Saturday, July 29, 2017

A Computer Program about Markowitz Portfolio Selection

Jsun Yui Wong

The computer program listed below seeks to solve the small example about Markowitz portfolio selection [3] on pp. 888-890 of Li and Tsai [2].

Minimize           .0108 * X(1) ^ 2 + .0584 * X(2) ^ 2 + .0942 * X(3) ^ 2 + .0248 * X(1) * X(2) + .0262 * X(1) * X(3) + .1108 * X(2) * X(3)

subject to          1.089 * X(1) + 1.214 * X(2) + 1.235 * X(3)  >=  115

X(1) + X(2) + X(3)  =  100

where X(1),  X(2), and X(3) are integers.

Below X(1) through X(3) are integer variables, and X(4) is a slack variable.


0 REM  DEFDBL A-Z

2 DEFINT I, J, K

3 DIM B(99), N(99), A(99), H(99), L(99), U(99), X(1111), D(111), P(111), PS(33)
12 FOR JJJJ = -32000 TO 32000


    14 RANDOMIZE JJJJ
    16 M = -1D+37
    64 FOR J44 = 1 TO 3
        65 A(J44) = RND * 10

    66 NEXT J44
    126 REM IMAR=10+FIX(RND*32000)
    128 FOR I = 1 TO 10000


        129 FOR KKQQ = 1 TO 3
            130 X(KKQQ) = A(KKQQ)
        131 NEXT KKQQ
        133 FOR IPP = 1 TO (1 + FIX(RND * 2))
            181 J = 1 + FIX(RND * 3)
            183 R = (1 - RND * 2) * A(J)
            187 X(J) = A(J) + (RND ^ (RND * 10)) * R
        222 NEXT IPP

        223 X(1) = 100 - X(2) - X(3)


        224 FOR J33 = 1 TO 3

            226 X(J33) = INT(X(J33))

        227 NEXT J33

        229 REM X(5) = 1
        233 X(4) = -115 + 1.089 * X(1) + 1.214 * X(2) + 1.235 * X(3)
   
        281 FOR J44 = 1 TO 3


            283 IF X(J44) < 0 THEN 1670

            284 IF X(J44) > 100 THEN 1670

        285 NEXT J44

        331 FOR J44 = 4 TO 4

            332 IF X(J44) < 0 THEN PS(J44) = ABS(X(J44)) ELSE PS(J44) = 0
        333 NEXT J44
        403 POBA2 = -(.0108 * X(1) ^ 2 + .0584 * X(2) ^ 2 + .0942 * X(3) ^ 2 + .0248 * X(1) * X(2) + .0262 * X(1) * X(3) + .1108 * X(2) * X(3))


        411 POBA = POBA2 - 1000000 * (PS(4))


        459 POB1 = POBA
        463 P1NEWMAY = POB1
        466 P = P1NEWMAY
        1111 IF P <= M THEN 1670
        1452 M = P
        1453 PPOBA2 = POBA2
        1454 FOR KLX = 1 TO 11

            1455 A(KLX) = X(KLX)
        1456 NEXT KLX
        1557 GOTO 128
    1670 NEXT I
    1889 IF M < -224.647 THEN 1999

    1900 PRINT A(1), A(2), A(3), A(4)
 
    1904 PRINT M, JJJJ, PPOBA2
1999 NEXT JJJJ

This BASIC computer program was run with qb64v1000-win [5].  The complete output through JJJJ=-24202 is shown below:

53    36     11      .006
-223.8916       -28885       -223.8916

53    35     12        .027
-224.6452         -27481           -224.6452

53    36     11      .006
-223.8916       -25873       -223.8916

53    35     12        .027
-224.6452         -24202           -224.6452

Above there is no rounding by hand; it is just straight copying by hand from the monitor screen.

On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM and qb64v1000-win [5], the wall-clock time for obtaining the output through JJJJ=-24202 was 2 minutes and 15 seconds.

Acknowledgment

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

References

[1]  Yuichiro Anzai (1974).  On Integer Fractional Programming.  Journal Operations Research Society of Japan, Volume 17, No. 1, March 1974, pp. 49-66.
www..orsj.or.jp/~archiv/pdf/e_mag/Vol.17_01_049.pdf.

[2]  Han-Lin Li, Jung-Fa Tsai (2008).  A distributed computational algorithm for solving portfolio problems with integer variables.  European Journal of Operational Research 186 (2008) pp.882-891.

[3]   Harry Markowitz  (1952).   Portfolio Selection.   The Journal of Finance 7 (2008) pp. 77-91.

[4] Microsoft Corp., BASIC, Second Edition (May 1982), Version 1.10. Boca Raton, Florida: IBM Corp., Personal Computer, P. O. Box 1328-C, Boca Raton, Florida 33432, 1981.

[5] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64.    

[6] Jsun Yui Wong (2012, April 12).  The Domino Method of General Integer Nonlinear Programming Applied to a Nonlinear Fractional Programming Problem from the Literature. http://myblogsubstance.typepad.com/substance/2012/04/12/

Sunday, July 23, 2017

A Computer Program for Integer Fractional Programming, Revised Edition


Jsun Yui Wong

The computer program listed below seeks to solve the integer fractional programming example on pages 55-57 of Anzai [1].

Here X(1) through X(5) are integer variables, and X(6) through X(11) are slack variables.  

Whereas line 128 and line 1454 of the preceding paper are 128 FOR I = 1 TO 1000 and 1454 FOR KLX = 1 TO 8, here line 128 and line 1454 are 128 FOR I = 1 TO 50 and 1454 FOR KLX = 1 TO 11, respectively.

0 DEFDBL A-Z
2 DEFINT I, J, K

3 DIM B(99), N(99), A(99), H(99), L(99), U(99), X(1111), D(111), P(111), PS(33)
12 FOR JJJJ = -32000 TO 32000

    14 RANDOMIZE JJJJ
    16 M = -1D+37
    64 FOR J44 = 1 TO 5
        65 A(J44) = .1 + RND * 9.899999
    66 NEXT J44
    126 REM IMAR=10+FIX(RND*32000)
    128 FOR I = 1 TO 50

        129 FOR KKQQ = 1 TO 5
            130 X(KKQQ) = A(KKQQ)
        131 NEXT KKQQ
        133 FOR IPP = 1 TO (1 + FIX(RND * 4))
            181 J = 1 + FIX(RND * 5)
            183 R = (1 - RND * 2) * A(J)
            187 X(J) = A(J) + (RND ^ (RND * 10)) * R
            188 GOTO 222
            189 REM   X(J)=A(J)+PA
            190 REM X(J)=A(J)+FIX(RND*2 )-FIX(RND*2)
            191 REM   X(J)=A(J)+FIX(RND*3)-FIX(RND*3)
        222 NEXT IPP

        224 FOR J33 = 1 TO 5

            226 X(J33) = INT(X(J33))

        227 NEXT J33

        229 X(5) = 1

        231 REM FOR J44=1 TO 5
        233 REM IF X(J44)<.1 THEN 1670
        234 REM IF X(J44)>10 THEN 1670
        235 REM NEXT J44

        240 X(6) = X(1) - 2 * X(2) + 9

        259 X(7) = -4 * X(1) - X(2) + 21

        261 X(8) = -X(1) + 3 * X(2)

        266 X(9) = 4 * X(1) + 5 * X(2) - 12

        268 X(10) = 2 * X(3) - 6 * X(4) + 21

        270 X(11) = -7 * X(3) - 4 * X(4) + 39

        281 FOR J44 = 1 TO 5

            283 IF X(J44) < 0 THEN 1670

            284 IF X(J44) > 10 THEN 1670
        285 NEXT J44

        331 FOR J44 = 6 TO 11
            332 IF X(J44) < 0 THEN PS(J44) = ABS(X(J44)) ELSE PS(J44) = 0
        333 NEXT J44
        403 POBA2 = -(-X(1) - 3 * X(2) - X(3) + X(4) - X(5)) / (2 * X(1) + X(2) + 3 * X(3) + 5 * X(4) + X(5))
        411 POBA = POBA2 - 999999999# * (PS(6) + PS(7) + PS(8) + PS(9) + PS(10) + PS(11))
        459 POB1 = POBA
        463 P1NEWMAY = POB1
        466 P = P1NEWMAY
        1111 IF P <= M THEN 1670
        1452 M = P
        1453 PPOBA2 = POBA2
        1454 FOR KLX = 1 TO 11

            1455 A(KLX) = X(KLX)
        1456 NEXT KLX
        1557 GOTO 128
    1670 NEXT I
    1889 REM IF M<0 THEN 1999
    1900 PRINT A(1), A(2), A(3), A(4)
    1901 PRINT A(5), A(6), A(7), A(8)

    1902 PRINT A(9), A(10), A(11)

    1904 PRINT M, JJJJ, PPOBA2
1999 NEXT JJJJ

This BASIC computer program was run with qb64v1000-win [3].  The complete output through JJJJ=-31996 is shown below:

0         4         0          0
1         1         17        12
8         21         39
2.6        -32000         2.6

0         4         0          0
1         1         17        12
8         21         39
2.6        -31999         2.6

0         4         0          0
1         1         17        12
8         21         39
2.6        -31998         2.6

0         2          0          0
1         5         19        6
-2        21        39
-1999999995.666667        -31997         2.333333333333334

0         4         0          0
1         1         17        12
8         21         39
2.6        -31996         2.6

Above there is no rounding by hand; it is just straight copying by hand from the monitor screen.

