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Emerald Article: A new universal method for solving all problems of operational research J.C. Mazza, Y. Cherruault, G. Mora, B. Konf, T. Benneouala

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To cite this document: J.C. Mazza, Y. Cherruault, G. Mora, B. Konf, T. Benneouala, (2007),"A new universal method for solving all problems of operational research", Kybernetes, Vol. 36 Iss: 1 pp. 76 - 88 Permanent link to this document: http://dx.doi.org/10.1108/03684920710741161 Downloaded on: 17-04-2012 References: This document contains references to 9 other documents To copy this document: permissions@emeraldinsight.com This document has been downloaded 1232 times.

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A new universal method for solving all problems of operational research

J.C. Mazza and Y. Cherruault
Medimat, Universite Pierre et Marie Curie, Paris, France

76

G. Mora
Department of Analysis, University of Alicante, Alicante, Spain, and

B. Konfe and T. Benneouala

Medimat, Universite Pierre et Marie Curie, Paris, France
Abstract
Purpose To use a new method based on a-dense curved for solving problems of operational research. Design/methodology/approach The method of global optimization (called Alienor) is used for solving problems involving integer or mixed variables. A reducing transformation using a-dense curves allows to transforms a n-variables problem into a problem of a single variable. Findings Extends the basic method valid for continuous variables to problems involving integer, Boolean or mixed variables. All problems of operational research, linear or nonlinear, may be easily solved by or technique based on a-dense curves (lling a n-dimensional space). Industrial problems can be quickly solved by this technique obtaining the best solutions. Originality/value This method is deduced from the original works of Y. Cherruault and colleagues about global optimization and a-dense curves. It proposes new techniques for solving operational research problems. Keywords Cybernetics, Research, Optimization techniques Paper type Research paper

1. Introduction We propose a new method called Alienor based on a-dense curves for solving any problem of optimization. This method transforms a multivariable problem into problem of a single variable and it can work with continuous, integer or mixed variables. All problems arising in operational research can be easily and quickly solved by this powerful technique. 2. Basic principles of Alienor method Alienor method is based on the using of a-dense curves. First, recall the: Denition 1.
Kybernetes Vol. 36 No. 1, 2007 pp. 76-88 q Emerald Group Publishing Limited 0368-492X DOI 10.1108/03684920710741161

The transformation S in Rn dened by: xi hi t i 1; . . . ; n

is called a-dense in Rn if for any:

X x1 ; x2 ; . . . ; xn [ Rn there exists t [ Rn with: X x ; x ; . . . ; x h1 t ; h1 t ; . . . ; hn t 1 2 2 satisfying: dX; X # a In Cherruault (1998, 1999) and in Cherruault and Mora (2005) some hi t dening a-dense curves are given. For instance: hi t cosai t; i 1; . . . ; n

Operational research problems 77

denes an a-dense curve on [2 1, 1] under some conditions on the sequence ai (ai must increase with i and has to satisfy some other conditions). See for details Cherruault (1999) and Cherruault and Mora (2005). These a-dense curves can be used for solving optimization problem. They allow to transform a multivariable optimization problem into a problem depending on a single variable. Consider the following optimization problem:
x1 ; ... ;xn [K

Min

f x1 ; . . . ; xn ;

2:1

where f is a continuous function and K a compact set of Rn : Suppose that we have at our disposal an a-dense curve in K, with density a arbitrarily small, dened by: X i hi t; i 0; . . . ; n; t $ 0; t [ R
1

2:2

where the hi s are very regular functions (generally C ) Then problem (2.1) can be approximated by: Min f * t;
t$0

with: f * t f h1 t * ; h2 t * ; . . . ; hn t * 2:3

Now we have to minimize a function f(t) depending on a single variable. It becomes very easy to calculate the global minimum of f(t) because we have only one direction to run. In Cherruault (1999) and Cherruault and Mora (2005) convergence results are proved. For instance, a global minimum of f(t), say t * gives an approximation: X * h1 t * ; h2 t * ; . . . ; hn t * of a global minimum of f x1 ; . . . ; xn : The distance between the global minimum of f and X * tends to zero when the density tends to zero. Estimations of this distance are given in Cherruault and Mora (2005).

