Jsun Yui Wong
Similar to the computer programs of the preceding papers, the computer program below seeks to solve Li and Sun's Problem 14.4 plus a less-than-or-equal-to constraint and with 10000 unknowns instead of 100 unknowns; see Li and Sun [10, p. 415]. Specifically the computer program below tries to minimize the following:
10000-1
SIGMA [ 100* ( X(i+1) - X(i)^2 )^2 + ( 1-X(i) )^2 ]
i=1
subject to
X(1)+X(2)+X(3)+...+X(10000) <= 10000
-5<=X(i)<=5, X(i) integer, i=1, 2, 3,..., 10000.
One notes line 114, line 174, and line 175, which are as follows:
114 A(J44 )=-5+FIX( RND*11)
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 ).
While line 128 of the preceding paper is 128 FOR I=1 TO 32000 STEP .25, line 128 here is
128 FOR I=1 TO 32000 STEP .15.
One also notes line 255 and line 303, which are as follows:
255 X(10001)=10000- SUMNEW
303 IF X(10001)<0 THEN X(10001)=X(10001) ELSE X(10001)=0.
The objective function here is based on the Rosenbrock function [10, p. 415].
0 REM DEFDBL A-Z
1 DEFINT J,K,B,X
2 DIM A(10001),X(10001)
81 FOR JJJJ=-32000 TO 32000
89 RANDOMIZE JJJJ
90 M=-1.5D+38
111 FOR J44=1 TO 10000
114 A(J44)=-5+FIX(RND*11)
117 NEXT J44
128 FOR I=1 TO 32000 STEP .15
129 FOR KKQQ=1 TO 10000
130 X(KKQQ)=A(KKQQ)
131 NEXT KKQQ
139 FOR IPP=1 TO FIX(1+RND*3)
140 B=1+FIX(RND*10000)
143 GOTO 167
144 REM GOTO 168
145 IF RND<.5 THEN 150 ELSE 167
150 R=(1-RND*2)*A(B)
160 X(B)=(A(B) +RND^3*R)
162 GOTO 168
163 IF RND<.5 THEN X(B)=(A(B)-.001) ELSE X(B)=(A(B) +.001 )
165 GOTO 168
167 IF RND<.5 THEN X(B)=CINT(A(B)-1) ELSE X(B)=CINT(A(B) +1 )
168 REM IF A(B)=0 THEN X(B)=1 ELSE X(B)=0
169 NEXT IPP
171 FOR J44=1 TO 10000
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 )
177 NEXT J44
200 SUMNEW=0
203 FOR J44=1 TO 10000
205 SUMNEW=SUMNEW+X(J44)
207 NEXT J44
255 X(10001)=10000- SUMNEW
303 IF X(10001)<0 THEN X(10001)=X(10001) ELSE X(10001)=0
401 SONE=0
402 FOR J44=1 TO 9999
411 SONE=SONE+ 100* ( X(J44+1) - X(J44)^2 )^2 + ( 1-X(J44) )^2
421 NEXT J44
689 PD1=-SONE +5000000!*X(10001)
1111 IF PD1<=M THEN 1670
1452 M=PD1
1454 FOR KLX=1 TO 10001
1455 A(KLX)=X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 REM IF M<-10000 THEN 1999
1931 PRINT A(1),A(2),A(3),A(4),A(5)
1936 PRINT A(9996),A(9997),A(9998),A(9999),A(10000)
1939 PRINT M,JJJJ
1999 NEXT JJJJ
This BASIC computer program was run via basica/D of Microsoft's GW-BASIC 3.11 interpreter for DOS. See the BASIC manual [11]. Copied by hand from the screen, the computer program's complete output through JJJJ=-31997 is shown below:
-1 1 1 1 1
1 1 1 1 1
-4 -32000
-1 1 1 1 1
1 1 1 1 1
-4 -31999
-1 1 1 1 1
1 1 1 1 1
-4 -31998
1 1 1 1 1
1 1 1 1 1
0 -31997
Above there is no rounding by hand.
M=0 is optimal. See Li and Sun [10, p. 415].
Of the 10000 A's, only the 10 A's of line 1931 and line 1936 are shown above.
On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM, and the IBM basica/D interpreter, version GW BASIC 3.11, the wall-clock time for obtaining the output through JJJJ=-31997 was 49 hours.
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] E. Balas, An Additive Algorithm for Solving Linear Programs with Zero-One Variables. Operations Research, Vol. 13, No. 4 (1965), pp. 517-548.
[2] E. Balas, Discrete Programming by the Filter Method. Operations Research, Vol. 15, No. 5 (Sep. - Oct., 1967), pp. 915-957.
[3] F. Cajori (1911) Historical Note on the Newton-Raphson Method of Approximation. The American Mathematical Monthly, Volume 18 #2, pp. 29-32.
[4] M. A. Duran, I. E. Grossmann, An Outer-Approximation Algorithm for a Class of Mixed-Integer Nonlinear Programs. Mathematical Programming, 36:307-339, 1986.
[5] D. M. Himmelblau, Applied Nonlinear Programming. New York: McGraw-Hill Book Company, 1972.
[6] W. Hock, K. Schittkowski, Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1981.
[7] Jack Lashover (November 12, 2012). Monte Carlo Marching. www.academia.edu/5481312/MONTE_ CARLO_MARCHING
[8] E. L. Lawler, M. D. Bell, A Method for Solving Discrete Optimization Problems. Operations Research, Vol. 14, No. 6 (Nov. - Dec., 1966), pp. 1098-1112.
[9] E. L. Lawler, M. D. Bell, Errata: A Method for Solving Discrete Optimization Problems. Operations Research, Vol. 15, No. 3 (May - June, 1967), p. 578.
[10] Duan Li, Xiaoling Sun, Nonlinear Integer Programming. Springer Science+Business Media,LLC (2006). http://www.books.google.ca/books?isbn=0387329951
[11] Microsoft Corp., BASIC, Second Edition (May 1982), Version 1.10. Boca Raton, Florida: IBM Corp., Personal Computer, P. O. Box 1328-C,Boca Raton, Floridda 33432, 1981.
[12] Harvey M. Salkin, Integer Programming. Menlo Park, California: Addison-Wesley Publishing Company (1975).
[13] Harvey M. Salkin, Kamlesh Mathur, Foundations of Integer Programming. Elsevier Science Ltd (1989).
[14] K. Schittkowski, More Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1987.
[15] S. Surjanovic, Zakharov Function. www.sfu.ca/~ssurjano/zakharov.html
[16] Jsun Yui Wong (2012, April 23). The Domino Method of General Integer Nonlinear Programming Applied to Problem 2 of Lawler and Bell. http://computationalresultsfromcomputerprograms.wordpress.com/2012/04/23/
[17] Jsun Yui Wong (2013, September 4). A Nonlinear Integer/Discrete/Continuous Programming Solver Applied to a Literature Problem with Twenty Binary Variables and Three Constraints, Third Edition. http://myblogsubstance.typepad.com/substance/2013/09/
[18] Jsun Yui Wong (2014, June 27). A Unified Computer Program for Schittkowski's Test Problem 377, Second Edition. http://nonlinearintegerprogrammingsolver.blogspot.ca/2014_06_01_archive.html
Thursday, September 11, 2014
Tuesday, September 9, 2014
A Unified Computer Program Solving Li and Sun's Problem 14.4 Plus a Less-Than-or-Equal-to Constraint and with 8000 Unknowns instead of 100 Unknowns
Jsun Yui Wong
Similar to the computer programs of the preceding papers, the computer program below seeks to solve Li and Sun's Problem 14.4 plus a less-than-or-equal-to constraint and with 8000 unknowns instead of 100 unknowns; see Li and Sun [10, p. 415]. Specifically the computer program below tries to minimize the following:
8000-1
SIGMA [ 100* ( X(i+1) - X(i)^2 )^2 + ( 1-X(i) )^2 ]
i=1
subject to
X(1)+X(2)+X(3)+...+X(8000) <= 8000
-5<=X(i)<=5, X(i) integer, i=1, 2, 3,..., 8000.
One notes line 114, line 174, and line 175, which are as follows:
114 A(J44 )=-5+FIX( RND*11)
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 ).
One also notes line 255, which is 255 X(8001)=8000- SUMNEW.
While line 128 of the preceding paper is 128 FOR I=1 TO 32000 STEP .5, here line 128 is
128 FOR I=1 TO 32000 STEP .25.
0 REM DEFDBL A-Z
1 DEFINT J,K,B,X
2 DIM A(10000),X(10000)
81 FOR JJJJ=-32000 TO 32000
89 RANDOMIZE JJJJ
90 M=-1.5D+38
111 FOR J44=1 TO 8000
114 A(J44)=-5+FIX(RND*11)
117 NEXT J44
128 FOR I=1 TO 32000 STEP .25
129 FOR KKQQ=1 TO 8000
130 X(KKQQ)=A(KKQQ)
131 NEXT KKQQ
139 FOR IPP=1 TO FIX(1+RND*3)
140 B=1+FIX(RND*8000)
143 GOTO 167
144 REM GOTO 168
145 IF RND<.5 THEN 150 ELSE 167
150 R=(1-RND*2)*A(B)
160 X(B)=(A(B) +RND^3*R)
162 GOTO 168
163 IF RND<.5 THEN X(B)=(A(B)-.001) ELSE X(B)=(A(B) +.001 )
165 GOTO 168
167 IF RND<.5 THEN X(B)=CINT(A(B)-1) ELSE X(B)=CINT(A(B) +1 )
168 REM IF A(B)=0 THEN X(B)=1 ELSE X(B)=0
169 NEXT IPP
171 FOR J44=1 TO 8000
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 )
177 NEXT J44
200 SUMNEW=0
203 FOR J44=1 TO 8000
205 SUMNEW=SUMNEW+X(J44)
207 NEXT J44
255 X(8001)=8000- SUMNEW
303 IF X(8001)<0 THEN X(8001)=X(8001) ELSE X(8001)=0
401 SONE=0
402 FOR J44=1 TO 7999
411 SONE=SONE+ 100* ( X(J44+1) - X(J44)^2 )^2 + ( 1-X(J44) )^2
421 NEXT J44
689 PD1=-SONE +5000000!*X(8001)
1111 IF PD1<=M THEN 1670
1452 M=PD1
1454 FOR KLX=1 TO 8001
1455 A(KLX)=X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 REM IF M<-10000 THEN 1999
1931 PRINT A(1),A(2),A(3),A(4),A(5)
1936 PRINT A(7996),A(7997),A(7998),A(7999),A(8000)
1939 PRINT M,JJJJ
1999 NEXT JJJJ
This BASIC computer program was run via basica/D of Microsoft's GW-BASIC 3.11 interpreter for DOS. See the BASIC manual [11]. Copied by hand from the screen, the computer program's complete output through JJJJ=-31999 is shown below:
-1 1 1 1 1
1 1 1 1 1
-4 -32000
1 1 1 1 1
1 1 1 1 1
0 -31999
Above there is no rounding by hand.
M=0 is optimal. See Li and Sun [10, p. 415].
Of the 8000 A's, only the 10 A's of line 1931 and line 1936 are shown above.
On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM, and the IBM basica/D interpreter, version GW BASIC 3.11, the wall-clock time for obtaining the output through JJJJ=-31999 was 22 hours.
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] E. Balas, An Additive Algorithm for Solving Linear Programs with Zero-One Variables. Operations Research, Vol. 13, No. 4 (1965), pp. 517-548.
[2] E. Balas, Discrete Programming by the Filter Method. Operations Research, Vol. 15, No. 5 (Sep. - Oct., 1967), pp. 915-957.
[3] F. Cajori (1911) Historical Note on the Newton-Raphson Method of Approximation. The American Mathematical Monthly, Volume 18 #2, pp. 29-32.
[4] M. A. Duran, I. E. Grossmann, An Outer-Approximation Algorithm for a Class of Mixed-Integer Nonlinear Programs. Mathematical Programming, 36:307-339, 1986.
[5] D. M. Himmelblau, Applied Nonlinear Programming. New York: McGraw-Hill Book Company, 1972.
[6] W. Hock, K. Schittkowski, Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1981.
[7] Jack Lashover (November 12, 2012). Monte Carlo Marching. www.academia.edu/5481312/MONTE_ CARLO_MARCHING
[8] E. L. Lawler, M. D. Bell, A Method for Solving Discrete Optimization Problems. Operations Research, Vol. 14, No. 6 (Nov. - Dec., 1966), pp. 1098-1112.
[9] E. L. Lawler, M. D. Bell, Errata: A Method for Solving Discrete Optimization Problems. Operations Research, Vol. 15, No. 3 (May - June, 1967), p. 578.
