Tuesday, July 23, 2019

Applying the Present Mixed-Integer Nonlinear Programming Solver to a Goal Programming Formulation



Jsun Yui Wong

The computer program listed below seeks to solve the following goal programming formulation from Varshney, Najmussehar, and Ahsan [85,  p. 1002]:
 
Minimize                     X(1) + X(2) 

subject to
     
         (676.53805 / X(3) + 374.83501 / X(4) + 272.05508 / X(5) + 288.54504 / X(6)) - X(1) <= 11.13003

         (1077.13728 / X(3) + 447.33203 / X(4) + 131.54568 / X(5) + 330.56571 / X(6)) - X(2) <= 12.12468

         (2.4 * X(3) + 3.4 * X(4) + 4 * X(5) + 4.6 * X(6)) <= 1900

        2<= X(3) <= 320
         2<=X(4) <= 210
         2<=X(5) <= 270
         2<=X(6) <= 200

        X(1),  X(2)>=0; X(3) through X(6) are general integer variables.

The following computer program is used to solve the problem above.



0 DEFDBL A-Z

1 DEFINT K

2 DIM B(99), N(99), A(2002), H(99), L(99), U(99), X(2002), D(111), P(111), PS(33), J44(2002), J(99), AA(99), HR(32), HHR(32), LHS(44), PLHS(44), LB(22), UB(22), PX(22), CC(20), RR(20), WW(20), AL(50), SW(50), SV(50), C2(22), C3(22), C4(22), C5(22)

81 FOR JJJJ = -32000 TO 32000

    85 RANDOMIZE JJJJ

    87 M = -4E+250

    103 A(1) = RND

    108 A(2) = RND

    109 IF RND < .5 THEN A(3) = 160 - RND * 50 ELSE A(3) = 160 + RND * 50
    113 IF RND < .5 THEN A(4) = 105 - RND * 50 ELSE A(4) = 105 + RND * 50
    115 IF RND < .5 THEN A(5) = 135 - RND * 50 ELSE A(5) = 135 + RND * 50

    116 IF RND < .5 THEN A(6) = 100 - RND * 50 ELSE A(6) = 100 + RND * 50


    128 FOR I = 0 TO FIX(RND * 300000)


        129 FOR KKQQ = 1 TO 6

            130 X(KKQQ) = A(KKQQ)
        131 NEXT KKQQ

        135 FOR IPP = 1 TO FIX(1 + RND * 3.3)


            143 J = 1 + FIX(RND * 6)
            152 REM IF J < 3 THEN GOTO 156 ELSE GOTO 162

            154 IF RND < .5 THEN GOTO 156 ELSE GOTO 162


            156 R = (1 - RND * 2) * A(J)


            158 X(J) = A(J) + (RND ^ (RND * 15)) * R

            161 GOTO 169

            162 IF RND < .5 THEN X(J) = A(J) - FIX(1 + RND * 6.3) ELSE X(J) = A(J) + FIX(1 + RND * 6.3)


            164 REM IF A(J) = 0 THEN X(J) = 1 ELSE X(J) = 0
        169 NEXT IPP
        171 X(3) = INT(X(3))
        173 X(4) = INT(X(4))
        175 X(5) = INT(X(5))
        176 X(6) = INT(X(6))
        182 IF X(1) < 0## THEN 1670
        184 IF X(2) < 0## THEN 1670


        188 IF X(3) < 2## THEN 1670
        189 IF X(4) < 2## THEN 1670
        190 IF X(5) < 2## THEN 1670
        191 IF X(6) < 2## THEN 1670

        193 IF X(3) > 320## THEN 1670
        194 IF X(4) > 210## THEN 1670
        195 IF X(5) > 270## THEN 1670
        196 IF X(6) > 200## THEN 1670