On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM and qb64v1000-win [3], the wall-clock time for obtaining the output through JJJJ=-31996 was 3 seconds, not including "Creating .EXEC file" time..

Acknowledgment

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

References

[1]  Yuichiro Anzai (1974).  On Integer Fractional Programming.  Journal Operations Research Society of Japan, Volume 17, No. 1, March 1974, pp. 49-66.
www..orsj.or.jp/~archiv/pdf/e_mag/Vol.17_01_049.pdf.

[2] Microsoft Corp., BASIC, Second Edition (May 1982), Version 1.10. Boca Raton, Florida: IBM Corp., Personal Computer, P. O. Box 1328-C, Boca Raton, Florida 33432, 1981.

[3] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64      

[4] Jsun Yui Wong (2012, April 12).  The Domino Method of General Integer Nonlinear Programming Applied to a Nonlinear Fractional Programming Problem from the Literature. http://myblogsubstance.typepad.com/substance/2012/04/12/  

A Computer Program for Integer Fractional Programming

Jsun Yui Wong

The computer program listed below seeks to solve the integer fractional programming example on pages 55-57 of Anzai [1].

Here X(1) through X(5) are integer variables, and X(6) through X(11) are slack variables.  

0 DEFDBL A-Z
2 DEFINT I, J, K

3 DIM B(99), N(99), A(99), H(99), L(99), U(99), X(1111), D(111), P(111), PS(33)
12 FOR JJJJ = -32000 TO 32000
    14 RANDOMIZE JJJJ
    16 M = -1D+37
    64 FOR J44 = 1 TO 5
        65 A(J44) = .1 + RND * 9.899999
    66 NEXT J44
    126 REM IMAR=10+FIX(RND*32000)
    128 FOR I = 1 TO 1000
        129 FOR KKQQ = 1 TO 5
            130 X(KKQQ) = A(KKQQ)
        131 NEXT KKQQ
        133 FOR IPP = 1 TO (1 + FIX(RND * 4))
            181 J = 1 + FIX(RND * 5)
            183 R = (1 - RND * 2) * A(J)
            187 X(J) = A(J) + (RND ^ (RND * 10)) * R
            188 GOTO 222
            189 REM   X(J)=A(J)+PA
            190 REM X(J)=A(J)+FIX(RND*2 )-FIX(RND*2)
            191 REM   X(J)=A(J)+FIX(RND*3)-FIX(RND*3)
        222 NEXT IPP

        224 FOR J33 = 1 TO 5

            226 X(J33) = INT(X(J33))


        227 NEXT J33

        229 X(5) = 1

        231 REM FOR J44=1 TO 5
        233 REM IF X(J44)<.1 THEN 1670
        234 REM IF X(J44)>10 THEN 1670
        235 REM NEXT J44


        240 X(6) = X(1) - 2 * X(2) + 9

        259 X(7) = -4 * X(1) - X(2) + 21

        261 X(8) = -X(1) + 3 * X(2)

        266 X(9) = 4 * X(1) + 5 * X(2) - 12

        268 X(10) = 2 * X(3) - 6 * X(4) + 21

        270 X(11) = -7 * X(3) - 4 * X(4) + 39

        281 FOR J44 = 1 TO 5

            283 IF X(J44) < 0 THEN 1670

            284 IF X(J44) > 10 THEN 1670
        285 NEXT J44

        331 FOR J44 = 6 TO 11
            332 IF X(J44) < 0 THEN PS(J44) = ABS(X(J44)) ELSE PS(J44) = 0
        333 NEXT J44
        403 POBA2 = -(-X(1) - 3 * X(2) - X(3) + X(4) - X(5)) / (2 * X(1) + X(2) + 3 * X(3) + 5 * X(4) + X(5))
        411 POBA = POBA2 - 999999999# * (PS(6) + PS(7) + PS(8) + PS(9) + PS(10) + PS(11))
        459 POB1 = POBA
        463 P1NEWMAY = POB1
        466 P = P1NEWMAY
        1111 IF P <= M THEN 1670
        1452 M = P
        1453 PPOBA2 = POBA2
        1454 FOR KLX = 1 TO 8
            1455 A(KLX) = X(KLX)
        1456 NEXT KLX
        1557 GOTO 128
    1670 NEXT I
    1889 REM IF M<0 THEN 1999
    1900 PRINT A(1), A(2), A(3), A(4)
    1901 PRINT A(5), A(6), A(7), A(8)

    1902 PRINT A(9), A(10), A(11)

    1904 PRINT M, JJJJ, PPOBA2
1999 NEXT JJJJ

This BASIC computer program was run with qb64v1000-win [3].  The complete output through JJJJ=-31995 is shown below:

0         4         0          0
1         1         17        12
0         0         0
2.6        -32000         2.6

0         4         0          0
1         1         17        12
0         0         0
2.6        -31999         2.6

2         1         0          0
1         9         12        1
0         0         0
1        -31998         1

0         4         0          0
1         1         17        12
0         0         0
2.6        -31997         2.6

0         4         0          0
1         1         17        12
0         0         0
2.6        -31996         2.6

0         4         0          0
1         1         17        12
0         0         0
2.6        -31995         2.6

Above there is no rounding by hand; it is just straight copying by hand from the monitor screen.

On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM and qb64v1000-win [3], the wall-clock time for obtaining the output through JJJJ=-31995 was 10 seconds.

Acknowledgment

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

References

[1]  Y. Anzai (1974).  On Integer Fractional Programming.  Journal Operations Research Society of Japan, Volume 17, No. 1, March 1974, pp. 49-66.

[2] Microsoft Corp., BASIC, Second Edition (May 1982), Version 1.10. Boca Raton, Florida: IBM Corp., Personal Computer, P. O. Box 1328-C, Boca Raton, Florida 33432, 1981.

[3] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64      

[4] Jsun Yui Wong (2012, April 12).  The Domino Method of General Integer Nonlinear Programming Applied to a Nonlinear Fractional Programming Problem from the Literature. http://myblogsubstance.typepad.com/substance/2012/04/12/  

Monday, June 19, 2017

Solving a Double Row Layout Problem Having 16 Facilities

Jsun Yui Wong

Based on the computer program in Wong [17], the following computer program seeks to solve the problem named P16_a in Fischer, Fischer, and Hungerlander [10, p. 129, Table 1]. The data come from the PROP Instances-Amaral 2013 section of Anjos [8].