[10] Duan Li, Xiaoling Sun, Nonlinear Integer Programming. Springer Science+Business Media,LLC (2006). http://www.books.google.ca/books?isbn=0387329951
[11] Microsoft Corp., BASIC, Second Edition (May 1982), Version 1.10. Boca Raton, Florida: IBM Corp., Personal Computer, P. O. Box 1328-C,Boca Raton, Floridda 33432, 1981.
[12] Harvey M. Salkin, Integer Programming. Menlo Park, California: Addison-Wesley Publishing Company (1975).
[13] Harvey M. Salkin, Kamlesh Mathur, Foundations of Integer Programming. Elsevier Science Ltd (1989).
[14] K. Schittkowski, More Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1987.
[15] S. Surjanovic, Zakharov Function. www.sfu.ca/~ssurjano/zakharov.html
[16] Jsun Yui Wong (2012, April 23). The Domino Method of General Integer Nonlinear Programming Applied to Problem 2 of Lawler and Bell. http://computationalresultsfromcomputerprograms.wordpress.com/2012/04/23/
[17] Jsun Yui Wong (2013, September 4). A Nonlinear Integer/Discrete/Continuous Programming Solver Applied to a Literature Problem with Twenty Binary Variables and Three Constraints, Third Edition. http://myblogsubstance.typepad.com/substance/2013/09/
[18] Jsun Yui Wong (2014, June 27). A Unified Computer Program for Schittkowski's Test Problem 377, Second Edition. http://nonlinearintegerprogrammingsolver.blogspot.ca/2014_06_01_archive.html
Similar to the computer programs of the preceding papers, the computer program below seeks to solve Li and Sun's Problem 14.4 plus a less-than-or-equal-to constraint and with 8000 unknowns instead of 100 unknowns; see Li and Sun [10, p. 415]. Specifically the computer program below tries to minimize the following:
8000-1
SIGMA [ 100* ( X(i+1) - X(i)^2 )^2 + ( 1-X(i) )^2 ]
i=1
subject to
X(1)+X(2)+X(3)+...+X(8000) <= 8000
-5<=X(i)<=5, X(i) integer, i=1, 2, 3,..., 8000.
One notes line 114, line 174, and line 175, which are as follows:
114 A(J44 )=-5+FIX( RND*11)
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 ).
One also notes line 255, which is 255 X(8001)=8000- SUMNEW.
While line 128 of the preceding paper is 128 FOR I=1 TO 32000 STEP .5, here line 128 is
128 FOR I=1 TO 32000 STEP .25.
0 REM DEFDBL A-Z
1 DEFINT J,K,B,X
2 DIM A(10000),X(10000)
81 FOR JJJJ=-32000 TO 32000
89 RANDOMIZE JJJJ
90 M=-1.5D+38
111 FOR J44=1 TO 8000
114 A(J44)=-5+FIX(RND*11)
117 NEXT J44
128 FOR I=1 TO 32000 STEP .25
129 FOR KKQQ=1 TO 8000
130 X(KKQQ)=A(KKQQ)
131 NEXT KKQQ
139 FOR IPP=1 TO FIX(1+RND*3)
140 B=1+FIX(RND*8000)
143 GOTO 167
144 REM GOTO 168
145 IF RND<.5 THEN 150 ELSE 167
150 R=(1-RND*2)*A(B)
160 X(B)=(A(B) +RND^3*R)
162 GOTO 168
163 IF RND<.5 THEN X(B)=(A(B)-.001) ELSE X(B)=(A(B) +.001 )
165 GOTO 168
167 IF RND<.5 THEN X(B)=CINT(A(B)-1) ELSE X(B)=CINT(A(B) +1 )
168 REM IF A(B)=0 THEN X(B)=1 ELSE X(B)=0
169 NEXT IPP
171 FOR J44=1 TO 8000
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 )
177 NEXT J44
200 SUMNEW=0
203 FOR J44=1 TO 8000
205 SUMNEW=SUMNEW+X(J44)
207 NEXT J44
255 X(8001)=8000- SUMNEW
303 IF X(8001)<0 THEN X(8001)=X(8001) ELSE X(8001)=0
401 SONE=0
402 FOR J44=1 TO 7999
411 SONE=SONE+ 100* ( X(J44+1) - X(J44)^2 )^2 + ( 1-X(J44) )^2
421 NEXT J44
689 PD1=-SONE +5000000!*X(8001)
1111 IF PD1<=M THEN 1670
1452 M=PD1
1454 FOR KLX=1 TO 8001
1455 A(KLX)=X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 REM IF M<-10000 THEN 1999
1931 PRINT A(1),A(2),A(3),A(4),A(5)
1936 PRINT A(7996),A(7997),A(7998),A(7999),A(8000)
1939 PRINT M,JJJJ
1999 NEXT JJJJ
This BASIC computer program was run via basica/D of Microsoft's GW-BASIC 3.11 interpreter for DOS. See the BASIC manual [11]. Copied by hand from the screen, the computer program's complete output through JJJJ=-31999 is shown below:
-1 1 1 1 1
1 1 1 1 1
-4 -32000
1 1 1 1 1
1 1 1 1 1
0 -31999
Above there is no rounding by hand.
M=0 is optimal. See Li and Sun [10, p. 415].
Of the 8000 A's, only the 10 A's of line 1931 and line 1936 are shown above.
On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM, and the IBM basica/D interpreter, version GW BASIC 3.11, the wall-clock time for obtaining the output through JJJJ=-31999 was 22 hours.
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] E. Balas, An Additive Algorithm for Solving Linear Programs with Zero-One Variables. Operations Research, Vol. 13, No. 4 (1965), pp. 517-548.
[2] E. Balas, Discrete Programming by the Filter Method. Operations Research, Vol. 15, No. 5 (Sep. - Oct., 1967), pp. 915-957.
[3] F. Cajori (1911) Historical Note on the Newton-Raphson Method of Approximation. The American Mathematical Monthly, Volume 18 #2, pp. 29-32.
[4] M. A. Duran, I. E. Grossmann, An Outer-Approximation Algorithm for a Class of Mixed-Integer Nonlinear Programs. Mathematical Programming, 36:307-339, 1986.
[5] D. M. Himmelblau, Applied Nonlinear Programming. New York: McGraw-Hill Book Company, 1972.
[6] W. Hock, K. Schittkowski, Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1981.
[7] Jack Lashover (November 12, 2012). Monte Carlo Marching. www.academia.edu/5481312/MONTE_ CARLO_MARCHING
[8] E. L. Lawler, M. D. Bell, A Method for Solving Discrete Optimization Problems. Operations Research, Vol. 14, No. 6 (Nov. - Dec., 1966), pp. 1098-1112.
[9] E. L. Lawler, M. D. Bell, Errata: A Method for Solving Discrete Optimization Problems. Operations Research, Vol. 15, No. 3 (May - June, 1967), p. 578.
[10] Duan Li, Xiaoling Sun, Nonlinear Integer Programming. Springer Science+Business Media,LLC (2006). http://www.books.google.ca/books?isbn=0387329951
[11] Microsoft Corp., BASIC, Second Edition (May 1982), Version 1.10. Boca Raton, Florida: IBM Corp., Personal Computer, P. O. Box 1328-C,Boca Raton, Floridda 33432, 1981.
[12] Harvey M. Salkin, Integer Programming. Menlo Park, California: Addison-Wesley Publishing Company (1975).
[13] Harvey M. Salkin, Kamlesh Mathur, Foundations of Integer Programming. Elsevier Science Ltd (1989).
[14] K. Schittkowski, More Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1987.
[15] S. Surjanovic, Zakharov Function. www.sfu.ca/~ssurjano/zakharov.html
[16] Jsun Yui Wong (2012, April 23). The Domino Method of General Integer Nonlinear Programming Applied to Problem 2 of Lawler and Bell. http://computationalresultsfromcomputerprograms.wordpress.com/2012/04/23/
[17] Jsun Yui Wong (2013, September 4). A Nonlinear Integer/Discrete/Continuous Programming Solver Applied to a Literature Problem with Twenty Binary Variables and Three Constraints, Third Edition. http://myblogsubstance.typepad.com/substance/2013/09/
[18] Jsun Yui Wong (2014, June 27). A Unified Computer Program for Schittkowski's Test Problem 377, Second Edition. http://nonlinearintegerprogrammingsolver.blogspot.ca/2014_06_01_archive.html
Saturday, September 6, 2014
A Unified Computer Program Solving Li and Sun's Problem 14.4 Plus an Additional Constraint and with 5000 Unknowns instead of 100 Unknowns
Jsun Yui Wong
Case One: The Additional Constraint is a Less-Than-or-Equal-to Constraint
Similar to the computer programs of the preceding papers, the computer program below seeks to solve Li and Sun's Problem 14.4 plus a less-than-or-equal-to constraint and with 5000 unknowns instead of 100 unknowns; see Li and Sun [10, p. 415]. Specifically the computer program below tries to minimize the following:
5000-1
SIGMA [ 100* ( X(i+1) - X(i)^2 )^2 + ( 1-X(i) )^2 ]
i=1
subject to
X(1)+X(2)+X(3)+...+X(2000) <= 5000
-5<=X(i)<=5, X(i) integer, i=1, 2, 3,..., 5000.
One notes line 114, line 174, and line 175, which are as follows:
114 A(J44 )=-5+FIX( RND*11)
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 ).
One also notes line 255, which is 255 X(5001)=5000- SUMNEW.
0 REM DEFDBL A-Z
1 DEFINT J,K,B,X
2 DIM A(10000),X(10000)
81 FOR JJJJ=-32000 TO 32000
89 RANDOMIZE JJJJ
90 M=-1.5D+38
111 FOR J44=1 TO 5000
114 A(J44)=-5+FIX(RND*11)
117 NEXT J44
128 FOR I=1 TO 32000 STEP .5
129 FOR KKQQ=1 TO 5000
130 X(KKQQ)=A(KKQQ)
131 NEXT KKQQ
139 FOR IPP=1 TO FIX(1+RND*3)
140 B=1+FIX(RND*5000)
143 GOTO 167
144 REM GOTO 168
145 IF RND<.5 THEN 150 ELSE 167
150 R=(1-RND*2)*A(B)
160 X(B)=(A(B) +RND^3*R)
162 GOTO 168
163 IF RND<.5 THEN X(B)=(A(B)-.001) ELSE X(B)=(A(B) +.001 )
165 GOTO 168
167 IF RND<.5 THEN X(B)=CINT(A(B)-1) ELSE X(B)=CINT(A(B) +1 )
168 REM IF A(B)=0 THEN X(B)=1 ELSE X(B)=0
169 NEXT IPP
171 FOR J44=1 TO 5000
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 )
177 NEXT J44
200 SUMNEW=0
203 FOR J44=1 TO 5000
205 SUMNEW=SUMNEW+X(J44)
207 NEXT J44
255 X(5001)=5000- SUMNEW
303 IF X(5001)<0 THEN X(5001)=X(5001) ELSE X(5001)=0
401 SONE=0
402 FOR J44=1 TO 4999
411 SONE=SONE+ 100* ( X(J44+1) - X(J44)^2 )^2 + ( 1-X(J44) )^2
421 NEXT J44
689 PD1=-SONE +5000000!*X(5001)
1111 IF PD1<=M THEN 1670
1452 M=PD1
1454 FOR KLX=1 TO 5001
1455 A(KLX)=X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 REM IF M<-10000 THEN 1999
1931 PRINT A(1),A(2),A(3),A(4),A(5)
1936 PRINT A(4996),A(4997),A(4998),A(4999),A(5000)
1939 PRINT M,JJJJ
1999 NEXT JJJJ
This BASIC computer program was run via basica/D of Microsoft's GW-BASIC 3.11 interpreter for DOS. See the BASIC manual [11]. Copied by hand from the screen, the computer program's complete output through JJJJ=-31997 is shown below:
-1 1 1 1 1
1 1 0 -2 4
-514 -32000
-1 1 1 1 1
1 1 1 2 4
-507 -31999
1 1 1 1 1
1 1 1 1 1
-201 -31998
1 1 1 1 1
1 1 1 1 1
0 -31997
Above there is no rounding by hand.
M=0 is optimal; see Li and Sun [10, p. 415]..
Of the 5000 A's, only the 10 A's of line 1931 and line 1936 are shown above.
On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM, and the IBM basica/D interpreter, version GW BASIC 3.11, the wall-clock time for obtaining the output through JJJJ=-31997 was 12 hours.
Case Two: The Additional Constraint is an Equality Constraint
The computer program below seeks to solve Li and Sun's Problem 14.4 plus an equality constraint and with 5000 unknowns instead of 100 unknowns; see Li and Sun [10, p. 415]. Specifically the computer program below tries to minimize the following:
5000-1
SIGMA [ 100* ( X(i+1) - X(i)^2 )^2 + ( 1-X(i) )^2 ]
i=1
subject to
X(1)+X(2)+X(3)+...+X(5000) = 5000
-5<=X(i)<=5, X(i) integer, i=1, 2, 3,..., 5000.
