Thursday, February 10, 2022

Addendum to: Solving a Complete System of Karush-Kuhn-Tucker Nonlinear Inequalities and Nonlinear Equations

 


Addendum to: Solving a Complete System of Karush-Kuhn-Tucker Nonlinear Inequalities and Nonlinear Equations                        


Jsun Yui Wong


Line 174, which is 174 X(2) = ((8 * 2.718281828 ^ ((X(1) - 12) / 9) - 0 * X(9) + 4)), arises when one uses what if analysis and looks at X(3) as positive in the given constraint (X(3) * (8 * 2.718281828 ^ ((X(1) - 12) / 9) - X(2) + 4)) = 0.  Then (8 * 2.718281828 ^ ((X(1) - 12) / 9) - X(2) + 4) = 0, which means X(2)= ((8 * 2.718281828 ^ ((X(1) - 12) / 9) + 4)).

Wednesday, February 9, 2022

Solving a Complete System of Karush-Kuhn-Tucker Nonlinear Inequalities and Nonlinear Equations

 


Solving a Complete System of Karush-Kuhn-Tucker Nonlinear Inequalities and Nonlinear Equations                        


Jsun Yui Wong


The computer program listed below seeks to solve the following complete system of Karush-Kuhn-Tucker conditions from p. 305 of Ecker and Kupferschmid [29]:   


  4 * (X(1) - 20) ^ 3 + .8888888888888888 * X(3) * 2.7182818281828 ^ ((X(1) - 12) / 9) + 12 * X(4) * (X(1) - 12) -X(5) = 0,


  4 * (X(2) - 12) ^ 3 - X(3)+ 25 * X(4) = 0,


   8 * 2.718281828 ^ ((X(1) - 12) / 9) - X(2) + 4 <= 0,        

    

   6 * (X(1) - 12) ^ 2 + 25 * X(2) - 600 <= 0,        


 -X(1) + 12 <= 0,   


  (X(3) * (8 * 2.718281828 ^ ((X(1) - 12) / 9) - X(2) + 4)) = 0,

  (X(4) * (6 * (X(1) - 12) ^ 2 + 25 * X(2) - 600)) = 0,

  (X(5) * (-X(1) + 12)) = 0,

    X(3), X(4), X(5) >= 0.




0 DEFDBL A-Z

1 REM DEFINT I, J, K

2 DIM B(99), N(99), A(2002), H(99), L(99), U(99), X(2002), D(111), P(111), PS(33), J(99), AA(99), HR(32), HHR(32), LHS(44), PLHS(44), LB(22), UB(22), PX(44), J44(44), PN(22), NN(22)

85 FOR JJJJ = -32000 TO 32000


    89 RANDOMIZE JJJJ

    90 M = -3D+30

    111 FOR J44 = 1 TO 5

        112 A(J44) = RND * 30


    113 NEXT J44


    128 FOR I = 1 TO 30000


        129 FOR KKQQ = 1 TO 5

            130 X(KKQQ) = A(KKQQ)

        131 NEXT KKQQ

        139 FOR IPP = 1 TO FIX(1 + RND * 3)


            140 B = 1 + FIX(RND * 5)


            144 IF RND < .5 THEN 160 ELSE GOTO 167  


            160 R = (1 - RND * 2) * A(B)


            164 X(B) = A(B) + (RND ^ (RND * 15)) * R

            165 GOTO 168


            167 IF RND < .5 THEN X(B) = A(B) - FIX(RND * 5) ELSE X(B) = A(B) + FIX(RND * 5)


        168 NEXT IPP


        174 X(2) = ((8 * 2.718281828 ^ ((X(1) - 12) / 9) - 0 * X(9) + 4))


        176 REM  



        178 X(3) = 4 * (X(2) - 12) ^ 3 + 25 * X(4)

        179 X(5) = 4 * (X(1) - 20) ^ 3 + .8888888888888888 * X(3) * 2.7182818281828 ^ ((X(1) - 12) / 9) + 12 * X(4) * (X(1) - 12)




        189 IF (8 * 2.718281828 ^ ((X(1) - 12) / 9) - X(2) + 4) > 0## THEN 1670

        191 IF (6 * (X(1) - 12) ^ 2 + 25 * X(2) - 600) > 0## THEN 1670



        199 IF -X(1) + 12 > 0## THEN 1670


        261 FOR J44 = 3 TO 5


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


        269 NEXT J44


        339 PD1 = - ABS(X(4) * (6 * (X(1) - 12) ^ 2 + 25 * X(2) - 600)) - ABS(X(5) * (-X(1) + 12))


        466 P = PD1


        1111 IF P <= M THEN 1670

        1452 M = P

        1454 FOR KLX = 1 TO 5


            1455 A(KLX) = X(KLX)

        1456 NEXT KLX


    1670 NEXT I


    1779 IF M < -.1 THEN 1999


    1904 PRINT A(1), A(2), A(3), A(4), A(5), M, JJJJ


1999 NEXT JJJJ




This computer program was run with qb64v1000-win [102].  Its output of one run through -31998 is shown below:


