Jsun Yui Wong
The computer program listed below seeks to solve the following problem:
Minimize
25000
sigma (ABS(X(i)) )^ (i + 1)
i=1
subject to
-1<= X(i) <= 1, i=1, 2, 3,..., 25000,
and X(1) through X(25000) are integer variables.
The problem above is based on the sum of different powers function test problem in Surjanovic and Bingham [80], which is
Minimize
d
sigma (ABS(X(i))) ^ (i + 1)
i=1
X(i) element [-1, 1], for all i=1,..., d.
One notes line 1931 and line 1939; only 8 A's out of 25000 A's will be printed below.
0 REM DEFDBL A-Z
1 DEFINT K
2 DIM N(99), A(26222), H(99), X(26002), D(111), P(111), PS(33), J44(26202), J(26211), AA(99), HR(32), HHR(32), LHS(44), PLHS(44), PX(22), RR(20), WW(20), AL(50), STIO(26303)
81 FOR JJJJ = -32000 TO 32000
85 RANDOMIZE JJJJ
87 M = -4E+250
121 FOR J44 = 1 TO 25000
124 IF RND < .33 THEN A(J44) = -1 ELSE IF RND < .5 THEN A(J44) = 0 ELSE A(J44) = 1
126 NEXT J44
128 FOR I = 0 TO FIX(RND * 350000)
129 FOR KKQQ = 1 TO 25000
130 X(KKQQ) = A(KKQQ)
131 NEXT KKQQ
135 FOR IPP = 1 TO FIX(1 + RND * 5.3)
143 j = 1 + FIX(RND * 25000)
145 GOTO 163
154 IF RND < .5 THEN GOTO 156 ELSE 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) - FIX(1 + RND * 1.3) ELSE X(j) = A(j) + FIX(1 + RND * 1.3)
163 IF RND < .33 THEN X(j) = -1 ELSE IF RND < .5 THEN X(j) = 0 ELSE X(j) = 1
164 REM IF A(J) = 0 THEN X(J) = 1 ELSE X(J) = 0
169 NEXT IPP
511 SUM = 0
521 FOR J44 = 1 TO 25000
526 STIO(J44) = (ABS(X(J44))) ^ (J44 + 1)
527 SUM = SUM + STIO(J44)
529 NEXT J44
699 P = -SUM
1111 IF P <= M THEN 1670
1420 M = P
1444 FOR KLX = 1 TO 25000
1455 A(KLX) = X(KLX)
1456 NEXT KLX
1557 GOTO 128
1670 NEXT I
1889 IF M < -55 THEN 1999
1931 PRINT A(1), A(2), A(3), A(4), A(5)
1939 PRINT M, JJJJ, A(24998), A(24999), A(25000)
1999 NEXT JJJJ
One notes line 1931 and line 1939; only 8 A's out of 25000 A's will be printed below.
This BASIC computer program was run with QB64v1000-win [93]. The complete output of a single run through JJJJ= -31986 is shown below:
0 0 0 0 0
0 -31991 0 0 0
0 0 0 0 0
-48 -31989 0 0 0
0 0 0 0 0
-2 -31986 0 0 0
.
.
.
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 [93], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -31986 was 9 hours.
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] Oscar Augusto, Bennis Fouad, Stephane Caro (2012). A new method for decision making in multi-objective optimization problems. Pesquisa Operacional, Sociedade Brasileira de Pesquisa Operacional, 2012 32 (3), pp.331-369.
[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] 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.
[9] Ritu Arora, S. R. Arora (2015). 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.
[10] Victor Blanco, Justo Puerto (2011). Some algebraic methods for solving multiobjective polynomial integer programs, Journal of Symbolic Computation, 46 (2011), pp. 511-533.
[11] Jerome Bracken, Garth P. McCormick, Selected Applications of Nonlinear Programming. New York: John Wiley and Sons, Inc., 1968.
[12] Regina S. Burachik, C. Yalcin Kaya, M. Mustafa Rizvi (March 19, 2019), Algorithms for Generating Pareto Fronts of Multi-objective Integer and Mixed-Integer Programming Problems, arXiv: 1903.07041v1 [math.OC] 17 Mar 2019.
[13] R. C. Carlson and G. L. Nemhauser, Scheduling To Minimize Interaction Cost. Operations Research, Vol. 14, No. 1 (Jan. - Feb., 1966), pp. 52-58.
[14] Ta-Cheng Chen (2006). IAs based approach for reliability redundany allocation problems. Applied Mathematics and Computation 182 (2006) 1556-1567.
[15] 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.
[16] William Conley (1981). Optimization: A Simplified Approach. Published 1981 by Petrocelli Books in New York.
