-Ping Shen, Yun-Peng Duan, Yong-Gang Pei. A simplicial branch and duality boundalgorithm for the sum of convex-convex ratios problem. Journal of Computational and Applied Mathematics 223 (2009) 145-158.
[47] P. B. Thanedar, G. N. Vanderplaats (1995). Survey of discrete variable optimization for structural design, Journal of Structural Engineering, 121 (2), 301-306 (1995).
[48] Jung-Fa Tsai (2005). Global optimization of nonlinear fractional programming problems in engineering design. Engineering Optimization (2005) 37:4, pp. 399-409.
[49] Jung-Fa Tsai, Ming-Hua Lin (2007). Finding all solutions of systems of nonlinear equations with free variables. Engineering Optimization (2007) 39:6, pp. 649-659
[50] Jung-Fa Tsai, Ming-Hua Lin, Yi-Chung Hu (2007). On generalized geometric programming problems with non-positive variables. European Journal of Operational Research 178 (2007) pp. 10-19.
[51] Jung-Fa Tsai, Ming-Hua Lin (2008). Global optimization of signomial mixed-integer nonlinear programming with free variables. Journal of Global Optimization (2008) 42 pp. 39-49.
[52] V. Visweswaran, C. A. Floudas (1996). Computational results for an efficient implementation of the GOP algorithm and its variants. In Grossmann I. E. (ed.), Global Optimization in Engineering Design, Kluwer Book Series in Nonconvex Optimization and Its Applications, Chapter 4.
[53] Pei-Chun Wang, Jung-Fa Tsai, Wei-Nung Ma, Chai-Chien Lee (2010). An efficient global optimization approach for solving mixed-integer nonlinear programming problems. Proceedings of the 40th International Conference on Computers and Industrian Engineering, Japan, pp.1-4, 2010.
Date added to IEEE Xplore: 13 December 2010. Publisher: IEEE.
[54] Pei-Chun Wang, Jung-Fa Tsai (2011). Global optimization of mixed-integer nonlinear programming for engineering design problems. Proceedings of 2011 International Conference on System Science and Engineeing, Macau, China - June 2011.
[55] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64.
[56] Taeyong Yang, James P. Ignizio, and Hyun-Joon Kim, Fuzzy programming with nonlinear membership functions: Piecewise linear approximation. Fuzzy Sets and Systems 41 (1991) 39-53.
[57] H.-J. Zimmermann (1978), Fuzzy programming and linear programming with several objective functions. Fuzzy Sets and Systems 1 (1978) 45-55.
The computer program listed below seeks to solve the following problem in Visweswaran and Floudas [52, pp. 52-54, Test Problem 2], which is as follows:
Minimize 1300 * (1000 / down1) ^ .6 + 1300 * (600 / down2) ^ .6
where down1 = .0333333333333333333333333 * (X(1) * X(2)) + (X(1) + X(2)) / 6,
down2 = .0333333333333333333333333 * (X(3) * X(4)) + (X(3) + X(4)) / 6
subject to
X(9) + X(13)=10
X(9)+ X(15) - X(10) =0
X(13) +x(11)- X(14)=0
X(12) + X(11) - X(10)=0
X(16) +x(15)- X(14) =0
150 * X(9) + X(8) * X(15) - X(5) * X(10)=0
150 * X(13) + X(7) * X(11) - X(6) * X(14)=0
X(10) * (X(7) - X(5))=1000
X(14) * (X(8) - X(6))=600
X(1) + X(7)=500
X(2) + X(5)=250
X(3) + X(8)=350
X(4) + X(6)=200
10<= X(1) <= 350
10<= X(2) <= 350
10<= X(3) <= 200
10<= X(4) <= 200
150<= X(i) <=310, i=5, 6, 7, 8
0<=X(i) <=10, i=9, 10, 11,..., 16.
The purpose of the sequence of line 247 through line 268 is to produce some domino effect.
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
95 FOR J44 = 1 TO 2
96 A(J44) = 10 + RND * 340
98 NEXT J44
101 FOR J44 = 3 TO 4
104 A(J44) = 10 + RND * 190
105 NEXT J44
111 FOR J44 = 5 TO 8
114 A(J44) = 150 + RND * 160
115 NEXT J44
121 FOR J44 = 9 TO 16
124 A(J44) = 0 + RND * 10
125 NEXT J44
128 FOR I = 1 TO 12000
129 FOR KKQQ = 1 TO 16
130 X(KKQQ) = A(KKQQ)
131 NEXT KKQQ
133 FOR IPP = 1 TO (1 + FIX(RND * 3))
181 j = 1 + FIX(RND * 16)
185 REM IF RND < .5 THEN X(j) = A(j) - FIX(RND * 6) ELSE X(j) = A(j) + FIX(RND * 6)
189 r = (1 - RND * 2) * A(j)
190 X(j) = A(j) + (RND ^ (RND * 10)) * r
222 NEXT IPP
226 FOR J44 = 1 TO 16
227 X(J44) = INT(X(J44))
229 NEXT J44
231 FOR J44 = 1 TO 2
232 IF X(J44) < 10## THEN 1670
233 IF X(J44) > 350## THEN 1670
234 NEXT J44
235 FOR J44 = 3 TO 4
236 IF X(J44) < 10## THEN 1670
237 IF X(J44) > 200## THEN 1670
238 NEXT J44
239 FOR J44 = 5 TO 8
240 IF X(J44) < 150## THEN 1670
241 IF X(J44) > 310## THEN 1670
242 NEXT J44
243 FOR J44 = 9 TO 16
244 IF X(J44) < 0## THEN 1670
245 IF X(J44) > 10## THEN 1670
246 NEXT J44
247 X(1) = 500 - X(7)
248 X(2) = 250 - X(5)
252 X(10) = 1000 / (X(7) - X(5))
253 X(3) = 350 - X(8)
254 X(4) = 200 - X(6)
255 X(14) = 600 / (X(8) - X(6))
263 X(9) = 10 - X(13)
264 X(11) = 0 - X(13) + X(14)
265 X(12) = 0 + X(10) - X(11)
267 X(15) = 0 - X(9) + X(10)
268 X(16) = 0 + X(14) - X(15)
300 FOR J44 = 1 TO 2
301 IF X(J44) < 10## THEN 1670
302 IF X(J44) > 350## THEN 1670
304 NEXT J44
310 FOR J44 = 3 TO 4
311 IF X(J44) < 10## THEN 1670
312 IF X(J44) > 200## THEN 1670
314 NEXT J44
320 FOR J44 = 5 TO 8
321 IF X(J44) < 150## THEN 1670
322 IF X(J44) > 310## THEN 1670
324 NEXT J44
326 FOR J44 = 9 TO 16
327 IF X(J44) < 0## THEN 1670
328 IF X(J44) > 10## THEN 1670
329 NEXT J44
455 down1 = .0333333333333333333333333 * (X(1) * X(2)) + (X(1) + X(2)) / 6##
460 down2 = .0333333333333333333333333 * (X(3) * X(4)) + (X(3) + X(4)) / 6##
464 POBA = -1300## * (1000 / down1) ^ .6## - 1300## * (600 / down2) ^ .6## - 1000000## * ABS(150 * X(9) + X(8) * X(15) - X(5) * X(10)) - 1000000## * ABS(150 * X(13) + X(7) * X(11) - X(6) * X(14))
466 P = POBA
1111 IF P <= M THEN 1670
1450 M = P
1454 FOR KLX = 1 TO 16
1455 A(KLX) = X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 IF M < -4945 THEN 1999
1907 PRINT A(1), A(2), A(3), A(4), A(5), A(6), A(7), A(8)
1908 PRINT A(9), A(10), A(11), A(12), A(13), A(14), A(15), A(16), M, JJJJ
1999 NEXT JJJJ
This BASIC computer program was run with QB64v1000-win [55]. The complete output through JJJJ = -31997.34000000043 is shown below:
190 40 140 50 210
150 310 210
0 10 0 10 10
10 10 0 -4845.462004958673
-31998.44000000025
190 40 140 50 210
150 310 210
0 10 0 10 10
10 10 0 -4845.462004958673
-31997.34000000043
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 [55], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31997.34000000043
was 16 seconds, not including the time for “Creating .EXE file” (25 seconds, total, including the time for “Creating .EXE file”). One can compare the computational results above with those on p. 54 of Visweswaran and Floudas [52, p. 54, Test Problem 2].
