Substance

Euclidean Approach for Solving Multi-Objective Nonlinear Programming Problems

                                                                              Jsun Yui Wong

The computer program listed below seeks to solve the following multi-objective nonlinear programming problem in Siwale [58, p. 9, Example 3]:

Miniimize (X(1) - 1) ^ 2 + (X(2) - 3) ^ 2

Miniimize (X(1) - 4) ^ 2 + (X(2) - 2) ^ 2

subject to

-5<= X(i) <=5, i=1, 2.

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

88 epsi = (RND * 61)

92 A(1) = -5 + (RND * 10)

95 A(2) = -5 + (RND * 10)

128 FOR I = 1 TO 100

129 FOR KKQQ = 1 TO 2
130 X(KKQQ) = A(KKQQ)
131 NEXT KKQQ
151 FOR IPP = 1 TO FIX(1 + RND * 2)

153 J = 1 + FIX(RND * 2)
154 REM GOTO 162

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

158 X(J) = A(J) + (RND ^ (RND * 15)) * r

161 REM GOTO 169

162 REM IF RND < .5 THEN X(J) = A(J) - 1 ELSE X(J) = A(J) + 1

169 NEXT IPP
171 GOTO 188
172 X(1) = INT(X(1))
174 X(2) = INT(X(2))
176 X(3) = INT(X(3))
177 X(4) = INT(X(4))

188 IF X(1) < -5## THEN 1670

189 IF X(2) < -5## THEN 1670

195 IF X(1) > 5## THEN 1670

196 IF X(2) > 5## THEN 1670

439 PDU = -(((X(1) - 1) ^ 2 + (X(2) - 3) ^ 2) ^ 2 + ((X(1) - 4) ^ 2 + (X(2) - 2) ^ 2) ^ 2) ^ .5##
466 P = PDU

1111 IF P <= M THEN 1670

1450 M = P

1454 FOR KLX = 1 TO 2

1455 A(KLX) = X(KLX)
1456 NEXT KLX

1527 gg01star = -((X(1) - 1) ^ 2 + (X(2) - 3) ^ 2)

1529 gg02star = -((X(1) - 4) ^ 2 + (X(2) - 2) ^ 2)

1557 GOTO 128

1670 NEXT I

1889 IF M < -5 THEN 1999

1914 PRINT -gg01star, -gg02star

1924 PRINT A(1), A(2), M, JJJJ

1999 NEXT JJJJ

This BASIC computer program was run with QB64v1000-win [64]. The complete output of a single run through JJJJ= -31997 is shown below:

2.499999989138563          2.500000010861451
2.499999971279641          2.499999924700366          3.535533905932747
-31998

2.499999467121273          2.500000532881582
2.500000214241248          2.500001175603898          3.535533905934837
-31997

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 [641], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31997 was 2 seconds, not including the time for “Creating .EXE file" (6 seconds, total, including the time for “Creating .EXE file"). One can compare the computational results above with those in the second table of Example 3 in Siwale [58, p. 9, Example 3].

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] 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.

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

[7] David L. Applegate, Robert E. Bixby, Vasek Chvatal, William J. Cook, The Traveling Salesman Problem: A Computational Study. Princeton and Oxford: Princeton University Press, 2006.

[8] Ritu Arora, S. R. Arora (2014). A cutting plane approach for multi-objective integer indefinite quadratic programming problem: OPSEARCH of the Operational Research Society of India (April-June 2015), 52(2):367-381.

[9] Jerome Bracken, Garth P. McCormick, Selected Applications of Nonlinear Programming. New York: John Wiley and Sons, Inc., 1968.

[10] R. C. Carlson and G. L. Nemhauser, Scheduling To Minimize Interaction Cost. Operations Research, Vol. 14, No. 1 (Jan. - Feb., 1966), pp. 52-58.

[11] Ta-Cheng Chen (2006). IAs based approach for reliability redundany allocation problems. Applied Mathematics and Computation 182 (2006) 1556-1567.

[12] Leandro dos Santos Coelho (2009), Self-Organizing Migrating Strategies Applied to Reliability-Redundany Optimization of Systems. IEEE Transactions on Reliability, Vol. 58, No. 3, 2009 September, pp. 501-519.

[13] William Conley (1981). Optimization: A Simplified Approach. Published 1981 by Petrocelli Books in New York.

[14] Lino Costa, Pedro (2001). Evolutionary algorithms approach to the solution of mixed integer non-linear programming problems. Computers and Chemical Engineering, Vol. 25, pp. 257-266, 2001.

[15] George B. Dantzig, Discrete-Variable Extremum Problems. Operations Research, Vol. 5, No. 2 (Apr., 1957), pp. 266-277.

