Jsun Yui Wong

The computer program listed below seeks to solve the following three-criteria integer nonlinear fractional programming problem:

Maximize

.25 * ((X(1) + 2 * X(3) * X(1) - 4) / (-X(2) + 3)) + .5 * ((-2 * X(1) - X(4) * X(1) + 4) / (X(2) + 1)) + .25 * (-X(1) - X(5) * X(1) + X(2))

subject to

0 <=X(1) <= 4 and integer

X(2) >= 0 and integer

– X(1) + 4 * X(2) <= 0

2 * X(1) – X(2) <= 8.

The above problem with three objectives of weights .25, .5, and .25 is based on the first 11 lines on page 13 of Saad, Biltagy, and Farag [49, p. 13].

0 DEFDBL A-Z

1 DEFINT K

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), LHS(44), PLHS(44), LB(22), UB(22), PX(22), CC(20), RR(20), WW(20), AL(50), SW(50), SV(50), C2(22), C3(22), C4(22), C5(22)

81 FOR JJJJ = -32000 TO 32000

85 RANDOMIZE JJJJ

87 M = -3E+50

92 A(1) = 0 + (RND * 4)

93 A(2) = 0 + (RND * 4)

97 A(3) = .05 + (RND * .9)

98 A(4) = .1 + (RND * 1.05)

99 A(5) = .06 + (RND * .78)

128 FOR I = 1 TO 10000

129 FOR KKQQ = 1 TO 5

130 X(KKQQ) = A(KKQQ)

131 NEXT KKQQ

151 FOR IPP = 1 TO FIX(1 + RND * 3)

153 J = 1 + FIX(RND * 5)

156 r = (1 - RND * 2) * A(J)

158 X(J) = A(J) + (RND ^ (RND * 10)) * r

184 NEXT IPP

185 X(1)=INT(X(1))

186 X(2)=INT(X(2))

187 IF X(1) < 0## THEN 1670

188 IF X(2) < 0## THEN 1670

189 IF X(1) > 4## THEN 1670

191 IF X(3) < .05## THEN 1670

193 IF X(3) > .95## THEN 1670

195 IF X(4) < .1## THEN 1670

196 IF X(4) > 1.15## THEN 1670

197 IF X(5) < .06## THEN 1670

199 IF X(5) > .84## THEN 1670

225 IF -X(1) + 4 * X(2) > 0 THEN 1670

228 IF 2 * X(1) - X(2) > 8 THEN 1670

431 PDU = .25 * ((X(1) + 2 * X(3) * X(1) - 4) / (-X(2) + 3)) + .5 * ((-2 * X(1) - X(4) * X(1) + 4) / (X(2) + 1)) + .25 * (-X(1) - X(5) * X(1) + X(2))

466 P = PDU

1111 IF P <= M THEN 1670

1450 M = P

1454 FOR KLX = 1 TO 5

1455 A(KLX) = X(KLX)

1456 NEXT KLX

1557 GOTO 128

1670 NEXT I

1889 IF M < -99999 THEN 1999

1924 PRINT M, A(1), A(2), A(3), A(4), A(5), JJJJ

1999 NEXT JJJJ

This BASIC computer program was run with QB64v1000-win [56]. The complete output of a single run through JJJJ= -31998 is shown below:

1.666666666666667 0 0 .8292806440729734

.2791839656527923 .495746934034802 -32000

1.666666666666667 0 0 .6101403408985777

.1231921656630448 .6581651401670867 -31999

1.666666666666667 0 0 9.103613223560648D-02

.125766817230467 .474373298534356 -31998

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 [56], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31998 was 1 second, not including the time for “Creating .EXE file” (8 seconds, including the time for “Creating .EXE file”). One can compare the computational results above with those in Saad, Biltagy, and Farag [49, p. 15].

**Acknowledgment**

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

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