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] Yuichiro Anzai (1974). On Integer Fractional Programming. Journal of the Operations Research Society of Japan, Volume 17, No. 1, March 1974, pp. 49-66. http://www..orsj.or.jp/~archiv/pdf/e_mag/Vol.17_01_049.pdf.
[2] Sjirk Boon. Solving systems of nonlinear equations. Sci. Math. Num-Analysis, 1992, Newsgroup Article 3529.
[3] S. S. Chadha (2002). Fractional programming with absolute-value functions. European Journal of Operational Research 141 (2002) pp. 233-238.
[4] Ching-Ter Chang (2002). On the posynomial fractional programming problems. European Journal of Operational Research 143 (2002) pp. 42-52.
[5] Ching-Ter Chang (2006). Formulating the mixed integer fractional posynomial programming, European Journal of Operational Research 173 (2006) pp. 370-386.
[6] Ching-Ter Chang (2017). Fuzzy linearization strategy for multiple objective linear fractional programming with binary utility functions. Computers and Industrial Engineering 112 (2017) 437-446.
[7] Piya Chootinan, Anthony Chen (2006). Constraint Handling in genetic algorithms using a gradient-based repair method. Computers and Operations Research 33 (2006) 2263-2281.
[8] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2011). Mixed variable structural optimization using Firefly Algorithm, Computers and Structures 89 (2011) 2325-2336.
[9] Amir Hossein Gandomi, Xin-She Yang, Siamak Taratahari, Amir Hossein Alavi (2013). Firefly Algorithm with Chaos, Communications in Nonlinear Science and Numerical Simulation 18 (2013) 89-98.
[10] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2013). Cuckoo search algorithm: a metaheuristicapproach to solve structural optimization problem. Engineering with Computers (2013) 29:17-35.
[11] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2013). Erratum to: Cuckoo search algorithm: a metaheuristicapproach to solve structural optimization problem. Engineering with Computers (2013) 29:245.
[12] Chrysanthos E. Gounaris, Christodoulos A. Floudas. Tight convex underestimators for Csquare-continuous problems: II. multivariate functions. Journal of Global Optimization (2008) 42, pp. 69-89.
[13] E. L. Hannan (1981), Linear programming with multiple fuzzy goals, Fuzzy Sets and Systems 6 (1981) 235-246.
[14] Xue-Ping Hou, Pei-Ping Shen, Chun-Feng Wang (2014). Global Minimization for Generalized Polynomial Fractional Program. Mathmatical Problems in Engineering, Volume 2014. Hindawi Publishing Company.
[15] James P. Ignizio, Linear Programming in Single- and Multiple-Objective Systems. Prentice-Hall, Englewood Cliffs, NJ, 1982.
[16] James P. Ignizio, Stephen C. Daniels (1983). Fuzzy multicriteria integer programming via fuzzy generalized networks. Fuzzy Sets and Systems 10 (1983) 261-270.
[17] James P. Ignizio, Tom M. Cavalier, Linear Programming. Prentice-Hall, Englewood Cliffs, NJ, 1994.
[18] Majid Jaberipour, Esmaile Khorram (2010). Solving the sum of ratios problems by a harmony search algorithm. Journal of Computational and Applied Mathematics 234 (2010) 733-742.
[19] Sanjay Jain, Kailash Lachhwani (2010). Linear plus fractional multiobjective programming problem with homogeneous constraints using fuzzy approach. Iranian Journal of Operations Research, Vol. 2, No. 1, 2010, pp. 41-49.
[20] Hongwei Jiao, Zhankui Wang, Yongqiang Chen (2013). Global Optimization Algorithm for Sum of Generalized Polynomial Ratios Problems. Applied Mathematical Modelling 37 (2013) 187-197.
[21] Ali Husseinzadeh Kashan (2011). An effective algorithm for constrained global optimization and application to mechanical engineering design: League championship algorithm (LCA). Computer-Aided Design 43 (2011) 1769-1792.
[22] Ali Husseinzadeh Kashan (2015). An effective algorithm for constrained optimization based on optics inspired optimization (OIO). Computer-Aided Design 63 (2015) 52-71.
[23] K. Lachhwani (2012). Fuzzy Goal Programming Approach to Multi Objectve Quadratic Programming Problem. Proceedings of the National Academy of Sciences, India, Section A Physical Sciences (October-December 2012) 82 (4): 317-322.
https://link.springer.com/journal/40010
[24] K. Lachhwani (2014). FGP approach to multi objectve quadratic fractional programming problem. International Journal of Industrial Mathematics, vol. 6, No.1, pp. 49-57. Available online at http://ijim.srbiau.ac.ir/
[25] Han-Lin Li, Jung-Fa Tsai (2005). Treating free variables in generalized geometric global optimization programs. Journal of Global Optimization, 33: 1-13 (2005).
[26] Han-Lin Li, Jung-Fa Tsai, Christodoulos A. Floudas (2008). Convex underestimating for posynomial functions of postive variables. Optimization Letters 2, 333-340 (2008).
[27] Han-Lin Li, Jung-Fa Tsai (2008). A distributed computational algorithm for solving portfolio problems with integer variables. European Journal of Operational Research 186 (2008) pp. 882-891.
[28] Han-Lin Li, Hao-Chun Lu (2009). Global optimization for generalized geometric progams with mixed free-sign variables. Operations Research 57 (3): 701-713 (2009).
[29] Han-Lin Li, Hao-Chun Lu, Chia-Hui Huang, Nian-Ze Hu (2009). A superior representation method for piecewise lineat functions. INFORMS Journal on Computing 21 (2): 314-321 (2009).
[30] Han-Lin Li, Shu-Cherng Fang, Yao-Huei Huang, Tiantian Nie (2016). An enhanced logarithmic method for signomial programming with discrete variables. European Journal of Operational Research 255 (2016) pp. 922-934.
[31] Ming-Hua Lin, Jung-Fa Tsai (2011). Finding multiple optimal solutions of signomial discrete programming problems with free variables, Optimization and Engineering (2011) 12:425-443.
[32] Ming-Hua Lin, Jung-Fa Tsai (2014). A deterministic global approach for mixed-discrete structural optimization, Engineering Optimization (2014) 46:7, pp. 863-879.
[33] Hao-Chun Lu, Han-Lin Li, Chrysanthos E. Gounaris, Christodoulos A. Floudas (2010). Convex relaxation for solving posynomial problems. Journal of Global Optimization (2010) 46, pp. 147-154.
[34] Hao-Chun Lu (2012). An efficient convexification method for solving generalized geometric problems. Journal of Industrial and Management Optimization, Volume 8, Number 2, May 2012, pp. 429-455.
[35] Hao-Chun Lu (2017). Improved logarithnic linearizing method for optimization problems with free-sign pure discrete signomial terms. Journal of Global Optimization (2017) 68, pp. 95-123.
[36] Kenneth R. MacCrimmon (1973). An overview of multiple objective decision making. In James L. Cochrane, Milan Zeleny (editors), Multiple Criteria Decisiom Making. University of South Carolina Press, Columbia.
[37] Mathworks. Solving a mixed integer engineering design problem using the genetic algorithm – MATLAB & Simulink Example.
https://www.mathworks.com/help/gads/examples/solving-a-mixed-integer-engineering-design-problem-using-the-genetic-algorithm.html/
[38] 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.
[39] Katta Murty, Operations Research: Deterministic Optimization Models. Prentice-Hall, 1995.
[40] Sinan Melih Nigdeli, Gebrail Bekdas, Xin-She Yang (2016). Application of the Flower Pollination Algoritm in Structural Engineering. Springer International Publishing Switzerland 2016. http://www.springer.com/cda/content/document/cda…/
[41] Gideon Oron (1979) An algorithm for optimizing nonlinear contrained zero-one problems to improve wastewater treatment, Engineering Optimization, 4:2, 109-114.
[42] Osama Abdel Raouf, Ibraham M. Hezam (2014). Solving Fractional Programming Problems Based on Swarm Intelligence. Journal of Industrial Engineering International (2014) 10:56.