0 REM DEFDBL A-Z
1 DEFINT I, J, K, X, A
2 DIM B(99), N(99), A(2002), H(99), L(99), U(99), X(2002), D(111), P(111), PS(33), J44(2002), J(99), AA(99), HR(32), HHR(32), Y(33), C(33), CC(33)
3 DIM HS(49, 49)
4 DIM PE(49, 49)
5 DIM SD(49, 49)
27 HR(1) = 14: HR(2) = 11: HR(3) = 9: HR(4) = 5: HR(5) = 13

28 REM   HR(6)=4:HR(7)=6:HR(8)=8:HR(9)=9
29 HR(6) = 5: HR(7) = 14: HR(8) = 7: HR(9) = 10: HR(10) = 11

30 HR(11) = 8: HR(12) = 14: HR(13) = 10: HR(14) = 11: HR(15) = 8: HR(16) = 5

31 FOR IL = 1 TO 16
    32 FOR JL = 1 TO 16
        33 READ HS(IL, JL)
    34 NEXT JL
35 NEXT IL
61 DATA 999,0,5,0,5,2,10,3,1,5,5,5,0,0,5,4

62 DATA 0,999,3,10,5,1,5,1,2,4,2,5,0,10,10,3
63 DATA 5,3,999,2,0,5,2,4,4,5,0,0,0,5,1,0
64 DATA 0,10,2,999,1,0,5,2,1,0,10,2,2,0,2,1

66 DATA 5,5,0,1,999,5,6,5,2,5,2,0,5,1,1,1
67 DATA 2,1,5,0,5,999,5,2,1,6,0,0,10,0,2,0

68 DATA 10,5,2,5,6,5,999,0,0,0,5,10,2,2,5,1


69 DATA 3,1,4,2,5,2,0,999,1,1,10,10,2,0,10,2

70 DATA 1,2,4,1,2,1,0,1,999,2,0,3,5,5,0,5

71 DATA 5,4,5,0,5,6,0,1,2,999,5,5,0,5,1,0

72 DATA 5,2,0,10,2,0,5,10,0,5,999,5,2,5,1,10
73 DATA 5,5,0,2,0,0,10,10,3,5,5,999,2,10,5,0

74 DATA 0,0,0,2,5,10,2,2,5,0,2,2,999,2,2,1

75 DATA 0,10,5,0,1,0,2,0,5,5,5,10,2,999,5,5
76 DATA 5,10,1,2,1,2,5,10,0,1,1,5,2,5,999,3
77 DATA 4,3,0,1,1,0,1,2,5,0,10,0,1,5,3,999
78 FOR JJJJ = -32000 TO 32000
    79 RANDOMIZE JJJJ
    80 M = -1D+37


    81 IMAX = 2 + FIX(RND * 13)


    82 FOR J44 = 1 TO 16

        83 A(J44) = J44
    84 NEXT J44
    111 REM IF RND < 1 / 4 THEN IMAX = 8 ELSE IF RND < 1 / 3 THEN IMAX = 9 ELSE IF RND < 1 / 2 THEN IMAX = 10 ELSE IMAX = 11

    126 REM IMAR=10+FIX(RND*1000)
    128 FOR I = 1 TO 1000


        129 FOR KKQQ = 1 TO 16
            130 X(KKQQ) = A(KKQQ)
        131 NEXT KKQQ
        133 III = 1 + FIX(RND * 16)
        134 JJJ = 1 + FIX(RND * 16)
        221 X(III) = A(JJJ)
        223 X(JJJ) = A(III)
        231 FOR J44 = 1 TO 16
            233 FOR J45 = 1 TO 16
                234 IF X(J44) = J45 THEN HHR(J44) = HR(J44) ELSE GOTO 238
                237 Y(J45) = J44
            238 NEXT J45
            253 FOR ISE20 = 1 TO IMAX
                254 C(ISE20) = .5 * HHR(Y(ISE20))
                258 FOR ISE2000 = ISE20 + 1 TO IMAX
                    259 C(ISE20) = C(ISE20) + HHR(Y(ISE2000))
                263 NEXT ISE2000
            269 NEXT ISE20
            386 FOR ISE20N = IMAX + 1 TO 16
                387 C(ISE20N) = .5 * HHR(Y(ISE20N))
                388 FOR ISE2000N = ISE20N + 1 TO 16
                    389 C(ISE20N) = C(ISE20N) + HHR(Y(ISE2000N))
                390 NEXT ISE2000N
            391 NEXT ISE20N
        395 NEXT J44
        411 PROD = 0
        412 FOR J44 = 1 TO 16
            413 FOR J45 = J44 + 1 TO 16
                414 PROD = PROD - HS(Y(J44), Y(J45)) * ABS(C(J44) - C(J45))
            415 NEXT J45
        416 NEXT J44
        422 P = PROD
        1111 IF P <= M THEN 1670
        1452 M = P
        1453 FOR KLX = 1 TO 16
            1454 CC(KLX) = C(KLX)
            1455 A(KLX) = X(KLX)
        1456 NEXT KLX
        1559 Iimax = IMAX
        1657 GOTO 128
    1670 NEXT I
    1889 IF M < -7371 THEN 1999


    1901 PRINT A(1), A(2), A(3), A(4), A(5)
    1902 PRINT A(6), A(7), A(8), A(9), A(10)
    1903 PRINT A(11), A(12), A(13), A(14), A(15), A(16)

    1905 REM PRINT  CC(1), CC(2), CC(3), CC(4), CC(5)
    1906 REM PRINT CC(6), CC(7), CC(8), CC(9), CC(10)
    1907 REM PRINT CC(11), CC(12), CC(13), CC(14), CC(15)
    1919 PRINT M, JJJJ, Iimax
1999 NEXT JJJJ

This computer program was run with qb64v1000-win [16]. The complete output through JJJJ=-29826 is shown below:

16    4       3       13      2
9      7      14      1        10
5      6       8       11      15
12
-7370    -31479        7

16    4   3     13     2
9    7   14      1    10
5    6     8     11    15
12
-7370    -31269        7

16    4   3     13     2
9    7   14      1    10
5    6     8     11    15
12
-7370    -30457        7

9       13      12      6       11
2       16      7        10     3
14     15      1        4       8
5
-7370     -29826      9

Above there is no rounding by hand; it is just straight copying by hand from the monitor screen.

On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM and qb64v1000-win [16], the wall-clock time for obtaining the output through JJJJ=-29826 was five minutes.

Acknowledgment

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

References

[1] Andre R. S. Amaral (2006), On the Exact Solution of a Facility Layout Problem. European Journal of Operational Research 173 (2006), pp. 508-518.

[2] Andre R. S. Amaral (2008), An Exact Approach to the One-Dimensional Facility Layout Problem. Operations Research, Vol. 56, No. 4 (July-August, 2008), pp. 1026-1033.

[3] Andre R. S. Amaral (2011), Optimal Solutions for the Double Row Layout Problem. Optimization Letters, DOI 10.1007/s11590-011-0426-8, published on line 30 November 2011, Springer-Verlag 2011.

[4] Andre R. S. Amaral (2012), The Corridor Allocation Problem. Computers and Operations Research 39 (2012), pp. 3325-3330.

[5] Andre R. S. Amaral (2013), A Parallel Ordering Problem in Facilities Layout. Computers and Operations Research, Vol. 40, Issue 12, December 2013, pp. 2930-2939.

[6] Miguel F. Anjos, Anthony Vannelli, Computing Globally Optimal Solutions for Single-Row Layout Problems Using Semidefinite Programming and Cutting Planes. INFORMS Journal on Computing, Vol. 20, No. 4, Fall 2008, pp. 611-617.

[7] Miguel F. Anjos (2012), FLPLIB–Facility Layout Database. Retrieved on September 25 2012 from http://www.gerad.ca/files/Sites/Anjos/indexFR.html

[8] Miguel F. Anjos, FLPLIB–Facility Layout Database. http://www.miguelanjos.com.

[9] Miguel Anjos.  QAP - A Quadratic Assignment Problem Library.  www.anjos.mgi.polymtl.ca/qaplib/data.d/sko49.dat

[10] Anja Fischer, Frank Fischer. Philipp Hungerlaender, A New Exact Approach to the Space-Free Double Row Layout Problem.
K. Doerner et al. (eds) Operations Research Proceedings 2015. Springer 2017.

[11] S. S. Heragu, A. Kusiak. Efficient Models for the Facility Layout Problem. European Journal of Operational Research 53 (1), 1991, pp. 1-13.

[12] Philipp Hungerlaender, Miguel F. Anjos (January 2012), A Semidefinite Optimization Approach to Free-Space Multi-Row Facility Layout. Les Cahiers du GERAD. Retrieved from http://www.gerad.ca/fichiers/cahiers/G-2012-03.pdf

[13] Robert F. Love, Jsun Yui Wong (1976), On Solving a One-Dimensional Space Allocation Problem with Integer Programming,  INFOR 14(2), pp. 139-143.

[14] Microsoft Corp., BASIC, Second Edition (May 1982), Version 1.10. Boca Raton, Florida: IBM Corp., Personal Computer, P. O. Box 1328-C, Boca Raton, Florida 33432, 1981.

[15] C. E. Nugent, T. E Vollmann, J. Ruml (1968), An Experimental Comparison of Techniques for the Assignment of Facilities to Locations. Operations Research, Vol. 16, pp. 150-173.

