Jsun Yui Wong
Based on the computer program in Wong [65], the following computer program seeks to solve simultaneously the nonlinear system of nine equations on page 745 of Perez, Amaya, and Correa [54].
0 DEFDBL A-Z
1 DEFINT I, J, K
2 DIM B(99), N(99), A(2002), H(99), L(99), U(99), X(2002), D(111), P(111), PS(33), J(99), AA(99), HR(32), HHR(32), LHS(44), PLHS(44), LB(22), UB(22), PX(44), J44(44), PN(22), NN(22)
4 REM DIM PE(35,35)
5 REM DIM SD(35,35)
88 FOR JJJJ = -32000 TO 32000
89 RANDOMIZE JJJJ
90 M = -3D+30
111 FOR J44 = 1 TO 10
112 A(J44) = CINT(RND * 15)
113 NEXT J44
126 REM IMAR=10+FIX(RND*4000)
128 FOR I = 1 TO 1000
129 FOR KKQQ = 1 TO 10
130 X(KKQQ) = A(KKQQ)
131 NEXT KKQQ
139 FOR IPP = 1 TO FIX(1 + RND * 3)
140 B = 1 + FIX(RND * 10)
160 R = (1 - RND * 2) * A(B)
163 IF RND < .5 THEN 165 ELSE GOTO 167
165 IF RND < .5 THEN X(B) = CINT(A(B) + RND ^ 3 * R) ELSE X(B) = A(B) + RND ^ 3 * R
166 GOTO 168
167 IF RND < .5 THEN X(B) = CINT(A(B) - 1) ELSE X(B) = CINT(A(B) + 1)
168 NEXT IPP
177 X(1) = -3 + X(3) - 2 * X(5) + X(7) + X(9)
179 X(10) = (-24 - X(1) ^ 2 + 2 * (X(2) + X(4)) ^ 3 - X(5) + 3 * X(6) + X(7) - 4 * X(9)) / 15
183 X(8) = -8 + X(2) + (2 * X(4)) ^ 2 - 6 * X(6) + 2 * X(10)
192 FOR J44 = 1 TO 10
193 IF X(J44) < 0 THEN 1670
194 NEXT J44
195 N(11) = 31 - 2 * X(1) - (X(2) + 3 * X(4)) ^ 3 - (5 * X(7)) ^ 2 + 6 * X(8) - X(9) + 9 * X(10)
197 N(12) = -16 - X(1) + 3 * X(2) - 4 * X(4) - X(6) + 6 * X(7) - X(8) + 2 * X(9)
199 N(13) = 27 - (2 * X(1) + X(2)) ^ 2 - 3 * X(3) + 10 * X(5) + (X(6) + 3 * X(7)) ^ 3 + X(8) + 6 * X(9)
201 N(14) = 23 - 5 * X(1) - 2 * X(2) + 8 * X(4) + 3 * X(5) - 4 * X(6) - X(7) + X(9)
203 N(15) = -9 - 3 * X(1) - 2 * X(2) + 5 * X(3) + X(4) ^ 4 + 2 * X(5) - X(6) - 4 * X(7) + 10 * X(8) - 8 * X(9)
205 N(16) = -25 - 3 * X(1) + (2 * X(2)) ^ 2 - 10 * X(3) + 9 * X(4) - 3 * X(5) - X(6) + 2 * X(7) + 8 * X(8) - 12 * X(9) + 5 * X(10)
214 FOR J44 = 11 TO 16
216 IF ABS(N(J44)) > 0# THEN PN(J44) = -1000000# * ABS(N(J44)) ELSE PN(J44) = 0#
218 NEXT J44
322 PD1 = PN(11) + PN(12) + PN(13) + PN(14) + PN(15) + PN(16)
335 PDU = PD1
466 P = PDU
1111 IF P <= M THEN 1670
1452 M = P
1454 FOR KLX = 1 TO 10
1455 A(KLX) = X(KLX)
1456 NEXT KLX
1551 NN(11) = N(11)
1552 NN(12) = N(12)
1553 NN(13) = N(13)
1554 NN(14) = N(14)
1555 NN(15) = N(15)
1556 NN(16) = N(16)
1557 GOTO 128
1670 NEXT I
1889 IF M < -99999! THEN 1999
1904 PRINT A(1), A(2), A(3)
1906 PRINT A(4), A(5), A(6)
1907 PRINT A(7), A(8), A(9), A(10)
1917 PRINT M, JJJJ
1919 PRINT NN(11), NN(12), NN(13), NN(14)
1920 PRINT NN(15), NN(16)
1999 NEXT JJJJ
This computer program was run with qb64v1000-win [63]. Copied by hand from the screen, the computer program’s complete output through JJJJ=-31624 is shown below:
3 4 5
0 1 1
1 2 2 6
0 -31694
0 0 0 0
0 0
3 4 5
0 1 1
1 2 2 6
0 -31624
0 0 0 0
0 0
Above there is no rounding by hand; it is just straight copying by hand from the screen.