One notes line 114, line 174, and line 175, which are as follows:
114 A(J44 )=-5+FIX( RND*11)
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 ).
One also notes line 211, which is 211 X(1)=5000-SUMNEW.
0 REM DEFDBL A-Z
1 DEFINT J,K,B,X
2 DIM A(10000),X(10000)
81 FOR JJJJ=-32000 TO 32000
89 RANDOMIZE JJJJ
90 M=-1.5D+38
111 FOR J44=1 TO 5000
114 A(J44)=-5+FIX(RND*11)
117 NEXT J44
128 FOR I=1 TO 32000 STEP .5
129 FOR KKQQ=1 TO 5000
130 X(KKQQ)=A(KKQQ)
131 NEXT KKQQ
139 FOR IPP=1 TO FIX(1+RND*3)
140 B=1+FIX(RND*5000)
143 GOTO 167
144 REM GOTO 168
145 IF RND<.5 THEN 150 ELSE 167
150 R=(1-RND*2)*A(B)
160 X(B)=(A(B) +RND^3*R)
162 GOTO 168
163 IF RND<.5 THEN X(B)=(A(B)-.001) ELSE X(B)=(A(B) +.001 )
165 GOTO 168
167 IF RND<.5 THEN X(B)=CINT(A(B)-1) ELSE X(B)=CINT(A(B) +1 )
168 REM IF A(B)=0 THEN X(B)=1 ELSE X(B)=0
169 NEXT IPP
171 FOR J44=2 TO 5000
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 )
177 NEXT J44
200 SUMNEW=0
203 FOR J44=2 TO 5000
205 SUMNEW=SUMNEW+X(J44)
207 NEXT J44
211 X(1)=5000-SUMNEW
222 IF X(1)>5 THEN X(1 )=A(1 )
225 IF X(1)<-5 THEN X(1 )=A(1 )
401 SONE=0
402 FOR J44=1 TO 4999
411 SONE=SONE+ 100* ( X(J44+1) - X(J44)^2 )^2 + ( 1-X(J44) )^2
421 NEXT J44
689 PD1=-SONE
1111 IF PD1<=M THEN 1670
1452 M=PD1
1454 FOR KLX=1 TO 5000
1455 A(KLX)=X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 IF M<-444 THEN 1999
1931 PRINT A(1),A(2),A(3),A(4),A(5)
1936 PRINT A(4996),A(4997),A(4998),A(4999),A(5000)
1939 PRINT M,JJJJ
1999 NEXT JJJJ
This BASIC computer program was run via basica/D of Microsoft's GW-BASIC 3.11 interpreter for DOS. See the BASIC manual [11]. Copied by hand from the screen, the computer program's complete output through JJJJ=-31999 is shown below:
1 1 1 1 1
1 1 1 1 1
0 -31999
Above there is no rounding by hand.
M=0 is optimal; see Li and Sun [10, p. 415]..
Of the 5000 A's, only the 10 A's of line 1931 and line 1936 are shown above.
On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM, and the IBM basica/D interpreter, version GW BASIC 3.11, the wall-clock time for obtaining the output through JJJJ=-31999 was 14 hours.
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] E. Balas, An Additive Algorithm for Solving Linear Programs with Zero-One Variables. Operations Research, Vol. 13, No. 4 (1965), pp. 517-548.
[2] E. Balas, Discrete Programming by the Filter Method. Operations Research, Vol. 15, No. 5 (Sep. - Oct., 1967), pp. 915-957.
[3] F. Cajori (1911) Historical Note on the Newton-Raphson Method of Approximation. The American Mathematical Monthly, Volume 18 #2, pp. 29-32.
[4] M. A. Duran, I. E. Grossmann, An Outer-Approximation Algorithm for a Class of Mixed-Integer Nonlinear Programs. Mathematical Programming, 36:307-339, 1986.
[5] D. M. Himmelblau, Applied Nonlinear Programming. New York: McGraw-Hill Book Company, 1972.
[6] W. Hock, K. Schittkowski, Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1981.
[7] Jack Lashover (November 12, 2012). Monte Carlo Marching. www.academia.edu/5481312/MONTE_ CARLO_MARCHING
[8] E. L. Lawler, M. D. Bell, A Method for Solving Discrete Optimization Problems. Operations Research, Vol. 14, No. 6 (Nov. - Dec., 1966), pp. 1098-1112.
[9] E. L. Lawler, M. D. Bell, Errata: A Method for Solving Discrete Optimization Problems. Operations Research, Vol. 15, No. 3 (May - June, 1967), p. 578.
[10] Duan Li, Xiaoling Sun, Nonlinear Integer Programming. Springer Science+Business Media,LLC (2006). http://www.books.google.ca/books?isbn=0387329951
[11] Microsoft Corp., BASIC, Second Edition (May 1982), Version 1.10. Boca Raton, Florida: IBM Corp., Personal Computer, P. O. Box 1328-C,Boca Raton, Floridda 33432, 1981.
[12] Harvey M. Salkin, Integer Programming. Menlo Park, California: Addison-Wesley Publishing Company (1975).
[13] Harvey M. Salkin, Kamlesh Mathur, Foundations of Integer Programming. Elsevier Science Ltd (1989).
[14] K. Schittkowski, More Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1987.
[15] S. Surjanovic, Zakharov Function. www.sfu.ca/~ssurjano/zakharov.html
[16] Jsun Yui Wong (2012, April 23). The Domino Method of General Integer Nonlinear Programming Applied to Problem 2 of Lawler and Bell. http://computationalresultsfromcomputerprograms.wordpress.com/2012/04/23/
[17] Jsun Yui Wong (2013, September 4). A Nonlinear Integer/Discrete/Continuous Programming Solver Applied to a Literature Problem with Twenty Binary Variables and Three Constraints, Third Edition. http://myblogsubstance.typepad.com/substance/2013/09/
[18] Jsun Yui Wong (2014, June 27). A Unified Computer Program for Schittkowski's Test Problem 377, Second Edition. http://nonlinearintegerprogrammingsolver.blogspot.ca/2014_06_01_archive.html
Case One: The Additional Constraint is a Less-Than-or-Equal-to Constraint
Similar to the computer programs of the preceding papers, the computer program below seeks to solve Li and Sun's Problem 14.4 plus a less-than-or-equal-to constraint and with 5000 unknowns instead of 100 unknowns; see Li and Sun [10, p. 415]. Specifically the computer program below tries to minimize the following:
5000-1
SIGMA [ 100* ( X(i+1) - X(i)^2 )^2 + ( 1-X(i) )^2 ]
i=1
subject to
X(1)+X(2)+X(3)+...+X(2000) <= 5000
-5<=X(i)<=5, X(i) integer, i=1, 2, 3,..., 5000.
One notes line 114, line 174, and line 175, which are as follows:
114 A(J44 )=-5+FIX( RND*11)
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 ).
One also notes line 255, which is 255 X(5001)=5000- SUMNEW.
0 REM DEFDBL A-Z
1 DEFINT J,K,B,X
2 DIM A(10000),X(10000)
81 FOR JJJJ=-32000 TO 32000
89 RANDOMIZE JJJJ
90 M=-1.5D+38
111 FOR J44=1 TO 5000
114 A(J44)=-5+FIX(RND*11)
117 NEXT J44
128 FOR I=1 TO 32000 STEP .5
129 FOR KKQQ=1 TO 5000
130 X(KKQQ)=A(KKQQ)
131 NEXT KKQQ
139 FOR IPP=1 TO FIX(1+RND*3)
140 B=1+FIX(RND*5000)
143 GOTO 167
144 REM GOTO 168
145 IF RND<.5 THEN 150 ELSE 167
150 R=(1-RND*2)*A(B)
160 X(B)=(A(B) +RND^3*R)
162 GOTO 168
163 IF RND<.5 THEN X(B)=(A(B)-.001) ELSE X(B)=(A(B) +.001 )
165 GOTO 168
167 IF RND<.5 THEN X(B)=CINT(A(B)-1) ELSE X(B)=CINT(A(B) +1 )
168 REM IF A(B)=0 THEN X(B)=1 ELSE X(B)=0
169 NEXT IPP
171 FOR J44=1 TO 5000
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 )
177 NEXT J44
200 SUMNEW=0
203 FOR J44=1 TO 5000
205 SUMNEW=SUMNEW+X(J44)
207 NEXT J44
255 X(5001)=5000- SUMNEW
303 IF X(5001)<0 THEN X(5001)=X(5001) ELSE X(5001)=0
401 SONE=0
402 FOR J44=1 TO 4999
411 SONE=SONE+ 100* ( X(J44+1) - X(J44)^2 )^2 + ( 1-X(J44) )^2
421 NEXT J44
689 PD1=-SONE +5000000!*X(5001)
1111 IF PD1<=M THEN 1670
1452 M=PD1
1454 FOR KLX=1 TO 5001
1455 A(KLX)=X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 REM IF M<-10000 THEN 1999
1931 PRINT A(1),A(2),A(3),A(4),A(5)
1936 PRINT A(4996),A(4997),A(4998),A(4999),A(5000)
1939 PRINT M,JJJJ
1999 NEXT JJJJ
This BASIC computer program was run via basica/D of Microsoft's GW-BASIC 3.11 interpreter for DOS. See the BASIC manual [11]. Copied by hand from the screen, the computer program's complete output through JJJJ=-31997 is shown below:
-1 1 1 1 1
1 1 0 -2 4
-514 -32000
-1 1 1 1 1
1 1 1 2 4
-507 -31999
1 1 1 1 1
1 1 1 1 1
-201 -31998
1 1 1 1 1
1 1 1 1 1
0 -31997
Above there is no rounding by hand.
M=0 is optimal; see Li and Sun [10, p. 415]..
Of the 5000 A's, only the 10 A's of line 1931 and line 1936 are shown above.
On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM, and the IBM basica/D interpreter, version GW BASIC 3.11, the wall-clock time for obtaining the output through JJJJ=-31997 was 12 hours.
Case Two: The Additional Constraint is an Equality Constraint
The computer program below seeks to solve Li and Sun's Problem 14.4 plus an equality constraint and with 5000 unknowns instead of 100 unknowns; see Li and Sun [10, p. 415]. Specifically the computer program below tries to minimize the following:
5000-1
SIGMA [ 100* ( X(i+1) - X(i)^2 )^2 + ( 1-X(i) )^2 ]
i=1
subject to
X(1)+X(2)+X(3)+...+X(5000) = 5000
-5<=X(i)<=5, X(i) integer, i=1, 2, 3,..., 5000.
One notes line 114, line 174, and line 175, which are as follows:
114 A(J44 )=-5+FIX( RND*11)
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 ).
One also notes line 211, which is 211 X(1)=5000-SUMNEW.
0 REM DEFDBL A-Z
1 DEFINT J,K,B,X
2 DIM A(10000),X(10000)
81 FOR JJJJ=-32000 TO 32000
89 RANDOMIZE JJJJ
90 M=-1.5D+38
111 FOR J44=1 TO 5000
114 A(J44)=-5+FIX(RND*11)
117 NEXT J44
128 FOR I=1 TO 32000 STEP .5
129 FOR KKQQ=1 TO 5000
130 X(KKQQ)=A(KKQQ)
131 NEXT KKQQ
139 FOR IPP=1 TO FIX(1+RND*3)
140 B=1+FIX(RND*5000)
143 GOTO 167
144 REM GOTO 168
145 IF RND<.5 THEN 150 ELSE 167
150 R=(1-RND*2)*A(B)
160 X(B)=(A(B) +RND^3*R)
162 GOTO 168
163 IF RND<.5 THEN X(B)=(A(B)-.001) ELSE X(B)=(A(B) +.001 )
165 GOTO 168
167 IF RND<.5 THEN X(B)=CINT(A(B)-1) ELSE X(B)=CINT(A(B) +1 )
168 REM IF A(B)=0 THEN X(B)=1 ELSE X(B)=0
169 NEXT IPP
171 FOR J44=2 TO 5000
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 )
177 NEXT J44
200 SUMNEW=0
203 FOR J44=2 TO 5000
205 SUMNEW=SUMNEW+X(J44)
207 NEXT J44
211 X(1)=5000-SUMNEW
222 IF X(1)>5 THEN X(1 )=A(1 )
225 IF X(1)<-5 THEN X(1 )=A(1 )
401 SONE=0
402 FOR J44=1 TO 4999
411 SONE=SONE+ 100* ( X(J44+1) - X(J44)^2 )^2 + ( 1-X(J44) )^2
421 NEXT J44
689 PD1=-SONE
1111 IF PD1<=M THEN 1670
1452 M=PD1
1454 FOR KLX=1 TO 5000
1455 A(KLX)=X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 IF M<-444 THEN 1999
1931 PRINT A(1),A(2),A(3),A(4),A(5)
1936 PRINT A(4996),A(4997),A(4998),A(4999),A(5000)
1939 PRINT M,JJJJ
1999 NEXT JJJJ
This BASIC computer program was run via basica/D of Microsoft's GW-BASIC 3.11 interpreter for DOS. See the BASIC manual [11]. Copied by hand from the screen, the computer program's complete output through JJJJ=-31999 is shown below:
1 1 1 1 1
1 1 1 1 1
0 -31999
Above there is no rounding by hand.