        228 IF (676.53805 / X(3) + 374.83501 / X(4) + 272.05508 / X(5) + 288.54504 / X(6)) - X(1) > 11.13003 THEN 1670

        229 IF (1077.13728 / X(3) + 447.33203 / X(4) + 131.54568 / X(5) + 330.56571 / X(6)) - X(2) > 12.12468 THEN 1670

        233 IF (2.4 * X(3) + 3.4 * X(4) + 4 * X(5) + 4.6 * X(6)) > 1900 THEN 1670


        489 P = -X(1) - X(2)


        1111 IF P <= M THEN 1670

        1420 M = P

        1444 FOR KLX = 1 TO 6

            1455 A(KLX) = X(KLX)
        1456 NEXT KLX

        1557 GOTO 128
    1670 NEXT I

    1889 IF M < -.246 THEN 1999             
    1926 PRINT A(1), A(2), A(3), A(4), A(5), A(6), M, JJJJ
1999 NEXT JJJJ



This BASIC computer program was run with QB64v1000-win [90].  The complete output of a single run through JJJJ= -30275 is shown below:   

9.674157287082608D-02      .1485398705384711        239
141      91      105      -.2452814434092971
-30860

9.674157287082608D-02      .1485398705384711        239
141      91      105      -.2452814434092971
-30800

.1173664774474452      .1251813065901958        244
140      90      104      -.242547784037641
-30275

.
.
.


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 [90], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -30275 was 10 minutes, total, including the time for “Creating .EXE file."   One can compare the computational results above with those in Varshney, Najmussehar, and Ahsan [85,  p. 1002].

Acknowledgment

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

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Sunday, July 21, 2019

This Is All You Need To Solve Your (Mixed-) Integer Nonlinear Programming Formulations


Jsun Yui Wong

The computer program listed below seeks to solve the integer version of the following problem from Khan, Ali, Raghav, and Bari [44,  p. 103]:
 
Minimize                 (11333.5688 / X(3) + 158.6615 / X(4) + 166.1824 / X(5) + 2960.5328 / X(6))

subject to

 (3 * X(3) ^ .5 + 4 * X(4) ^ .5 + 5 * X(5) ^ .5 + 7 * X(6) ^ .5) + 2.33 * (.6 * X(3) + .5 * X(4) + .7 * X(5) + .8 * X(6)) ^ .5 <= 275
        2<= X(3) <= 1419
        2<= X(4) <= 619
         2<=X(5) <= 1253
        2<= X(6) <=> 899.


0 DEFDBL A-Z

1 DEFINT K

2 DIM B(99), N(99), A(2002), H(99), L(99), U(99), X(2002), D(111), P(111), PS(33), J44(2002), J(99), AA(99), HR(32), HHR(32), LHS(44), PLHS(44), LB(22), UB(22), PX(22), CC(20), RR(20), WW(20), AL(50), SW(50), SV(50), C2(22), C3(22), C4(22), C5(22)

81 FOR JJJJ = -32000 TO 32000

    85 RANDOMIZE JJJJ

    87 M = -4E+250

    111 FOR J44 = 3 TO 6
        113 A(J44) = 2 + FIX(RND * 10)

    121 NEXT J44

    128 FOR I = 0 TO FIX(RND * 50000)


        129 FOR KKQQ = 3 TO 6

            130 X(KKQQ) = A(KKQQ)
        131 NEXT KKQQ

        135 FOR IPP = 1 TO FIX(1 + RND * 2.3)


            143 J = 3 + FIX(RND * 4)


            154 IF RND < .5 THEN GOTO 156 ELSE GOTO 162


            156 R = (1 - RND * 2) * A(J)


            158 X(J) = A(J) + (RND ^ (RND * 15)) * R

            161 GOTO 169

            162 IF RND < .5 THEN X(J) = A(J) - FIX(1 + RND * 2.3) ELSE X(J) = A(J) + FIX(1 + RND * 2.3)
            164 REM IF A(J) = 0 THEN X(J) = 1 ELSE X(J) = 0
        169 NEXT IPP
        171 X(3) = INT(X(3))
        173 X(4) = INT(X(4))
        175 X(5) = INT(X(5))
        176 X(6) = INT(X(6))


        188 IF X(3) < 2## THEN 1670
        189 IF X(4) < 2## THEN 1670
        190 IF X(5) < 2## THEN 1670
        191 IF X(6) < 2## THEN 1670

        193 IF X(3) > 1419## THEN 1670
        194 IF X(4) > 619## THEN 1670
        195 IF X(5) > 1253## THEN 1670
        196 IF X(6) > 899## THEN 1670

        226 IF (3 * X(3) ^ .5 + 4 * X(4) ^ .5 + 5 * X(5) ^ .5 + 7 * X(6) ^ .5) + 2.33 * (.6 * X(3) + .5 * X(4) + .7 * X(5) + .8 * X(6)) ^ .5 > 275 THEN 1670