On a personal computer with a Pentium Dual-Core CPU E5200 @2.50GHz, 2.50 GHz, 960 MB of RAM and with qb64v1000-win [63], the wall-clock time through JJJJ=-31624 was 30 seconds.
Acknowledgement
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
References
[1] Egon Balas, An Additive Algorithm for Solving Linear Programs with Zero-One Variables. Operations Research, Vol. 13, 517-546 (1965).
[2] Egon Balas, Discrete Programming by the Filter Method. Operations Research, Vol. 15, No. 5 (Sep. - Oct., 1967), pp. 915-957.
[3] M. C. Bartholomew-Biggs, A Numerical Comparison between Two Approaches to the Nonlinear Programming Problem, in Towards Global Optimisation 2, L. C. W. Dixon, G. P. Szego, editors, North-Holland Publishing Company (1978).
[4] A.-M. Bellido, Construction of Iteration Functions for the Simultaneous Computation of the Solutions of Equations and Algebraic Systems. Numerical Algorithms, 6 (1994) 317-351.
[5] J. T. Betts (1977), An Accelerated Multiplier Method for Nonlinear Programming. Journal of Optimization Theory and Applications, Volume 21, pp. 137-174.
[6] J. Bracken, G. P. McCormick, Selected Applications of Nonlinear Programming. New York: John Wiley and Sons, 1968.
[7] Richard L. Burden, J. Douglas Faires, Numerical Analysis, Ninth Edition. Brooks/Cole 2011.
[8] M. F. Cardoso, R. L. Salcedo, S. Feyo de Azevedo, D. Barbosa (1997), A Simulated Annealing Approach to the Solution of MINLP Problems. Computers and Chemical Engineering, 21 (12) pp.1349-1364.
[9] S. H. Chew, Q. Zheng, Integral Global Optimization. Volume 298 of Lecture Notes in Economics and Mathematical Systems, Springer-Verlag, 1988.
[10] William Conley, Computer Optimization Techniques. New York/Princeton: Petrocelli Books, Inc., 1980.
[11] William Conley, Optimization: A Simplified Approach. New York/Princeton: Petrocelli Books, Inc., 1981.
[12] William Conley (1981), Applications of Multi-Stage Monte Carlo Integer Programs. International Journal of Mathematical Education in Science and Technology, Vol. 12, No. 1, pp. 117-120.
[13] William Conley (1982), An Economic Order Quantity Problem. International Journal of Mathematical Education in Science and Technology, Vol. 13, No. 3, pp. 265-268.
[14] William Conley, Computer Optimization Techniques, Revised Edition. New York/Princeton: Petrocelli Books, Inc., 1984.
[15] William Conley (1994), Multi-stage Monte Carlo and non-linear test problems. International Journal of Systems Science, Vol. 25, No. 1, pp. 155-171.
[16] William Conley (1994, July-September), A New Approach to Algebra. Computers in Education Journal, IV (3), pp. 65-71.
[17] William Conley (2007), Simulation Optimization and Correlation with Multi Stage Monte Carlo Optimization. International Journal of Systems Science, Vol. 38, No. 12, pp. 1013-1019.
[18] William Conley (2008), Ecological Optimization of Pollution Control Equipment and Planning from a Simulation Perspective. International Journal of Systems Science, Vol. 39, No. 1, pp. 1-7.
