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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