        479 P = -(11333.5688 / X(3) + 158.6615 / X(4) + 166.1824 / X(5) + 2960.5328 / X(6))


        1111 IF P <= M THEN 1670

        1420 M = P

        1444 FOR KLX = 3 TO 6

            1455 A(KLX) = X(KLX)
        1456 NEXT KLX

        1557 GOTO 128
    1670 NEXT I

    1889 IF M < -44.6 THEN 1999
    1926 PRINT A(3), A(4), A(5), A(6), M, JJJJ
1999 NEXT JJJJ

This BASIC computer program was run with QB64v1000-win [89].  The complete output of a single run through JJJJ= -31990 is shown below:   

620      36      34      174      -44.58948753520615
-32000

623      37      34      172      -44.58019053326766
-31996

617      39      33      173      -44.58581136946982
-31992

614      38      33      175      -44.5870443278154
-31991

623      37      34      172      -44.58019053326766
-31990

.
.
.


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 [89], the wall-clock time (not CPU time) for obtaining the feasible solutions through JJJJ = -31990 was 2 seconds, not including the time for “Creating .EXE file" (18 seconds, total, including the time for “Creating .EXE file").   One can compare the computational results above with those in Khan, Ali, Raghav, and Bari [44,  p. 104].


Acknowledgment

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

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Wednesday, July 17, 2019

Solving a Multivariate Cluster Sampling Design Problem


Jsun Yui Wong

The computer program listed below seeks to solve the following integer nonlinear program from Khan, Rashid, and Sharma [44,  p. 6]:

Minimize          (342021.5 / (X(2) * X(1))) * (1 + .349809 * (X(1) - 1)) + (1176526 / (X(2) * X(1))) * (1 + .2734 * (X(1) - 1))
   
subject to

15 * X(2) * X(1) + 725 * X(2) ^ .5 <= 2000

         1 <=X(1) <=50

        1<= X(2)<=10

 X(1) and X(1) are general integer variables.

0 REM    DEFDBL A-Z

1 DEFINT K

2 DIM B(99), N(99), A(2002), H(99), L(99), U(99), X(2002), D(111), P(111), PS(33), J44(2002), J(99), AA(99), HR(32), HHR(32), LHS(44), PLHS(44), LB(22), UB(22), PX(22), CC(20), RR(20), WW(20), AL(50), SW(50), SV(50), C2(22), C3(22), C4(22), C5(22)

81 FOR JJJJ = -32000 TO 32000

    85 RANDOMIZE JJJJ

    87 M = -4E+250
    115 A(1) = 1 + FIX(RND * 50)
    117 A(2) = 1 + FIX(RND * 10)

    128 FOR I = 0 TO FIX(RND * 5000)


        129 FOR KKQQ = 1 TO 2

            130 X(KKQQ) = A(KKQQ)
        131 NEXT KKQQ

        135 FOR IPP = 1 TO FIX(1 + RND * 1.3)


            143 J = 1 + FIX(RND * 2)


            154 IF RND < .5 THEN GOTO 156 ELSE GOTO 162


            156 R = (1 - RND * 2) * A(J)


            158 X(J) = A(J) + (RND ^ (RND * 15)) * R

            161 GOTO 169

            162 IF RND < .5 THEN X(J) = A(J) - FIX(1 + RND * 2.3) ELSE X(J) = A(J) + FIX(1 + RND * 2.3)
            164 REM IF A(J) = 0 THEN X(J) = 1 ELSE X(J) = 0
        169 NEXT IPP
        171 X(1) = INT(X(1))
        173 X(2) = INT(X(2))

        177 IF X(1) < 1## THEN 1670
        187 IF X(2) < 1## THEN 1670

        188 IF X(1) > 50## THEN 1670
        189 IF X(2) > 10## THEN 1670

        226 IF 15 * X(2) * X(1) + 725 * X(2) ^ .5 > 2000 THEN 1670

        422 PDU = -(342021.5 / (X(2) * X(1))) * (1 + .349809 * (X(1) - 1)) - (1176526 / (X(2) * X(1))) * (1 + .2734 * (X(1) - 1))