[19] G. Dantzig, R. Fulkerson, S. Johnson, Solution of a Large-Scale Traveling Salesman Problem. Operations Research, Vol. 2, No. 4 (Nov., 1954), pp. 393-410.
[20] George B. Dantzig, Discrete-Variable Extremum Problems. Operations Research, Vol. 5, No. 2 (Apr., 1957), pp. 266-277.
[21] R. J. Duffin, E. L. Peterson, C. Zener, Geometric Programming Theory and Applications. John Wiley and Sons, 1967.
[22] C. A. Floudas, P. M. Pardalos, A Collection of Test Problems for Constrained Global Optimization Algorithms. Springer-Verlag, 1990.
[23] Christodoulos A. Floudas, Nonlinear and Mixed-Integer Optimization. Oxford University Press, 1995.
[24] C. A. Floudas, Deterministic Global Optimization. Kluwer Academic Publishers, 2000.
[25] R. S. Garfinkel, G. L. Nemhauser, Integer Programming. John Wiley, Inc. 1972.
[26] Amos Gilat and Vish Subramaniam, Numerical Methods for Engineers and Scientists: An Introduction with Applications Using MATLAB. John Wiley and Sons, Inc. 2008.
[27] F. J. Gould, Non-Linear Tolerance Programming, pp. 349-366, in Numerical Methods for Non-Linear Optimization, Edited by F. A. Lootsma. London and New York: Academic Press, 1972.
[28] Donald Greenspan, Vincenzo Casulli, Numerical Analysis for Applied Mathematics, Science, and Enginerring. Addison-Wesley Publishing Company, 1988.
[29] Peter L. Hammer, Sergiu Rudeanu, Boolean Methods in Operations Research and Related Areas. New York: Springer-Verlag, 1968.
[30] Peter L. Hammer, Sergiu Rudeanu, Psudo-Boolean Programming. Operations Research, March/April 1969 Vol. 17 No. 2, pp. 233-261.
[31] D. M. Himmelblau (1972), Applied Nonlinear Programming. New York: McGraw-Hill.
[32] Willi Hock, Klaus Schittkowski, Test Examples for Nonlinear Programming Codes. Springer-Verlag 1981.
[33] Michael Junger, Thomas M. Liebling, Dennis Naddef, George L. Nemhauser, William R. Pulleybank, Gerhart Reinelt, Giovanni Rinaldi, Lawrence A. Wolsey--Editors, 50 Years of Integer Programming 1958-2008. Berlin: Springer, 2010.
[34] Ali Husseinzadeh Kashan (2011), An Efficient Algorithm for Constrained Global Optimization and Application to Mechanical Engineering Design: League Championship Algorithm (LCA). Computer-Aided Design 43 (2011) 1769-1792.
[35] R. L. Karg, G. L. Thompson (1964), A Heuristic Approach to Solving Travelling Salesman Problems. Management Science, Volume 10 (2), pp. 225-248.
[36] G. R. Kocis, I. E. Grossmann, Global Optimization of Nonconvex Mixed-Integer Nonlinear Programming Problems in Process Synthesis. Ind. Eng. Chem. Res., Vol. 27, No. 8, 1988, pages 1407-1421.
[37] G. R. Kocis, I. E. Grossmann, A Modelling amd Decomposition Strategy for MINLP Optimization. Computers and Chemical Engineering, Vol. 13, No. 7, July 1989, pages 797-819.
[38] A. H. Land, A. G. Doig, An Automatic Method of Solving Discrete Programming Problems. Econometrica, Vol. 28, No. 3 (Jul., 1960), pp. 497-520.
[39] 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.
[40] Duan Li, Xiaoling Sun, Nonlinear Integer Programming. Springer, 2006.
[41] D. Q. Mayne, N. Maratos (1979), A First Order, Exact Penalty Function Algorithm for Equality Constrained Optimization Problems. Mathematical Programming 16 (1979) 303-324.
[42] Harry M. Markowitz and Alan S. Mann. On the Solution of Discrete Programming Problems. Econometrica, Vol. 25, No. 1 (Jan., 1957) pp. 84-110.
[43] Ken McAloon, Carol Tretkoff, Optimization and Computational Logic. John Wiley and Sons, Inc., 1996.