[16] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64

[17] Jsun Yui Wong (2012, September 20). A General Nonlinear Integer/Discrete/Continuous Programming Solver Applied to the Corridor Allocation Problem with Fifteen Facilities, Fifth Edition. https://myblogsubstance.typepad.com/substance/2012/09/index.html/

[18] Ginger Yen (2008). Cutting-Plane Separation Strategies for Semidefinite Programming Models to Solve Single-Row Facility Layout Problems. A Master Thesis Presented to the University of Waterloo

Friday, May 19, 2017

Solving a k-Parallel Row Ordering Problem in Layout of 36 Facilities in 18 Rows

Jsun Yui Wong

Adapting to the computer program in Wong [14], the following computer program seeks to solve a k-parallel row ordering problem (k-PROP) of 36 facilities.  Each row of the 18 rows has 2 facilities.  See Amaral [5].  The data for flows and lengths used here can be found in Yen [15, pages 101-105 for flows and page 106 for lengths].  One notes that these lengths are the lengths of C.4.6 STE36-8 in Yen [15, p. 106].

0 REM DEFDBL A-Z

1 DEFINT I, J, K, X

2 DIM B(99), N(99), A(2002), H(99), L(99), U(99), X(2002), D(111), P(111), PS(39), J44(2002), J(99), AA(99), HR(39), HHR(39), Y(39), C(39), CC(39), RA(99)

3 DIM HS(49, 49)

4 DIM PE(49, 49)

5 DIM SD(49, 49)

17 HR(1) = 4: HR(2) = 2: HR(3) = 3: HR(4) = 2: HR(5) = 3: HR(6) = 1: HR(7) = 3: HR(8) = 1: HR(9) = 3


18 HR(10) = 4: HR(11) = 5: HR(12) = 2: HR(13) = 2: HR(14) = 3: HR(15) = 3: HR(16) = 3: HR(17) = 5: HR(18) = 3: HR(19) = 3: HR(20) = 5


19 HR(21) = 2: HR(22) = 5: HR(23) = 3


20 HR(24) = 3: HR(25) = 5: HR(26) = 4: HR(27) = 4: HR(28) = 3: HR(29) = 4: HR(30) = 3


29 HR(31) = 2: HR(32) = 2: HR(33) = 3: HR(34) = 2: HR(35) = 5: HR(36) = 3


31 FOR IL = 1 TO 36

    32 FOR JL = 1 TO 36


        33 READ HS(IL, JL)

    34 NEXT JL

35 NEXT IL



41 DATA 9999,0,0,2,1,7,9,0,4,75,7,12,22,7,1,0,0,0,0,23,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0

42 DATA 0,9999,0,0,0,0,4,16,0,8,0,0,16,0,0,0,0,6,0,4,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0

43 DATA 0,0,9999,0,0,4,16,20,0,0,0,0,20,0,0,0,0,0,0,4,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
44 DATA 2,0,0,9999,29,5,18,47,23,2,4,0,48,0,4,0,0,0,0,25,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
45 DATA 1,0,0,29,9999,18,12,25,0,0,4,0,25,0,3,0,0,0,0,18,0,3,0,0,0,0,0,0,0,0,0,0,0,0,0,0
46 DATA 7,0,4,5,18,9999,4,2,0,1,23,2,19,0,0,0,0,0,2,19,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
47 DATA 9,4,16,18,12,4,9999,0,14,72,7,8,39,8,40,8,0,8,4,7,0,0,0,0,0,0,0,28,8,0,0,0,0,0,0,0
48 DATA 0,16,20,47,25,2,0,9999,10,71,2,0,0,0,0,0,0,41,0,0,0,0,0,0,0,0,7,8,0,0,0,0,0,0,0,0
49 DATA 4,0,0,23,0,0,14,10,9999,14,0,0,18,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
50 DATA 75,8,0,2,0,1,72,71,14,9999,11,1,17,0,1,0,0,17,0,15,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
51 DATA 7,0,0,4,4,23,7,2,0,11,9999,316,33,8,2,0,0,0,8,34,0,0,6,0,0,0,10,0,0,6,0,0,0,0,0,0
52 DATA 12,0,0,0,0,2,8,0,0,1,316,9999,157,25,4,0,0,1,0,0,0,0,0,0,22,0,1,0,0,0,0,0,0,0,0,0
53 DATA 22,16,20,48,25,19,39,0,18,17,33,157,9999,11,6,0,0,6,0,5,8,3,10,0,0,0,9,11,2,0,0,1,0,0,0,0
54 DATA 7,0,0,0,0,0,8,0,0,0,8,25,11,9999,3,0,0,1,1,21,0,1,0,2,0,0,5,0,0,3,2,5,5,4,0,0
55 DATA 1,0,0,4,3,0,40,0,0,1,2,4,6,3,9999,19,0,2,2,12,0,0,0,0,0,0,0,7,3,0,0,0,0,0,0,0
56 DATA 0,0,0,0,0,0,8,0,0,0,0,0,0,0,19,9999,0,6,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
57 DATA 0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,9999,40,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
58 DATA 0,6,0,0,0,0,8,41,0,17,0,1,6,1,2,6,40,9999,0,26,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
59 DATA 0,0,0,0,0,2,4,0,0,0,8,0,0,1,2,0,0,0,9999,13,9,0,7,0,0,0,0,27,16,3,0,20,0,4,0,0
60 DATA 23,4,4,25,18,19,7,0,0,15,34,0,5,21,12,1,0,26,13,9999,11,4,36,0,0,0,16,18,9,10,1,28,6,2,0,0
61 DATA 0,0,0,0,0,0,0,0,0,0,0,0,8,0,0,0,0,0,9,11,9999,36,6,0,8,0,2,0,0,0,0,0,0,0,0,0
62 DATA 0,0,0,0,3,0,0,0,0,0,0,0,3,1,0,0,0,0,0,4,36,9999,0,0,0,0,4,0,0,0,0,0,0,0,0,0
63 DATA 0,0,0,0,0,0,0,0,0,0,6,0,10,0,0,0,0,0,7,36,6,0,9999,0,0,12,9,0,0,0,0,0,0,0,0,0
64 DATA 0,0,0,0,0,0,0,0,0,0,0,0,0,2,0,0,0,0,0,0,0,0,0,9999,26,0,5,0,0,0,0,0,0,0,0,0
65 DATA 0,0,0,0,0,0,0,0,0,0,0,22,0,0,0,0,0,0,0,0,8,0,0,26,9999,35,2,0,0,0,0,0,0,0,0,0
66 DATA 0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,12,0,35,9999,4,0,0,0,0,0,0,0,0,0
67 DATA 0,0,0,0,0,0,0,7,0,0,10,1,9,5,0,0,0,0,0,16,2,4,9,5,2,4,9999,0,0,0,0,0,0,0,0,0
68 DATA 0,0,0,0,0,0,28,8,0,0,0,0,11,0,7,0,0,0,27,18,0,0,0,0,0,0,0,9999,10,22,4,6,4,12,0,0
69 DATA 0,0,0,0,0,0,8,0,0,0,0,0,2,0,3,0,0,0,16,9,0,0,0,0,0,0,0,10,9999,19,12,0,0,0,0,0
70 DATA 0,0,0,0,0,0,0,0,0,0,6,0,0,3,0,0,0,0,3,10,0,0,0,0,0,0,0,22,19,9999,19,4,5,8,0,0
71 DATA 0,0,0,0,0,0,0,0,0,0,0,0,0,2,0,0,0,0,0,1,0,0,0,0,0,0,0,4,12,19,9999,0,3,13,0,0
72 DATA 0,0,0,0,0,0,0,0,0,0,0,0,1,5,0,0,0,0,20,28,0,0,0,0,0,0,0,6,0,4,0,9999,18,24,0,0
73 DATA 0,0,0,0,0,0,0,0,0,0,0,0,0,5,0,0,0,0,0,6,0,0,0,0,0,0,0,4,0,5,3,18,9999,20,0,0
74 DATA 0,0,0,0,0,0,0,0,0,0,0,0,0,4,0,0,0,0,4,2,0,0,0,0,0,0,0,12,0,8,13,24,20,9999,0,0