        466 P = PDU

        1111 IF P <= M THEN 1670

        1420 M = P


        1444 FOR KLX = 1 TO 2

            1455 A(KLX) = X(KLX)
        1456 NEXT KLX

        1557 GOTO 128
    1670 NEXT I

    1889 IF M < -9999999 THEN 1999

    1926 PRINT A(1), A(2), M, JJJJ

1999 NEXT JJJJ


This BASIC computer program was run with QB64v1000-win [87].  The complete output of a single run through JJJJ= -31988 is shown below:   


9      4      -140249.5      -32000

9      4      -140249.5      -31999


5      5      -131350.6      -31998


9      4      -140249.5      -31997


32      2      -237484.1      -31996


9      4      -140249.5      -31995


50      1      -462849.3      -31994

32      2      -237484.1      -31993

5      5      -131350.6      -31992

16      3      -169544      -31990

5      5      -131350.6      -31989


5      5      -131350.6      -31988

.
.
.


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 [87], the wall-clock time (not CPU time) for obtaining the feasible solutions through JJJJ = -31988 was 2 seconds, not including the time for “Creating .EXE file" (17 seconds, total, including the time for “Creating .EXE file").   One can compare the computational results above with those in Khan, Rashid, and Sharma [44, p. 7].


Acknowledgment

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

References

[1] Andre R. S. Amaral (2006), On the Exact Solution of a Facility Layout Problem. European Journal of Operational Research 173 (2006), pp. 508-518.

[2] Andre R. S. Amaral (2008), An Exact Approach to the One-Dimensional Facility Layout Problem. Operations Research, Vol. 56, No. 4 (July-August, 2008), pp. 1026-1033.

[3] Andre R. S. Amaral (2011), Optimal Solutions for the Double Row Layout Problem. Optimization Letters, DOI 10.1007/s11590-011-0426-8, published on line 30 November 2011, Springer-Verlag 2011.

[4] Andre R. S. Amaral (2012), The Corridor Allocation Problem. Computers and Operations Research 39 (2012), pp. 3325-3330.

[5] Oscar Augusto, Bennis Fouad,  Stephane Caro (2012).  A new method for decision making in multi-objective optimization problems.  Pesquisa Operacional, Sociedade Brasileira de Pesquisa Operacional, 2012 32 (3), pp.331-369.

[6] Miguel F. Anjos, Anthony Vannelli, Computing Globally Optimal Solutions for Single-Row Layout Problems Using Semidefinite Programming and Cutting Planes. INFORMS Journal on Computing, Vol. 20, No. 4, Fall 2008, pp. 611-617.

[7] Miguel F. Anjos (2012), FLPLIB--Facility Layout Database. Retrieved on September 25 2012 from www.gerad.ca/files/Sites/Anjos/indexFR.html

[8] David L. Applegate, Robert E. Bixby, Vasek Chvatal, William J. Cook, The Traveling Salesman Problem: A Computational Study. Princeton and Oxford: Princeton University Press, 2006.

[9] Ritu Arora, S. R. Arora (2015). A cutting plane approach for multi-objective integer indefinite quadratic programming problem:  OPSEARCH of the Operational Research Society of India (April-June 2015), 52(2):367-381.

[10]  Victor Blanco,  Justo Puerto (2011).  Some algebraic methods for solving multiobjective polynomial integer programs, Journal of Symbolic Computation, 46 (2011), pp. 511-533.

[11] Jerome Bracken, Garth P. McCormick, Selected Applications of Nonlinear Programming. New York: John Wiley and Sons, Inc., 1968.

[12] Regina S. Burachik, C. Yalcin Kaya, M. Mustafa Rizvi (March 19, 2019),  Algorithms for Generating Pareto Fronts of Multi-objective Integer and Mixed-Integer Programming Problems, arXiv: 1903.07041v1 [math.OC] 17 Mar 2019.

[13] R. C. Carlson and G. L. Nemhauser, Scheduling To Minimize Interaction Cost. Operations Research, Vol. 14, No. 1 (Jan. - Feb., 1966), pp. 52-58.

[14] Ta-Cheng Chen (2006). IAs based approach for reliability redundany allocation problems. Applied Mathematics and Computation 182 (2006) 1556-1567.

[15] Leandro dos Santos Coelho (2009), Self-Organizing Migrating Strategies Applied to Reliability-Redundany Optimization of Systems. IEEE Transactions on Reliability, Vol. 58, No. 3, 2009 September, pp. 501-519.