[43] H. S. Ryoo, N. V. Sahinidis (1995). Global optimization of nonconvex NLP and MINLP with applications in process design. Computers and Chemical Engineering Vol. 19 (5) (1995) pp. 551-566.
[44] C. R. Seshan, V. G. Tikekar (1980) Algorithms for Fractional Programming. Journal of the Indian Institute of Science 62 (B), Feb. 1980, Pp. 9-16.
[45] Vikas Sharma (2012), Multobjective integer nonlinear fractional programming problem: A cutting plane approach. OPSEARCH of the Operational Research Society of India (April-June 2012) 49 (2) 133-153.
[46] Pei-Ping Shen, Yun-Peng Duan, Yong-Gang Pei. A simplicial branch and duality boundalgorithm for the sum of convex-convex ratios problem. Journal of Computational and Applied Mathematics 223 (2009) 145-158.
[47] P. B. Thanedar, G. N. Vanderplaats (1995). Survey of discrete variable optimization for structural design, Journal of Structural Engineering, 121 (2), 301-306 (1995).
[48] Jung-Fa Tsai (2005). Global optimization of nonlinear fractional programming problems in engineering design. Engineering Optimization (2005) 37:4, pp. 399-409.
[49] Jung-Fa Tsai, Ming-Hua Lin (2007). Finding all solutions of systems of nonlinear equations with free variables. Engineering Optimization (2007) 39:6, pp. 649-659
[50] Jung-Fa Tsai, Ming-Hua Lin, Yi-Chung Hu (2007). On generalized geometric programming problems with non-positive variables. European Journal of Operational Research 178 (2007) pp. 10-19.
[51] Jung-Fa Tsai, Ming-Hua Lin (2008). Global optimization of signomial mixed-integer nonlinear programming with free variables. Journal of Global Optimization (2008) 42 pp. 39-49.
[52] V. Visweswaran, C. A. Floudas (1996). Computational results for an efficient implementation of the GOP algorithm and its variants. In Grossmann I. E. (ed.), Global Optimization in Engineering Design, Kluwer Book Series in Nonconvex Optimization and Its Applications, Chapter 4.
[53] Pei-Chun Wang, Jung-Fa Tsai, Wei-Nung Ma, Chai-Chien Lee (2010). An efficient global optimization approach for solving mixed-integer nonlinear programming problems. Proceedings of the 40th International Conference on Computers and Industrian Engineering, Japan, pp.1-4, 2010.
Date added to IEEE Xplore: 13 December 2010. Publisher: IEEE.
[54] Pei-Chun Wang, Jung-Fa Tsai (2011). Global optimization of mixed-integer nonlinear programming for engineering design problems. Proceedings of 2011 International Conference on System Science and Engineeing, Macau, China - June 2011.
[55] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64.
[56] Taeyong Yang, James P. Ignizio, and Hyun-Joon Kim, Fuzzy programming with nonlinear membership functions: Piecewise linear approximation. Fuzzy Sets and Systems 41 (1991) 39-53.
[57] H.-J. Zimmermann (1978), Fuzzy programming and linear programming with several objective functions. Fuzzy Sets and Systems 1 (1978) 45-55.
Tuesday, May 15, 2018
Solving the Pooling Problem in Ryoo and Sahinidis [43]
Jsun Yui Wong
The computer program listed below seeks to solve the following problem from Ryoo and Sahinidis [43, p. 564, Example 7]:
Minimize - 9 * X(5) - 15 * X(9) + 6 * X(1) + 16 * X(2) + 10 * X(6)
subject to
X(1)+X(2) = X(3) + X(4)
X(3) + X(7)=X(5)
X(4) +X(8)= X(9)
X(7) + X(8)=X(6)
X(10) * X(3) + 2 * X(7)<=2.5*X(5)
X(10) * X(4) + 2 * X(8)<=1.5*X(9)
3 * X(1) + X(2) =X(10)* (X(3) + X(4))
0<= X(1) = 300
0<= X(2) = 300
0<= X(3) = 100
0<= X(4) = 200
0<= X(5) = 100
0<= X(6) = 300
0<= X(7) = 100
0<= X(8) = 200
0<= X(9) = 200
1<= X(10) = 3.
X(11) and X(12) below are slack variables added.
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
84 A(1) = 0 + RND * 300
85 A(2) = 0 + RND * 300
86 A(3) = 0 + RND * 100
87 A(4) = 0 + RND * 200
88 A(5) = 0 + RND * 100
89 A(6) = 0 + RND * 300
90 A(7) = 0 + RND * 100
91 A(8) = 0 + RND * 200
92 A(9) = 0 + RND * 200
93 A(10) = 1 + RND * 2
128 FOR I = 1 TO 100000
129 FOR KKQQ = 1 TO 10
130 X(KKQQ) = A(KKQQ)
131 NEXT KKQQ
133 FOR IPP = 1 TO (1 + FIX(RND * 3))
181 j = 1 + FIX(RND * 10)
189 r = (1 - RND * 2) * A(j)
190 X(j) = A(j) + (RND ^ (RND * 10)) * r
222 NEXT IPP
226 FOR J44 = 1 TO 9
227 IF X(J44) < 0## THEN 1670
229 NEXT J44
230 IF X(10) < 1## THEN 1670
234 IF X(10) > 3## THEN 1670
235 IF X(1) > 300## THEN 1670
236 IF X(2) > 300## THEN 1670
237 IF X(3) > 100## THEN 1670
238 IF X(4) > 200## THEN 1670
239 IF X(5) > 100## THEN 1670
240 IF X(6) > 3000## THEN 1670
241 IF X(7) > 100## THEN 1670
242 IF X(8) > 200## THEN 1670
243 IF X(9) > 200## THEN 1670
246 X(6) = X(7) + X(8)
247 X(3) = X(5) - X(7)
249 X(4) = X(9) - X(8)
251 X(1) = X(3) + X(4) - X(2)
261 IF ((3 * X(1) + X(2)) / ((X(3) + X(4)))) < 1 THEN 1670
264 IF ((3 * X(1) + X(2)) / ((X(3) + X(4)))) > 3 THEN 1670
266 X(10) = ((3 * X(1) + X(2)) / ((X(3) + X(4))))
447 X(11) = 2.5 * X(5) - X(10) * X(3) - 2 * X(7)
448 X(12) = 1.5 * X(9) - X(10) * X(4) - 2 * X(8)
450 FOR J47 = 11 TO 12
451 IF X(J47) < 0 THEN X(J47) = X(J47) ELSE X(J47) = 0
452 NEXT J47
453 POBA = 9 * X(5) + 15 * X(9) - 6 * X(1) - 16 * X(2) - 10 * X(6) + 1000000 * (X(11) + X(12))
466 P = POBA
1111 IF P <= M THEN 1670
1450 M = P
1454 FOR KLX = 1 TO 12
1455 A(KLX) = X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 IF M < 395 THEN 1999
1907 PRINT A(1), A(2), A(3), A(4), A(5), A(6), A(7), A(8)
1908 PRINT A(9), A(10), A(11), A(12), M, JJJJ
1999 NEXT JJJJ
This BASIC computer program was run with QB64v1000-win [54]. The complete output through JJJJ = -31997.93000000033 is shown below:
2.941007286239028D-04 100.0002941070896 6.361036753569613D-09
100.0005882014572 6.361036753569613D-09 99.99941179854277
6.838581110170434D-52 99.99941179854277
200 1.000005881979974 0 0
399.999411754016 -31998.41000000026
4.358111960129918D-04 100.0004358212102 1.001421964597826D-08
100.000871622392 1.001421964597826D-08 99.99912837760802
5.282118877464382D-74 99.99912837760802
200 1.000005881979947 0 0
399.9991283075091 -31997.93000000033
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 [54], the wall-clock time (not CPU time) for obtaining the output through
JJJJ = -31997.93000000033
was 77 seconds, not including the time for “Creating .EXE file” (85 seconds, total, including the time for “Creating .EXE file”). One can compare the computational results above with those on p. 564 of Ryoo and Sahinidis [43, p. 564, Example 7].