[16] Pintu Das, tapan kumar Roy (2014). Multi-objective geometric programming and its application in gravel box problem. Journal of global research in computer science volume 5. no.7, july 2014. www.jgrcs.info

[17] Kalyanmoy Deb, Amrit Pratap, Subrajyoti Moitra (2000). Mechanical component design for multi objectives using elitist non-dominated sorting GA. Parallel Probl.Solv. Nat. PPSN VI 1917 (2000) 859-868.

[18] Kusum Deep, Krishna Pratap Singh, M. L. Kansal, C. Mohan (2009), A real coded genetic algorithm for solving integer and mixed integer optimization problems. Applied Mathematics and Computation 212 (2009) 505-518.

[19] Anoop K. Dhingra (1992). Optimal apportionment of reliability and redundancy in series systems under multiple objections. IEEE Transactions on Reliability, Vol. 41, No. 4, 1992 December, pp. 576-582.

[20] R. J. Duffin, E. L. Peterson, C. Zener (1967), Geometric Programming. John Wiley, New York (1967).

[21] C. A. Floudas, A. R. Ciric (1989), Strategies for Overcoming Uncertainties in Heat Exchanger Network Synthesis. Computers and Chemical Engineering, Vol 13, No. 10, pp. 1133-1152, 1989.

[22] C. A. Floudas, A. Aggarwal, A. R. Ciric (1989), Global Optimum Search for Nonconvex NLP and MINLP Problems. Computers and Chemical Engineering, Vol 13, No. 10, pp. 1117-1132, 1989.

[23] C. A. Floudas, P. M. Pardalos, A Collection of Test Problems for Constrained Global Optimization Algorithms. Springer-Verlag, 1990.

[24] Diptesh Ghosh, Ravi Kothari, Population Heuristics for the Corridor Allocation Problem, W.P. No. 2012-09-02, September 2012. Retrieved on September 14 2012 from Google search.

[25] Ignacio E. Grossmann. Overview of Mixed-integer Nonlinear Programming. https://egon.cheme.cmu.edu/ewo/docs/EWOMINLPGrossmann.pdf

[26] R. Gupta, R. Malhotra (1995). Multi-criteria integer linear fractional programming problem, Optimization, 35:4, 373-389.
.
[27] M. Hashish, M. P. duPlessis (1979). Prediction equations relating high velocity jet cutting performance to stand-off-distance and multipasses. Transactions of ASME: Journal of Engineering for Industry 101 (1979) 311-318.

[28] David M. Himmelblau, Applied Nonlinear Programming. New York: McGraw-Hill Book Company, 1972.

[29] Willi Hock, Klaus Schittkowski, Test Examples for Nonlinear Programming Codes. Berlin: Springer-Verlag, 1981.

[30] 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

[31] Philipp Hungerlaender (April 2012), Single-Row Equidistant Facility Layout as a Special Case of Single-Row Facility Layout. Retrieved from www.optimization-online.org./DB_HTML/2012/04/3432.html

[32] N. K. Jain, V. K. Jain, K. Deb (2007). Optimization of process parameters of mechanical type advanced machining processes using genetic algorithms. International Journal of Machine Tools and Manufacture 47 (2007), 900-919.

[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] Adhe Kania, Kuntjoro Adji Sidarto (2016). Solving mixed integer nonlinear programming problems using spiral dynamics optimization algorithm. AIP Conference Proceedings 1716, 020004 (2016).
https://doi.org/10.1063/1.4942987. Published by the American Institute of Physics.

[35] A. H. Land, A. G. Doig, An Automatic Method of Solving Discrete Programming Problems. Econometrica, Vol. 28, No. 3 (Jul., 1960), pp. 497-520.

[36] 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.

[37] Gia-Shi Liu (2006), A combination method for reliability-redundancy optimization, Engineering Optimization, 38:04, 485-499.

[38] Yubao Liu, Guihe Qin (2014), A hybrid TS-DE algorithm for reliability redundancy optimization problem, Journal of Computers, 9, No. 9, September 2014, pp. 2050-2057.

[39] Rein Luus (1975). Optimization of System Reliability by a New Nonlinear Integer Programming Procedure. IEEE Transactions on Reliability, Vol. R-24, No. 1, April 1975, pp. 14-16.

[40] Milos Madic, Miroslav Radovanovic (2014). Optimization of machining processes using pattern search algorithm.
International Journal of Industrial Engineering Computations 5 (2014) 223-234. Homepage: www.GrowingScience.com/ijiec

[41] F. Masedu, M Angelozzi (2008). Modelling optimum fraction assignment in the 4X100 m relay race by integer linear programming. Italian Journal of Sports Sciences, Anno 13, No. 1, 2008, pp. 74-77.