[16] William Conley (1981). Optimization: A Simplified Approach. Published 1981 by Petrocelli Books in New York.

[17] Lino Costa, Pedro (2001). Evolutionary algorithms approach to the solution of mixed integer non-linear programming problems. Computers and Chemical Engineering, Vol. 25, pp. 257-266, 2001.

[18] George B. Dantzig, Discrete-Variable Extremum Problems. Operations Research, Vol. 5, No. 2 (Apr., 1957), pp. 266-277.

[19]  Pintu Das, Tapan Kumar Roy (2014).  Multi-objective geometric programming and its application in gravel box problem.  Journal of global research in computer science volume 5. no.7, July 2014.  www.jgrcs.info

[20] Kalyanmoy Deb, Amrit Pratap, Subrajyoti Moitra (2000).  Mechanical component design for  multi objectives using elitist non-dominated sorting GA. Proceedings of the Parallel Probl.Solv. Nat. PPSN VI Conference, Paris, France, pp. 859-868 (2000).  (Please see pp. 1-10 in Technical Report No. 200002 via Google search.)

[21] Kusum Deep, Krishna Pratap Singh, M. L. Kansal, C. Mohan (2009), A real coded genetic algorithm for solving integer and mixed integer optimization problems. Applied Mathematics and Computation 212 (2009) 505-518.

[22] Anoop K. Dhingra (1992). Optimal apportionment of reliability and redundancy in series systems under multiple objections. IEEE Transactions on Reliability, Vol. 41, No. 4, 1992 December, pp. 576-582.

[23]  Wassila Drici, Mustapha Moulai (2019):  An exact method for solving multi-objective integer indefinite quadratic programs, Optimization Methods and Software.

[24] R. J. Duffin, E. L. Peterson, C. Zener (1967), Geometric Programming. John Wiley, New York (1967).

[25] C. A. Floudas, A. R. Ciric (1989), Strategies for Overcoming Uncertainties in Heat Exchanger Network Synthesis. Computers and Chemical Engineering, Vol 13, No. 10, pp. 1133-1152, 1989.

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[28] C. A. Floudas, P. M. Pardalos, A Collection of Test Problems for Constrained Global Optimization Algorithms. Springer-Verlag, 1990.

[29] Diptesh Ghosh, Ravi Kothari, Population Heuristics for the Corridor Allocation Problem, W.P. No. 2012-09-02, September 2012. Retrieved on September 14 2012 from Google search.

[30] Ignacio E. Grossmann. Overview of Mixed-integer Nonlinear Programming. https://egon.cheme.cmu.edu/ewo/docs/EWOMINLPGrossmann.pdf

[31]  Neha Gupta, Irfan Ali, Abdul Bari (2013).  An optimal chance constraint multivariate stratified sampling design using auxiliary infotmation.  Journal of Mathematical Modelling and Algorithms, January 2013.

[32] R. Gupta, R. Malhotra (1995). Multi-criteria integer linear fractional programming problem, Optimization, 35:4, 373-389.
.
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[35] Philipp Hungerlaender, Miguel F. Anjos (January 2012), A Semidefinite Optimization Approach to Free-Space Multi-Row Facility Layout. Les Cahiers du GERAD. Retrieved from www.gerad.ca/fichiers/cahiers/G-2012-03.pdf

[36]  Sana  Iftekhar, M. J. Ahsan, Qazi Mazhar Ali (2015).  An optimum multivariate stratified sampling design.  Research Journal of Mayhematical and Statistical Sciences, vol. 3(1),10-14, January (2015).

[37] Philipp Hungerlaender (April 2012), Single-Row Equidistant Facility Layout as a Special Case of Single-Row Facility Layout. Retrieved from www.optimization-online.org./DB_HTML/2012/04/3432.html

[38] Golam Reza Jahanshahloo, Farhad Hosseinzadeh, Nagi Shoja, Ghasem Tohidi (2003)  A method for solvong 0-1 multiple objective liner programming problem using DEA. Journal of the Operations Research Society of Japan (2003), 46 (2): 189-202.  www.orsj.or.jp/~archive/pdf/e_mag/Vol.46_02_189.pdf

[39] Ekta  Jain, Kalpana Dahiya, Vanita  Verma (2018):  Integer quadratic fractional programming problems with bounded variables, Annals of Operations Research (October 2018) 269: pp. 269-295.