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] Yuichiro Anzai (1974). On Integer Fractional Programming. Journal of the Operations Research Society of Japan, Volume 17, No. 1, March 1974, pp. 49-66. http://www..orsj.or.jp/~archiv/pdf/e_mag/Vol.17_01_049.pdf.
[2] Sjirk Boon. Solving systems of nonlinear equations. Sci. Math. Num-Analysis, 1992, Newsgroup Article 3529.
[3] S. S. Chadha (2002). Fractional programming with absolute-value functions. European Journal of Operational Research 141 (2002) pp. 233-238.
[4] Ching-Ter Chang (2002). On the posynomial fractional programming problems. European Journal of Operational Research 143 (2002) pp. 42-52.
[5] Ching-Ter Chang (2006). Formulating the mixed integer fractional posynomial programming, European Journal of Operational Research 173 (2006) pp. 370-386.
[6] Ching-Ter Chang (2017). Fuzzy linearization strategy for multiple objective linear fractional programming with binary utility functions. Computers and Industrial Engineering 112 (2017) 437-446.
[7] Piya Chootinan, Anthony Chen (2006). Constraint Handling in genetic algorithms using a gradient-based repair method. Computers and Operations Research 33 (2006) 2263-2281.
[8] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2011). Mixed variable structural optimization using Firefly Algorithm, Computers and Structures 89 (2011) 2325-2336.
[9] Amir Hossein Gandomi, Xin-She Yang, Siamak Taratahari, Amir Hossein Alavi (2013). Firefly Algorithm with Chaos, Communications in Nonlinear Science and Numerical Simulation 18 (2013) 89-98.
[10] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2013). Cuckoo search algorithm: a metaheuristicapproach to solve structural optimization problem. Engineering with Computers (2013) 29:17-35.
[11] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2013). Erratum to: Cuckoo search algorithm: a metaheuristicapproach to solve structural optimization problem. Engineering with Computers (2013) 29:245.
[12] Chrysanthos E. Gounaris, Christodoulos A. Floudas. Tight convex underestimators for Csquare-continuous problems: II. multivariate functions. Journal of Global Optimization (2008) 42, pp. 69-89.
[13] E. L. Hannan (1981), Linear programming with multiple fuzzy goals, Fuzzy Sets and Systems 6 (1981) 235-246.
[14] Xue-Ping Hou, Pei-Ping Shen, Chun-Feng Wang (2014). Global Minimization for Generalized Polynomial Fractional Program. Mathmatical Problems in Engineering, Volume 2014. Hindawi Publishing Company.
[15] James P. Ignizio, Linear Programming in Single- and Multiple-Objective Systems. Prentice-Hall, Englewood Cliffs, NJ, 1982.
[16] James P. Ignizio, Stephen C. Daniels (1983). Fuzzy multicriteria integer programming via fuzzy generalized networks. Fuzzy Sets and Systems 10 (1983) 261-270.
[17] James P. Ignizio, Tom M. Cavalier, Linear Programming. Prentice-Hall, Englewood Cliffs, NJ, 1994.
[18] Majid Jaberipour, Esmaile Khorram (2010). Solving the sum of ratios problems by a harmony search algorithm. Journal of Computational and Applied Mathematics 234 (2010) 733-742.
[19] Sanjay Jain, Kailash Lachhwani (2010). Linear plus fractional multiobjective programming problem with homogeneous constraints using fuzzy approach. Iranian Journal of Operations Research, Vol. 2, No. 1, 2010, pp. 41-49.
[20] Hongwei Jiao, Zhankui Wang, Yongqiang Chen (2013). Global Optimization Algorithm for Sum of Generalized Polynomial Ratios Problems. Applied Mathematical Modelling 37 (2013) 187-197.
[21] Ali Husseinzadeh Kashan (2011). An effective algorithm for constrained global optimization and application to mechanical engineering design: League championship algorithm (LCA). Computer-Aided Design 43 (2011) 1769-1792.
[22] Ali Husseinzadeh Kashan (2015). An effective algorithm for constrained optimization based on optics inspired optimization (OIO). Computer-Aided Design 63 (2015) 52-71.
[23] K. Lachhwani (2012). Fuzzy Goal Programming Approach to Multi Objectve Quadratic Programming Problem. Proceedings of the National Academy of Sciences, India, Section A Physical Sciences (October-December 2012) 82 (4): 317-322.
https://link.springer.com/journal/40010
[24] K. Lachhwani (2014). FGP approach to multi objectve quadratic fractional programming problem. International Journal of Industrial Mathematics, vol. 6, No.1, pp. 49-57. Available online at http://ijim.srbiau.ac.ir/
[25] Han-Lin Li, Jung-Fa Tsai (2005). Treating free variables in generalized geometric global optimization programs.. Journal of Global Optimization, 33: 1-13 (2005).
[26] Han-Lin Li, Jung-Fa Tsai, Christodoulos A. Floudas (2008). Convex underestimating for posynomial functions of postive variables. Optimization Letters 2, 333-340 (2008).
[27] Han-Lin Li, Jung-Fa Tsai (2008). A distributed computational algorithm for solving portfolio problems with integer variables. European Journal of Operational Research 186 (2008) pp. 882-891.
[28] Han-Lin Li, Hao-Chun Lu (2009). Global optimization for generalized geometric progams with mixed free-sign variables. Operations Research 57 (3): 701-713 (2009).
[29] Han-Lin Li, Hao-Chun Lu, Chia-Hui Huang, Nian-Ze Hu (2009). A superior representation method for piecewise lineat functions. INFORMS Journal on Computing 21 (2): 314-321 (2009).
[30] Han-Lin Li, Shu-Cherng Fang, Yao-Huei Huang, Tiantian Nie (2016). An enhanced logarithmic method for signomial programming with discrete variables. European Journal of Operational Research 255 (2016) pp. 922-934.
[31] Ming-Hua Lin, Jung-Fa Tsai (2011). Finding multiple optimal solutions of signomial discrete programming problems with free variables, Optimization and Engineering (2011) 12:425-443.
[32] Ming-Hua Lin, Jung-Fa Tsai (2014). A deterministic global approach for mixed-discrete structural optimization, Engineering Optimization (2014) 46:7, pp. 863-879.
[33] Hao-Chun Lu, Han-Lin Li, Chrysanthos E. Gounaris, Christodoulos A. Floudas (2010). Convex relaxation for solving posynomial problems. Journal of Global Optimization (2010) 46, pp. 147-154.
[34] Hao-Chun Lu (2012). An efficient convexification method for solving generalized geometric problems. Journal of Industrial and Management Optimization, Volume 8, Number 2, May 2012, pp. 429-455.
[35] Hao-Chun Lu (2017). Improved logarithnic linearizing method for optimization problems with free-sign pure discrete signomial terms. Journal of Global Optimization (2017) 68, pp. 95-123.
[36] Kenneth R. MacCrimmon (1973). An overview of multiple objective decision making. In James L. Cochrane, Milan Zeleny (editors), Multiple Criteria Decisiom Making. University of South Carolina Press, Columbia.
[37] Mathworks. Solving a mixed integer engineering design problem using the genetic algorithm – MATLAB & Simulink Example.
https://www.mathworks.com/help/gads/examples/solving-a-mixed-integer-engineering-design-problem-using-the-genetic-algorithm.html/
[38] 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.
[39] Katta Murty, Operations Research: Deterministic Optimization Models. Prentice-Hall, 1995.
[40] Sinan Melih Nigdeli, Gebrail Bekdas, Xin-She Yang (2016). Application of the Flower Pollination Algoritm in Structural Engineering. Springer International Publishing Switzerland 2016. http://www.springer.com/cda/content/document/cda…/
[41] Gideon Oron (1979) An algorithm for optimizing nonlinear contrained zero-one problems to improve wastewater treatment, Engineering Optimization, 4:2, 109-114.
[42] Osama Abdel Raouf, Ibraham M. Hezam (2014). Solving Fractional Programming Problems Based on Swarm Intelligence. Journal of Industrial Engineering International (2014) 10:56.
[43] H. S. Ryoo, N. V. Sahinidis (1995). Global optimization of nonconvex NLP and MINLP with applications in process design. Computers and Chemical Engineering Vol. 19 (5) (1995) pp. 551-566.