75 DATA 0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,9999,0

76 DATA 0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,9999    

88 FOR JJJJ = -32000 TO 32000

    89 RANDOMIZE JJJJ

    90 M = -1D+37

    91 FOR J44 = 1 TO 36


        93 A(J44) = J44


    94 NEXT J44



    128 FOR I = 1 TO 1000


        129 FOR KKQQ = 1 TO 36

            130 X(KKQQ) = A(KKQQ)

        131 NEXT KKQQ



        133 III = 1 + FIX(RND * 36)

        134 JJJ = 1 + FIX(RND * 36)

        137 X(III) = A(JJJ)
        139 X(JJJ) = A(III)




        231 FOR J44 = 1 TO 36

            233 FOR J45 = 1 TO 36

                234 IF X(J44) = J45 THEN HHR(J44) = HR(J44) ELSE GOTO 238

                237 Y(J45) = J44

            238 NEXT J45




            244 FOR RN = 1 TO 18

                251 FOR ISE20 = (RN - 1) * 2 + 1 TO RN * 2

                    254 C(ISE20) = .5 * HHR(Y(ISE20))

                    258 FOR ISE2000 = ISE20 + 1 TO RN * 2

                        259 C(ISE20) = C(ISE20) + HHR(Y(ISE2000))

                    263 NEXT ISE2000

                269 NEXT ISE20


            299 NEXT RN



        499 NEXT J44

        551 FOR RN = 1 TO 18

            601 FOR J77 = (RN - 1) * 2 + 1 TO RN * 2


                605 IF X(J77) > RN * 2 THEN 1670

            609 NEXT J77
        610 NEXT RN


        811 PROD = 0

        812 FOR J44 = 1 TO 36

            813 FOR J45 = J44 + 1 TO 36

                814 PROD = PROD - HS(Y(J44), Y(J45)) * ABS(C(J44) - C(J45))

            815 NEXT J45

        816 NEXT J44

        822 P = PROD

        1111 IF P <= M THEN 1670

        1452 M = P

        1453 FOR KLX = 1 TO 36

            1454 CC(KLX) = C(KLX)

            1455 A(KLX) = X(KLX)

        1456 NEXT KLX

        1657 GOTO 128

    1670 NEXT I

    1889 REM IF M < -999999 THEN 1999


    1891 PRINT A(1), A(2), A(3), A(4), A(5)

    1892 PRINT A(6), A(7), A(8), A(9), A(10)


    1893 PRINT A(11), A(12), A(13), A(14), A(15)


    1894 PRINT A(16), A(17), A(18), A(19), A(20)


    1896 PRINT A(21), A(22), A(23), A(24), A(25)


    1897 PRINT A(26), A(27), A(28), A(29), A(30)


    1898 PRINT A(31), A(32), A(33), A(34), A(35), A(36), M, JJJJ

1999 NEXT JJJJ

1999 NEXT JJJJ

This computer program was run with qb64v1000-win [13]. The complete output through JJJJ=-31996 is shown below:

2         1        4        3        6
5         8        7        9        10
12      11        13     14        16
15      17         18      19       20
21       22        24         23        25
26       27         28       29        30
32        31        33        34        35
36         -5032               -32000

2          1        3         4        6
5          8        7         9        10
11       12       14      13        16
15        17      18      19       20
22        21       23         24         26
25        27         28       29        30
32        31        33        34        36
35          -4844               -31999

2     1     3      4     6
5      8        7        9        10
11     12         14    13     16
15        17         18      19       20
22       21       23         24         26
25         27          28       29        30
32           31        33        34        35
36         -4844               -31998

2     1     3      4     6
5      7        8        9        10
11     12         14    13     16
15        17         18      19       20
22       21       23         24         26
25         27          28       29        30
32           31        33        34        35
36         -4920               -31997

2        1        3      4        6
5      7        8        9        10
12     11         13    14     15
16        17         18      19       20
21       22       24         23         25
26         27          28       29        30
32         31     33      34        35
36      -5230          -31996

Above there is no rounding by hand; it is just straight copying by hand from the monitor screen.

On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM and qb64v1000-win [13], the wall-clock time for obtaining the output through JJJJ=-31996 was 10 seconds.

Acknowledgment

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

References

[1] Andre R. S. Amaral (2006), On the Exact Solution of a Facility Layout Problem. European Journal of Operational Research 173 (2006), pp. 508-518.

[2] Andre R. S. Amaral (2008), An Exact Approach to the One-Dimensional Facility Layout Problem. Operations Research, Vol. 56, No. 4 (July-August, 2008), pp. 1026-1033.

[3] Andre R. S. Amaral (2011), Optimal Solutions for the Double Row Layout Problem. Optimization Letters, DOI 10.1007/s11590-011-0426-8, published on line 30 November 2011, Springer-Verlag 2011.

[4] Andre R. S. Amaral (2012), The Corridor Allocation Problem. Computers and Operations Research 39 (2012), pp. 3325-3330.

[5] Andre R. S. Amaral (2013), A Parallel Ordering Problem in Facilities Layout. Computers and Operations Research, Vol. 40, Issue 12, December 2013, pp. 2930-2939.

[6] Miguel F. Anjos, Anthony Vannelli, Computing Globally Optimal Solutions for Single-Row Layout Problems Using Semidefinite Programming and Cutting Planes. INFORMS Journal on Computing, Vol. 20, No. 4, Fall 2008, pp. 611-617.

[7] Miguel F. Anjos (2012), FLPLIB–Facility Layout Database. Retrieved on September 25 2012 from http://www.gerad.ca/files/Sites/Anjos/indexFR.html

[8] Miguel F. Anjos, FLPLIB–Facility Layout Database. http://www.miguelanjos.com.

[9]  S. S. Heragu, A. Kusiak.  Efficient Models for the Facility Layout Problem.  European Journal of Operational Research 53 (1), 1991, pp. 1-13.

[10] Philipp Hungerlaender, Miguel F. Anjos (January 2012), A Semidefinite Optimization Approach to Free-Space Multi-Row Facility Layout. Les Cahiers du GERAD. Retrieved from http://www.gerad.ca/fichiers/cahiers/G-2012-03.pdf

[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, Florida 33432, 1981.

[12] C. E. Nugent, T. E Vollmann, J. Ruml (1968), An Experimental Comparison of Techniques for the Assignment of Facilities to Locations. Operations Research, Vol. 16, pp. 150-173.

[13] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64

[14] Jsun Yui Wong (2012, September 17). A General Nonlinear Integer/Discrete/Continuous Programming Solver Applied to the Corridor Allocation Problem with Eleven Facilities, Third Edition. https://myblogsubstance.typepad.com/substance/2012/09/index.html/

[15]  Ginger Yen (2008). Cutting-Plane Separation Strategies for  Semidefinite Programming Models to Solve Single-Row Facility Layout Problems. A Master Thesis Presented to the University of Waterloo.  UWSpace.  http://hdl.handle.net/10012/4104.

Wednesday, May 10, 2017

Solving a k-Parallel Row Ordering Problem of 5 Rows and 36 Facilities

Jsun Yui Wong

Adapting to the computer program in Wong [14], the following computer program seeks to solve a k-parallel row ordering problem (k-PROP) of 36 facilities with the first four rows each having 7 facilities and the fifth row having 8 facilities. See Amaral [5].  The data for flows and lengths used here can be found in Yen [15, pages 101-105 for flows and page 106 for lengths].

0 REM DEFDBL A-Z

1 DEFINT I, J, K, X

2 DIM B(99), N(99), A(2002), H(99), L(99), U(99), X(2002), D(111), P(111), PS(39), J44(2002), J(99), AA(99), HR(39), HHR(39), Y(39), C(39), CC(39), RA(99)

3 DIM HS(49, 49)

4 DIM PE(49, 49)

5 DIM SD(49, 49)

9 HR(31) = 2: HR(32) = 2: HR(33) = 2: HR(34) = 1: HR(35) = 2: HR(36) = 2






17 HR(1) = 2: HR(2) = 1: HR(3) = 2: HR(4) = 1: HR(5) = 2: HR(6) = 3: HR(7) = 2: HR(8) = 2: HR(9) = 2







18 HR(10) = 2: HR(11) = 2: HR(12) = 2: HR(13) = 3: HR(14) = 2: HR(15) = 3: HR(16) = 3: HR(17) = 2: HR(18) = 2: HR(19) = 2: HR(20) = 2