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[43] Reena Kapoor, S. R. Arora (2006). Linearization of a 0-1 quadratic fractional programming problem:  OPSEARCH of the Operational Research Society of India (2006), 43(2):190-207.

[44]  M. G. M. Khan, M. Rashid, S. Sharma (2019).  An optimal multivariate cluster sampling design.  Communications in Statistics--Theory and Methods 2019, pp.1-8.

[45]  M. G. M. Khan, E. A. Khan, M. J. Ahsan (2003).  An optimal multivariate stratified sampling design using dynamic programming.  Australian and New Zealand Journal of  Statistics, vol. 45, no. 1, 2003, pp. 107-113.

[46]  M. G. M. Khan, T. Maiti, M. J. Ahsan (2010).  An optimal multivariate stratified sampling design using auxiliary information:  an integer solution using goal programming approach.  Journal of Official Statistics, vol. 26, no. 4, 2010, pp. 695-708.

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[49]  F. H. F. Liu, C. C. Huang, Y. L. Yen (2000): Using DEA to obtain efficient solutions for multi-objective 0-1 linear programs.  European Journal of Operational Research 126 (2000) 51-68.

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[60]  mustapha  moulai, wassila   drici   (april 02 2018).  an indefinite quadratic       optimization over an integer efficient set.  optimization 2018 april 2.


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[65] Rashmi Ranjan Ota, jayanta kumar dASH, A. K. Ojha (2014). A hybrid optimization techniques for solving non-linear multi-objective optimization problem.  amo-advanced modelling and optimization, volume 16,number 1, 2014.

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[67] R. R. Ota, J. C. Pati, A. K. Ojha (2019). Geometric programming technique to optimize power distribution system.  OPSEARCH of the Operational Research Society of India (2019), 56, pp. 282-299.
 
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[69] Panos Y. Papalambros, Douglass J. Wilde, Principles of Optimal Design, Second Edition. Cambridge University Press, 2000.

[70]  Ciara Pike-Burke.  Multi-Objective Optimization.  https://www.lancaster.ac.uk/pg/pikeburc/report1.pdf.

[71]  Yashpal Singh Raghav,  Irfan Ali, Abdul Bari (2014)  Multi-Objective Nonlinear Programming Problem Approach in Multivariate Stratified Sample Surveys in the Case of the Non-Response, Journal of Statitiscal Computation ans Simulation 84:1, 22-36, doi:10.1080/00949655.2012.692370. 

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Tuesday, July 2, 2019

Generating Feasible Solutions of a Multi-Objective Integer Nonlinear Program

       
Jsun Yui Wong

The computer program listed below seeks to generate all or some of the feasible solutions of the following problem from Blanco and Puerto [10, p. 516, Example 3.1]:   

Minimize         ( X(1) ^ 2 - X(2),  X(1) - X(2) ^ 2 )

subject to

         X(2) - X(1) ^ 4 + 10 * X(1) ^ 3 - 30 * X(1) ^ 2 + 25 * X(1) - 7 >= 0

         X(2) - X(1) ^ 3 + 9 * X(1) ^ 2 - 25 * X(1) + 12 <= 0

X(1), X(2) >=0 and are general integer variables.
       

0 REM    DEFDBL A-Z

1 DEFINT K

2 DIM B(99), N(99), A(2002), H(99), L(99), U(99), X(2002), D(111), P(111), PS(33), J44(2002), J(99), AA(99), HR(32), HHR(32), LHS(44), PLHS(44), LB(22), UB(22), PX(22), CC(20), RR(20), WW(20), AL(50), SW(50), SV(50), C2(22), C3(22), C4(22), C5(22)