[44] C. R. Seshan, V. G. Tikekar (1980) Algorithms for Fractional Programming. Journal of the Indian Institute of Science 62 (B), Feb. 1980, Pp. 9-16.
[45] Vikas Sharma (2012), Multobjective integer nonlinear fractional programming problem: A cutting plane approach. OPSEARCH of the Operational Research Society of India (April-June 2012) 49 (2) 133-153.
[46] Pei-Ping Shen, Yun-Peng Duan, Yong-Gang Pei. A simplicial branch and duality boundalgorithm for the sum of convex-convex ratios problem. Journal of Computational and Applied Mathematics 223 (2009) 145-158.
[47] P. B. Thanedar, G. N. Vanderplaats (1995). Survey of discrete variable optimization for structural design, Journal of Structural Engineering, 121 (2), 301-306 (1995).
[48] Jung-Fa Tsai (2005). Global optimization of nonlinear fractional programming problems in engineering design. Engineering Optimization (2005) 37:4, pp. 399-409.
[49] Jung-Fa Tsai, Ming-Hua Lin (2007). Finding all solutions of systems of nonlinear equations with free variables. Engineering Optimization (2007) 39:6, pp. 649-659
[50] Jung-Fa Tsai, Ming-Hua Lin, Yi-Chung Hu (2007). On generalized geometric programming problems with non-positive variables. European Journal of Operational Research 178 (2007) pp. 10-19.
[51] Jung-Fa Tsai, Ming-Hua Lin (2008). Global optimization of signomial mixed-integer nonlinear programming with free variables. Journal of Global Optimization (2008) 42 pp. 39-49.
[52] Pei-Chun Wang, Jung-Fa Tsai, Wei-Nung Ma, Chai-Chien Lee (2010). An efficient global optimization approach for solving mixed-integer nonlinear programming problems. Proceedings of the 40th International Conference on Computers and Industrian Engineering, Japan, pp.1-4, 2010.
Date added to IEEE Xplore: 13 December 2010. Publisher:IEEE.
[53] Pei-Chun Wang, Jung-Fa Tsai (2011). Global optimization of mixed-integer nonlinear programming for engineering design problems. Proceedings of 2011 International Conference on System Science and Engineeing, Macau, China - June 2011.
[54] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64.
[55] Taeyong Yang, James P. Ignizio, and Hyun-Joon Kim, Fuzzy programming with nonlinear membership functions: Piecewise linear approximation. Fuzzy Sets and Systems 41 (1991) 39-53.
[56] H.-J. Zimmermann (1978), Fuzzy programming and linear programming with several objective functions. Fuzzy Sets and Systems 1 (1978) 45-55.
The computer program listed below seeks to solve the following problem from Ryoo and Sahinidis [43, p. 564, Example 7]:
Minimize - 9 * X(5) - 15 * X(9) + 6 * X(1) + 16 * X(2) + 10 * X(6)
subject to
X(1)+X(2) = X(3) + X(4)
X(3) + X(7)=X(5)
X(4) +X(8)= X(9)
X(7) + X(8)=X(6)
X(10) * X(3) + 2 * X(7)<=2.5*X(5)
X(10) * X(4) + 2 * X(8)<=1.5*X(9)
3 * X(1) + X(2) =X(10)* (X(3) + X(4))
0<= X(1) = 300
0<= X(2) = 300
0<= X(3) = 100
0<= X(4) = 200
0<= X(5) = 100
0<= X(6) = 300
0<= X(7) = 100
0<= X(8) = 200
0<= X(9) = 200
1<= X(10) = 3.
X(11) and X(12) below are slack variables added.
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
84 A(1) = 0 + RND * 300
85 A(2) = 0 + RND * 300
86 A(3) = 0 + RND * 100
87 A(4) = 0 + RND * 200
88 A(5) = 0 + RND * 100
89 A(6) = 0 + RND * 300
90 A(7) = 0 + RND * 100
91 A(8) = 0 + RND * 200
92 A(9) = 0 + RND * 200
93 A(10) = 1 + RND * 2
128 FOR I = 1 TO 100000
129 FOR KKQQ = 1 TO 10
130 X(KKQQ) = A(KKQQ)
131 NEXT KKQQ
133 FOR IPP = 1 TO (1 + FIX(RND * 3))
181 j = 1 + FIX(RND * 10)
189 r = (1 - RND * 2) * A(j)
190 X(j) = A(j) + (RND ^ (RND * 10)) * r
222 NEXT IPP
226 FOR J44 = 1 TO 9
227 IF X(J44) < 0## THEN 1670
229 NEXT J44
230 IF X(10) < 1## THEN 1670
234 IF X(10) > 3## THEN 1670
235 IF X(1) > 300## THEN 1670
236 IF X(2) > 300## THEN 1670
237 IF X(3) > 100## THEN 1670
238 IF X(4) > 200## THEN 1670
239 IF X(5) > 100## THEN 1670
240 IF X(6) > 3000## THEN 1670
241 IF X(7) > 100## THEN 1670
242 IF X(8) > 200## THEN 1670
243 IF X(9) > 200## THEN 1670
246 X(6) = X(7) + X(8)
247 X(3) = X(5) - X(7)
249 X(4) = X(9) - X(8)
251 X(1) = X(3) + X(4) - X(2)
261 IF ((3 * X(1) + X(2)) / ((X(3) + X(4)))) < 1 THEN 1670
264 IF ((3 * X(1) + X(2)) / ((X(3) + X(4)))) > 3 THEN 1670
266 X(10) = ((3 * X(1) + X(2)) / ((X(3) + X(4))))
447 X(11) = 2.5 * X(5) - X(10) * X(3) - 2 * X(7)
448 X(12) = 1.5 * X(9) - X(10) * X(4) - 2 * X(8)
450 FOR J47 = 11 TO 12
451 IF X(J47) < 0 THEN X(J47) = X(J47) ELSE X(J47) = 0
452 NEXT J47
453 POBA = 9 * X(5) + 15 * X(9) - 6 * X(1) - 16 * X(2) - 10 * X(6) + 1000000 * (X(11) + X(12))
466 P = POBA
1111 IF P <= M THEN 1670
1450 M = P
1454 FOR KLX = 1 TO 12
1455 A(KLX) = X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 IF M < 395 THEN 1999
1907 PRINT A(1), A(2), A(3), A(4), A(5), A(6), A(7), A(8)
1908 PRINT A(9), A(10), A(11), A(12), M, JJJJ
1999 NEXT JJJJ
This BASIC computer program was run with QB64v1000-win [54]. The complete output through JJJJ = -31997.93000000033 is shown below:
2.941007286239028D-04 100.0002941070896 6.361036753569613D-09
100.0005882014572 6.361036753569613D-09 99.99941179854277
6.838581110170434D-52 99.99941179854277
200 1.000005881979974 0 0
399.999411754016 -31998.41000000026
4.358111960129918D-04 100.0004358212102 1.001421964597826D-08
100.000871622392 1.001421964597826D-08 99.99912837760802
5.282118877464382D-74 99.99912837760802
200 1.000005881979947 0 0
399.9991283075091 -31997.93000000033
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 [54], the wall-clock time (not CPU time) for obtaining the output through
JJJJ = -31997.93000000033
was 77 seconds, not including the time for “Creating .EXE file” (85 seconds, total, including the time for “Creating .EXE file”). One can compare the computational results above with those on p. 564 of Ryoo and Sahinidis [43, p. 564, Example 7].
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] Yuichiro Anzai (1974). On Integer Fractional Programming. Journal of the Operations Research Society of Japan, Volume 17, No. 1, March 1974, pp. 49-66. http://www..orsj.or.jp/~archiv/pdf/e_mag/Vol.17_01_049.pdf.
[2] Sjirk Boon. Solving systems of nonlinear equations. Sci. Math. Num-Analysis, 1992, Newsgroup Article 3529.
[3] S. S. Chadha (2002). Fractional programming with absolute-value functions. European Journal of Operational Research 141 (2002) pp. 233-238.
[4] Ching-Ter Chang (2002). On the posynomial fractional programming problems. European Journal of Operational Research 143 (2002) pp. 42-52.
[5] Ching-Ter Chang (2006). Formulating the mixed integer fractional posynomial programming, European Journal of Operational Research 173 (2006) pp. 370-386.