29 HR(21) = 2: HR(22) = 2: HR(23) = 1






30 HR(24) = 3: HR(25) = 2: HR(26) = 2: HR(27) = 2: HR(28) = 1: HR(29) = 2: HR(30) = 2





31 FOR IL = 1 TO 36

    32 FOR JL = 1 TO 36


        33 READ HS(IL, JL)

    34 NEXT JL

35 NEXT IL



41 DATA 9999,0,0,2,1,7,9,0,4,75,7,12,22,7,1,0,0,0,0,23,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0

42 DATA 0,9999,0,0,0,0,4,16,0,8,0,0,16,0,0,0,0,6,0,4,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0

43 DATA 0,0,9999,0,0,4,16,20,0,0,0,0,20,0,0,0,0,0,0,4,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
44 DATA 2,0,0,9999,29,5,18,47,23,2,4,0,48,0,4,0,0,0,0,25,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
45 DATA 1,0,0,29,9999,18,12,25,0,0,4,0,25,0,3,0,0,0,0,18,0,3,0,0,0,0,0,0,0,0,0,0,0,0,0,0
46 DATA 7,0,4,5,18,9999,4,2,0,1,23,2,19,0,0,0,0,0,2,19,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
47 DATA 9,4,16,18,12,4,9999,0,14,72,7,8,39,8,40,8,0,8,4,7,0,0,0,0,0,0,0,28,8,0,0,0,0,0,0,0
48 DATA 0,16,20,47,25,2,0,9999,10,71,2,0,0,0,0,0,0,41,0,0,0,0,0,0,0,0,7,8,0,0,0,0,0,0,0,0
49 DATA 4,0,0,23,0,0,14,10,9999,14,0,0,18,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
50 DATA 75,8,0,2,0,1,72,71,14,9999,11,1,17,0,1,0,0,17,0,15,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
51 DATA 7,0,0,4,4,23,7,2,0,11,9999,316,33,8,2,0,0,0,8,34,0,0,6,0,0,0,10,0,0,6,0,0,0,0,0,0
52 DATA 12,0,0,0,0,2,8,0,0,1,316,9999,157,25,4,0,0,1,0,0,0,0,0,0,22,0,1,0,0,0,0,0,0,0,0,0
53 DATA 22,16,20,48,25,19,39,0,18,17,33,157,9999,11,6,0,0,6,0,5,8,3,10,0,0,0,9,11,2,0,0,1,0,0,0,0
54 DATA 7,0,0,0,0,0,8,0,0,0,8,25,11,9999,3,0,0,1,1,21,0,1,0,2,0,0,5,0,0,3,2,5,5,4,0,0
55 DATA 1,0,0,4,3,0,40,0,0,1,2,4,6,3,9999,19,0,2,2,12,0,0,0,0,0,0,0,7,3,0,0,0,0,0,0,0
56 DATA 0,0,0,0,0,0,8,0,0,0,0,0,0,0,19,9999,0,6,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
57 DATA 0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,9999,40,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
58 DATA 0,6,0,0,0,0,8,41,0,17,0,1,6,1,2,6,40,9999,0,26,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0
59 DATA 0,0,0,0,0,2,4,0,0,0,8,0,0,1,2,0,0,0,9999,13,9,0,7,0,0,0,0,27,16,3,0,20,0,4,0,0
60 DATA 23,4,4,25,18,19,7,0,0,15,34,0,5,21,12,1,0,26,13,9999,11,4,36,0,0,0,16,18,9,10,1,28,6,2,0,0
61 DATA 0,0,0,0,0,0,0,0,0,0,0,0,8,0,0,0,0,0,9,11,9999,36,6,0,8,0,2,0,0,0,0,0,0,0,0,0
62 DATA 0,0,0,0,3,0,0,0,0,0,0,0,3,1,0,0,0,0,0,4,36,9999,0,0,0,0,4,0,0,0,0,0,0,0,0,0
63 DATA 0,0,0,0,0,0,0,0,0,0,6,0,10,0,0,0,0,0,7,36,6,0,9999,0,0,12,9,0,0,0,0,0,0,0,0,0
64 DATA 0,0,0,0,0,0,0,0,0,0,0,0,0,2,0,0,0,0,0,0,0,0,0,9999,26,0,5,0,0,0,0,0,0,0,0,0
65 DATA 0,0,0,0,0,0,0,0,0,0,0,22,0,0,0,0,0,0,0,0,8,0,0,26,9999,35,2,0,0,0,0,0,0,0,0,0
66 DATA 0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,12,0,35,9999,4,0,0,0,0,0,0,0,0,0
67 DATA 0,0,0,0,0,0,0,7,0,0,10,1,9,5,0,0,0,0,0,16,2,4,9,5,2,4,9999,0,0,0,0,0,0,0,0,0
68 DATA 0,0,0,0,0,0,28,8,0,0,0,0,11,0,7,0,0,0,27,18,0,0,0,0,0,0,0,9999,10,22,4,6,4,12,0,0
69 DATA 0,0,0,0,0,0,8,0,0,0,0,0,2,0,3,0,0,0,16,9,0,0,0,0,0,0,0,10,9999,19,12,0,0,0,0,0
70 DATA 0,0,0,0,0,0,0,0,0,0,6,0,0,3,0,0,0,0,3,10,0,0,0,0,0,0,0,22,19,9999,19,4,5,8,0,0
71 DATA 0,0,0,0,0,0,0,0,0,0,0,0,0,2,0,0,0,0,0,1,0,0,0,0,0,0,0,4,12,19,9999,0,3,13,0,0
72 DATA 0,0,0,0,0,0,0,0,0,0,0,0,1,5,0,0,0,0,20,28,0,0,0,0,0,0,0,6,0,4,0,9999,18,24,0,0
73 DATA 0,0,0,0,0,0,0,0,0,0,0,0,0,5,0,0,0,0,0,6,0,0,0,0,0,0,0,4,0,5,3,18,9999,20,0,0
74 DATA 0,0,0,0,0,0,0,0,0,0,0,0,0,4,0,0,0,0,4,2,0,0,0,0,0,0,0,12,0,8,13,24,20,9999,0,0

75 DATA 0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,9999,0

76 DATA 0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,9999

88 FOR JJJJ = -32000 TO 32000




    89 RANDOMIZE JJJJ

    90 M = -1D+37

    91 FOR J44 = 1 TO 36


        93 A(J44) = J44





    94 NEXT J44




    121 REM   IF RND < 1 / 4 THEN IMAX = 17 ELSE IF RND < 1 / 3 THEN IMAX = 17 ELSE IF RND < 1 / 2 THEN IMAX = 17 ELSE IMAX = 17