81 FOR JJJJ = -32000 TO 32000

    85 RANDOMIZE JJJJ

    87 M = -4E+250

    98 W1 = RND

    103 W2 = 1 - W1

    111 FOR J44 = 1 TO 2
        113 A(J44) = FIX(RND * 11)
    121 NEXT J44

    128 FOR I = 0 TO FIX(RND * 51)


        129 FOR KKQQ = 1 TO 2

            130 X(KKQQ) = A(KKQQ)
        131 NEXT KKQQ

        135 FOR IPP = 1 TO FIX(1 + RND * 2.3)


            143 J = 1 + FIX(RND * 2)


            154 IF RND < .5 THEN GOTO 156 ELSE GOTO 162


            156 R = (1 - RND * 2) * A(J)


            158 X(J) = A(J) + (RND ^ (RND * 15)) * R

            161 GOTO 169

            162 IF RND < .5 THEN X(J) = A(J) - FIX(1 + RND * .3) ELSE X(J) = A(J) + FIX(1 + RND * .3)
            164 REM   IF A(j) = 0 THEN X(j) = 1 ELSE X(j) = 0
        169 NEXT IPP

        293 FOR J44 = 1 TO 2


            294 IF X(J44) < 0## THEN 1670

            296 X(J44) = INT(X(J44))

        297 NEXT J44


        324 IF X(2) - X(1) ^ 4 + 10 * X(1) ^ 3 - 30 * X(1) ^ 2 + 25 * X(1) - 7 < 0## THEN 1670


        334 IF X(2) - X(1) ^ 3 + 9 * X(1) ^ 2 - 25 * X(1) + 12 > 0## THEN 1670


        541 P = W1 * (-X(1) ^ 2 + X(2)) + W2 * (-X(1) + X(2) ^ 2)


        1111 IF P <= M THEN 1670

        1450 M = P

        1454 FOR KLX = 1 TO 2


            1455 A(KLX) = X(KLX)
        1456 NEXT KLX


        1457 OBJ1 = -(-X(1) ^ 2 + X(2))

        1458 OBJ2 = -(-X(1) + X(2) ^ 2)

        1557 GOTO 128
    1670 NEXT I
    1890 IF M <= -10 ^ 40 THEN GOTO 1999

    1933 PRINT W1, W2

    1934 PRINT A(1), A(2)

    1936 PRINT OBJ1, OBJ2, JJJJ

1999 NEXT JJJJ

This BASIC computer program was run with QB64v1000-win [85].  The feasible solutions of a single run through JJJJ= -31989 is shown below:

.4883081           .5116919   
5    11
14     -116    -32000

.8511871          .1488129     
4     8
8     -60    -31999

.7988958    .2011042
1   5
-4    -24    -31998

.6357462           .3642538
1   5
-4    -24    -31997

.1735193       .8264807
5    13
12     -164   -31996

.8728103      .1271897
4    8
8     -60    -31989

.
.
.

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 [85], the wall-clock time (not CPU time) for obtaining the feasible solutions through JJJJ = -31989 was 2 seconds, not including the time for “Creating .EXE file" (18 seconds, total, including the time for “Creating .EXE file").  One can compare the computational results above with those in Blanco and Puerto [10, p. 517]. 

Acknowledgment

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

References

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[9] Ritu Arora, S. R. Arora (2015). A cutting plane approach for multi-objective integer indefinite quadratic programming problem:  OPSEARCH of the Operational Research Society of India (April-June 2015), 52(2):367-381.

[10]  Victor Blanco,  Justo Puerto (2011).  Some algebraic methods for solving multiobjective polynomial integer programs, Journal of Symbolic Computation, 46 (2011), pp. 511-533.

[11] Jerome Bracken, Garth P. McCormick, Selected Applications of Nonlinear Programming. New York: John Wiley and Sons, Inc., 1968.

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[19]  Pintu Das, Tapan Kumar Roy (2014).  Multi-objective geometric programming and its application in gravel box problem.  Journal of global research in computer science volume 5. no.7, July 2014.  www.jgrcs.info

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[30] Ignacio E. Grossmann. Overview of Mixed-integer Nonlinear Programming. https://egon.cheme.cmu.edu/ewo/docs/EWOMINLPGrossmann.pdf

[31]  Neha Gupta, Irfan Ali, Abdul Bari (2013).  An optimal chance constraint multivariate stratified sampling design using auxiliary infotmation.  Journal of Mathematical Modelling and Algorithms, January 2013.

[32] R. Gupta, R. Malhotra (1995). Multi-criteria integer linear fractional programming problem, Optimization, 35:4, 373-389.

[33] M. Hashish, M. P. duPlessis (1979). Prediction equations relating high velocity jet cutting performance to stand-off-distance and multipasses. Transactions of ASME: Journal of Engineering for Industry 101 (1979) 311-318.

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