[44] Keith Meintjes and Alexander P. Morgan, Chemical Equilibrium Systems as Numerical Test Problems. ACM Transactions on Mathematical Software, Vol. 16, No. 2, June 1990, Pages 143-151.
[45] 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.
[46] A. Miele, E. E. Cragg, R. R. Iver, A. V. Levy (1971), Use of the Augmented Penalty Function in Mathematical Programming Problems, Part 1. Journal of Optimization Theory and Applications, Volume 8, pp. 115-130.
[47] A. Miele, E. E. Cragg, A. V. Levy (1971), Use of the Augmented Penalty Function in Mathematical Programming Problems, Part 2. Journal of Optimization Theory and Applications, Volume 8, pp. 131-153.
[48] A. Miele, P. E. Mosaley, A. V. Levy, G. M. Coggins (1972), On the Method of Multipliers for Mathematical Pgogramming Problems. Journal of Optimization Theory and Applications, Volume 10, pp. 1-33.
[49] C. Mohan, H. T. Nguyen (1999), A Controlled Random Search Technique Incorporating the Simulated Annealing Concept for Solving Integer and Mixed Integer Global Optimization Problems.
Computational Optimization and Applications, July 1999, Vol. 14 Issue 1, pp.103-132.
[50] Ramon E. Moore, R. Baker Kearfott, Michael J. Cloud, An Introduction to Interval Analysis. Cambridge University Press, 2009.
[51] Chi-Kong Ng, Lian-Sheng Zhang, Duan Li, Wei-Wen Tian (2005), Discrete Filled Function Method for Discrete Optimization. Computational Optimization and Applications, 31, pp. 87-115, 2005.
[52] Panos Y. Papalambros, Douglass J. Wilde, Principles of Optimal Design: Modeling and Computation, Second Edition. Cambridge University Press, 2000.
[53] D. A. Paviani (1969), A New Method for the Solution of the General Nonlinear Programming Problem, Ph.D Dissertation, University of Texas, Austin, Texas.
[54] O. Perez, I. Amaya, R. Correa (2013), Numerical Solution of Certain Exponential and Non-linear Diophantine Systems of Equations by Using a Discrete Particles Swarm Optimization Algorithm. Applied Mathematics and Computation, Volume 225, 1 December 2013, Pages 737-746.
[55] D. R. Plane, C. McMillan, Discrete Optimization. Englewood Cliffs: Prentice-Hall, 1971.
[56] John R. Rice, Numerical Methods, Software, and Analysis, Second Edition. Academic Press, 1993.
[57] Giovanni Righini, Marco Trubian (2004), A Note on the Approximation of Asymmetric Traveling Salesman Problems. European Journal of Operational Research, Volume 153, pp. 255-265.
[58] H. S. Ryoo, N. V. Sahinidis (1995), Global Optimization of Nonconvex NLPs and MINLPs with Applications in Process Design. Computers and Chemical Engineering, Vol. 19, No. 5, pp. 551-566, 1995.
[59] Terry Shoup, A Practical Guide to Computer Methods for Engineers. Englewood Cliffs: Prentice-Hall, 1979.
[60] M. Syslo, N. Deo, J. Kowalik, Discrete Optimization Algorithms with Pascal Programs. Englewood Cliffs: Prentice-Hall, 1983.
[61] C. A. Trauth, R. E. Woolsey (1969), Integer Linear Programming: A Study in Computational Efficiency. Management Science, Volume 15, 1969, 481-493.
[62] J.-F. Tsai, M.-H. Lin (2007), Finding All Solutions of Systems of Nonlinear Equations with Free Variables. Engineering Optimization, 39:6, 649-659.
[63] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64.
[64] Jsun Yui Wong (2009, July 18). An Integer Programming Computer Program Applied to One-Dimensional Space Allocation. Retrieved from http://wongsllllblog.blogspot.com/2009/07
[65] Jsun Yui Wong (2013, November 11). Solving Nonlinear Systems of Equations with the Domino Method. http://myblogsubstance.typepad.com/substance/2013/11/solving-nonlinear-systems-of-equations-with-the-domino-method.html/