[6] Ching-Ter Chang (2017). Fuzzy linearization strategy for multiple objective linear fractional programming with binary utility functions. Computers and Industrial Engineering 112 (2017) 437-446.
[7] Piya Chootinan, Anthony Chen (2006). Constraint Handling in genetic algorithms using a gradient-based repair method. Computers and Operations Research 33 (2006) 2263-2281.
[8] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2011). Mixed variable structural optimization using Firefly Algorithm, Computers and Structures 89 (2011) 2325-2336.
[9] Amir Hossein Gandomi, Xin-She Yang, Siamak Taratahari, Amir Hossein Alavi (2013). Firefly Algorithm with Chaos, Communications in Nonlinear Science and Numerical Simulation 18 (2013) 89-98.
[10] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2013). Cuckoo search algorithm: a metaheuristicapproach to solve structural optimization problem. Engineering with Computers (2013) 29:17-35.
[11] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2013). Erratum to: Cuckoo search algorithm: a metaheuristicapproach to solve structural optimization problem. Engineering with Computers (2013) 29:245.
[12] Chrysanthos E. Gounaris, Christodoulos A. Floudas. Tight convex underestimators for Csquare-continuous problems: II. multivariate functions. Journal of Global Optimization (2008) 42, pp. 69-89.
[13] E. L. Hannan (1981), Linear programming with multiple fuzzy goals, Fuzzy Sets and Systems 6 (1981) 235-246.
[14] Xue-Ping Hou, Pei-Ping Shen, Chun-Feng Wang (2014). Global Minimization for Generalized Polynomial Fractional Program. Mathmatical Problems in Engineering, Volume 2014. Hindawi Publishing Company.
[15] James P. Ignizio, Linear Programming in Single- and Multiple-Objective Systems. Prentice-Hall, Englewood Cliffs, NJ, 1982.
[16] James P. Ignizio, Stephen C. Daniels (1983). Fuzzy multicriteria integer programming via fuzzy generalized networks. Fuzzy Sets and Systems 10 (1983) 261-270.
[17] James P. Ignizio, Tom M. Cavalier, Linear Programming. Prentice-Hall, Englewood Cliffs, NJ, 1994.
[18] Majid Jaberipour, Esmaile Khorram (2010). Solving the sum of ratios problems by a harmony search algorithm. Journal of Computational and Applied Mathematics 234 (2010) 733-742.
[19] Sanjay Jain, Kailash Lachhwani (2010). Linear plus fractional multiobjective programming problem with homogeneous constraints using fuzzy approach. Iranian Journal of Operations Research, Vol. 2, No. 1, 2010, pp. 41-49.
[20] Hongwei Jiao, Zhankui Wang, Yongqiang Chen (2013). Global Optimization Algorithm for Sum of Generalized Polynomial Ratios Problems. Applied Mathematical Modelling 37 (2013) 187-197.
[21] Ali Husseinzadeh Kashan (2011). An effective algorithm for constrained global optimization and application to mechanical engineering design: League championship algorithm (LCA). Computer-Aided Design 43 (2011) 1769-1792.
[22] Ali Husseinzadeh Kashan (2015). An effective algorithm for constrained optimization based on optics inspired optimization (OIO). Computer-Aided Design 63 (2015) 52-71.
[23] K. Lachhwani (2012). Fuzzy Goal Programming Approach to Multi Objectve Quadratic Programming Problem. Proceedings of the National Academy of Sciences, India, Section A Physical Sciences (October-December 2012) 82 (4): 317-322.
https://link.springer.com/journal/40010
[24] K. Lachhwani (2014). FGP approach to multi objectve quadratic fractional programming problem. International Journal of Industrial Mathematics, vol. 6, No.1, pp. 49-57. Available online at http://ijim.srbiau.ac.ir/
[25] Han-Lin Li, Jung-Fa Tsai (2005). Treating free variables in generalized geometric global optimization programs.. Journal of Global Optimization, 33: 1-13 (2005).
[26] Han-Lin Li, Jung-Fa Tsai, Christodoulos A. Floudas (2008). Convex underestimating for posynomial functions of postive variables. Optimization Letters 2, 333-340 (2008).
[27] Han-Lin Li, Jung-Fa Tsai (2008). A distributed computational algorithm for solving portfolio problems with integer variables. European Journal of Operational Research 186 (2008) pp. 882-891.
[28] Han-Lin Li, Hao-Chun Lu (2009). Global optimization for generalized geometric progams with mixed free-sign variables. Operations Research 57 (3): 701-713 (2009).
[29] Han-Lin Li, Hao-Chun Lu, Chia-Hui Huang, Nian-Ze Hu (2009). A superior representation method for piecewise lineat functions. INFORMS Journal on Computing 21 (2): 314-321 (2009).
[30] Han-Lin Li, Shu-Cherng Fang, Yao-Huei Huang, Tiantian Nie (2016). An enhanced logarithmic method for signomial programming with discrete variables. European Journal of Operational Research 255 (2016) pp. 922-934.
[31] Ming-Hua Lin, Jung-Fa Tsai (2011). Finding multiple optimal solutions of signomial discrete programming problems with free variables, Optimization and Engineering (2011) 12:425-443.
[32] Ming-Hua Lin, Jung-Fa Tsai (2014). A deterministic global approach for mixed-discrete structural optimization, Engineering Optimization (2014) 46:7, pp. 863-879.
[33] Hao-Chun Lu, Han-Lin Li, Chrysanthos E. Gounaris, Christodoulos A. Floudas (2010). Convex relaxation for solving posynomial problems. Journal of Global Optimization (2010) 46, pp. 147-154.
[34] Hao-Chun Lu (2012). An efficient convexification method for solving generalized geometric problems. Journal of Industrial and Management Optimization, Volume 8, Number 2, May 2012, pp. 429-455.
[35] Hao-Chun Lu (2017). Improved logarithnic linearizing method for optimization problems with free-sign pure discrete signomial terms. Journal of Global Optimization (2017) 68, pp. 95-123.
[36] Kenneth R. MacCrimmon (1973). An overview of multiple objective decision making. In James L. Cochrane, Milan Zeleny (editors), Multiple Criteria Decisiom Making. University of South Carolina Press, Columbia.
[37] Mathworks. Solving a mixed integer engineering design problem using the genetic algorithm – MATLAB & Simulink Example.
https://www.mathworks.com/help/gads/examples/solving-a-mixed-integer-engineering-design-problem-using-the-genetic-algorithm.html/
[38] 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.
[39] Katta Murty, Operations Research: Deterministic Optimization Models. Prentice-Hall, 1995.
[40] Sinan Melih Nigdeli, Gebrail Bekdas, Xin-She Yang (2016). Application of the Flower Pollination Algoritm in Structural Engineering. Springer International Publishing Switzerland 2016. http://www.springer.com/cda/content/document/cda…/
[41] Gideon Oron (1979) An algorithm for optimizing nonlinear contrained zero-one problems to improve wastewater treatment, Engineering Optimization, 4:2, 109-114.
[42] Osama Abdel Raouf, Ibraham M. Hezam (2014). Solving Fractional Programming Problems Based on Swarm Intelligence. Journal of Industrial Engineering International (2014) 10:56.
[43] H. S. Ryoo, N. V. Sahinidis (1995). Global optimization of nonconvex NLP and MINLP with applications in process design. Computers and Chemical Engineering Vol. 19 (5) (1995) pp. 551-566.
[44] C. R. Seshan, V. G. Tikekar (1980) Algorithms for Fractional Programming. Journal of the Indian Institute of Science 62 (B), Feb. 1980, Pp. 9-16.
[45] Vikas Sharma (2012), Multobjective integer nonlinear fractional programming problem: A cutting plane approach. OPSEARCH of the Operational Research Society of India (April-June 2012) 49 (2) 133-153.
[46] Pei-Ping Shen, Yun-Peng Duan, Yong-Gang Pei. A simplicial branch and duality boundalgorithm for the sum of convex-convex ratios problem. Journal of Computational and Applied Mathematics 223 (2009) 145-158.
[47] P. B. Thanedar, G. N. Vanderplaats (1995). Survey of discrete variable optimization for structural design, Journal of Structural Engineering, 121 (2), 301-306 (1995).