[17] 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.
[18] George B. Dantzig, Discrete-Variable Extremum Problems. Operations Research, Vol. 5, No. 2 (Apr., 1957), pp. 266-277.
[19] 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
[20] Kalyanmoy Deb, Amrit Pratap, Subrajyoti Moitra (2000). Mechanical component design for multi objectives using elitist non-dominated sorting GA. Proceedings of the Parallel Probl.Solv. Nat. PPSN VI Conference, Paris, France, pp. 859-868 (2000). (Please see pp. 1-10 in Technical Report No. 200002 via Google search.)
[21] 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.
[22] 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.
[23] Wassila Drici, Mustapha Moulai (2019): An exact method for solving multi-objective integer indefinite quadratic programs, Optimization Methods and Software.
[24] R. J. Duffin, E. L. Peterson, C. Zener (1967), Geometric Programming. John Wiley, New York (1967).
[25] 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.
[26] 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.
[27] 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.
[28] C. A. Floudas, P. M. Pardalos, A Collection of Test Problems for Constrained Global Optimization Algorithms. Springer-Verlag, 1990.
[29] 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.
[30] Ignacio E. Grossmann. Overview of Mixed-integer Nonlinear Programming. https://egon.cheme.cmu.edu/ewo/docs/EWOMINLPGrossmann.pdf
[31] Neha Gupta, Irfan Ali, Abdul Bari (2013). An optimal chance constraint multivariate stratified sampling design using auxiliary infotmation. Journal of Mathematical Modelling and Algorithms, January 2013.
[32] R. Gupta, R. Malhotra (1995). Multi-criteria integer linear fractional programming problem, Optimization, 35:4, 373-389.
[33] 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.
[34] Ibrahim M. Hezam, Osama Abdel Raouf, Mohey M. Hadhoud (September 2013). A new compound swarm intelligence algorithm for for solving global optimization problems. International Journal of Computers and Technology, Vol. 10, No. 9, 2013.
[35] Willi Hock, Klaus Schittkowski, Test Examples for Nonlinear Programming Codes. Berlin: Springer-Verlag, 1981.
[36] 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
[37] Sana Iftekhar, M. J. Ahsan, Qazi Mazhar Ali (2015). An optimum multivariate stratified sampling design. Research Journal of Mayhematical and Statistical Sciences, vol. 3(1),10-14, January (2015).
[38] 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
[39] Golam Reza Jahanshahloo, Farhad Hosseinzadeh, Nagi Shoja, Ghasem Tohidi (2003) A method for solvong 0-1 multiple objective liner programming problem using DEA. Journal of the Operations Research Society of Japan (2003), 46 (2): 189-202. www.orsj.or.jp/~archive/pdf/e_mag/Vol.46_02_189.pdf
[40] Ekta Jain, Kalpana Dahiya, Vanita Verma (2018): Integer quadratic fractional programming problems with bounded variables, Annals of Operations Research (October 2018) 269: pp. 269-295.
[41] 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.
[42] 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.
[43] 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.
[44] Reena Kapoor, S. R. Arora (2006). Linearization of a 0-1 quadratic fractional programming problem: OPSEARCH of the Operational Research Society of India (2006), 43(2):190-207.
[45] M. G. M. Khan, E. A. Khan, M. J. Ahsan (2003). An optimal multivariate stratified sampling design using dynamic programming. Australian and New Zealand Journal of Statistics, vol. 45, no. 1, 2003, pp. 107-113.
[46] M. G. M. Khan, T. Maiti, M. J. Ahsan (2010). An optimal multivariate stratified sampling design using auxiliary information: an integer solution using goal programming approach. Journal of Official Statistics, vol. 26, no. 4, 2010, pp. 695-708.
[47] A. H. Land, A. G. Doig, An Automatic Method of Solving Discrete Programming Problems. Econometrica, Vol. 28, No. 3 (Jul., 1960), pp. 497-520.
[48] 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.
[49] F. H. F. Liu, C. C. Huang, Y. L. Yen (2000): Using DEA to obtain efficient solutions for multi-objective 0-1 linear programs. European Journal of Operational Research 126 (2000) 51-68.
[50] Gia-Shi Liu (2006), A combination method for reliability-redundancy optimization, Engineering Optimization, 38:04, 485-499.
[51] 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.
[52] 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.
[53] 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
[54] 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.
[55] 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.
[56] 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.
[57] 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.
[58] 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.
[59] A. Moradi, A. M. Nafchi, A. Ghanbarzadeh (2015). Multi-objective optimization of truss structures using the bee algorithm. (One can read this via Goodle search.)
[60] 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.