M=0 is optimal; see Li and Sun [10, p. 415]..
Of the 5000 A's, only the 10 A's of line 1931 and line 1936 are shown above.
On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM, and the IBM basica/D interpreter, version GW BASIC 3.11, the wall-clock time for obtaining the output through JJJJ=-31999 was 14 hours.
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] E. Balas, An Additive Algorithm for Solving Linear Programs with Zero-One Variables. Operations Research, Vol. 13, No. 4 (1965), pp. 517-548.
[2] E. Balas, Discrete Programming by the Filter Method. Operations Research, Vol. 15, No. 5 (Sep. - Oct., 1967), pp. 915-957.
[3] F. Cajori (1911) Historical Note on the Newton-Raphson Method of Approximation. The American Mathematical Monthly, Volume 18 #2, pp. 29-32.
[4] M. A. Duran, I. E. Grossmann, An Outer-Approximation Algorithm for a Class of Mixed-Integer Nonlinear Programs. Mathematical Programming, 36:307-339, 1986.
[5] D. M. Himmelblau, Applied Nonlinear Programming. New York: McGraw-Hill Book Company, 1972.
[6] W. Hock, K. Schittkowski, Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1981.
[7] Jack Lashover (November 12, 2012). Monte Carlo Marching. www.academia.edu/5481312/MONTE_ CARLO_MARCHING
[8] E. L. Lawler, M. D. Bell, A Method for Solving Discrete Optimization Problems. Operations Research, Vol. 14, No. 6 (Nov. - Dec., 1966), pp. 1098-1112.
[9] E. L. Lawler, M. D. Bell, Errata: A Method for Solving Discrete Optimization Problems. Operations Research, Vol. 15, No. 3 (May - June, 1967), p. 578.
[10] Duan Li, Xiaoling Sun, Nonlinear Integer Programming. Springer Science+Business Media,LLC (2006). http://www.books.google.ca/books?isbn=0387329951
[11] Microsoft Corp., BASIC, Second Edition (May 1982), Version 1.10. Boca Raton, Florida: IBM Corp., Personal Computer, P. O. Box 1328-C,Boca Raton, Floridda 33432, 1981.
[12] Harvey M. Salkin, Integer Programming. Menlo Park, California: Addison-Wesley Publishing Company (1975).
[13] Harvey M. Salkin, Kamlesh Mathur, Foundations of Integer Programming. Elsevier Science Ltd (1989).
[14] K. Schittkowski, More Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1987.
[15] S. Surjanovic, Zakharov Function. www.sfu.ca/~ssurjano/zakharov.html
[16] Jsun Yui Wong (2012, April 23). The Domino Method of General Integer Nonlinear Programming Applied to Problem 2 of Lawler and Bell. http://computationalresultsfromcomputerprograms.wordpress.com/2012/04/23/
[17] Jsun Yui Wong (2013, September 4). A Nonlinear Integer/Discrete/Continuous Programming Solver Applied to a Literature Problem with Twenty Binary Variables and Three Constraints, Third Edition. http://myblogsubstance.typepad.com/substance/2013/09/
[18] Jsun Yui Wong (2014, June 27). A Unified Computer Program for Schittkowski's Test Problem 377, Second Edition. http://nonlinearintegerprogrammingsolver.blogspot.ca/2014_06_01_archive.html
Thursday, September 4, 2014
A Unified Computer Program Solving Li and Sun's Problem 14.4 Plus an Additional Constraint and with 3000 Unknowns instead of 100 Unknowns
Jsun Yui Wong
Case One: The Additional Constraint is a Less-Than-or-Equal-to Constraint
Similar to the computer programs of the preceding papers, the computer program below seeks to solve Li and Sun's Problem 14.4 plus a less-than-or-equal-to constraint and with 3000 unknowns instead of 100 unknowns; see Li and Sun [10, p. 415]. Specifically the computer program below tries to minimize the following:
3000-1
SIGMA [ 100* ( X(i+1) - X(i)^2 )^2 + ( 1-X(i) )^2 ]
i=1
subject to
X(1)+X(2)+X(3)+...+X(3000) <= 3000
-5<=X(i)<=5, X(i) integer, i=1, 2, 3,..., 3000.
One notes line 114, line 174, and line 175, which are as follows:
114 A(J44 )=-5+FIX( RND*11)
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 ).
One also notes line 255, which is 255 X(3001)=3000- SUMNEW.
0 REM DEFDBL A-Z
1 DEFINT J,K,B,X
2 DIM A(10000),X(10000)
81 FOR JJJJ=-32000 TO 32000
89 RANDOMIZE JJJJ
90 M=-1.5D+38
111 FOR J44=1 TO 3000
114 A(J44)=-5+FIX(RND*11)
117 NEXT J44
128 FOR I=1 TO 32000
129 FOR KKQQ=1 TO 3000
130 X(KKQQ)=A(KKQQ)
131 NEXT KKQQ
139 FOR IPP=1 TO FIX(1+RND*3)
140 B=1+FIX(RND*3000)
143 GOTO 167
144 REM GOTO 168
145 IF RND<.5 THEN 150 ELSE 167
150 R=(1-RND*2)*A(B)
160 X(B)=(A(B) +RND^3*R)
162 GOTO 168
163 IF RND<.5 THEN X(B)=(A(B)-.001) ELSE X(B)=(A(B) +.001 )
165 GOTO 168
167 IF RND<.5 THEN X(B)=CINT(A(B)-1) ELSE X(B)=CINT(A(B) +1 )
168 REM IF A(B)=0 THEN X(B)=1 ELSE X(B)=0
169 NEXT IPP
171 FOR J44=1 TO 3000
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 )
177 NEXT J44
200 SUMNEW=0
203 FOR J44=1 TO 3000
205 SUMNEW=SUMNEW+X(J44)
207 NEXT J44
255 X(3001)=3000- SUMNEW
303 IF X(3001)<0 THEN X(3001)=X(3001) ELSE X(3001)=0
401 SONE=0
402 FOR J44=1 TO 2999
411 SONE=SONE+ 100* ( X(J44+1) - X(J44)^2 )^2 + ( 1-X(J44) )^2
421 NEXT J44
689 PD1=-SONE +5000000!*X(3001)
1111 IF PD1<=M THEN 1670
1452 M=PD1
1454 FOR KLX=1 TO 3001
1455 A(KLX)=X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 IF M<-10000 THEN 1999
1931 PRINT A(1),A(2),A(3),A(4),A(5)
1936 PRINT A(2996),A(2997),A(2998),A(2999),A(3000)
1939 PRINT M,JJJJ
1999 NEXT JJJJ
This BASIC computer program was run via basica/D of Microsoft's GW-BASIC 3.11 interpreter for DOS. See the BASIC manual [11]. Copied by hand from the screen, the computer program's complete output through JJJJ=-31999 is shown below:
1 1 1 1 1
1 1 1 1 1
0 -32000
-1 1 1 1 1
1 1 1 1 1
-4 -31999
Above there is no rounding by hand.
M=0 is optimal.; see Li and Sun [10, p. 415].
Of the 3000 A's, only the 10 A's of line 1931 and line 1936 are shown above.
On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM, and the IBM basica/D interpreter, version GW BASIC 3.11, the wall-clock time for obtaining the output through JJJJ=-31999 was 2 hours and 20 minutes..
Case Two: The Additional Constraint is an Equality Constraint
The computer program below seeks to solve Li and Sun's Problem 14.4 plus an equality constraint and with 3000 unknowns instead of 100 unknowns; see Li and Sun [10, p. 415]. Specifically the computer program below tries to minimize the following:
3000-1
SIGMA [ 100* ( X(i+1) - X(i)^2 )^2 + ( 1-X(i) )^2 ]
i=1
subject to
X(1)+X(2)+X(3)+...+X(3000) = 3000
-5<=X(i)<=5, X(i) integer, i=1, 2, 3,..., 3000.
One notes line 114, line 174, and line 175, which are as follows:
114 A(J44 )=-5+FIX( RND*11)
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 ).
One also notes line 211, which is 211 X(1)=3000-SUMNEW.
0 REM DEFDBL A-Z
1 DEFINT J,K,B,X
2 DIM A(10000),X(10000)
81 FOR JJJJ=-32000 TO 32000
89 RANDOMIZE JJJJ
90 M=-1.5D+38
111 FOR J44=1 TO 3000
114 A(J44)=-5+FIX(RND*11)
117 NEXT J44
128 FOR I=1 TO 32000
129 FOR KKQQ=1 TO 3000
130 X(KKQQ)=A(KKQQ)
131 NEXT KKQQ
139 FOR IPP=1 TO FIX(1+RND*3)
140 B=1+FIX(RND*3000)
143 GOTO 167
144 REM GOTO 168
145 IF RND<.5 THEN 150 ELSE 167
150 R=(1-RND*2)*A(B)
160 X(B)=(A(B) +RND^3*R)
162 GOTO 168
163 IF RND<.5 THEN X(B)=(A(B)-.001) ELSE X(B)=(A(B) +.001 )
165 GOTO 168
167 IF RND<.5 THEN X(B)=CINT(A(B)-1) ELSE X(B)=CINT(A(B) +1 )
168 REM IF A(B)=0 THEN X(B)=1 ELSE X(B)=0
169 NEXT IPP
171 FOR J44=2 TO 3000
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 )
177 NEXT J44
200 SUMNEW=0
203 FOR J44=2 TO 3000
205 SUMNEW=SUMNEW+X(J44)
207 NEXT J44
211 X(1)=3000-SUMNEW
222 IF X(1)>5 THEN X(1 )=A(1 )
225 IF X(1)<-5 THEN X(1 )=A(1 )
401 SONE=0
402 FOR J44=1 TO 2999
411 SONE=SONE+ 100* ( X(J44+1) - X(J44)^2 )^2 + ( 1-X(J44) )^2
421 NEXT J44
689 PD1=-SONE
1111 IF PD1<=M THEN 1670
1452 M=PD1
1454 FOR KLX=1 TO 3000
1455 A(KLX)=X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 REM IF M<-444 THEN 1999
1931 PRINT A(1),A(2),A(3),A(4),A(5)
1936 PRINT A(2996),A(2997),A(2998),A(2999),A(3000)
1939 PRINT M,JJJJ
1999 NEXT JJJJ
This BASIC computer program was run via basica/D of Microsoft's GW-BASIC 3.11 interpreter for DOS. See the BASIC manual [11]. Copied by hand from the screen, the computer program's complete output through JJJJ=-31999 is shown below:
1 1 1 1 1
1 1 1 1 1
-1005 -32000
1 1 1 1 1
1 1 1 1 1
0 -31999
Above there is no rounding by hand.
M=0 is optimal; see Li and Sun [10, p. 415]..
Of the 3000 A's, only the 10 A's of line 1931 and line 1936 are shown above.
On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM, and the IBM basica/D interpreter, version GW BASIC 3.11, the wall-clock time for obtaining the output through JJJJ=-31999 was 2 hours and 25 minutes..
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] E. Balas, An Additive Algorithm for Solving Linear Programs with Zero-One Variables. Operations Research, Vol. 13, No. 4 (1965), pp. 517-548.
[2] E. Balas, Discrete Programming by the Filter Method. Operations Research, Vol. 15, No. 5 (Sep. - Oct., 1967), pp. 915-957.
[3] F. Cajori (1911) Historical Note on the Newton-Raphson Method of Approximation. The American Mathematical Monthly, Volume 18 #2, pp. 29-32.
[4] M. A. Duran, I. E. Grossmann, An Outer-Approximation Algorithm for a Class of Mixed-Integer Nonlinear Programs. Mathematical Programming, 36:307-339, 1986.
[5] D. M. Himmelblau, Applied Nonlinear Programming. New York: McGraw-Hill Book Company, 1972.
[6] W. Hock, K. Schittkowski, Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1981.
[7] Jack Lashover (November 12, 2012). Monte Carlo Marching. www.academia.edu/5481312/MONTE_ CARLO_MARCHING
[8] E. L. Lawler, M. D. Bell, A Method for Solving Discrete Optimization Problems. Operations Research, Vol. 14, No. 6 (Nov. - Dec., 1966), pp. 1098-1112.
