Saturday, April 9, 2022

Direct Solution of Generalized Geometric Programming Problems: Another Illustration

 


Direct Solution of Generalized Geometric Programming Problems: Another Illustration


Jsun Yui Wong


Similar to the computer program of the preceding paper, the computer program listed below seeks to solve the following problem from Maranas and Floudas [57, p. 23]:   


Minimize      


- X(4) 


subject to


        (X(1) -1)                      + .096540 *X(1) * X(5) =0


        (X(3) - X(1))                + .097515 *X(3) * X(6)=0


      (X(2) - X(1)  - 1  )         + .035272 * X(2) * X(5))=0


 (X(4) - X(2) + X(3) -X(1)  ) + .039191 * X(4) X(6) =0


         X(5) ^ .5 + X(6) ^ .5 <= 4


0 <=  X(1), X(2), X(3), X(4) <= 1


1<=  X(5), X(6) <= 100.




0 REM  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 4


        112 A(J44) = RND


    113 NEXT J44


    115 A(5) = 1 + FIX(RND * 100)

    116 A(6) = 1 + FIX(RND * 100)


    128 FOR I = 1 TO 50000



        129 FOR KKQQ = 1 TO 6

            130 X(KKQQ) = A(KKQQ)

        131 NEXT KKQQ

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


            140 B = 1 + FIX(RND * 6)


            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

        171 FOR J44 = 1 TO 4


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


        176 NEXT J44


        177 IF X(5) < 1## THEN 1670


        178 IF X(6) < 1## THEN 1670

        179 IF X(5) ^ .5 + X(6) ^ .5 > 4## THEN 1670

        182 X(1) = 1 / (1 + .096540 * X(5))

        185 X(3) = X(1) / (1 + .097515 * X(6))


        181 X(2) = (-X(1) + 1) / (1 + .035272 * X(5))


        184 X(4) = (X(2) - X(3) + X(1)) / (1 + .039191 * X(6))



        338 PD1 = X(4)


        466 P = PD1


        1111 IF P <= M THEN 1670

        1452 M = P

        1454 FOR KLX = 1 TO 6


            1455 A(KLX) = X(KLX)

        1456 NEXT KLX


    1670 NEXT I

    1777 IF M < -5 THEN 1999


    1904 PRINT A(1), A(2), A(3), A(4), A(5), A(6), M, JJJJ


1999 NEXT JJJJ



This computer program was run with qb64v1000-win [102].  Its complete output of one run through JJJJ= -31948 is shown below:



.7059551      .2552073      .5188736       .3863104        4.314488

3.69741        .3863104      -31996


.657959        .2874454       .5160241      .3866397       5.384829

2.820641      .3866397      -31993


.6782039      .2742524       .517703       .3865854         4.914883

2.615016      .3865854      -31967


.6459222      .2949956       .5146776      .3866176       5.678206

2.615016      .3866176      -31948


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 = -31948 was 4 seconds, counting from "Starting program...".   One can compare the computational results above with those in Maranas and Floudas [57, p. 24]. 

     

Acknowledgement

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

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Friday, April 8, 2022

Direct Solution of Generalized Geometric Programming Problems: An Illustration

 


Direct Solution of Generalized Geometric Programming Problems: An Illustration

Jsun Yui Wong

Similar to the computer program of the preceding paper, the computer program listed below seeks to solve the following problem from Rijckaert and Martens [76, p. 227, Problem 3]:   

Minimize      

592 * X(1) ^ .65 + 582 * X(1) ^ .39 + 1200 * X(1) ^ .52 + 370 * X(1) ^ .22 * X(2) ^ -.22 + 250 * X(1) ^ .40 * X(3) ^ -.40 + 210 * X(1) ^ .62 * X(3) ^ -.62 + 250 * X(1) ^ .4 * X(4) ^ -.4 + 200 * X(1) ^ .85 * X(4) ^ -.85

 subject to

 500 * X(1) ^ -1 + 50 * X(2) * X(1) ^ -1 + 50 * X(3) * X(1) ^ -1 + 50 * X(4) * X(1) ^ -1 <= 1.


0 REM DEFDBL A-Z

1 REM DEFINT A-Z

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

    110 FOR J44 = 2 TO 4

        111 A(J44) = FIX(RND * 5)

    112 NEXT J44


    113 A(1) = RND * 1000

    128 FOR I = 1 TO 10000

        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) - FIX(RND * 5) ELSE X(B) = A(B) + FIX(RND * 5)

        168 NEXT IPP

        169 FOR J44 = 1 TO 4

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

        172 NEXT J44

        326 IF 500 * X(1) ^ -1 + 50 * X(2) * X(1) ^ -1 + 50 * X(3) * X(1) ^ -1 + 50 * X(4) * X(1) ^ -1 > 1## THEN 1670

        451 PD1 = -(592 * X(1) ^ .65 + 582 * X(1) ^ .39 + 1200 * X(1) ^ .52 + 370 * X(1) ^ .22 * X(2) ^ -.22 + 250 * X(1) ^ .40 * X(3) ^ -.40 + 210 * X(1) ^ .62 * X(3) ^ -.62 + 250 * X(1) ^ .4 * X(4) ^ -.4 + 200 * X(1) ^ .85 * X(4) ^ -.85)

        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

    1779 IF M < -126400 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 complete output of one run through JJJJ= -31948 is shown below:


 755.3619        .1397002       1.555957      3.41158          -126343.3

-31996  

 761.1666         .1292648       1.556252      3.537705        -126337.7

-31960

  758.474          .1169376       1.563024      3.489518        -126328.1

-31948


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 = -31948 was 3 seconds, counting from "Starting program...".   One can compare the computational results above with those in Rijckaert and Martens [76, p. 228, Problem 3]. 


Acknowledgement

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

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