[42] MathWorks, Mixed Integer Optimization. https://www.mathworks.com/help/gads;mixed-integer-optimization.html

[43] Mohamed Arezki Mellal, Enrico Zio (2016). A Guided Stochastic Fractal Search Approach for System Reliability Optimization. Reliability Engineering
and System Safety 152 (2016) 213-227.

[44] Mohamed Arezki Mellal, Edward J. Williams (2016). Parameter optimization of advanced machining processes using cuckoo optimization algorithm and hoopla heuristic. Journal of Intelligent Manufacturing (2016) 27 (5): 927-942.

[45] Mohamed Arezki Mellal, Edward J. Williams (2018). Large-scale reliability-redundancy allocation optimization problem using three soft computing methods. In Mangey Ram, Editor, in Modeling and simulation based analysis in reliability engineering. Published July 2018, CRC Press.

[46] 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.

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

[49] Rashmi Ranjan Ota, A. K. Ojha (2015). A comparative study on optimization techniques for solving multi-objective geometric programming problems. Applied mathematical sciences, vol. 9, 2015, no. 22, 1077-1085. http://sites.google.com/site/ijcsis/

[50] OPTI Toolbox, Mixed Integer Nonlinear Program (MINLP). https://www.inverseproblem.co.nz/OPTI/index.php/Probs/MINLP

[51] Panos Y. Papalambros, Douglass J. Wilde, Principles of Optimal Design, Second Edition. Cambridge University Press, 2000.

[52] R. V. Rao, P. J. Pawar, J. P. Davim (2010). Parameter optimization of ultrasonic machining process using nontraditional optimization algorihms. Materials and Manufacturing Processes, 25 (10),1120-1130.

[53] 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.

[54] Ali Sadollah, Hadi Eskandar, Joong Hoon Kim (2015). Water cycle algorithm for solvinfg constrained multi-objective optimization problems. Applied Soft Computing 27 (2015) 279-298.

[55] Vikas Sharma (2012). Multiobjective integer nonlinear fractional programming problem: A cutting plane approach, OPSEARCH of the Operational Research Society of India (April-June 2012), 49(2):133-153.

[56] Vikas Sharma, Kalpana Dahiya, Vanita Verma (2017). A ranking algorithm for bi-objective quadratic fractional integer programming problems, Optimization, 66:11, 1913-1929.

[57] Donald M. Simmons (1969), One-Dimensional Space Allocation: An Ordering Algorithm. Operations Research, Vol. 17, No. 5 (Sep. - Oct., 1969), pp. 812-826.

[58] Isaac Siwale. A Note on Multi-Objective Mathematical Problems. https://www.aptech.com/wp-content/uploads/2012/09/MultObjMath.pdf

[59] G. Stephanopoulos, A. W. Westerberg, The Use of Hestenes' Method of Multipliers to Resolve
Dual Gaps in Engineering System Optimization. Journal of Optimization Theory and Applications, Vol.15, No. 3, pp. 285-309, 1975.

[60] Frank A. Tillman, Ching-Lai Hwang, Way Kuo (1977). Determining Component Reliability and Redundancy for Optimun System Reliability. IEEE Transactions on Reliability, Vol. R-26, No. 3, Augusr 1977, pp. 162-165.

[61] Hardi Tambunan, Herman Mawengkang (2016). Solving Mixed Integer Non-Linear Programming Using Active Constraint. Global Journal of Pure and Applied Mathematics, Volume 12, Number 6 (2016), pp. 5267-5281. http://www.ripublication.com/gjpam.htm

[62] Mohamed Tawhid, Vimal Savsani (2018). Epsilon-constraint heat transfer search (epsilon-HTS) algorithm for solvinfg multi-objective engineering design problems. journal of computational design and engineering 5 (2018) 104-119.

[63] Tawan Wasanapradit, Nalinee Mukdasanit, Nachol Chaiyaratana, Thongchai Srinophakun (2011). Solving mixed-integer nonlinear programming problems using improved genetic algorithms. Korean Joutnal of Chemical Engineering 28 (1):32-40 January 2011.

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

[65] Zhongkai Xu, Way Kuo, Hsin-Hui Lin (1990). Optimization Limits in Improving System Reliability. IEEE Transactions on Reliability, Vol. 39, No. 1, 1990 April, pp. 51-60.