[9] E. L. Lawler, M. D. Bell, Errata: A Method for Solving Discrete Optimization Problems. Operations Research, Vol. 15, No. 3 (May - June, 1967), p. 578.
[10] Duan Li, Xiaoling Sun, Nonlinear Integer Programming. Springer Science+Business Media,LLC (2006). http://www.books.google.ca/books?isbn=0387329951
[11] Microsoft Corp., BASIC, Second Edition (May 1982), Version 1.10. Boca Raton, Florida: IBM Corp., Personal Computer, P. O. Box 1328-C,Boca Raton, Floridda 33432, 1981.
[12] Harvey M. Salkin, Integer Programming. Menlo Park, California: Addison-Wesley Publishing Company (1975).
[13] Harvey M. Salkin, Kamlesh Mathur, Foundations of Integer Programming. Elsevier Science Ltd (1989).
[14] K. Schittkowski, More Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1987.
[15] S. Surjanovic, Zakharov Function. www.sfu.ca/~ssurjano/zakharov.html
[16] Jsun Yui Wong (2012, April 23). The Domino Method of General Integer Nonlinear Programming Applied to Problem 2 of Lawler and Bell. http://computationalresultsfromcomputerprograms.wordpress.com/2012/04/23/
[17] Jsun Yui Wong (2013, September 4). A Nonlinear Integer/Discrete/Continuous Programming Solver Applied to a Literature Problem with Twenty Binary Variables and Three Constraints, Third Edition. http://myblogsubstance.typepad.com/substance/2013/09/
[18] Jsun Yui Wong (2014, June 27). A Unified Computer Program for Schittkowski's Test Problem 377, Second Edition. http://nonlinearintegerprogrammingsolver.blogspot.ca/2014_06_01_archive.html
Case One: The Additional Constraint is a Less-Than-or-Equal-to Constraint
Similar to the computer programs of the preceding papers, the computer program below seeks to solve Li and Sun's Problem 14.4 plus a less-than-or-equal-to constraint and with 3000 unknowns instead of 100 unknowns; see Li and Sun [10, p. 415]. Specifically the computer program below tries to minimize the following:
3000-1
SIGMA [ 100* ( X(i+1) - X(i)^2 )^2 + ( 1-X(i) )^2 ]
i=1
subject to
X(1)+X(2)+X(3)+...+X(3000) <= 3000
-5<=X(i)<=5, X(i) integer, i=1, 2, 3,..., 3000.
One notes line 114, line 174, and line 175, which are as follows:
114 A(J44 )=-5+FIX( RND*11)
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 ).
One also notes line 255, which is 255 X(3001)=3000- SUMNEW.
0 REM DEFDBL A-Z
1 DEFINT J,K,B,X
2 DIM A(10000),X(10000)
81 FOR JJJJ=-32000 TO 32000
89 RANDOMIZE JJJJ
90 M=-1.5D+38
111 FOR J44=1 TO 3000
114 A(J44)=-5+FIX(RND*11)
117 NEXT J44
128 FOR I=1 TO 32000
129 FOR KKQQ=1 TO 3000
130 X(KKQQ)=A(KKQQ)
131 NEXT KKQQ
139 FOR IPP=1 TO FIX(1+RND*3)
140 B=1+FIX(RND*3000)
143 GOTO 167
144 REM GOTO 168
145 IF RND<.5 THEN 150 ELSE 167
150 R=(1-RND*2)*A(B)
160 X(B)=(A(B) +RND^3*R)
162 GOTO 168
163 IF RND<.5 THEN X(B)=(A(B)-.001) ELSE X(B)=(A(B) +.001 )
165 GOTO 168
167 IF RND<.5 THEN X(B)=CINT(A(B)-1) ELSE X(B)=CINT(A(B) +1 )
168 REM IF A(B)=0 THEN X(B)=1 ELSE X(B)=0
169 NEXT IPP
171 FOR J44=1 TO 3000
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 )
177 NEXT J44
200 SUMNEW=0
203 FOR J44=1 TO 3000
205 SUMNEW=SUMNEW+X(J44)
207 NEXT J44
255 X(3001)=3000- SUMNEW
303 IF X(3001)<0 THEN X(3001)=X(3001) ELSE X(3001)=0
401 SONE=0
402 FOR J44=1 TO 2999
411 SONE=SONE+ 100* ( X(J44+1) - X(J44)^2 )^2 + ( 1-X(J44) )^2
421 NEXT J44
689 PD1=-SONE +5000000!*X(3001)
1111 IF PD1<=M THEN 1670
1452 M=PD1
1454 FOR KLX=1 TO 3001
1455 A(KLX)=X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 IF M<-10000 THEN 1999
1931 PRINT A(1),A(2),A(3),A(4),A(5)
1936 PRINT A(2996),A(2997),A(2998),A(2999),A(3000)
1939 PRINT M,JJJJ
1999 NEXT JJJJ
This BASIC computer program was run via basica/D of Microsoft's GW-BASIC 3.11 interpreter for DOS. See the BASIC manual [11]. Copied by hand from the screen, the computer program's complete output through JJJJ=-31999 is shown below:
1 1 1 1 1
1 1 1 1 1
0 -32000
-1 1 1 1 1
1 1 1 1 1
-4 -31999
Above there is no rounding by hand.
M=0 is optimal.; see Li and Sun [10, p. 415].
Of the 3000 A's, only the 10 A's of line 1931 and line 1936 are shown above.
On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM, and the IBM basica/D interpreter, version GW BASIC 3.11, the wall-clock time for obtaining the output through JJJJ=-31999 was 2 hours and 20 minutes..
Case Two: The Additional Constraint is an Equality Constraint
The computer program below seeks to solve Li and Sun's Problem 14.4 plus an equality constraint and with 3000 unknowns instead of 100 unknowns; see Li and Sun [10, p. 415]. Specifically the computer program below tries to minimize the following:
3000-1
SIGMA [ 100* ( X(i+1) - X(i)^2 )^2 + ( 1-X(i) )^2 ]
i=1
subject to
X(1)+X(2)+X(3)+...+X(3000) = 3000
-5<=X(i)<=5, X(i) integer, i=1, 2, 3,..., 3000.
One notes line 114, line 174, and line 175, which are as follows:
114 A(J44 )=-5+FIX( RND*11)
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 ).
One also notes line 211, which is 211 X(1)=3000-SUMNEW.
0 REM DEFDBL A-Z
1 DEFINT J,K,B,X
2 DIM A(10000),X(10000)
81 FOR JJJJ=-32000 TO 32000
89 RANDOMIZE JJJJ
90 M=-1.5D+38
111 FOR J44=1 TO 3000
114 A(J44)=-5+FIX(RND*11)
117 NEXT J44
128 FOR I=1 TO 32000
129 FOR KKQQ=1 TO 3000
130 X(KKQQ)=A(KKQQ)
131 NEXT KKQQ
139 FOR IPP=1 TO FIX(1+RND*3)
140 B=1+FIX(RND*3000)
143 GOTO 167
144 REM GOTO 168
145 IF RND<.5 THEN 150 ELSE 167
150 R=(1-RND*2)*A(B)
160 X(B)=(A(B) +RND^3*R)
162 GOTO 168
163 IF RND<.5 THEN X(B)=(A(B)-.001) ELSE X(B)=(A(B) +.001 )
165 GOTO 168
167 IF RND<.5 THEN X(B)=CINT(A(B)-1) ELSE X(B)=CINT(A(B) +1 )
168 REM IF A(B)=0 THEN X(B)=1 ELSE X(B)=0
169 NEXT IPP
171 FOR J44=2 TO 3000
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 )
177 NEXT J44
200 SUMNEW=0
203 FOR J44=2 TO 3000
205 SUMNEW=SUMNEW+X(J44)
207 NEXT J44
211 X(1)=3000-SUMNEW
222 IF X(1)>5 THEN X(1 )=A(1 )
225 IF X(1)<-5 THEN X(1 )=A(1 )
401 SONE=0
402 FOR J44=1 TO 2999
411 SONE=SONE+ 100* ( X(J44+1) - X(J44)^2 )^2 + ( 1-X(J44) )^2
421 NEXT J44
689 PD1=-SONE
1111 IF PD1<=M THEN 1670
1452 M=PD1
1454 FOR KLX=1 TO 3000
1455 A(KLX)=X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 REM IF M<-444 THEN 1999
1931 PRINT A(1),A(2),A(3),A(4),A(5)
1936 PRINT A(2996),A(2997),A(2998),A(2999),A(3000)
1939 PRINT M,JJJJ
1999 NEXT JJJJ
This BASIC computer program was run via basica/D of Microsoft's GW-BASIC 3.11 interpreter for DOS. See the BASIC manual [11]. Copied by hand from the screen, the computer program's complete output through JJJJ=-31999 is shown below:
1 1 1 1 1
1 1 1 1 1
-1005 -32000
1 1 1 1 1
1 1 1 1 1
0 -31999
Above there is no rounding by hand.
M=0 is optimal; see Li and Sun [10, p. 415]..
Of the 3000 A's, only the 10 A's of line 1931 and line 1936 are shown above.
On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM, and the IBM basica/D interpreter, version GW BASIC 3.11, the wall-clock time for obtaining the output through JJJJ=-31999 was 2 hours and 25 minutes..
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] E. Balas, An Additive Algorithm for Solving Linear Programs with Zero-One Variables. Operations Research, Vol. 13, No. 4 (1965), pp. 517-548.
[2] E. Balas, Discrete Programming by the Filter Method. Operations Research, Vol. 15, No. 5 (Sep. - Oct., 1967), pp. 915-957.
[3] F. Cajori (1911) Historical Note on the Newton-Raphson Method of Approximation. The American Mathematical Monthly, Volume 18 #2, pp. 29-32.
[4] M. A. Duran, I. E. Grossmann, An Outer-Approximation Algorithm for a Class of Mixed-Integer Nonlinear Programs. Mathematical Programming, 36:307-339, 1986.
[5] D. M. Himmelblau, Applied Nonlinear Programming. New York: McGraw-Hill Book Company, 1972.
[6] W. Hock, K. Schittkowski, Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1981.
[7] Jack Lashover (November 12, 2012). Monte Carlo Marching. www.academia.edu/5481312/MONTE_ CARLO_MARCHING
[8] E. L. Lawler, M. D. Bell, A Method for Solving Discrete Optimization Problems. Operations Research, Vol. 14, No. 6 (Nov. - Dec., 1966), pp. 1098-1112.
[9] E. L. Lawler, M. D. Bell, Errata: A Method for Solving Discrete Optimization Problems. Operations Research, Vol. 15, No. 3 (May - June, 1967), p. 578.
[10] Duan Li, Xiaoling Sun, Nonlinear Integer Programming. Springer Science+Business Media,LLC (2006). http://www.books.google.ca/books?isbn=0387329951
[11] Microsoft Corp., BASIC, Second Edition (May 1982), Version 1.10. Boca Raton, Florida: IBM Corp., Personal Computer, P. O. Box 1328-C,Boca Raton, Floridda 33432, 1981.
[12] Harvey M. Salkin, Integer Programming. Menlo Park, California: Addison-Wesley Publishing Company (1975).
[13] Harvey M. Salkin, Kamlesh Mathur, Foundations of Integer Programming. Elsevier Science Ltd (1989).
[14] K. Schittkowski, More Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1987.
[15] S. Surjanovic, Zakharov Function. www.sfu.ca/~ssurjano/zakharov.html
[16] Jsun Yui Wong (2012, April 23). The Domino Method of General Integer Nonlinear Programming Applied to Problem 2 of Lawler and Bell. http://computationalresultsfromcomputerprograms.wordpress.com/2012/04/23/
[17] Jsun Yui Wong (2013, September 4). A Nonlinear Integer/Discrete/Continuous Programming Solver Applied to a Literature Problem with Twenty Binary Variables and Three Constraints, Third Edition. http://myblogsubstance.typepad.com/substance/2013/09/
[18] Jsun Yui Wong (2014, June 27). A Unified Computer Program for Schittkowski's Test Problem 377, Second Edition. http://nonlinearintegerprogrammingsolver.blogspot.ca/2014_06_01_archive.html
Wednesday, September 3, 2014
A Unified Computer Program Solving Li and Sun's Problem 14.4 Plus an Additional Constraint
Jsun Yui Wong
Case One: The Additional Constraint is a Less-Than-or-Equal-to Constraint
Similar to the computer programs of the preceding papers, the computer program below seeks to solve Li and Sun's Problem 14.4 plus an additional less-than-or-equal-to constraint; see [10, p. 415]. Specifically the computer program below tries to minimize the following:
100-1
SIGMA 100* ( X(i+1) - X(i)^2 )^2 + ( 1-X(i) )^2
i=1
subject to
X(1)+X(2)+X(3)+...+X(100) <= 100
-5<=X(i)<=5, X(i) integer, i=1, 2, 3,..., 100.