[48] Jung-Fa Tsai (2005). Global optimization of nonlinear fractional programming problems in engineering design. Engineering Optimization (2005) 37:4, pp. 399-409.
[49] Jung-Fa Tsai, Ming-Hua Lin (2007). Finding all solutions of systems of nonlinear equations with free variables. Engineering Optimization (2007) 39:6, pp. 649-659
[50] Jung-Fa Tsai, Ming-Hua Lin, Yi-Chung Hu (2007). On generalized geometric programming problems with non-positive variables. European Journal of Operational Research 178 (2007) pp. 10-19.
[51] Jung-Fa Tsai, Ming-Hua Lin (2008). Global optimization of signomial mixed-integer nonlinear programming with free variables. Journal of Global Optimization (2008) 42 pp. 39-49.
[52] Pei-Chun Wang, Jung-Fa Tsai, Wei-Nung Ma, Chai-Chien Lee (2010). An efficient global optimization approach for solving mixed-integer nonlinear programming problems. Proceedings of the 40th International Conference on Computers and Industrian Engineering, Japan, pp.1-4, 2010.
Date added to IEEE Xplore: 13 December 2010. Publisher:IEEE.
[53] Pei-Chun Wang, Jung-Fa Tsai (2011). Global optimization of mixed-integer nonlinear programming for engineering design problems. Proceedings of 2011 International Conference on System Science and Engineeing, Macau, China - June 2011.
[54] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64.
[55] Taeyong Yang, James P. Ignizio, and Hyun-Joon Kim, Fuzzy programming with nonlinear membership functions: Piecewise linear approximation. Fuzzy Sets and Systems 41 (1991) 39-53.
[56] H.-J. Zimmermann (1978), Fuzzy programming and linear programming with several objective functions. Fuzzy Sets and Systems 1 (1978) 45-55.
Monday, May 14, 2018
Heat Exchanger Network Design with Nonlinear Programming
Jsun Yui Wong
The computer program listed below seeks to solve the following problem from Ryoo and Sahinidis [43, p. 564, Example 5]:
Minimize X(1) + X(2) + X(3)
subject to
100000 * ( X(4)-100) = (120 *X(1)* (300 - X(4))
100000 * (X(5) - X(4))) = 80 *X(2)* (400 - X(5))
100000 * (500 - X(5)) = 40 *X(3)* (600-500)
0<=X(1) < = 15834
0<=X(2) < = 36250
0<=X(3) < = 10000
100<=X(4) < = 300
100<= X(5) <=400.
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
84 A(1) = 0 + (RND * 15836)
85 A(2) = 0 + (RND * 46250)
86 A(3) = 0 + (RND * 10000)
88 A(4) = 100 + (RND * 200)
90 A(5) = 100 + (RND * 300)
128 FOR I = 1 TO 50000
129 FOR KKQQ = 1 TO 5
130 X(KKQQ) = A(KKQQ)
131 NEXT KKQQ
133 FOR IPP = 1 TO (1 + FIX(RND * 2))
181 j = 1 + FIX(RND * 5)
189 r = (1 - RND * 2) * A(j)
190 X(j) = A(j) + (RND ^ (RND * 10)) * r
222 NEXT IPP
224 FOR J44 = 1 TO 3
227 IF X(J44) < 0## THEN 1670
229 NEXT J44
231 IF X(4) < 100## THEN 1670
232 IF X(5) < 100## THEN 1670
236 IF X(1) > 15834## THEN 1670
237 IF X(2) > 36250## THEN 1670
238 IF X(3) > 10000## THEN 1670
241 IF X(4) > 300## THEN 1670
243 IF X(5) > 400## THEN 1670
244 X(3) = (100000 * (500 - X(5))) / (40 * (100))
245 X(1) = (100000 * (-100 + X(4))) / (120 * (300 - X(4)))
246 X(2) = (100000 * (-X(4) + X(5))) / (80 * (400 - X(5)))
247 FOR J44 = 1 TO 3
248 IF X(J44) < 0## THEN 1670
249 NEXT J44
257 IF X(4) < 100## THEN 1670
259 IF X(5) < 100## THEN 1670
276 IF X(1) > 15834## THEN 1670
286 IF X(2) > 36250## THEN 1670
296 IF X(3) > 10000## THEN 1670
298 IF X(4) > 300## THEN 1670
300 IF X(5) > 400## THEN 1670
455 POBA = -X(1) - X(2) - X(3)
466 P = POBA
1111 IF P <= M THEN 1670
1450 M = P
1454 FOR KLX = 1 TO 5
1455 A(KLX) = X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 REM IF M < 11 THEN 1999
1907 PRINT A(1), A(2), A(3), A(4), A(5)
1908 PRINT M, JJJJ
1999 NEXT JJJJ
This BASIC computer program was run with QB64v1000-win [54]. The complete output through JJJJ = -31999.99 is shown below:
579.3067378950841 1359.971236996797 5109.971297583114
182.0175994854676 295.6011480966754
-7049.249272475995 -32000
579.3067211553962 1359.971273893866 5109.971277426733
182.0175980873007 295.6011489029307
-7049.249272475995 -31999.99
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 [54], the wall-clock time (not CPU time) for obtaining the output through
JJJJ = -31999.96000000001 was 2 seconds, not including the time for “Creating .EXE file” (10 seconds, total, including the time for “Creating .EXE file”). One can compare the computational results above with those on p. 564 of Ryoo and Sahinidis [43, p. 564, Example 5].
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] Yuichiro Anzai (1974). On Integer Fractional Programming. Journal of the Operations Research Society of Japan, Volume 17, No. 1, March 1974, pp. 49-66. http://www..orsj.or.jp/~archiv/pdf/e_mag/Vol.17_01_049.pdf.
[2] Sjirk Boon. Solving systems of nonlinear equations. Sci. Math. Num-Analysis, 1992, Newsgroup Article 3529.
[3] S. S. Chadha (2002). Fractional programming with absolute-value functions. European Journal of Operational Research 141 (2002) pp. 233-238.
[4] Ching-Ter Chang (2002). On the posynomial fractional programming problems. European Journal of Operational Research 143 (2002) pp. 42-52.
[5] Ching-Ter Chang (2006). Formulating the mixed integer fractional posynomial programming, European Journal of Operational Research 173 (2006) pp. 370-386.
[6] Ching-Ter Chang (2017). Fuzzy linearization strategy for multiple objective linear fractional programming with binary utility functions. Computers and Industrial Engineering 112 (2017) 437-446.
[7] Piya Chootinan, Anthony Chen (2006). Constraint Handling in genetic algorithms using a gradient-based repair method. Computers and Operations Research 33 (2006) 2263-2281.
[8] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2011). Mixed variable structural optimization using Firefly Algorithm, Computers and Structures 89 (2011) 2325-2336.
[9] Amir Hossein Gandomi, Xin-She Yang, Siamak Taratahari, Amir Hossein Alavi (2013). Firefly Algorithm with Chaos, Communications in Nonlinear Science and Numerical Simulation 18 (2013) 89-98.
[10] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2013). Cuckoo search algorithm: a metaheuristicapproach to solve structural optimization problem. Engineering with Computers (2013) 29:17-35.
[11] Amir Hossein Gandomi, Xin-She Yang, Amir Hossein Alavi (2013). Erratum to: Cuckoo search algorithm: a metaheuristicapproach to solve structural optimization problem. Engineering with Computers (2013) 29:245.
[12] Chrysanthos E. Gounaris, Christodoulos A. Floudas. Tight convex underestimators for Csquare-continuous problems: II. multivariate functions. Journal of Global Optimization (2008) 42, pp. 69-89.
[13] E. L. Hannan (1981), Linear programming with multiple fuzzy goals, Fuzzy Sets and Systems 6 (1981) 235-246.
[14] Xue-Ping Hou, Pei-Ping Shen, Chun-Feng Wang (2014). Global Minimization for Generalized Polynomial Fractional Program. Mathmatical Problems in Engineering, Volume 2014. Hindawi Publishing Company.
[15] James P. Ignizio, Linear Programming in Single- and Multiple-Objective Systems. Prentice-Hall, Englewood Cliffs, NJ, 1982.