15.62949091119462               15.97376862886194               250.9965326157827

1.944834924692203D-27       1.541284322392756D-12      -5.594077439691267D-10

-32000


15.62949091119438               15.97376862886162                  250.9965326157221

1.169933026788912D-29       91626494046344192D-12        -3.493927264787304D-11

-31998


One distinct solution is shown above.


Above there is no rounding by hand; it is just straight copying by hand from the monitor screen. On a personal computer with Processor Intel Pentium  CPU G620@ 2.60GHz, 4.00 GB of RAM (3.89 GB usable), 64-bit Operating System, and QB64v1000-win [102], the wall-clock time (not CPU time) for obtaining the output through  JJJJ  = -31998 was 2 seconds, counting from "Starting program...".   


Acknowledgement

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

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Wednesday, February 2, 2022

Solvng a Nonlinear Program from the Literature

 


Solvng a Nonlinear Program from the Literature    


Jsun Yui Wong


The computer program listed below seeks to solve the following nonlinear programming problem from Ecker and Kupferschmid [29, p. 312]:           


minimize        X(1) ^ 2 + X(2)  + X(3) ^ 2 + X(4) 

subject to       X(1) ^ 2    +   X(2)     + 4 * X(3) + 4 * X(4) - 4 = 0

                      -X(1) + X(2) + 2 * X(3) - 2 * X(4) ^ 2 + 2 = 0.


One notes line 122, which is 122 A(J44) = -5 + (RND * 10).


0 DEFDBL A-Z

1 REM DEFINT I, J, K

2 DIM B(99), N(99), A(2002), H(99), L(99), U(99), X(2002), D(111), P(111), PS(33), J(99), AA(99), HR(32), HHR(32), LHS(44), PLHS(44), LB(22), UB(22), PX(44), J44(44), PN(22), NN(22)

85 FOR JJJJ = -32000 TO 32000

    89 RANDOMIZE JJJJ

    90 M = -3D+30


    121 FOR J44 = 1 TO 4

        122 A(J44) = -5 + (RND * 10)


    123 NEXT J44


    128 FOR I = 1 TO 35000


        129 FOR KKQQ = 1 TO 4

            130 X(KKQQ) = A(KKQQ)

        131 NEXT KKQQ

        139 FOR IPP = 1 TO FIX(1 + RND * 3)


            140 B = 1 + FIX(RND * 4)


            144 IF RND < .5 THEN 160 ELSE GOTO 167


            160 R = (1 - RND * 2) * A(B)


            164 X(B) = A(B) + (RND ^ (RND * 15)) * R

            165 GOTO 168


            167 IF RND < .5 THEN X(B) = A(B) - 1 ELSE X(B) = A(B) + 1


        168 NEXT IPP


        177 X(2) = -X(1) ^ 2 - 4 * X(3) - 4 * X(4) + 4


        344 PD1 = -X(1) ^ 2 - X(2) - X(4) - X(3) ^ 2 - 5000000 * ABS(-X(1) + X(2) + 2 * X(3) - 2 * X(4) ^ 2 + 2)


        466 P = PD1


        1111 IF P <= M THEN 1670

        1452 M = P

        1454 FOR KLX = 1 TO 4


            1455 A(KLX) = X(KLX)

        1456 NEXT KLX


    1670 NEXT I

    1777 IF M < 1.611 THEN 1999 


    1904 PRINT A(1), A(2), A(3), A(4), M, JJJJ

1999 NEXT JJJJ


This computer program was run with qb64v1000-win [102].  Its output of one run through JJJJ= -14557 is shown below:


-.5033886741597768          -4.84106550718483             1.538729565780501     

 .6081867716976217           1.611789899832981          -16217

-.5243840646265698          -4.876321629657315           1.543824578427412                                                  

 .606511167178346             1.611437485946586           -14557


Above there is no rounding by hand; it is just straight copying by hand from the monitor screen. On a personal computer with Processor Intel Pentium  CPU G620@ 2.60GHz, 4.00 GB of RAM (3.89 GB usable), 64-bit Operating System, and QB64v1000-win [102], the wall-clock time (not CPU time) for obtaining the output through  JJJJ  = -14557 was 13 minutes, counting from "Starting program...".  One can compare the computational results above with those in Ecker an Kupferschmid [29, Table on p. 315].

         

Acknowledgement

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

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