One notes line 114, line 174, and line 175, which are as follows:
114 A(J44 )=-5+FIX( RND*11)
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 ).
0 REM DEFDBL A-Z
1 DEFINT J,K,B,X
2 DIM A(5000),X(5000)
81 FOR JJJJ=-32000 TO 32000
89 RANDOMIZE JJJJ
90 M=-1.5D+38
111 FOR J44=1 TO 100
114 A(J44)=-5+FIX(RND*11)
117 NEXT J44
128 FOR I=1 TO 3200
129 FOR KKQQ=1 TO 100
130 X(KKQQ)=A(KKQQ)
131 NEXT KKQQ
139 FOR IPP=1 TO FIX(1+.3)
140 B=1+FIX(RND*100)
143 GOTO 167
144 REM GOTO 168
145 IF RND<.5 THEN 150 ELSE 167
150 R=(1-RND*2)*A(B)
160 X(B)=(A(B) +RND^3*R)
162 GOTO 168
163 IF RND<.5 THEN X(B)=(A(B)-.001) ELSE X(B)=(A(B) +.001 )
165 GOTO 168
167 IF RND<.5 THEN X(B)=CINT(A(B)-1) ELSE X(B)=CINT(A(B) +1 )
168 REM IF A(B)=0 THEN X(B)=1 ELSE X(B)=0
169 NEXT IPP
171 FOR J44=1 TO 100
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 )
177 NEXT J44
200 SUMNEW=0
203 FOR J44=1 TO 100
205 SUMNEW=SUMNEW+X(J44)
207 NEXT J44
255 X(101)=100 - SUMNEW
303 IF X(101)<0 THEN X(101)=X(101) ELSE X(101)=0
401 SONE=0
402 FOR J44=1 TO 99
411 SONE=SONE+ 100* ( X(J44+1) - X(J44)^2 )^2 + ( 1-X(J44) )^2
421 NEXT J44
689 PD1=-SONE +5000000!*X(101)
1111 IF PD1<=M THEN 1670
1452 M=PD1
1454 FOR KLX=1 TO 101
1455 A(KLX)=X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 IF M<-444 THEN 1999
1931 PRINT A(1),A(2),A(3),A(4),A(5)
1936 PRINT A(96),A(97),A(98),A(99),A(100)
1939 PRINT M,JJJJ,A(301)
1999 NEXT JJJJ
This BASIC computer program was run via basica/D of Microsoft's GW-BASIC 3.11 interpreter for DOS. See the BASIC manual [11]. Copied by hand from the screen, the computer program's complete output through JJJJ=-31991 is shown below:
-1 1 1 1 1
1 0 -1 2 4
-310 -32000 0
-1 1 1 1 1
1 0 -1 2 4
-310 -31999 0
-1 1 1 1 1
1 1 1 1 1
-4 -31998 0
-1 1 1 1 1
1 1 1 1 1
-4 -31997 0
1 1 1 1 1
1 1 1 1 1
0 -31996 0
-1 1 1 1 1
1 1 1 2 4
-307 -31995 0
-1 1 1 1 1
1 1 1 1 1
-4 -31993 0
-1 1 1 1 1
1 1 1 1 1
-4 -31992 0
1 1 1 1 1
1 1 1 1 1
0 -31991 0
Above there is no rounding by hand.
M=0 is optimal.
Of the 100 A's, only the 10 A's of lin 1931 and line 1936 are shown above.
On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM, and the IBM basica/D interpreter, version GW BASIC 3.11, the wall-clock time for obtaining the output through JJJJ=-31991 was fifty seconds..
Case Two: The Additional Constraint is an Equality Constraint
The computer program below seeks to solve Li and Sun's Problem 14.4 plus an additional equality constraint; see [10, p. 415]. Specifically the computer program below tries to minimize the following:
100-1
SIGMA 100* ( X(i+1) - X(i)^2 )^2 + ( 1-X(i) )^2
i=1
subject to
X(1)+X(2)+X(3)+...+X(100) = 100
-5<=X(i)<=5, X(i) integer, i=1, 2, 3,..., 100.
One notes line 114, line 174, and line 175, which are as follows:
114 A(J44 )=-5+FIX( RND*11)
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 ).
0 REM DEFDBL A-Z
1 DEFINT J,K,B,X
2 DIM A(10000),X(10000)
81 FOR JJJJ=-32000 TO 32000
89 RANDOMIZE JJJJ
90 M=-1.5D+38
111 FOR J44=1 TO 100
114 A(J44)=-5+FIX(RND*11)
117 NEXT J44
128 FOR I=1 TO 3200
129 FOR KKQQ=1 TO 100
130 X(KKQQ)=A(KKQQ)
131 NEXT KKQQ
139 FOR IPP=1 TO FIX(1+.3)
140 B=1+FIX(RND*100)
143 GOTO 167
144 REM GOTO 168
145 IF RND<.5 THEN 150 ELSE 167
150 R=(1-RND*2)*A(B)
160 X(B)=(A(B) +RND^3*R)
162 GOTO 168
163 IF RND<.5 THEN X(B)=(A(B)-.001) ELSE X(B)=(A(B) +.001 )
165 GOTO 168
167 IF RND<.5 THEN X(B)=CINT(A(B)-1) ELSE X(B)=CINT(A(B) +1 )
168 REM IF A(B)=0 THEN X(B)=1 ELSE X(B)=0
169 NEXT IPP
171 FOR J44=2 TO 100
174 IF X(J44)>5 THEN X(J44 )=A(J44 )
175 IF X(J44)<-5 THEN X(J44 )=A(J44 )
177 NEXT J44
200 SUMNEW=0
203 FOR J44=2 TO 100
205 SUMNEW=SUMNEW+X(J44)
207 NEXT J44
211 X(1)=100-SUMNEW
222 IF X(1)>5 THEN X(1 )=A(1 )
225 IF X(1)<-5 THEN X(1 )=A(1 )
401 SONE=0
402 FOR J44=1 TO 99
411 SONE=SONE+ 100* ( X(J44+1) - X(J44)^2 )^2 + ( 1-X(J44) )^2
421 NEXT J44
689 PD1=-SONE
1111 IF PD1<=M THEN 1670
1452 M=PD1
1454 FOR KLX=1 TO 100
1455 A(KLX)=X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 IF M<-444 THEN 1999
1931 PRINT A(1),A(2),A(3),A(4),A(5)
1936 PRINT A(96),A(97),A(98),A(99),A(100)
1939 PRINT M,JJJJ
1999 NEXT JJJJ
This BASIC computer program was run via basica/D of Microsoft's GW-BASIC 3.11 interpreter for DOS. See the BASIC manual [11]. Copied by hand from the screen, the computer program's complete output through JJJJ=-31976 is shown below:
-1 1 1 1 1
1 1 1 2 4
-307 -31999
1 1 1 1 1
1 1 1 1 1
0 -31989
-1 1 1 1 1
0 1 1 1 1
-409 -31977
1 1 1 1 1
1 1 1 1 1
0 -31976
Above there is no rounding by hand.
M=0 is optimal.
Of the 100 A's, only the 10 A's of lin 1931 and line 1936 are shown above.
On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM, and the IBM basica/D interpreter, version GW BASIC 3.11, the wall-clock time for obtaining the output through JJJJ=-31976 was two minutes.
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] E. Balas, An Additive Algorithm for Solving Linear Programs with Zero-One Variables. Operations Research, Vol. 13, No. 4 (1965), pp. 517-548.
[2] E. Balas, Discrete Programming by the Filter Method. Operations Research, Vol. 15, No. 5 (Sep. - Oct., 1967), pp. 915-957.
[3] F. Cajori (1911) Historical Note on the Newton-Raphson Method of Approximation. The American Mathematical Monthly, Volume 18 #2, pp. 29-32.
[4] M. A. Duran, I. E. Grossmann, An Outer-Approximation Algorithm for a Class of Mixed-Integer Nonlinear Programs. Mathematical Programming, 36:307-339, 1986.
[5] D. M. Himmelblau, Applied Nonlinear Programming. New York: McGraw-Hill Book Company, 1972.
[6] W. Hock, K. Schittkowski, Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1981.
[7] Jack Lashover (November 12, 2012). Monte Carlo Marching. www.academia.edu/5481312/MONTE_ CARLO_MARCHING
[8] E. L. Lawler, M. D. Bell, A Method for Solving Discrete Optimization Problems. Operations Research, Vol. 14, No. 6 (Nov. - Dec., 1966), pp. 1098-1112.
[9] E. L. Lawler, M. D. Bell, Errata: A Method for Solving Discrete Optimization Problems. Operations Research, Vol. 15, No. 3 (May - June, 1967), p. 578.
[10] Duan Li, Xiaoling Sun, Nonlinear Integer Programming. Publisher: Springer Science+Business Media,LLC (2006). http://www.books.google.ca/books?isbn=0387329951
[11] Microsoft Corp., BASIC, Second Edition (May 1982), Version 1.10. Boca Raton, Florida: IBM Corp., Personal Computer, P. O. Box 1328-C,Boca Raton, Floridda 33432, 1981.
[12] Harvey M. Salkin, Integer Programming. Menlo Park, California: Addison-Wesley Publishing Company (1975).
[13] Harvey M. Salkin, Kamlesh Mathur, Foundations of Integer Programming. Publisher: Elsevier Science Ltd (1989).
[14] K. Schittkowski, More Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1987.
[15] S. Surjanovic, Zakharov Function. www.sfu.ca/~ssurjano/zakharov.html
[16] Jsun Yui Wong (2012, April 23). The Domino Method of General Integer Nonlinear Programming Applied to Problem 2 of Lawler and Bell. http://computationalresultsfromcomputerprograms.wordpress.com/2012/04/23/
[17] Jsun Yui Wong (2013, September 4). A Nonlinear Integer/Discrete/Continuous Programming Solver Applied to a Literature Problem with Twenty Binary Variables and Three Constraints, Third Edition. http://myblogsubstance.typepad.com/substance/2013/09/
[18] Jsun Yui Wong (2014, June 27). A Unified Computer Program for Schittkowski's Test Problem 377, Second Edition. http://nonlinearintegerprogrammingsolver.blogspot.ca/2014_06_01_archive.html
Tuesday, September 2, 2014
A Unified Computer Program Solving Li and Sun's Problem 14.3; the Case of 1000 Unknowns with Search Intervals of -10 to 10
Jsun Yui Wong
Similar to the computer programs of the preceding papers, the computer program below seeks to solve Li and Sun's Problem 14.3 but with 1000 unknowns of search intervals of -10 to 10 instead of 100 unknowns of search intervals of -5 to 5, [10, p. 414]. Specifically the computer program below tries to minimize the following:
1000-1
(X(1)-1)^2 + (X(1000) -1 )^2 + 1000* SIGMA (1000-i) * ( X(i)^2 - X(i+1)) ^2
i=1
subject to -10<=X(i)<=10, X(i) integer, i=1, 2, 3,..., 1000.
One notes line 114, line 174, and line 175, which are as follows:
114 A(J44 )=-10+FIX( RND*21)
174 IF X(J44)>10 THEN X(J44 )=A(J44 )
175 IF X(J44)<-10 THEN X(J44 )=A(J44 ).
0 REM DEFDBL A-Z
1 DEFINT J,K,B,X
2 DIM A(10000),X(10000)
81 FOR JJJJ=-32000 TO 32000
89 RANDOMIZE JJJJ
90 M=-1.5D+38
111 FOR J44=1 TO 1000
114 A(J44 )=-10+FIX( RND*21)
115 REM IF RND<.5 THEN A(J44 )=2 +FIX(RND*4 ) ELSE A(J44)=-5+FIX(RND*6)
117 NEXT J44
128 FOR I=1 TO 32000
129 FOR KKQQ=1 TO 1000
130 X(KKQQ)=A(KKQQ)
131 NEXT KKQQ
139 FOR IPP=1 TO FIX(1+.3)
140 B=1+FIX(RND*1000)
143 GOTO 167
144 REM GOTO 168
145 IF RND<.5 THEN 150 ELSE 167
150 R=(1-RND*2)*A(B)
160 X(B)=(A(B) +RND^3*R)
162 GOTO 168
163 IF RND<.5 THEN X(B)=(A(B)-.001) ELSE X(B)=(A(B) +.001 )
165 GOTO 168
167 IF RND<.5 THEN X(B)=CINT(A(B)-1) ELSE X(B)=CINT(A(B) +1 )
168 REM IF A(B)=0 THEN X(B)=1 ELSE X(B)=0
169 NEXT IPP
171 FOR J44=1 TO 1000
174 IF X(J44)>10 THEN X(J44 )=A(J44 )
175 IF X(J44)<-10 THEN X(J44 )=A(J44 )
177 NEXT J44
401 SONE=0
402 FOR J44=1 TO 999
411 SONE=SONE+ (1000-J44) * ( X(J44)^2 - X(J44+1)) ^2
421 NEXT J44
551 SUMX=(X(1)-1)^2 + (X(1000) -1 )^2+1000*SONE
689 REM PD1=-SONE
699 PD1=-SUMX
1111 IF PD1<=M THEN 1670
1452 M=PD1
1454 FOR KLX=1 TO 1000
1455 A(KLX)=X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 REM IF M<-100 THEN 1999
1936 PRINT A(1),A(2),A(998),A(999),A(1000)
1939 PRINT M,JJJJ
1999 NEXT JJJJ
This BASIC computer program was run via basica/D of Microsoft's GW-BASIC 3.11 interpreter for DOS. See the BASIC manual [11]. Copied by hand from the screen, the computer program's complete output through JJJJ=-31994 is shown below:
0 0 0 0 0
-2 -32000
0 0 0 0 0
-2 -31999
0 0 1 2 4
-5010 -31998
1 1 -1 3 9
-15064 -31997
0 0 1 2 4
-5010 -31996
-1 1 1 2 4
-2013 -31995
1 1 1 1 1
0 -31994
Above there is no rounding by hand.
