Jsun Yui Wong
The following computer program seeks to find an integer solution to the Cragg and Levy on page 28 of La Cruz et al. [5, page 28, Test function 38, extended Cragg and Levy problem (n is a multiple of 4)].–http://www.ime.unicamp.br/~martinez/lmrreport.pdf. The present paper considers the case of 20000 equations with 20000 general integer variables. One notes the starting vectors, 94 A(KK) = FIX(RND * 1.9). One also notes lines 395, 445, 495, 775, and 837.
0 REM DEFDBL A-Z
3 DEFINT J, K, X
4 DIM X(32768), A(32768), P(32768), K(32768), Q(2222)
5 FOR JJJJ = -32000 TO -32000
14 RANDOMIZE JJJJ
16 M = -1D+50
91 FOR KK = 1 TO 20000
94 A(KK) = FIX(RND * 1.9)
96 NEXT KK
128 FOR I = 1 TO 360000 STEP 1
129 FOR K = 1 TO 20000
131 X(K) = A(K)
132 NEXT K
155 FOR IPP = 1 TO FIX(1 + RND * 3)
181 B = 1 + FIX(RND * 20003)
183 REM R = (1 - RND * 2) * A(B)
187 REM IF RND < .25 THEN X(B) = A(B) + RND * R ELSE IF RND < .333 THEN X(B) = A(B) + RND ^ 4 * R ELSE IF RND < .5 THEN X(B) = A(B) + RND ^ 7 * R ELSE IF RND < .5 THEN X(B) = FIX(A(B)) ELSE X(B) = FIX(A(B)) + 1
189 IF RND < .5 THEN X(B) = ABS(A(B) - 1) ELSE X(B) = A(B) + 1
191 NEXT IPP
393 FOR J44 = 1 TO 5000
395 X(4 * J44) = 1
397 NEXT J44
443 FOR J44 = 1 TO 5000
445 X(4 * J44 - 1) = X(4 * J44)
447 NEXT J44
493 FOR J44 = 1 TO 5000
495 X(4 * J44 - 2) = X(4 * J44 - 1)
497 NEXT J44
773 FOR J44 = 1 TO 5000
775 P(4 * J44 - 3) = -ABS((EXP(X(4 * J44 - 3)) - X(4 * J44 - 2)) ^ 2)
777 NEXT J44
822 Pone = 0
833 FOR J44 = 1 TO 5000
837 Pone = Pone + P(4 * J44 - 3)
855 NEXT J44
998 P = Pone
1451 IF P <= M THEN 1670
1657 FOR KEW = 1 TO 20000
1658 A(KEW) = X(KEW)
1659 NEXT KEW
1661 M = P
1666 PRINT A(1), A(20000), M, JJJJ
1668 IF M > -.00001 THEN 1891
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)
1895 PRINT A(19994), A(19995), A(19996), A(19997), A(19998)
1939 PRINT A(19999), A(20000), M, JJJJ
1999 NEXT JJJJ
This computer program was run with qb64v1000-win [11]. Copied by hand from the screen, the computer program’s output through JJJJ= -32000 is summarized below.
.
.
.
0 1 -32.47741 -32000
0 1 -29.52492 -32000
0 1 -26.57243 -32000
0 1 -23.61994 -32000
0 1 -20.66745 -32000
0 1 -17.71495 -32000
0 1 -14.76246 -32000
0 1 -11.80997 -32000
0 1 -8.857477 -32000
0 1 -5.904985 -32000
0 1 -2.952492 -32000
0 1 0 -32000
0 1 1 1 0
1 1 1 0 1
1 1 1 0 1
1 1 0 -32000
Above there is no rounding by hand; it is just straight copying by hand from the screen.
Of the 20000 unknowns, only the 17 A’s of line 1891 through line 1939 are shown above.
On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM and with qb64v1000-win [11], the wall-clock time for obtaining the output through JJJJ= -32000 was seven minutes.
Acknowledgment
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] R. L. Burden, J. D. Faires, Annette M. Burden. Numerical Analysis, Tenth Edition. Cengage Learning, 2016.
[2] Huiping Cao, Global Convergence of Schubert’s Method for Solving Sparse Nonlinear Equations, Abstract and Applied Analysis, Volume 2014, Article ID 251587, 12 pages. Hindawi Publishing Corporation. http://dx.doi.org/10.1155/2014/251587
[3] C. A. Floudas, Deterministic Global Optimization. Kluwer Academic Publishers, 2000.
[4] Tianmin Han, Yuhuan Han, Solving Large Scale Nonlinear Equations by a New ODE Numerical Integration Method, Applied Mathematics, 2010, 1, 222-229.
http://www.SciRP.org/journal/am
[5] William La Cruz, Jose Mario Martinez, Marcos Raydan, Spectral residual method without gradient information for solving large-scale nonlinear systems of equations: Theory and experiments. Technical Report RT-04-08, July 2004.
http://www.ime.unicamp.br/~martinez/lmrreport.pdf
[6] William La Cruz, Jose Mario Martinez, Marcos Raydan, Spectral residual method without gradient information for solving large-scale nonlinear systems of equations, Mathematics of Computation, vol. 75, no. 255, pp.1429-1448, 2006.
[7] 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.
[8] Alexander P. Morgan, A Method for Computing All Solutions to Systems of Polynomial Equations, ACM Transactions on Mathematical Software, Vol. 9, No. 1, March 1983, Pages 1-17. https://folk.uib.no/ssu029/pdf_file/Morgan83.pdf
[9] W. H. Press, S. A. Teukolsky, W. T. Vetterling, B. P. Flannery. Numerical recipes: the art of scientific computing, third ed. Cambridge University Press, 2007.
[10] J. Rice. Numerical Methods, Software, and Analysis, Second Edition. Academic Press, 1993.
[11] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64
[12] M. Ziani, F. Guyomarc’h, An Autoadaptive Limited Memory Broyden’s Method To Solve Systems of Nonlinear Equations, Applied Mathematics and Computation 205 (2008) pp. 202-211. web.info.uvt.ro/~cristiana.drogoescu/MC/broyden.pdf
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