Direct Finding Multiple Optimal Solutions in One Run of a Signomial Discrete Programming Problem with Free Variables
Jsun Yui Wong
Similar to the computer programs of the preceding paper, the computer
program listed below aims to solve directly the following signomial discrete
programming problem in Lin and Tsai [52, pp. 433-434, Example 1]:
Minimize
- ( -X(1) ^ 3 * X(3) ^ .5 * X(4) ^ .5 *
X(5) ^ .5 + LOG(X(4) * X(5) * X(6) + 1) - X(2) - 5 * X(3) )
subject to
X(4) ^ 2 + X(5) - X(1) ^ 3 +
3 * X(3) <= 11
X(6) ^ 2 - X(1) ^ 2 + 2 *
X(2) ^ .5 * X(3) ^ -2 <=<3
X(4) + X(5) + X(6) + X(1) +
X(2) + X(3) <= 6
-2< X(1) <= 4
0<= X(2) <=3
4<= X(3) <= 7
X(1) through X(3) are integer variables
X(4) through X(6) are 0-1 variables.
0 REM DEFDBL A-Z
1 REM DEFINT I, J, K
2 DIM B(99), N(99), A(200), H(99), L(99), U(99), X(200), 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)
9 FOR JJJJ = -32000 TO 32000
89 RANDOMIZE JJJJ
90 M = -3D+30
104 IF RND < 1 / 10 THEN A(2)
= -1 ELSE IF RND < 1 / 9 THEN A(2) = 0 ELSE IF RND < 1 / 8 THEN A(2) = 1
ELSE IF RND < 1 / 7 THEN A(2) = 4 ELSE IF RND < 1 / 6 THEN A(2) = 5 ELSE
IF RND < 1 / 5 THEN A(2) = 6 ELSE IF RND < 1 / 4 THEN A(2) = 7.5 ELSE IF
RND < 1 / 3 THEN A(2) = 8 ELSE IF RND < 1 / 2 THEN A(2) = 9 ELSE A(2) =
10
105 IF RND < 1 / 10 THEN A(3)
= -27 ELSE IF RND < 1 / 9 THEN A(3) = -18 ELSE IF RND < 1 / 8 THEN A(3) =
-9 ELSE IF RND < 1 / 7 THEN A(3) = -7 ELSE IF RND < 1 / 6 THEN A(3) = -4
ELSE IF RND < 1 / 5 THEN A(3) = -1 ELSE IF RND < 1 / 4 THEN A(3) = 1 ELSE
IF RND < 1 / 3 THEN A(3) = 3 ELSE IF RND < 1 / 2 THEN A(3) = 4 ELSE A(3)
= 5
111 A(1) = -2 + RND * 6
112 A(2) = 0 + RND * 3
113 A(3) = 4 + RND * 3
114 FOR J44 = 4 TO 6
115 A(J44) = INT(RND)
116 NEXT J44
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 * 4)
140 B = 1 + FIX(RND * 6)
142 IF B < 4 THEN 160 ELSE GOTO 179
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 188
167 IF RND < .5 THEN
X(B) = A(B) - FIX(RND * 4) ELSE X(B) = A(B) + FIX(RND * 4)
169 GOTO 188
179 IF A(B) = 0 THEN X(B)
= 1 ELSE X(B) = 0
188 NEXT IPP
191 FOR J44 = 1 TO 6
192 X(J44) = INT(X(J44))
194 NEXT J44
227 IF X(1) < -2 THEN 1670
228 IF X(1) > 4 THEN 1670
229 IF X(2) < 0 THEN 1670
230 IF X(2) > 3 THEN 1670
231 IF X(3) < 4 THEN 1670
233 IF X(3) > 7 THEN 1670
234 FOR J44 = 4 TO 6
235 IF X(J44) < 0 THEN
1670
237 IF X(J44) > 1 THEN
1670
238 NEXT J44
264 IF X(4) + X(5) + X(6) +
X(1) + X(2) + X(3) > 6 THEN 1670
265 IF X(4) ^ 2 + X(5) - X(1)
^ 3 + 3 * X(3) > 11 THEN 1670
267 IF X(4) ^ 2 - X(1) ^ 2 +
X(6) + X(1) + 2 * X(2) ^ .5 * X(3) ^ -2 > 3 THEN 1670
478 PD1 = -X(1) ^ 3 * X(3) ^
.5 * X(4) ^ .5 * X(5) ^ .5 + LOG(X(4) * X(5) * X(6) + 1) - X(2) - 5 * X(3)
479 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
1677 IF M < -9999999 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 [101]. Its complete output of one run through JJJJ=
-31980 is shown below:
1 0 4
0 0
1 -20 -32000
1 0 4
0 0
1 -20 -31999
1 0 4
0 0
0 -20 -31996
2 0 4
0 0
0 -20 -31994
1 0 4
0 0
1 -20 -31988
1 0 4
0 0
0 -20 -31984
1 0 4
0 0
0 -20 -31983
1 0 4
0 0
0 -20 -31982
1 0 4
0 0
1 -20 -31980
Three distinct solutions are 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, 64-bit Operating System, and QB64v1000-win
[101], the wall-clock time (not CPU time) for obtaining the output through JJJJ
= -31980 was 4 seconds, counting from "Starting program...". One can compare the computational results
above with those in Lin and Tsai [52, p. 436 and p. 437, Table 2].
Acknowledgement
I would like to acknowledge the encouragement of Roberta Clark and Tom
Clark.
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