Combinning Mathematical Formulation, "What If", and Discrete Variables To Help Solve Nonlinear Programming Problems: Another Illustration, Second Edition
Jsun Yui Wong
Similar to the computer program of the preceding paper, the computer program listed below seeks to solve the following mathematical formulation in Bunday [15, p. 107, Exercises 6, 10], which is as follows:
Minimize
-X(1) * X(2) * X(3)
subject to
X(1), X(2), X(3) >=0
2* X(1) ^ 2+X(2) ^ 2 + 3 * X(3) ^ 2 <= 51.
One notes lines 92, 98 , and 99, which are 92 A(1) = INT(100 * RND * 4) / 100, 98 A(2) = INT(100 * RND * 4) / 100, and 99 A(3) = INT(100 * RND * 4) / 100.
Whereas the earlier edition's line 123 is 123 FOR I = 1 TO 100000, here it is 123 FOR I = 1 TO 10000.
0 REM DEFDBL A-Z
1 REM DEFINT I, J, K
2 DIM B(99), N(99), A(200), H(99), L(99), U(99), X(200), 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)
79 FOR JJJJ = -32000 TO 32000
89 RANDOMIZE JJJJ
90 M = -3D+30
92 A(1) = INT(100 * RND * 4) / 100
98 A(2) = INT(100 * RND * 4) / 100
99 A(3) = INT(100 * RND * 4) / 100
123 FOR I = 1 TO 10000
129 FOR KKQQ = 1 TO 3
130 X(KKQQ) = A(KKQQ)
131 NEXT KKQQ
139 FOR IPP = 1 TO FIX(1 + RND * 2)
140 B = 1 + FIX(0 + RND * 3)
144 IF RND < .5 THEN 160 ELSE GOTO 166
160 r = (1 - RND * 2) * A(B)
164 X(B) = A(B) + FIX((RND ^ (RND * 15)) * r)
165 GOTO 168
166 IF RND < .5 THEN X(B) = A(B) - FIX(RND * 2) ELSE X(B) = A(B) + FIX(RND * 2)
168 NEXT IPP
191 IF X(1) < 0 THEN 1670
193 IF X(2) < 0 THEN 1670
195 IF X(3) < 0 THEN 1670
201 IF (-X(2) ^ 2 - 3 * X(3) ^ 2 + 51) / 2 < 0 THEN 1670
202 REM
204 X(1) = ((-X(2) ^ 2 - 3 * X(3) ^ 2 + 51) / 2) ^ .5
205 REM
291 IF X(1) < 0 THEN 1670
293 IF X(2) < 0 THEN 1670
301 IF X(3) < 0 THEN 1670
463 PD1 = X(1) * X(2) * X(3)
466 P = PD1
1111 IF P <= M THEN 1670
1452 M = P
1454 FOR KLX = 1 TO 3
1455 A(KLX) = X(KLX)
1456 NEXT KLX
1670 NEXT I
1889 IF M < 28.612 THEN 1999
1899 PRINT A(1), A(2), A(3), M, JJJJ
1999 NEXT JJJJ
This computer program was run with qb64v1000-win [102]. The output of one run through -25328 is summarized below:
2.896921 4.15 2.38 28.61289 -31076
2.905968 4.12 2.39 28.61448 -31054
.
.
.
2.918253 4.12 2.38 28.61522 -25328
Above there is no rounding by hand; it is just straight copying by hand from the monitor screen. On a personal computer with Processor Intel Pentium CPU G620@ 2.60GHz, 4.00 GB of RAM, 64-bit Operating System, and QB64v1000-win [102], the wall-clock time (not CPU time) for obtaining the output through JJJJ = -25328 was 68 seconds, counting from "Starting program...". One can compare the computational results above with those in Bunday [15, p. 126, Exercises 6, 10].
References
Acknowledgement
I would like to acknowledge the encouragement of Roberta Clark and Tom Clark.
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