Sunday, July 31, 2022

Computer Program for Solving Mixed-Integer/Integer/Mixed-Discrete Nonlinear Programming Problems Involving Signomial Parts: an Illustration

 



Computer Program for Solving Mixed-Integer/Integer/Mixed-Discrete Nonlinear Programming Problems Involving Signomial Parts:  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 Porn, Bjork, and Westerlund [72, p. 116 (9 of 13), Example 3]:          


Minimize

    

-1*  ( -2 * X(1) - 3 * X(2) - 1.5 * X(4) - 2 * X(5) + .5 * X(6)    )         

  

subject to 


                  X(1)^2 + X(4)  = 1.25


                 X(2) ^ 1.5 + 1.5 * X(5) = 3


         X(1) + X(4) <= 1.6 

        1.333 * X(2) + X(5) <= 3 

        -X(4) - X(5) + X(6) <= 0

        X(1), X(2), X(3) >= 0    

        (X(4), X(5), X(6)) element  { 0, 1 }.     



0 REM    DEFDBL A-Z

1 REM    DEFINT I, J, K

2 DIM B(99), N(99), A(20), H(99), L(99), U(99), X(20), 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)

79 FOR JJJJ = -32000 TO 32000


    89 RANDOMIZE JJJJ

    90 M = -3D+30


    104 FOR J44 = 1 TO 6

        107 A(J44) = RND


    108 NEXT J44


    123 FOR I = 1 TO 60000


        129 FOR KKQQ = 1 TO 6

            130 X(KKQQ) = A(KKQQ)

        131 NEXT KKQQ

        139 FOR IPP = 1 TO FIX(1 + RND * 4)


            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) - FIX(RND * 2) ELSE X(B) = A(B) + FIX(RND * 2)


        168 NEXT IPP



        177 FOR J44 = 4 TO 6


            178 X(J44) = INT(X(J44))


        179 NEXT J44


        185 IF (1.25 - X(4)) < 0## THEN 1670


        188 X(1) = (1.25 - X(4)) ^ .5

        198 FOR J44 = 1 TO 6


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


        200 NEXT J44

        207 IF X(4) > 1## THEN 1670

        208 IF X(5) > 1## THEN 1670

        209 IF X(6) > 1## THEN 1670



        319 IF X(1) + X(4) > 1.6 THEN 1670

        320 IF 1.333 * X(2) + X(5) > 3 THEN 1670


        321 IF -X(4) - X(5) + X(6) > 0 THEN 1670



        446 PD1 = -2 * X(1) - 3 * X(2) - 1.5 * X(4) - 2 * X(5) + .5 * X(6) - 100000 * ABS(X(2) ^ 1.5 + 1.5 * X(5) - 3)



        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

    1889 IF M < -7.7 THEN 1999

    1899 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 [101].  Its complete output of one run through JJJJ= -31997 is shown below:


1.118034      1.310371      2.083565       0      1

1         -7.669487         -32000


1.118034   1.310371   .7253669    0   1

1      -7.669487      -31999


1.118034   1.310371   .5079655    0   1

1      -7.669487      -31997


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 [101], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31997 was 3 seconds, counting from "Starting program...".  One can compare the computational results above with those in Porn, Bjork, and Westerlund [72, p. 116 (9 of 13), Example 3].          



Acknowledgement

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

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Tuesday, July 26, 2022


Computer Program for Solving a Structural Design Problem Involving Mixed-Discrete Variables    


Jsun Yui Wong


Similar to the computer program of the preceding paper, the computer program listed below seeks to solve the following problem from  in Tsai, Lin, and Wen [88, p. 8/11, Example 2]:


Minimize        


    - 1* ( -.6224 * X(1) * X(3) * X(4) - 1.7781 * X(2) * X(3) ^ 2 - 3.1661 * X(1) ^ 2 * X(4) - 19.84 * X(1) ^ 2 * X(3) )


subject to     

    

          .0193 * X(3) - X(1) <= 0,


        .00954 * X(3) - X(2) <= 0,


        1296000 - 3.1416 * X(3) ^ 2 * X(4) - (4 / 3) * 3.1416 * X(3) ^ 3 <= 0,


         X(4) <= 240  

            

       x(1), x(2) element { .0625, .125, .1875,..., 6.1875 }, x(1) and x(2) are discrete variables.


   10 <= x(3) <= 200, 10 <= x(4)<= 200, x(3) and x(4) are integer variables.



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)

79 FOR JJJJ = -32000 TO 32000


    89 RANDOMIZE JJJJ

    90 M = -3D+30


    111 A(3) = 10 + FIX(RND * 191)

    113 A(4) = 10 + FIX(RND * 191)


    117 A(5) = 1 + FIX(RND * 99)


    120 A(6) = 1 + FIX(RND * 99)

    123 FOR I = 1 TO 30000


        129 FOR KKQQ = 3 TO 6

            130 X(KKQQ) = A(KKQQ)

        131 NEXT KKQQ

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


            140 B = 3 + 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 * 4) ELSE X(B) = A(B) + FIX(RND * 4)


        168 NEXT IPP


        182 FOR J44 = 3 TO 6

            184 X(J44) = INT(X(J44))


        187 NEXT J44



        214 IF .0193 * X(3) > .0625 * X(5) THEN 1670


        215 IF .00954 * X(3) > .0625 * X(6) THEN 1670


        218 IF 1296000 - 3.1416 * X(3) ^ 2 * X(4) - (4 / 3) * 3.1416 * X(3) ^ 3 > 0 THEN 1670



        219 IF X(4) > 240 THEN 1670


        301 IF X(3) < 10 THEN 1670

        302 IF X(3) > 200 THEN 1670

        303 IF X(4) < 10 THEN 1670

        304 IF X(4) > 200 THEN 1670


        305 IF X(5) < 1 THEN 1670

        306 IF X(5) > 99 THEN 1670

        307 IF X(6) < 1 THEN 1670

        308 IF X(6) > 99 THEN 1670


        444 X(1) = .0625 * X(5): X(2) = .0625 * X(6)


        459 PD1 = -.6224 * X(1) * X(3) * X(4) - 1.7781 * X(2) * X(3) ^ 2 - 3.1661 * X(1) ^ 2 * X(4) - 19.84 * X(1) ^ 2 * X(3)


        466 P = PD1


        1111 IF P <= M THEN 1670

        1452 M = P

        1454 FOR KLX = 3 TO 6

            1455 A(KLX) = X(KLX)

        1456 NEXT KLX

    1670 NEXT I

    1889 IF M < -6111 THEN 1999

    1899 PRINT A(3), A(4), A(5), A(6), M, JJJJ

1999 NEXT JJJJ


This computer program was run with qb64v1000-win [101].  Its complete output of one run through JJJJ= -31934 is shown below:


42      178      13      7      -6074.999

-31976


42   178   13   7   -6074.999

-31951


42   178   13   7   -6074.999

-31934


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 [101], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31934 was 5 seconds, counting from "Starting program...".  One can compare the computational results above with those in Tsai, Lin, and Wen [88, p. 10/11, Table 3].  


Acknowledgement

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

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