Solving Another 2-Objective Integer Nonlinear Programming Problem with the Epsilon-Constraint Method

                                                                        Jsun Yui Wong

The computer program listed below seeks to solve the following 2-objective integer nonlinear programming problem from Sharma, Dahiya, and Verma [54, p. 1927, Example 4]:

Minimize           - (-X(1) ^ 2 + 6 * X(1) * X(2) + 3 * X(2) ^ 2 - 14 * X(1) - 10 * X(2))

minimize           (X(1) ^ 2 - 2 * X(1) * X(2) + 4)

subject to

X(1) >= 0 and integer

X(2) >= 0 and integer

3 * X(1) + 2 * X(2) >= 6

4 * X(1) + 5 * X(2) <= 20.

 

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
88 epsi = RND * 30

 

92 A(1) = (RND * 30)

93 A(2) = (RND * 30)

 

128 FOR I = 1 TO 1500

129 FOR KKQQ = 1 TO 2
130 X(KKQQ) = A(KKQQ)
131 NEXT KKQQ
151 FOR IPP = 1 TO FIX(1 + RND * 2)

 

153 J = 1 + FIX(RND * 2)
154 REM GOTO 162

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

158 X(J) = A(J) + (RND ^ (RND * 15)) * r

161 GOTO 169

162 IF RND < .5 THEN X(J) = A(J) - 1 ELSE X(J) = A(J) + 1

169 NEXT IPP

172 X(1) = INT(X(1))
174 X(2) = INT(X(2))

 

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

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

 

226 IF 3 * X(1) + 2 * X(2) < 6 THEN 1670

227 IF 4 * X(1) + 5 * X(2) > 20 THEN 1670

 

229 IF (X(1) ^ 2 - 2 * X(1) * X(2) + 4) > epsi THEN 1670

431 PDU = (-X(1) ^ 2 + 6 * X(1) * X(2) + 3 * X(2) ^ 2 - 14 * X(1) - 10 * X(2))

 

466 P = PDU

1111 IF P <= M THEN 1670

1450 M = P

1454 FOR KLX = 1 TO 2

1455 A(KLX) = X(KLX)
1456 NEXT KLX

1527 gg01star = (-X(1) ^ 2 + 6 * X(1) * X(2) + 3 * X(2) ^ 2 - 14 * X(1) - 10 * X(2))

1529 gg02star = (X(1) ^ 2 - 2 * X(1) * X(2) + 4)

 

1557 GOTO 128
1670 NEXT I

1889 IF M < -99999999999999999999999999999 THEN 1999

 

1924 PRINT -gg01star, gg02star, epsi

 

1956 PRINT A(1), A(2), -M, JJJJ

1999 NEXT JJJJ

 

This BASIC computer program was run with QB64v1000-win [60]. Including dominated points and nondominated points, the output of a single run through JJJJ= -31103 is summarized below:

-8       4       10.60410618782044
0       4       -8       -31989

-8       4       16.92501425743103
0       4       -8       -31988
.
.
.

32       8       9.073795080184937
2       0       32 -31116

27       4       5.21302878856659
2       1       27       -31108

27       4       27.43223905563355
2       1       27       -31104

0       -1       2.975426316261292
1       3       0       -31103

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 [60], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31103 was 3 seconds, not including the time for “Creating .EXE file" (9 seconds, total, including the time for “Creating .EXE file"). The (32 8) at JJJJ=-31116 and the (27 4) at JJJJ=-31108 shown above are dominated points. One can compare the computational results above with those in Sharma, Dahiya, and Verma [54, p. 1927, Example 4].

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] 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.

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

[7] David L. Applegate, Robert E. Bixby, Vasek Chvatal, William J. Cook, The Traveling Salesman Problem: A Computational Study. Princeton and Oxford: Princeton University Press, 2006.

[8] Ritu Arora, S. R. Arora (2014). A cutting plane approach for multi-objective integer indefinite quadratic programming problem: OPSEARCH of the Operational Research Society of India (April-June 2015), 52(2):367-381.

[9] Jerome Bracken, Garth P. McCormick, Selected Applications of Nonlinear Programming. New York: John Wiley and Sons, Inc., 1968.

[10] R. C. Carlson and G. L. Nemhauser, Scheduling To Minimize Interaction Cost. Operations Research, Vol. 14, No. 1 (Jan. - Feb., 1966), pp. 52-58.

[11] Ta-Cheng Chen (2006). IAs based approach for reliability redundany allocation problems. Applied Mathematics and Computation 182 (2006) 1556-1567.

[12] Leandro dos Santos Coelho (2009), Self-Organizing Migrating Strategies Applied to Reliability-Redundany Optimization of Systems. IEEE Transactions on Reliability, Vol. 58, No. 3, 2009 September, pp. 501-519.