    128 FOR I = 1 TO 10000





        129 FOR KKQQ = 1 TO 36

            130 X(KKQQ) = A(KKQQ)

        131 NEXT KKQQ



        133 III = 1 + FIX(RND * 36)

        134 JJJ = 1 + FIX(RND * 36)

        137 X(III) = A(JJJ)
        139 X(JJJ) = A(III)




        231 FOR J44 = 1 TO 36

            233 FOR J45 = 1 TO 36

                234 IF X(J44) = J45 THEN HHR(J44) = HR(J44) ELSE GOTO 238

                237 Y(J45) = J44

            238 NEXT J45
            253 FOR ISE20 = 1 TO 7

                254 C(ISE20) = .5 * HHR(Y(ISE20))

                258 FOR ISE2000 = ISE20 + 1 TO 7

                    259 C(ISE20) = C(ISE20) + HHR(Y(ISE2000))

                263 NEXT ISE2000

            269 NEXT ISE20

            386 FOR ISE20 = 8 TO 14

                387 C(ISE20) = .5 * HHR(Y(ISE20))

                308 FOR ISE2000 = ISE20 + 1 TO 14

                    389 C(ISE20) = C(ISE20) + HHR(Y(ISE2000))

                390 NEXT ISE2000

            391 NEXT ISE20




            396 FOR ISE20 = 15 TO 21

                397 C(ISE20) = .5 * HHR(Y(ISE20))

                398 FOR ISE2000 = ISE20 + 1 TO 21

                    399 C(ISE20) = C(ISE20) + HHR(Y(ISE2000))

                400 NEXT ISE2000

            401 NEXT ISE20



            403 FOR ISE20 = 22 TO 28


                404 C(ISE20) = .5 * HHR(Y(ISE20))

                405 FOR ISE2000 = ISE20 + 1 TO 28

                    406 C(ISE20) = C(ISE20) + HHR(Y(ISE2000))

                407 NEXT ISE2000

            408 NEXT ISE20
            413 FOR ISE20 = 29 TO 36


                414 C(ISE20) = .5 * HHR(Y(ISE20))

                415 FOR ISE2000 = ISE20 + 1 TO 36

                    416 C(ISE20) = C(ISE20) + HHR(Y(ISE2000))

                417 NEXT ISE2000

            418 NEXT ISE20




        499 NEXT J44



        601 FOR J77 = 1 TO 7


            605 IF X(J77) > 7 THEN 1670


        609 NEXT J77

        611 FOR J77 = 8 TO 14


            615 IF X(J77) > 14 THEN 1670


        619 NEXT J77

        621 FOR J77 = 15 TO 21


            622 IF X(J77) > 21 THEN 1670


        629 NEXT J77

        631 FOR J77 = 22 TO 28



            635 IF X(J77) > 28 THEN 1670


        639 NEXT J77

        641 FOR J77 = 29 TO 36



            645 IF X(J77) > 36 THEN 1670


        649 NEXT J77







        811 PROD = 0

        812 FOR J44 = 1 TO 36

            813 FOR J45 = J44 + 1 TO 36

                814 PROD = PROD - HS(Y(J44), Y(J45)) * ABS(C(J44) - C(J45))

            815 NEXT J45

        816 NEXT J44

        822 P = PROD

        1111 IF P <= M THEN 1670

        1452 M = P

        1453 FOR KLX = 1 TO 36

            1454 CC(KLX) = C(KLX)

            1455 A(KLX) = X(KLX)

        1456 NEXT KLX

        1559 IIMAX = IMAX

        1657 GOTO 128

    1670 NEXT I

    1889 IF M < -7270 THEN 1999




    1891 PRINT A(1), A(2), A(3), A(4), A(5)

    1892 PRINT A(6), A(7), A(8), A(9), A(10)


    1893 PRINT A(11), A(12), A(13), A(14), A(15)


    1894 PRINT A(16), A(17), A(18), A(19), A(20)


    1896 PRINT A(21), A(22), A(23), A(24), A(25)


    1897 PRINT A(26), A(27), A(28), A(29), A(30)


    1898 PRINT A(31), A(32), A(33), A(34), A(35), A(36), M, JJJJ

1999 NEXT JJJJ

This computer program was run with qb64v1000-win [13]. The complete output through JJJJ=-31962 is shown below:

5       2       1       4       6
7      3      9         8     10
13    12    11    14     18
15    16    17     20    19
21    28    26     22    23
24    27    25     32   33
31    35    36      34   30
29         -7259.5         -31980

5       2       1       4       6
7       3       9       8      10
13    12     11    14     18
15    16    17     20    19
21    28    26    22    23
24    27   25     32    33
31    35    36      34   29
30         -7259.5         -31976

5 2 1 4 6
7   3   9   8   10
13 12 11 14  18
15   16   17     20  19
21    28   26   22  23
24  27   25     32   33
31   35    36      34   29
30         -7259.5         -31962

Above there is no rounding by hand; it is just straight copying by hand from the monitor screen.

On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM and qb64v1000-win [13], the wall-clock time for obtaining the output through JJJJ=-31962 was two minutes and a half.

Acknowledgment

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

References

[1] Andre R. S. Amaral (2006), On the Exact Solution of a Facility Layout Problem. European Journal of Operational Research 173 (2006), pp. 508-518.

[2] Andre R. S. Amaral (2008), An Exact Approach to the One-Dimensional Facility Layout Problem. Operations Research, Vol. 56, No. 4 (July-August, 2008), pp. 1026-1033.

[3] Andre R. S. Amaral (2011), Optimal Solutions for the Double Row Layout Problem. Optimization Letters, DOI 10.1007/s11590-011-0426-8, published on line 30 November 2011, Springer-Verlag 2011.

[4] Andre R. S. Amaral (2012), The Corridor Allocation Problem. Computers and Operations Research 39 (2012), pp. 3325-3330.

[5] Andre R. S. Amaral (2013), A Parallel Ordering Problem in Facilities Layout. Computers and Operations Research, Vol. 40, Issue 12, December 2013, pp. 2930-2939.

[6] Miguel F. Anjos, Anthony Vannelli, Computing Globally Optimal Solutions for Single-Row Layout Problems Using Semidefinite Programming and Cutting Planes. INFORMS Journal on Computing, Vol. 20, No. 4, Fall 2008, pp. 611-617.

[7] Miguel F. Anjos (2012), FLPLIB–Facility Layout Database. Retrieved on September 25 2012 from http://www.gerad.ca/files/Sites/Anjos/indexFR.html

[8] Miguel F. Anjos, FLPLIB–Facility Layout Database. http://www.miguelanjos.com.

[9]  S. S. Heragu, A. Kusiak.  Efficient Models for the Facility Layout Problem.  European Journal of Operational Research 53 (1), 1991, pp. 1-13.

[10] Philipp Hungerlaender, Miguel F. Anjos (January 2012), A Semidefinite Optimization Approach to Free-Space Multi-Row Facility Layout. Les Cahiers du GERAD. Retrieved from http://www.gerad.ca/fichiers/cahiers/G-2012-03.pdf

[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, Florida 33432, 1981.

[12] C. E. Nugent, T. E Vollmann, J. Ruml (1968), An Experimental Comparison of Techniques for the Assignment of Facilities to Locations. Operations Research, Vol. 16, pp. 150-173.

[13] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64

[14] Jsun Yui Wong (2012, September 17). A General Nonlinear Integer/Discrete/Continuous Programming Solver Applied to the Corridor Allocation Problem with Eleven Facilities, Third Edition. https://myblogsubstance.typepad.com/substance/2012/09/index.html/

[15]  Ginger Yen (2008). Cutting-Plane Separation Strategies for  Semidefinite Programming Models to Solve Single-Row Facility Layout Problems. A Master Thesis Presented to the University of Waterloo.

Monday, May 8, 2017

Solving An Instance of a K=4 Parallel Ordering Problem of Layout of 23 Facilities

Jsun Yui Wong

Adapting to the computer program in Wong [12], the following computer program seeks to solve the parallel row ordering problem (PROP) of 23 facilities with the first three rows each with 6 facilities and the fourth row with 5 facilities; see Amaral [5].  The data can be found in Amaral [5] and Anjos [8].

0 REM DEFDBL A-Z

1 DEFINT I, J, K, X

2 DIM B(99), N(99), A(2002), H(99), L(99), U(99), X(2002), D(111), P(111), PS(33), J44(2002), J(99), AA(99), HR(32), HHR(32), Y(33), C(33), CC(33)

3 DIM HS(49, 49)

4 DIM PE(49, 49)

5 DIM SD(49, 49)

17 HR(1) = 5: HR(2) = 13: HR(3) = 9: HR(4) = 6: HR(5) = 5: HR(6) = 10: HR(7) = 5: HR(8) = 9: HR(9) = 9


18 HR(10) = 5: HR(11) = 8: HR(12) = 12: HR(13) = 8: HR(14) = 11: HR(15) = 11: HR(16) = 8: HR(17) = 10: HR(18) = 6: HR(19) = 8: HR(20) = 14