M=0 is optimal; see Li and Sun [10, p. 414].
Of the 1000 A's, only the 5 A's of line 1936 are shown above.
On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM, and the IBM basica/D interpreter, version GW BASIC 3.11, the wall-clock time for obtaining the output through JJJJ=-31994 was nineteen hours.
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] E. Balas, An Additive Algorithm for Solving Linear Programs with Zero-One Variables. Operations Research, Vol. 13, No. 4 (1965), pp. 517-548.
[2] E. Balas, Discrete Programming by the Filter Method. Operations Research, Vol. 15, No. 5 (Sep. - Oct., 1967), pp. 915-957.
[3] F. Cajori (1911) Historical Note on the Newton-Raphson Method of Approximation. The American Mathematical Monthly, Volume 18 #2, pp. 29-32.
[4] M. A. Duran, I. E. Grossmann, An Outer-Approximation Algorithm for a Class of Mixed-Integer Nonlinear Programs. Mathematical Programming, 36:307-339, 1986.
[5] D. M. Himmelblau, Applied Nonlinear Programming. New York: McGraw-Hill Book Company, 1972.
[6] W. Hock, K. Schittkowski, Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1981.
[7] Jack Lashover (November 12, 2012). Monte Carlo Marching. www.academia.edu/5481312/MONTE_ CARLO_MARCHING
[8] E. L. Lawler, M. D. Bell, A Method for Solving Discrete Optimization Problems. Operations Research, Vol. 14, No. 6 (Nov. - Dec., 1966), pp. 1098-1112.
[9] E. L. Lawler, M. D. Bell, Errata: A Method for Solving Discrete Optimization Problems. Operations Research, Vol. 15, No. 3 (May - June, 1967), p. 578.
[10] Duan Li, Xiaoling Sun, Nonlinear Integer Programming. Publisher: Springer Science+Business Media,LLC (2006). http://www.books.google.ca/books?isbn=0387329951
[11] Microsoft Corp., BASIC, Second Edition (May 1982), Version 1.10. Boca Raton, Florida: IBM Corp., Personal Computer, P. O. Box 1328-C,Boca Raton, Floridda 33432, 1981.
[12] Harvey M. Salkin, Integer Programming. Menlo Park, California: Addison-Wesley Publishing Company (1975).
[13] Harvey M. Salkin, Kamlesh Mathur, Foundations of Integer Programming. Publisher: Elsevier Science Ltd (1989).
[14] K. Schittkowski, More Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1987.
[15] S. Surjanovic, Zakharov Function. www.sfu.ca/~ssurjano/zakharov.html
[16] Jsun Yui Wong (2012, April 23). The Domino Method of General Integer Nonlinear Programming Applied to Problem 2 of Lawler and Bell. http://computationalresultsfromcomputerprograms.wordpress.com/2012/04/23/
[17] Jsun Yui Wong (2013, September 4). A Nonlinear Integer/Discrete/Continuous Programming Solver Applied to a Literature Problem with Twenty Binary Variables and Three Constraints, Third Edition. http://myblogsubstance.typepad.com/substance/2013/09/
[18] Jsun Yui Wong (2014, June 27). A Unified Computer Program for Schittkowski's Test Problem 377, Second Edition. http://nonlinearintegerprogrammingsolver.blogspot.ca/2014_06_01_archive.html
Similar to the computer programs of the preceding papers, the computer program below seeks to solve Li and Sun's Problem 14.3 but with 1000 unknowns of search intervals of -10 to 10 instead of 100 unknowns of search intervals of -5 to 5, [10, p. 414]. Specifically the computer program below tries to minimize the following:
1000-1
(X(1)-1)^2 + (X(1000) -1 )^2 + 1000* SIGMA (1000-i) * ( X(i)^2 - X(i+1)) ^2
i=1
subject to -10<=X(i)<=10, X(i) integer, i=1, 2, 3,..., 1000.
One notes line 114, line 174, and line 175, which are as follows:
114 A(J44 )=-10+FIX( RND*21)
174 IF X(J44)>10 THEN X(J44 )=A(J44 )
175 IF X(J44)<-10 THEN X(J44 )=A(J44 ).
0 REM DEFDBL A-Z
1 DEFINT J,K,B,X
2 DIM A(10000),X(10000)
81 FOR JJJJ=-32000 TO 32000
89 RANDOMIZE JJJJ
90 M=-1.5D+38
111 FOR J44=1 TO 1000
114 A(J44 )=-10+FIX( RND*21)
115 REM IF RND<.5 THEN A(J44 )=2 +FIX(RND*4 ) ELSE A(J44)=-5+FIX(RND*6)
117 NEXT J44
128 FOR I=1 TO 32000
129 FOR KKQQ=1 TO 1000
130 X(KKQQ)=A(KKQQ)
131 NEXT KKQQ
139 FOR IPP=1 TO FIX(1+.3)
140 B=1+FIX(RND*1000)
143 GOTO 167
144 REM GOTO 168
145 IF RND<.5 THEN 150 ELSE 167
150 R=(1-RND*2)*A(B)
160 X(B)=(A(B) +RND^3*R)
162 GOTO 168
163 IF RND<.5 THEN X(B)=(A(B)-.001) ELSE X(B)=(A(B) +.001 )
165 GOTO 168
167 IF RND<.5 THEN X(B)=CINT(A(B)-1) ELSE X(B)=CINT(A(B) +1 )
168 REM IF A(B)=0 THEN X(B)=1 ELSE X(B)=0
169 NEXT IPP
171 FOR J44=1 TO 1000
174 IF X(J44)>10 THEN X(J44 )=A(J44 )
175 IF X(J44)<-10 THEN X(J44 )=A(J44 )
177 NEXT J44
401 SONE=0
402 FOR J44=1 TO 999
411 SONE=SONE+ (1000-J44) * ( X(J44)^2 - X(J44+1)) ^2
421 NEXT J44
551 SUMX=(X(1)-1)^2 + (X(1000) -1 )^2+1000*SONE
689 REM PD1=-SONE
699 PD1=-SUMX
1111 IF PD1<=M THEN 1670
1452 M=PD1
1454 FOR KLX=1 TO 1000
1455 A(KLX)=X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 REM IF M<-100 THEN 1999
1936 PRINT A(1),A(2),A(998),A(999),A(1000)
1939 PRINT M,JJJJ
1999 NEXT JJJJ
This BASIC computer program was run via basica/D of Microsoft's GW-BASIC 3.11 interpreter for DOS. See the BASIC manual [11]. Copied by hand from the screen, the computer program's complete output through JJJJ=-31994 is shown below:
0 0 0 0 0
-2 -32000
0 0 0 0 0
-2 -31999
0 0 1 2 4
-5010 -31998
1 1 -1 3 9
-15064 -31997
0 0 1 2 4
-5010 -31996
-1 1 1 2 4
-2013 -31995
1 1 1 1 1
0 -31994
Above there is no rounding by hand.
M=0 is optimal; see Li and Sun [10, p. 414].
Of the 1000 A's, only the 5 A's of line 1936 are shown above.
On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM, and the IBM basica/D interpreter, version GW BASIC 3.11, the wall-clock time for obtaining the output through JJJJ=-31994 was nineteen hours.
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] E. Balas, An Additive Algorithm for Solving Linear Programs with Zero-One Variables. Operations Research, Vol. 13, No. 4 (1965), pp. 517-548.
[2] E. Balas, Discrete Programming by the Filter Method. Operations Research, Vol. 15, No. 5 (Sep. - Oct., 1967), pp. 915-957.
[3] F. Cajori (1911) Historical Note on the Newton-Raphson Method of Approximation. The American Mathematical Monthly, Volume 18 #2, pp. 29-32.
[4] M. A. Duran, I. E. Grossmann, An Outer-Approximation Algorithm for a Class of Mixed-Integer Nonlinear Programs. Mathematical Programming, 36:307-339, 1986.
[5] D. M. Himmelblau, Applied Nonlinear Programming. New York: McGraw-Hill Book Company, 1972.
[6] W. Hock, K. Schittkowski, Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1981.
[7] Jack Lashover (November 12, 2012). Monte Carlo Marching. www.academia.edu/5481312/MONTE_ CARLO_MARCHING
[8] E. L. Lawler, M. D. Bell, A Method for Solving Discrete Optimization Problems. Operations Research, Vol. 14, No. 6 (Nov. - Dec., 1966), pp. 1098-1112.
[9] E. L. Lawler, M. D. Bell, Errata: A Method for Solving Discrete Optimization Problems. Operations Research, Vol. 15, No. 3 (May - June, 1967), p. 578.
[10] Duan Li, Xiaoling Sun, Nonlinear Integer Programming. Publisher: Springer Science+Business Media,LLC (2006). http://www.books.google.ca/books?isbn=0387329951
[11] Microsoft Corp., BASIC, Second Edition (May 1982), Version 1.10. Boca Raton, Florida: IBM Corp., Personal Computer, P. O. Box 1328-C,Boca Raton, Floridda 33432, 1981.
[12] Harvey M. Salkin, Integer Programming. Menlo Park, California: Addison-Wesley Publishing Company (1975).
[13] Harvey M. Salkin, Kamlesh Mathur, Foundations of Integer Programming. Publisher: Elsevier Science Ltd (1989).
[14] K. Schittkowski, More Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1987.
[15] S. Surjanovic, Zakharov Function. www.sfu.ca/~ssurjano/zakharov.html
[16] Jsun Yui Wong (2012, April 23). The Domino Method of General Integer Nonlinear Programming Applied to Problem 2 of Lawler and Bell. http://computationalresultsfromcomputerprograms.wordpress.com/2012/04/23/
[17] Jsun Yui Wong (2013, September 4). A Nonlinear Integer/Discrete/Continuous Programming Solver Applied to a Literature Problem with Twenty Binary Variables and Three Constraints, Third Edition. http://myblogsubstance.typepad.com/substance/2013/09/
[18] Jsun Yui Wong (2014, June 27). A Unified Computer Program for Schittkowski's Test Problem 377, Second Edition. http://nonlinearintegerprogrammingsolver.blogspot.ca/2014_06_01_archive.html
Monday, September 1, 2014
A Unified Computer Program Solving Li and Sun's Problem 14.3; the Case of 500 Unknowns with Search Intervals of -100 to 100
Jsun Yui Wong
Similar to the computer programs of the preceding papers, the computer program below seeks to solve Li and Sun's Problem 14.3 but with 500 unknowns of search intervals of -100 to 100 instead of 100 unknowns of search intervals of -5 to 5, [10, p. 414]. Specifically the computer program below tries to minimize the following:
500-1
(X(1)-1)^2 + (X(500) -1 )^2 + 500* SIGMA (500-i) * ( X(i)^2 - X(i+1)) ^2
i=1
subject to -100<=X(i)<=100, X(i) integer, i=1, 2, 3,..., 500.