[13] William Conley (1981). Optimization: A Simplified Approach. Published 1981 by Petrocelli Books in New York.

[14] Lino Costa, Pedro (2001). Evolutionary algorithms approach to the solution of mixed integer non-linear programming problems. Computers and Chemical Engineering, Vol. 25, pp. 257-266, 2001.

[15] George B. Dantzig, Discrete-Variable Extremum Problems. Operations Research, Vol. 5, No. 2 (Apr., 1957), pp. 266-277.

[16] Pintu Das, tapan kumar Roy (2014). Multi-objective geometric programming and its application in gravel box problem. Journal of global research in computer science volume 5. no.7, july 2014. www.jgrcs.info

[17] Kusum Deep, Krishna Pratap Singh, M. L. Kansal, C. Mohan (2009), A real coded genetic algorithm for solving integer and mixed integer optimization problems. Applied Mathematics and Computation 212 (2009) 505-518.

[18] Anoop K. Dhingra (1992). Optimal apportionment of reliability and redundancy in series systems under multiple objections. IEEE Transactions on Reliability, Vol. 41, No. 4, 1992 December, pp. 576-582.

[19] R. J. Duffin, E. L. Peterson, C. Zener (1967), Geometric Programming. John Wiley, New York (1967).

[20] C. A. Floudas, A. R. Ciric (1989), Strategies for Overcoming Uncertainties in Heat Exchanger Network Synthesis. Computers and Chemical Engineering, Vol 13, No. 10, pp. 1133-1152, 1989.

[21] C. A. Floudas, A. Aggarwal, A. R. Ciric (1989), Global Optimum Search for Nonconvex NLP and MINLP Problems. Computers and Chemical Engineering, Vol 13, No. 10, pp. 1117-1132, 1989.

[22] C. A. Floudas, P. M. Pardalos, A Collection of Test Problems for Constrained Global Optimization Algorithms. Springer-Verlag, 1990.

[23] Diptesh Ghosh, Ravi Kothari, Population Heuristics for the Corridor Allocation Problem, W.P. No. 2012-09-02, September 2012. Retrieved on September 14 2012 from Google search.

[24] Ignacio E. Grossmann. Overview of Mixed-integer Nonlinear Programming. https://egon.cheme.cmu.edu/ewo/docs/EWOMINLPGrossmann.pdf

[25] R. Gupta, R. Malhotra (1995). Multi-criteria integer linear fractional programming problem, Optimization, 35:4, 373-389.
.
[26] M. Hashish, M. P. duPlessis (1979). Prediction equations relating high velocity jet cutting performance to stand-off-distance and multipasses. Transactions of ASME: Journal of Engineering for Industry 101 (1979) 311-318.

[27] David M. Himmelblau, Applied Nonlinear Programming. New York: McGraw-Hill Book Company, 1972.

[28] Willi Hock, Klaus Schittkowski, Test Examples for Nonlinear Programming Codes. Berlin: Springer-Verlag, 1981.

[29] 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

[30] Philipp Hungerlaender (April 2012), Single-Row Equidistant Facility Layout as a Special Case of Single-Row Facility Layout. Retrieved from www.optimization-online.org./DB_HTML/2012/04/3432.html

[31] N. K. Jain, V. K. Jain, K. Deb (2007). Optimization of process parameters of mechanical type advanced machining processes using genetic algorithms. International Journal of Machine Tools and Manufacture 47 (2007), 900-919.

[32] 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.

[33] Adhe Kania, Kuntjoro Adji Sidarto (2016). Solving mixed integer nonlinear programming problems using spiral dynamics optimization algorithm. AIP Conference Proceedings 1716, 020004 (2016).
https://doi.org/10.1063/1.4942987. Published by the American Institute of Physics.

[34] A. H. Land, A. G. Doig, An Automatic Method of Solving Discrete Programming Problems. Econometrica, Vol. 28, No. 3 (Jul., 1960), pp. 497-520.

[35] 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.

[36] Gia-Shi Liu (2006), A combination method for reliability-redundancy optimization, Engineering Optimization, 38:04, 485-499.

[37] Yubao Liu, Guihe Qin (2014), A hybrid TS-DE algorithm for reliability redundancy optimization problem, Journal of Computers, 9, No. 9, September 2014, pp. 2050-2057.

[38] Rein Luus (1975). Optimization of System Reliability by a New Nonlinear Integer Programming Procedure. IEEE Transactions on Reliability, Vol. R-24, No. 1, April 1975, pp. 14-16.