[16] James P. Ignizio, Stephen C. Daniels (1983). Fuzzy multicriteria integer programming via fuzzy generalized networks. Fuzzy Sets and Systems 10 (1983) 261-270.
[17] James P. Ignizio, Tom M. Cavalier, Linear Programming. Prentice-Hall, Englewood Cliffs, NJ, 1994.
[18] Majid Jaberipour, Esmaile Khorram (2010). Solving the sum of ratios problems by a harmony search algorithm. Journal of Computational and Applied Mathematics 234 (2010) 733-742.
[19] Sanjay Jain, Kailash Lachhwani (2010). Linear plus fractional multiobjective programming problem with homogeneous constraints using fuzzy approach. Iranian Journal of Operations Research, Vol. 2, No. 1, 2010, pp. 41-49.
[20] Hongwei Jiao, Zhankui Wang, Yongqiang Chen (2013). Global Optimization Algorithm for Sum of Generalized Polynomial Ratios Problems. Applied Mathematical Modelling 37 (2013) 187-197.
[21] Ali Husseinzadeh Kashan (2011). An effective algorithm for constrained global optimization and application to mechanical engineering design: League championship algorithm (LCA). Computer-Aided Design 43 (2011) 1769-1792.
[22] Ali Husseinzadeh Kashan (2015). An effective algorithm for constrained optimization based on optics inspired optimization (OIO). Computer-Aided Design 63 (2015) 52-71.
[23] K. Lachhwani (2012). Fuzzy Goal Programming Approach to Multi Objectve Quadratic Programming Problem. Proceedings of the National Academy of Sciences, India, Section A Physical Sciences (October-December 2012) 82 (4): 317-322.
https://link.springer.com/journal/40010
[24] K. Lachhwani (2014). FGP approach to multi objectve quadratic fractional programming problem. International Journal of Industrial Mathematics, vol. 6, No.1, pp. 49-57. Available online at http://ijim.srbiau.ac.ir/
[25] Han-Lin Li, Jung-Fa Tsai (2005). Treating free variables in generalized geometric global optimization programs.. Journal of Global Optimization, 33: 1-13 (2005).
[26] Han-Lin Li, Jung-Fa Tsai, Christodoulos A. Floudas (2008). Convex underestimating for posynomial functions of postive variables. Optimization Letters 2, 333-340 (2008).
[27] Han-Lin Li, Jung-Fa Tsai (2008). A distributed computational algorithm for solving portfolio problems with integer variables. European Journal of Operational Research 186 (2008) pp. 882-891.
[28] Han-Lin Li, Hao-Chun Lu (2009). Global optimization for generalized geometric progams with mixed free-sign variables. Operations Research 57 (3): 701-713 (2009).
[29] Han-Lin Li, Hao-Chun Lu, Chia-Hui Huang, Nian-Ze Hu (2009). A superior representation method for piecewise lineat functions. INFORMS Journal on Computing 21 (2): 314-321 (2009).
[30] Han-Lin Li, Shu-Cherng Fang, Yao-Huei Huang, Tiantian Nie (2016). An enhanced logarithmic method for signomial programming with discrete variables. European Journal of Operational Research 255 (2016) pp. 922-934.
[31] Ming-Hua Lin, Jung-Fa Tsai (2011). Finding multiple optimal solutions of signomial discrete programming problems with free variables, Optimization and Engineering (2011) 12:425-443.
[32] Ming-Hua Lin, Jung-Fa Tsai (2014). A deterministic global approach for mixed-discrete structural optimization, Engineering Optimization (2014) 46:7, pp. 863-879.
[33] Hao-Chun Lu, Han-Lin Li, Chrysanthos E. Gounaris, Christodoulos A. Floudas (2010). Convex relaxation for solving posynomial problems. Journal of Global Optimization (2010) 46, pp. 147-154.
[34] Hao-Chun Lu (2012). An efficient convexification method for solving generalized geometric problems. Journal of Industrial and Management Optimization, Volume 8, Number 2, May 2012, pp. 429-455.
[35] Hao-Chun Lu (2017). Improved logarithnic linearizing method for optimization problems with free-sign pure discrete signomial terms. Journal of Global Optimization (2017) 68, pp. 95-123.
[36] Kenneth R. MacCrimmon (1973). An overview of multiple objective decision making. In James L. Cochrane, Milan Zeleny (editors), Multiple Criteria Decisiom Making. University of South Carolina Press, Columbia.
[37] Mathworks. Solving a mixed integer engineering design problem using the genetic algorithm – MATLAB & Simulink Example.
https://www.mathworks.com/help/gads/examples/solving-a-mixed-integer-engineering-design-problem-using-the-genetic-algorithm.html/
[38] 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.
[39] Katta Murty, Operations Research: Deterministic Optimization Models. Prentice-Hall, 1995.
[40] Sinan Melih Nigdeli, Gebrail Bekdas, Xin-She Yang (2016). Application of the Flower Pollination Algoritm in Structural Engineering. Springer International Publishing Switzerland 2016. http://www.springer.com/cda/content/document/cda…/
[41] Gideon Oron (1979) An algorithm for optimizing nonlinear contrained zero-one problems to improve wastewater treatment, Engineering Optimization, 4:2, 109-114.
[42] Osama Abdel Raouf, Ibraham M. Hezam (2014). Solving Fractional Programming Problems Based on Swarm Intelligence. Journal of Industrial Engineering International (2014) 10:56.
[43] H. S. Ryoo, N. V. Sahinidis (1995). Global optimization of nonconvex NLP and MINLP with applications in process design. Computers and Chemical Engineering Vol. 19 (5) (1995) pp. 551-566.
[44] C. R. Seshan, V. G. Tikekar (1980) Algorithms for Fractional Programming. Journal of the Indian Institute of Science 62 (B), Feb. 1980, Pp. 9-16.
[45] Vikas Sharma (2012), Multobjective integer nonlinear fractional programming problem: A cutting plane approach. OPSEARCH of the Operational Research Society of India (April-June 2012) 49 (2) 133-153.
[46] Pei-Ping Shen, Yun-Peng Duan, Yong-Gang Pei. A simplicial branch and duality boundalgorithm for the sum of convex-convex ratios problem. Journal of Computational and Applied Mathematics 223 (2009) 145-158.
[47] P. B. Thanedar, G. N. Vanderplaats (1995). Survey of discrete variable optimization for structural design, Journal of Structural Engineering, 121 (2), 301-306 (1995).
[48] Jung-Fa Tsai (2005). Global optimization of nonlinear fractional programming problems in engineering design. Engineering Optimization (2005) 37:4, pp. 399-409.
[49] Jung-Fa Tsai, Ming-Hua Lin (2007). Finding all solutions of systems of nonlinear equations with free variables. Engineering Optimization (2007) 39:6, pp. 649-659
[50] Jung-Fa Tsai, Ming-Hua Lin, Yi-Chung Hu (2007). On generalized geometric programming problems with non-positive variables. European Journal of Operational Research 178 (2007) pp. 10-19.
[51] Jung-Fa Tsai, Ming-Hua Lin (2008). Global optimization of signomial mixed-integer nonlinear programming with free variables. Journal of Global Optimization (2008) 42 pp. 39-49.
[52] Pei-Chun Wang, Jung-Fa Tsai, Wei-Nung Ma, Chai-Chien Lee (2010). An efficient global optimization approach for solving mixed-integer nonlinear programming problems. Proceedings of the 40th International Conference on Computers and Industrian Engineering, Japan, pp.1-4, 2010.
Date added to IEEE Xplore: 13 December 2010. Publisher: IEEE.
[53] Pei-Chun Wang, Jung-Fa Tsai (2011). Global optimization of mixed-integer nonlinear programming for engineering design problems. Proceedings of 2011 International Conference on System Science and Engineeing, Macau, China - June 2011.
[54] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64.
[55] Taeyong Yang, James P. Ignizio, and Hyun-Joon Kim, Fuzzy programming with nonlinear membership functions: Piecewise linear approximation. Fuzzy Sets and Systems 41 (1991) 39-53.
[56] H.-J. Zimmermann (1978), Fuzzy programming and linear programming with several objective functions. Fuzzy Sets and Systems 1 (1978) 45-55.
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