One notes line 114, line 174, and line 175, which are as follows:
114 A(J44 )=-100+FIX( RND*201)
174 IF X(J44)>100 THEN X(J44 )=A(J44 )
175 IF X(J44)<-100 THEN X(J44 )=A(J44 )
0 REM DEFDBL A-Z
1 DEFINT J,K,B,X
2 DIM A(10000),X(10000)
81 FOR JJJJ=-32000 TO 32000
89 RANDOMIZE JJJJ
90 M=-1.5D+38
111 FOR J44=1 TO 500
114 A(J44 )=-100+FIX( RND*201)
115 REM IF RND<.5 THEN A(J44 )=2 +FIX(RND*4 ) ELSE A(J44)=-5+FIX(RND*6)
117 NEXT J44
128 FOR I=1 TO 32000
129 FOR KKQQ=1 TO 500
130 X(KKQQ)=A(KKQQ)
131 NEXT KKQQ
139 FOR IPP=1 TO FIX(1+.3)
140 B=1+FIX(RND*500)
143 GOTO 167
144 REM GOTO 168
145 IF RND<.5 THEN 150 ELSE 167
150 R=(1-RND*2)*A(B)
160 X(B)=(A(B) +RND^3*R)
162 GOTO 168
163 IF RND<.5 THEN X(B)=(A(B)-.001) ELSE X(B)=(A(B) +.001 )
165 GOTO 168
167 IF RND<.5 THEN X(B)=CINT(A(B)-1) ELSE X(B)=CINT(A(B) +1 )
168 REM IF A(B)=0 THEN X(B)=1 ELSE X(B)=0
169 NEXT IPP
171 FOR J44=1 TO 500
174 IF X(J44)>100 THEN X(J44 )=A(J44 )
175 IF X(J44)<-100 THEN X(J44 )=A(J44 )
177 NEXT J44
401 SONE=0
402 FOR J44=1 TO 499
411 SONE=SONE+ (500-J44) * ( X(J44)^2 - X(J44+1)) ^2
421 NEXT J44
551 SUMX=(X(1)-1)^2 + (X(500) -1 )^2+500*SONE
689 REM PD1=-SONE
699 PD1=-SUMX
1111 IF PD1<=M THEN 1670
1452 M=PD1
1454 FOR KLX=1 TO 500
1455 A(KLX)=X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 REM IF M<-1000 THEN 1999
1936 PRINT A(1),A(2),A(498),A(499),A(500)
1939 PRINT M,JJJJ
1999 NEXT JJJJ
This BASIC computer program was run via basica/D of Microsoft's GW-BASIC 3.11 interpreter for DOS. See the BASIC manual [11]. Copied by hand from the screen, the computer program's complete output through JJJJ=-31993 is shown below:
0 0 1 2 4
-2510 -32000
0 0 3 8 64
-10970 -31999
0 0 0 0 0
-2 -31998
0 0 0 0 0
-2 -31997
0 0 -3 9 81
-19901 -31996
0 0 0 0 0
-2 -31995
0 0 0 0 0
-2 -31994
1 1 1 1 1
0 -31993
Above there is no rounding by hand.
M=0 is optimal; see Li and Sun [10, p. 414].
Of the 500 A's, only the 5 A's of line 1936 are shown above.
On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM, and the IBM basica/D interpreter, version GW BASIC 3.11, the wall-clock time for obtaining the output through JJJJ=-31993 was four hours.
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] E. Balas, An Additive Algorithm for Solving Linear Programs with Zero-One Variables. Operations Research, Vol. 13, No. 4 (1965), pp. 517-548.
[2] E. Balas, Discrete Programming by the Filter Method. Operations Research, Vol. 15, No. 5 (Sep. - Oct., 1967), pp. 915-957.
[3] F. Cajori (1911) Historical Note on the Newton-Raphson Method of Approximation. The American Mathematical Monthly, Volume 18 #2, pp. 29-32.
[4] M. A. Duran, I. E. Grossmann, An Outer-Approximation Algorithm for a Class of Mixed-Integer Nonlinear Programs. Mathematical Programming, 36:307-339, 1986.
[5] D. M. Himmelblau, Applied Nonlinear Programming. New York: McGraw-Hill Book Company, 1972.
[6] W. Hock, K. Schittkowski, Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1981.
[7] Jack Lashover (November 12, 2012). Monte Carlo Marching. www.academia.edu/5481312/MONTE_ CARLO_MARCHING
[8] E. L. Lawler, M. D. Bell, A Method for Solving Discrete Optimization Problems. Operations Research, Vol. 14, No. 6 (Nov. - Dec., 1966), pp. 1098-1112.
[9] E. L. Lawler, M. D. Bell, Errata: A Method for Solving Discrete Optimization Problems. Operations Research, Vol. 15, No. 3 (May - June, 1967), p. 578.
[10] Duan Li, Xiaoling Sun, Nonlinear Integer Programming. Publisher: Springer Science+Business Media,LLC (2006). http://www.books.google.ca/books?isbn=0387329951
[11] Microsoft Corp., BASIC, Second Edition (May 1982), Version 1.10. Boca Raton, Florida: IBM Corp., Personal Computer, P. O. Box 1328-C,Boca Raton, Floridda 33432, 1981.
[12] Harvey M. Salkin, Integer Programming. Menlo Park, California: Addison-Wesley Publishing Company (1975).
[13] Harvey M. Salkin, Kamlesh Mathur, Foundations of Integer Programming. Publisher: Elsevier Science Ltd (1989).
[14] K. Schittkowski, More Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1987.
[15] S. Surjanovic, Zakharov Function. www.sfu.ca/~ssurjano/zakharov.html
[16] Jsun Yui Wong (2012, April 23). The Domino Method of General Integer Nonlinear Programming Applied to Problem 2 of Lawler and Bell. http://computationalresultsfromcomputerprograms.wordpress.com/2012/04/23/
[17] Jsun Yui Wong (2013, September 4). A Nonlinear Integer/Discrete/Continuous Programming Solver Applied to a Literature Problem with Twenty Binary Variables and Three Constraints, Third Edition. http://myblogsubstance.typepad.com/substance/2013/09/
[18] Jsun Yui Wong (2014, June 27). A Unified Computer Program for Schittkowski's Test Problem 377, Second Edition. http://nonlinearintegerprogrammingsolver.blogspot.ca/2014_06_01_archive.html
Similar to the computer programs of the preceding papers, the computer program below seeks to solve Li and Sun's Problem 14.3 but with 500 unknowns of search intervals of -100 to 100 instead of 100 unknowns of search intervals of -5 to 5, [10, p. 414]. Specifically the computer program below tries to minimize the following:
500-1
(X(1)-1)^2 + (X(500) -1 )^2 + 500* SIGMA (500-i) * ( X(i)^2 - X(i+1)) ^2
i=1
subject to -100<=X(i)<=100, X(i) integer, i=1, 2, 3,..., 500.
One notes line 114, line 174, and line 175, which are as follows:
114 A(J44 )=-100+FIX( RND*201)
174 IF X(J44)>100 THEN X(J44 )=A(J44 )
175 IF X(J44)<-100 THEN X(J44 )=A(J44 )
0 REM DEFDBL A-Z
1 DEFINT J,K,B,X
2 DIM A(10000),X(10000)
81 FOR JJJJ=-32000 TO 32000
89 RANDOMIZE JJJJ
90 M=-1.5D+38
111 FOR J44=1 TO 500
114 A(J44 )=-100+FIX( RND*201)
115 REM IF RND<.5 THEN A(J44 )=2 +FIX(RND*4 ) ELSE A(J44)=-5+FIX(RND*6)
117 NEXT J44
128 FOR I=1 TO 32000
129 FOR KKQQ=1 TO 500
130 X(KKQQ)=A(KKQQ)
131 NEXT KKQQ
139 FOR IPP=1 TO FIX(1+.3)
140 B=1+FIX(RND*500)
143 GOTO 167
144 REM GOTO 168
145 IF RND<.5 THEN 150 ELSE 167
150 R=(1-RND*2)*A(B)
160 X(B)=(A(B) +RND^3*R)
162 GOTO 168
163 IF RND<.5 THEN X(B)=(A(B)-.001) ELSE X(B)=(A(B) +.001 )
165 GOTO 168
167 IF RND<.5 THEN X(B)=CINT(A(B)-1) ELSE X(B)=CINT(A(B) +1 )
168 REM IF A(B)=0 THEN X(B)=1 ELSE X(B)=0
169 NEXT IPP
171 FOR J44=1 TO 500
174 IF X(J44)>100 THEN X(J44 )=A(J44 )
175 IF X(J44)<-100 THEN X(J44 )=A(J44 )
177 NEXT J44
401 SONE=0
402 FOR J44=1 TO 499
411 SONE=SONE+ (500-J44) * ( X(J44)^2 - X(J44+1)) ^2
421 NEXT J44
551 SUMX=(X(1)-1)^2 + (X(500) -1 )^2+500*SONE
689 REM PD1=-SONE
699 PD1=-SUMX
1111 IF PD1<=M THEN 1670
1452 M=PD1
1454 FOR KLX=1 TO 500
1455 A(KLX)=X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 REM IF M<-1000 THEN 1999
1936 PRINT A(1),A(2),A(498),A(499),A(500)
1939 PRINT M,JJJJ
1999 NEXT JJJJ
This BASIC computer program was run via basica/D of Microsoft's GW-BASIC 3.11 interpreter for DOS. See the BASIC manual [11]. Copied by hand from the screen, the computer program's complete output through JJJJ=-31993 is shown below:
0 0 1 2 4
-2510 -32000
0 0 3 8 64
-10970 -31999
0 0 0 0 0
-2 -31998
0 0 0 0 0
-2 -31997
0 0 -3 9 81
-19901 -31996
0 0 0 0 0
-2 -31995
0 0 0 0 0
-2 -31994
1 1 1 1 1
0 -31993
Above there is no rounding by hand.
M=0 is optimal; see Li and Sun [10, p. 414].
Of the 500 A's, only the 5 A's of line 1936 are shown above.
On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM, and the IBM basica/D interpreter, version GW BASIC 3.11, the wall-clock time for obtaining the output through JJJJ=-31993 was four hours.
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] E. Balas, An Additive Algorithm for Solving Linear Programs with Zero-One Variables. Operations Research, Vol. 13, No. 4 (1965), pp. 517-548.
[2] E. Balas, Discrete Programming by the Filter Method. Operations Research, Vol. 15, No. 5 (Sep. - Oct., 1967), pp. 915-957.
[3] F. Cajori (1911) Historical Note on the Newton-Raphson Method of Approximation. The American Mathematical Monthly, Volume 18 #2, pp. 29-32.
[4] M. A. Duran, I. E. Grossmann, An Outer-Approximation Algorithm for a Class of Mixed-Integer Nonlinear Programs. Mathematical Programming, 36:307-339, 1986.
[5] D. M. Himmelblau, Applied Nonlinear Programming. New York: McGraw-Hill Book Company, 1972.
[6] W. Hock, K. Schittkowski, Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1981.
[7] Jack Lashover (November 12, 2012). Monte Carlo Marching. www.academia.edu/5481312/MONTE_ CARLO_MARCHING
[8] E. L. Lawler, M. D. Bell, A Method for Solving Discrete Optimization Problems. Operations Research, Vol. 14, No. 6 (Nov. - Dec., 1966), pp. 1098-1112.
[9] E. L. Lawler, M. D. Bell, Errata: A Method for Solving Discrete Optimization Problems. Operations Research, Vol. 15, No. 3 (May - June, 1967), p. 578.
[10] Duan Li, Xiaoling Sun, Nonlinear Integer Programming. Publisher: Springer Science+Business Media,LLC (2006). http://www.books.google.ca/books?isbn=0387329951
[11] Microsoft Corp., BASIC, Second Edition (May 1982), Version 1.10. Boca Raton, Florida: IBM Corp., Personal Computer, P. O. Box 1328-C,Boca Raton, Floridda 33432, 1981.
[12] Harvey M. Salkin, Integer Programming. Menlo Park, California: Addison-Wesley Publishing Company (1975).
[13] Harvey M. Salkin, Kamlesh Mathur, Foundations of Integer Programming. Publisher: Elsevier Science Ltd (1989).
[14] K. Schittkowski, More Test Examples for Nonlinear Programming Codes. Springer-Verlag, 1987.
[15] S. Surjanovic, Zakharov Function. www.sfu.ca/~ssurjano/zakharov.html
[16] Jsun Yui Wong (2012, April 23). The Domino Method of General Integer Nonlinear Programming Applied to Problem 2 of Lawler and Bell. http://computationalresultsfromcomputerprograms.wordpress.com/2012/04/23/
[17] Jsun Yui Wong (2013, September 4). A Nonlinear Integer/Discrete/Continuous Programming Solver Applied to a Literature Problem with Twenty Binary Variables and Three Constraints, Third Edition. http://myblogsubstance.typepad.com/substance/2013/09/
[18] Jsun Yui Wong (2014, June 27). A Unified Computer Program for Schittkowski's Test Problem 377, Second Edition. http://nonlinearintegerprogrammingsolver.blogspot.ca/2014_06_01_archive.html
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