[39] Milos Madic, Miroslav Radovanovic (2014). Optimization of machining processes using pattern search algorithm.
International Journal of Industrial Engineering Computations 5 (2014) 223-234. Homepage: www.GrowingScience.com/ijiec

[40] F. Masedu, M Angelozzi (2008). Modelling optimum fraction assignment in the 4X100 m relay race by integer linear programming. Italian Journal of Sports Sciences, Anno 13, No. 1, 2008, pp. 74-77.

[41] MathWorks, Mixed Integer Optimization. https://www.mathworks.com/help/gads;mixed-integer-optimization.html

[42] Mohamed Arezki Mellal, Enrico Zio (2016). A Guided Stochastic Fractal Search Approach for System Reliability Optimization. Reliability Engineering
and System Safety 152 (2016) 213-227.

[43] Mohamed Arezki Mellal, Edward J. Williams (2016). Parameter optimization of advanced machining processes using cuckoo optimization algorithm and hoopla heuristic. Journal of Intelligent Manufacturing (2016) 27 (5): 927-942.

[44] Mohamed Arezki Mellal, Edward J. Williams (2018). Large-scale reliability-redundancy allocation optimization problem using three soft computing methods. In Mangey Ram, Editor, in Modeling and simulation based analysis in reliability engineering. Published July 2018, CRC Press.

[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] Yuji Nakagawa, Mitsunori Hikita, Hiroshi Kamada (1984). Surrogate Constraints for Reliability Optimization Problems with Multiple Constraints. IEEE Transactions on Reliability, Vol. R-33, No. 4, October 1984, pp. 301-305.

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

[48] Rashmi Ranjan Ota, A. K. Ojha (2015). A comparative study on optimization techniques for solving multi-objective geometric programming problems. Applied mathematical sciences, vol. 9, 2015, no. 22, 1077-1085. http://sites.google.com/site/ijcsis/

[49] OPTI Toolbox, Mixed Integer Nonlinear Program (MINLP). https://www.inverseproblem.co.nz/OPTI/index.php/Probs/MINLP

[50] Panos Y. Papalambros, Douglass J. Wilde, Principles of Optimal Design, Second Edition. Cambridge University Press, 2000.

[51] R. V. Rao, P. J. Pawar, J. P. Davim (2010). Parameter optimization of ultrasonic machining process using nontraditional optimization algorihms. Materials and Manufacturing Processes, 25 (10),1120-1130.

[52] 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.

[53] Vikas Sharma (2012). Multiobjective integer nonlinear fractional programming problem: A cutting plane approach, OPSEARCH of the Operational Research Society of India (April-June 2012), 49(2):133-153.

[54] Vikas Sharma, Kalpana Dahiya, Vanita Verma (2017). A ranking algorithm for bi-objective quadratic fractional integer programming problems, Optimization, 66:11, 1913-1929.

[55] Donald M. Simmons (1969), One-Dimensional Space Allocation: An Ordering Algorithm. Operations Research, Vol. 17, No. 5 (Sep. - Oct., 1969), pp. 812-826.

[56] G. Stephanopoulos, A. W. Westerberg, The Use of Hestenes' Method of Multipliers to Resolve
Dual Gaps in Engineering System Optimization. Journal of Optimization Theory and Applications, Vol.15, No. 3, pp. 285-309, 1975.

[57] Frank A. Tillman, Ching-Lai Hwang, Way Kuo (1977). Determining Component Reliability and Redundancy for Optimun System Reliability. IEEE Transactions on Reliability, Vol. R-26, No. 3, Augusr 1977, pp. 162-165.

[58] Hardi Tambunan, Herman Mawengkang (2016). Solving Mixed Integer Non-Linear Programming Using Active Constraint. Global Journal of Pure and Applied Mathematics, Volume 12, Number 6 (2016), pp. 5267-5281. http://www.ripublication.com/gjpam.htm

[59] Tawan Wasanapradit, Nalinee Mukdasanit, Nachol Chaiyaratana, Thongchai Srinophakun (2011). Solving mixed-integer nonlinear programming problems using improved genetic algorithms. Korean Joutnal of Chemical Engineering 28 (1):32-40 January 2011.

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

[61] Zhongkai Xu, Way Kuo, Hsin-Hui Lin (1990). Optimization Limits in Improving System Reliability. IEEE Transactions on Reliability, Vol. 39, No. 1, 1990 April, pp. 51-60.