29 HR(21) = 12: HR(22) = 8: HR(23) = 11


31 FOR IL = 1 TO 23

    32 FOR JL = 1 TO 23

        33 READ HS(IL, JL)

    34 NEXT JL

35 NEXT IL


42 DATA 9999,3,2,0,0,2,10,5,0,5,2,5,0,0,2,0,5,6,3,0,1,10,0


43 DATA 3,9999,4,0,10,4,0,0,2,2,1,0,5,0,0,0,0,2,0,1,6,1,0


44 DATA 2,4,9999,3,4,0,5,5,5,1,4,1,0,4,0,4,0,6,3,2,5,5,2


45 DATA 0,0,3,9999,0,0,0,2,2,0,6,0,2,5,2,5,1,1,1,1,2,2,4


46 DATA 0,10,4,0,9999,5,2,0,0,0,0,2,0,0,0,0,2,1,0,0,2,0,5


47 DATA 2,4,0,0,5,9999,1,2,2,1,4,10,10,2,5,5,0,5,0,0,0,10,0


48 DATA 10,0,5,0,2,1,9999,10,10,5,10,10,6,0,0,10,2,1,10,1,5,5,2


49 DATA 5,0,5,2,0,2,10,9999,1,3,5,0,0,0,2,4,5,2,10,6,0,5,5


50 DATA 0,2,5,2,0,2,10,1,9999,10,2,1,5,2,0,3,0,2,0,0,4,0,5


51 DATA 5,2,1,0,0,1,5,3,10,9999,5,5,6,0,1,5,5,0,5,2,3,5,0


52 DATA 2,1,4,6,0,4,10,5,2,5,9999,0,0,1,2,1,0,2,0,0,0,6,6


53 DATA 5,0,1,0,2,10,10,0,1,5,0,9999,5,5,2,0,0,0,0,2,0,4,5


54 DATA 0,5,0,2,0,10,6,0,5,6,0,5,9999,2,0,4,2,2,1,0,6,2,1


55 DATA 0,0,4,5,0,2,0,0,2,0,1,5,2,9999,2,1,0,5,3,10,0,0,4


56 DATA 2,0,0,2,0,5,0,2,0,1,2,2,0,2,9999,4,5,1,0,1,0,5,0


57 DATA 0,0,4,5,0,5,10,4,3,5,1,0,4,1,4,9999,0,3,0,2,2,0,2


58 DATA 5,0,0,1,2,0,2,5,0,5,0,0,2,0,5,0,9999,2,2,0,0,0,6


59 DATA 6,2,6,1,1,5,1,2,2,0,2,0,2,5,1,3,2,9999,5,1,2,10,10


60 DATA 3,0,3,1,0,0,10,10,0,5,0,0,1,3,0,0,2,5,9999,0,5,5,1


61 DATA 0,1,2,1,0,0,1,6,0,2,0,2,0,10,1,2,0,1,0,9999,5,2,1


62 DATA 1,6,5,2,2,0,5,0,4,3,0,0,6,0,0,2,0,2,5,5,9999,4,0


63 DATA 10,1,5,2,0,10,5,5,0,5,6,4,2,0,5,0,0,10,5,2,4,9999,5


64 DATA 0,0,2,4,5,0,2,5,5,0,6,5,1,4,0,2,6,10,1,1,0,5,9999


88 FOR JJJJ = -32000 TO 32000



    89 RANDOMIZE JJJJ

    90 M = -1D+37

    91 FOR J44 = 1 TO 23


        93 A(J44) = J44

    94 NEXT J44


    111 REM  IF RND < 1 / 4 THEN IMAX = 4 ELSE IF RND < 1 / 3 THEN IMAX = 4 ELSE IF RND < 1 / 2 THEN IMAX = 4 ELSE IMAX = 4


    128 FOR I = 1 TO 5000



        129 FOR KKQQ = 1 TO 23

            130 X(KKQQ) = A(KKQQ)

        131 NEXT KKQQ

        133 III = 1 + FIX(RND * 23)

        134 JJJ = 1 + FIX(RND * 23)

        137 X(III) = A(JJJ)

        139 X(JJJ) = A(III)



        231 FOR J44 = 1 TO 23

            233 FOR J45 = 1 TO 23

                234 IF X(J44) = J45 THEN HHR(J44) = HR(J44) ELSE GOTO 238

                237 Y(J45) = J44

            238 NEXT J45

            253 FOR ISE20 = 1 TO 6

                254 C(ISE20) = .5 * HHR(Y(ISE20))

                258 FOR ISE2000 = ISE20 + 1 TO 6

                    259 C(ISE20) = C(ISE20) + HHR(Y(ISE2000))

                263 NEXT ISE2000

            269 NEXT ISE20

            386 FOR ISE20 = 7 TO 12

                387 C(ISE20) = .5 * HHR(Y(ISE20))

                308 FOR ISE2000 = ISE20 + 1 TO 12

                    389 C(ISE20) = C(ISE20) + HHR(Y(ISE2000))

                390 NEXT ISE2000

            391 NEXT ISE20




            396 FOR ISE20 = 13 TO 18

                397 C(ISE20) = .5 * HHR(Y(ISE20))

                398 FOR ISE2000 = ISE20 + 1 TO 18

                    399 C(ISE20) = C(ISE20) + HHR(Y(ISE2000))

                400 NEXT ISE2000

            401 NEXT ISE20



            403 FOR ISE20 = 19 TO 23

                404 C(ISE20) = .5 * HHR(Y(ISE20))

                405 FOR ISE2000 = ISE20 + 1 TO 23

                    406 C(ISE20) = C(ISE20) + HHR(Y(ISE2000))

                407 NEXT ISE2000

            408 NEXT ISE20

        409 NEXT J44



        601 FOR J77 = 1 TO 6


            605 IF X(J77) > 6 THEN 1670


        609 NEXT J77

        611 FOR J77 = 7 TO 12


            615 IF X(J77) > 12 THEN 1670


        619 NEXT J77

        621 FOR J77 = 13 TO 18


            622 IF X(J77) > 18 THEN 1670


        629 NEXT J77

        631 FOR J77 = 19 TO 23


            635 IF X(J77) > 23 THEN 1670


        639 NEXT J77


        811 PROD = 0

        812 FOR J44 = 1 TO 23

            813 FOR J45 = J44 + 1 TO 23

                814 PROD = PROD - HS(Y(J44), Y(J45)) * ABS(C(J44) - C(J45))

            815 NEXT J45

        816 NEXT J44

        1082 P = PROD

        1111 IF P <= M THEN 1670

        1452 M = P

        1453 FOR KLX = 1 TO 23

            1454 CC(KLX) = C(KLX)

            1455 A(KLX) = X(KLX)

        1456 NEXT KLX

        1559 IIMAX = IMAX

        1657 GOTO 128

    1670 NEXT I

    1891 PRINT A(1), A(2), A(3), A(4), A(5)

    1892 PRINT A(6), A(7), A(8), A(9), A(10)


    1893 PRINT A(11), A(12), A(13), A(14), A(15)


    1894 PRINT A(16), A(17), A(18), A(19), A(20), A(21), A(22), A(23)


    1991 PRINT CC(1), CC(2), CC(3), CC(4), CC(5)


    1992 PRINT CC(6), CC(7), CC(8), CC(9), CC(10)


    1993 PRINT CC(11), CC(12), CC(13), CC(14), CC(15)


    1994 PRINT CC(16), CC(17), CC(18), CC(19), CC(20), CC(21), CC(22), CC(23)

    1995 PRINT M, JJJJ

1999 NEXT JJJJ

This computer program was run with qb64v1000-win [11]. The output through JJJJ=-31993 is summarized below:

.
.
.
-8537          -32000

.
.
.
-8537          -31999

.
.
.
-8591         -31998

.
.
.
-8431          -31997

.
.
.
-8591          -31996

.
.
.
-8537          -31995

.
.
.
-8673          -31994

3             6           2          1               5
4             9           8         11            10
7           12         17         18             14
16         13         15          20            23
22         21         19
45         37.5      30.5       23            15.5
6.5        44         35.5      28.5          23.5
16.5        6         49         38.5          30
23         15          5.5       47.5          38
30         20          7
-8203          -31993

Above there is no rounding by hand; it is just straight copying by hand from the monitor screen.

On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM and qb64v1000-win [11], the wall-clock time for obtaining the output through JJJJ=-31993 was 15 seconds.

Acknowledgment

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

References

[1] Andre R. S. Amaral (2006), On the Exact Solution of a Facility Layout Problem.  European Journal of Operational Research 173 (2006), pp. 508-518.

[2] Andre R. S. Amaral (2008), An Exact Approach to the One-Dimensional Facility Layout Problem.  Operations Research, Vol. 56, No. 4 (July-August, 2008), pp. 1026-1033.

[3] Andre R. S. Amaral (2011), Optimal Solutions for the Double Row Layout Problem.  Optimization Letters, DOI 10.1007/s11590-011-0426-8, published on line 30 November 2011, Springer-Verlag 2011.

[4] Andre R. S. Amaral (2012), The Corridor Allocation Problem.  Computers and Operations Research 39 (2012), pp. 3325-3330.

[5] Andre R. S. Amaral (2013), A Parallel Ordering Problem in Facilities Layout.  Computers and Operations Research, Vol. 40, Issue 12, December 2013, pp. 2930-2939.

[6] Miguel F. Anjos, Anthony Vannelli, Computing Globally Optimal Solutions for Single-Row Layout Problems Using Semidefinite Programming and Cutting Planes.  INFORMS Journal on Computing, Vol. 20, No. 4, Fall 2008, pp. 611-617.

[7] Miguel F. Anjos (2012), FLPLIB--Facility Layout Database.  Retrieved on September 25 2012 from www.gerad.ca/files/Sites/Anjos/indexFR.html

[8] Miguel F. Anjos, FLPLIB--Facility Layout Database.  www.miguelanjos.com.

[9] Philipp Hungerlaender, Miguel F. Anjos (January 2012), A Semidefinite Optimization Approach to Free-Space Multi-Row Facility Layout.  Les Cahiers du GERAD.  Retrieved from www.gerad.ca/fichiers/cahiers/G-2012-03.pdf

[10] Microsoft Corp., BASIC, Second Edition (May 1982), Version 1.10. Boca Raton, Florida: IBM Corp., Personal Computer, P. O. Box 1328-C, Boca Raton, Florida 33432, 1981.

[11] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64

[12] Jsun Yui Wong (2012, September 17).  A General Nonlinear Integer/Discrete/Continuous Programming Solver Applied to the Corridor Allocation Problem with Eleven Facilities, Third Edition. https://myblogsubstance.typepad.com/substance/2012/09/index.html/