[61] Subhash C. Narula, H. Roland Weistroffer (1989). A flexible method for nonlinear criteria decisionmaking problems. Ieee Transactions on Systems, Man and Cybernetics, vol. 19 , no. 4, July/August 1989, pp. 883-887.
[62] 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.
[63] A. K. Ojha, K. K. Biswal (2010). Multi-objective geometric programming problem with weighted mean method. (IJCSIS) International Journal of Computer Science and Information Security, vol. 7, no. 2, pp. 82-86, 2010.
[64] Rashmi Ranjan Ota, jayanta kumar dASH, A. K. Ojha (2014). A hybrid optimization techniques for solving non-linear multi-objective optimization problem. amo-advanced modelling and optimization, volume 16,number 1, 2014.
[65] 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/
[66] R. R. Ota, J. C. Pati, A. K. Ojha (2019). Geometric programming technique to optimize power distribution system. OPSEARCH of the Operational Research Society of India (2019), 56, pp. 282-299.
[67] OPTI Toolbox, Mixed Integer Nonlinear Program (MINLP). https://www.inverseproblem.co.nz/OPTI/index.php/Probs/MINLP
[68] Panos Y. Papalambros, Douglass J. Wilde, Principles of Optimal Design, Second Edition. Cambridge University Press, 2000.
[69] Ciara Pike-Burke. Multi-Objective Optimization. https://www.lancaster.ac.uk/pg/pikeburc/report1.pdf.
[70] Yashpal Singh Raghav, Irfan Ali, Abdul Bari (2014) Multi-Objective Nonlinear Programming Problem Approach in Multivariate Stratified Sample Surveys in the Case of the Non-Response, Journal of Statitiscal Computation ans Simulation 84:1, 22-36, doi:10.1080/00949655.2012.692370.
[71] 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.
[72] 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.
[73] 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.
[74] Shafiullah, Irfan Ali, Abdul Bari (2015). Fuzzy geometric programming approach in multi-objective multivariate stratified sample surveys in presence of non-respnse, International Journal of Operations Research, Vol. 12, No. 2, pp. 021-035 (2015).
[75] 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.
[76] Vikas Sharma, Kalpana Dahiya, Vanita Verma (2017). A ranking algorithm for bi-objective quadratic fractional integer programming problems, Optimization, 66:11, 1913-1929.
[77] Donald M. Simmons (1969), One-Dimensional Space Allocation: An Ordering Algorithm. Operations Research, Vol. 17, No. 5 (Sep. - Oct., 1969), pp. 812-826.
[78] Isaac Siwale. A Note on Multi-Objective Mathematical Problems. https://www.aptech.com/wp-content/uploads/2012/09/MultObjMath.pdf
[79] 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.
[80] Sonja Surjanovic, Derek Bingham (August 2017). Virtual Library of Simulation Experiments: Test Functions and Datasets--Optimization Test Problems (Sum of Different Powers Function). sfu.ca/~ssurjano/index.html. Or just google sum of different powers function.
[81] Har3i 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
[82] 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.
[83] 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.
[84] Rahul Varshney, Srikant Gupta, Irfan Ali (2017). An optimum multivariate-multiobjective stratified samplinr design: fuzzy programming approach. Pakistan Journal of Statistics and Operations Research, pp. 829-855, December 2017
[85] V. Verma, H. C. Bakhshi, M. C. Puri (1990) Ranking in integer linear fractional programming problems ZOR - Methods and Models of Operations Research (1990)
34:325-334.
[86] 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.
[87] Rahul Varshney, Mradula (2019 May 25). Optimum allocation in multivariate stratified sampling design in the presence of nonresponse with Gamma cost function, Journal of Statistical Computation and Simulation (2019) 89:13, pp.2454-2467.
[88] Rahul Varshney, Najmussehar, M. J. Ahsan (2012). An optimum multivariate stratified double sampling design in presence of non-response, Optimization Letters (2012) 6: pp. 993-1008.
[89] Rahul Varshney, M. G. M. Khan, Ummatul Fatima, M. J. Ahsan (2015). Integer compromise allocation in multivariate stratified surveys, Annals of Operations Research (2015) 226:659-668.
[90] Rahul Varshney, Srikant Gupta, Irfan Ali (2017). An optimum multivariate-multiobjective stratified samplinr design: fuzzy programming approach. Pakistan Journal of Statistics and Operations Research, pp. 829-855, December 2017
[91] V. Verma, H. C. Bakhshi, M. C. Puri (1990) Ranking in integer linear fractional programming problems, ZOR - Methods and Models of Operations Research (1990)
34:325-334.
[92] 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.
[93] Wikipedia, QB64, https://en.wikipedia.org/wiki/QB64.
[94] 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.