 

Solving a 2-Objective Integer Nonlinear Programming Problem with the Epsilon-Constraint Method, Second Edition

                                                                           Jsun Yui Wong

The computer program listed below seeks to solve the following 2-objective integer nonlinear programming problem from Sharma, Dahiya, and Verma [54, p. 1926, Example 2]:

Minimize - (-X(1) ^ 2 + 2 * X(2) ^ 2 - 2 * X(1) * X(2))  /  (5 * X(1) ^ 2 + 4 * X(2) ^ 2 + X(1) + X(2) - 21)

minimize (X(1) ^ 2 + X(2) ^ 2 + 2 * X(1) * X(2))  /  (X(1) ^ 2 + X(1) * X(2) + X(2))

subject to

X(1) >= 0 and integer

X(2) >= 0 and integer

3 * X(1) + 2 * X(2) >= 6

4 * X(1) + 5 * X(2) <= 20.

One notes line 88, which is  88 epsi = RND * 30.

 

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
88 epsi = RND * 30

 

92 A(1) = (RND * 30)

93 A(2) = (RND * 30)

 

128 FOR I = 1 TO 1500

129 FOR KKQQ = 1 TO 2
130 X(KKQQ) = A(KKQQ)
131 NEXT KKQQ
151 FOR IPP = 1 TO FIX(1 + RND * 2)

 

153 J = 1 + FIX(RND * 2)
154 REM GOTO 162

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

158 X(J) = A(J) + (RND ^ (RND * 15)) * r

161 GOTO 169

162 IF RND < .5 THEN X(J) = A(J) - 1 ELSE X(J) = A(J) + 1

169 NEXT IPP

172 X(1) = INT(X(1))
174 X(2) = INT(X(2))

 

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

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

 

226 IF 3 * X(1) + 2 * X(2) < 6 THEN 1670

227 IF 4 * X(1) + 5 * X(2) > 20 THEN 1670

 

 

228 IF X(1) ^ 2 + X(1) * X(2) + X(2) = 0## THEN 1670

229 IF (X(1) ^ 2 + X(2) ^ 2 + 2 * X(1) * X(2)) / (X(1) ^ 2 + X(1) * X(2) + X(2)) > epsi THEN 1670

 

431 PDU = (-X(1) ^ 2 + 2 * X(2) ^ 2 - 2 * X(1) * X(2)) / (5 * X(1) ^ 2 + 4 * X(2) ^ 2 + X(1) + X(2) - 21)

 

466 P = PDU

1111 IF P <= M THEN 1670

1450 M = P

1454 FOR KLX = 1 TO 2

1455 A(KLX) = X(KLX)
1456 NEXT KLX

1527 gg01star = (-X(1) ^ 2 + 2 * X(2) ^ 2 - 2 * X(1) * X(2)) / (5 * X(1) ^ 2 + 4 * X(2) ^ 2 + X(1) + X(2) - 21)

1529 gg02star = (X(1) ^ 2 + X(2) ^ 2 + 2 * X(1) * X(2)) / (X(1) ^ 2 + X(1) * X(2) + X(2))

 

1557 GOTO 128
1670 NEXT I

1889 IF M < -99999999999999999999999999999 THEN 1999

 

1924 PRINT -gg01star, gg02star, epsi

 

1956 PRINT A(1), A(2), -M, JJJJ

1999 NEXT JJJJ

 

This BASIC computer program was run with QB64v1000-win [60]. Including dominated and nondominated points, the output of a single run through JJJJ= -22624 is summarized below:

.2293577981651376       1       10.00983595848084
5       0       .2293577981651376       -31993

.2293577981651376       1       12.52440512180328
5       0       .2293577981651376       -31986

.2293577981651376       1       4.42551612854004
5       0       .2293577981651376       -31985

.2293577981651376       1       18.87409508228302
5       0       .2293577981651376       -31978

-1       1.8       5.80298423760898
1       2       -1       -31976

.2293577981651376       1       21.24234623527527
5       0       .2293577981651376       -31968

-1       3       29.11034524440765
0       3      -1      -31967
.
.
.

.2105263157894737       1.6       1.786020398139954
2       2       .2105263157894737       -28668
.
.
.

.2105263157894737       1.6       1.684913635253906
2       2       .2105263157894737 -22624

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 [60], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -22624 was 16 seconds, not including the time for “Creating .EXE file" (23 seconds, total, including the time for “Creating .EXE file"). The (-1 3) at JJJJ=-31967 shown above is a dominated point. One can compare the computational results above with those in Sharma, Dahiya, and Verma [54, pp. 1926-1927, Example 2].

Acknowledgment

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

References

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[36] Gia-Shi Liu (2006), A combination method for reliability-redundancy optimization, Engineering Optimization, 38:04, 485-499.

[37] Yubao Liu, Guihe Qin (2014), A hybrid TS-DE algorithm for reliability redundancy optimization problem, Journal of Computers, 9, No. 9, September 2014, pp. 2050-2057.

[38] Rein Luus (1975). Optimization of System Reliability by a New Nonlinear Integer Programming Procedure. IEEE Transactions on Reliability, Vol. R-24, No. 1, April 1975, pp. 14-16.

[39] Milos Madic, Miroslav Radovanovic (2014). Optimization of machining processes using pattern search algorithm.
International Journal of Industrial Engineering Computations 5 (2014) 223-234. Homepage: www.GrowingScience.com/ijiec

[40] F. Masedu, M Angelozzi (2008). Modelling optimum fraction assignment in the 4X100 m relay race by integer linear programming. Italian Journal of Sports Sciences, Anno 13, No. 1, 2008, pp. 74-77.

[41] MathWorks, Mixed Integer Optimization. https://www.mathworks.com/help/gads;mixed-integer-optimization.html

[42] Mohamed Arezki Mellal, Enrico Zio (2016). A Guided Stochastic Fractal Search Approach for System Reliability Optimization. Reliability Engineering
and System Safety 152 (2016) 213-227.

[43] Mohamed Arezki Mellal, Edward J. Williams (2016). Parameter optimization of advanced machining processes using cuckoo optimization algorithm and hoopla heuristic. Journal of Intelligent Manufacturing (2016) 27 (5): 927-942.

[44] Mohamed Arezki Mellal, Edward J. Williams (2018). Large-scale reliability-redundancy allocation optimization problem using three soft computing methods. In Mangey Ram, Editor, in Modeling and simulation based analysis in reliability engineering. Published July 2018, CRC Press.

[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] Yuji Nakagawa, Mitsunori Hikita, Hiroshi Kamada (1984). Surrogate Constraints for Reliability Optimization Problems with Multiple Constraints. IEEE Transactions on Reliability, Vol. R-33, No. 4, October 1984, pp. 301-305.

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

[48] Rashmi Ranjan Ota, A. K. Ojha (2015). A comparative study on optimization techniques for solving multi-objective geometric programming problems. Applied mathematical sciences, vol. 9, 2015, no. 22, 1077-1085. http://sites.google.com/site/ijcsis/

[49] OPTI Toolbox, Mixed Integer Nonlinear Program (MINLP). https://www.inverseproblem.co.nz/OPTI/index.php/Probs/MINLP

[50] Panos Y. Papalambros, Douglass J. Wilde, Principles of Optimal Design, Second Edition. Cambridge University Press, 2000.

[51] R. V. Rao, P. J. Pawar, J. P. Davim (2010). Parameter optimization of ultrasonic machining process using nontraditional optimization algorihms. Materials and Manufacturing Processes, 25 (10),1120-1130.

[52] 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.

[53] Vikas Sharma (2012). Multiobjective integer nonlinear fractional programming problem: A cutting plane approach, OPSEARCH of the Operational Research Society of India (April-June 2012), 49(2):133-153.

[54] Vikas Sharma, Kalpana Dahiya, Vanita Verma (2017). A ranking algorithm for bi-objective quadratic fractional integer programming problems, Optimization, 66:11, 1913-1929.

[55] Donald M. Simmons (1969), One-Dimensional Space Allocation: An Ordering Algorithm. Operations Research, Vol. 17, No. 5 (Sep. - Oct., 1969), pp. 812-826.

[56] G. Stephanopoulos, A. W. Westerberg, The Use of Hestenes' Method of Multipliers to Resolve
Dual Gaps in Engineering System Optimization. Journal of Optimization Theory and Applications, Vol.15, No. 3, pp. 285-309, 1975.

[57] Frank A. Tillman, Ching-Lai Hwang, Way Kuo (1977). Determining Component Reliability and Redundancy for Optimun System Reliability. IEEE Transactions on Reliability, Vol. R-26, No. 3, Augusr 1977, pp. 162-165.

[58] Hardi Tambunan, Herman Mawengkang (2016). Solving Mixed Integer Non-Linear Programming Using Active Constraint. Global Journal of Pure and Applied Mathematics, Volume 12, Number 6 (2016), pp. 5267-5281. http://www.ripublication.com/gjpam.htm

[59] Tawan Wasanapradit, Nalinee Mukdasanit, Nachol Chaiyaratana, Thongchai Srinophakun (2011). Solving mixed-integer nonlinear programming problems using improved genetic algorithms. Korean Joutnal of Chemical Engineering 28 (1):32-40 January 2011.

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

[61] Zhongkai Xu, Way Kuo, Hsin-Hui Lin (1990). Optimization Limits in Improving System Reliability. IEEE Transactions on Reliability, Vol. 39, No. 1, 1990 April, pp. 51-60.