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The reducing method Alienor works when the variables x1 ; . . . ; xn [ Rn : Applications to operational research problems need to extend the method to integer or mixed variables (continuous and integer). There is no more difculty to apply the method when the function f is nonlinear on the contrary of classical methods arising in operational research. In the following paragraph we shall describe a generalization of Alienor method to optimization problems dened on integers. 3. Alienor with integer variables Consider an a-dense curve in 0; An , A integer . 1: xi hi t; i 1; . . . ; n: 3:1 By denition this curve goes by a distance a, at most, of all points of 0; An : Thus, it goes by a distance, at most a, of all points having integer coordinates. Let us consider the following transformation: xi Rhi t; i 1; . . . ; n 3:2

where Rx designs the roundness of x. Of course the relationships (3.2) only give integer values. If a , 0:5, it is obvious that equation (3.2) allows to obtain all points of 0; An having integer coordinates. Remark 3.1. If the transformation xi hi t; i 1; . . . ; n; is obtained from function hi t taking positive and negative values, it is possible to adapt this transformation to positive integers by considering: xi RAbshi t; or: xi IntAbshi t where Abs designes the absolute value and Int(Ent) the function integer part. More precisely, let us consider x1 ; . . . ; xn [ K 0; An where the xi s are integer values. The a-density of the transformation xi hi t, i 1, . . . ,n involves the existence of s1 ; s2 ; . . . ; sn [ Rn such that: s1 2 x1 2 sn 2 xn 2 , a 2 In particular, we have: js1 2 x1 j , a; js2 2 x2 j , a; . . . ; jsn 2 xn j , a and the roundness of si is equal to xi : Rsi xi The more classical methods for solving theses problems are the: . linear programming the simplex method; . conjugate gradient method; i 1; . . . ; n

. . . .

quadratic programming; sequential quadratic programming (SQP); Hessian of the quadratic model; and Hessian of the augmented Lagrangian, . . .

Operational research problems 79

and they are described existensively in Kaufmann and Faure (1970, 1968), Pchenitchny and Daniline (1977), Karmanov (1977), Mellouli et al. (2004) and Nocedal and Wright (1999). But these methods are more complicated than Alienor method, because they use gradient, matrix, Lagrange multiplier, penalties. . . (Kaufmann and Faure, 1970, 1968; Pchenitchny and Daniline, 1977) The a-dense curves theory allows to solve problems with continuous, integer or mixed variables. All students and engineers can easily understand this new method. This theory can also be used to solve diophantine equation, Pell equation, differential equation, Volterra integral equation, constrained and unconstrained optimization, salesman problem, transportation problem, games. . . 4. Resolution of mathematical programming problems by means of a-dense curves method First, examine some classes of a-dense curves. (1) Let us draw the graph of a function C 1 (Figure 1) dened by: 8 > X 1 50 cos811T > < Y 1 37 cos1; 409T > > : T 0 to 330 step 0:01
Y1 50 40 30 20 10 0 60 40 20 10 20 -30 40 50 0 20 40 60 Y1

C 1

Figure 1. Graph of function (C1)

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80

811 and 1,409 are prime numbers; 50 and 37 to link all points in 250 # X 1 # 50, 237 # Y 1 # 37: All points to 250 # X 1 # 50, 237 # Y 1 # 37 are linked or approximated. (2) Consider the graph of a function C 2 (Figure 2) dened by: ( X 2 ModAbsEnt1; 000 cos191T; 11 C 2 Y 2 ModAbsEnt1; 000 cos1; 381T; 11 Abs(a) absolute value of a, Ent(b) integer part of b; Mod(c; a) common residue of c(Mod a). The value 11 allows to obtain all values from 0 to 10 for X 2 and Y 2 ; T 0 to 32,000 step 0.01. All integer numbers are obtained. (3) Let us draw the graph of a function C 3 (Figure 3) dened by: ( X 3 ModAbsEnt1; 000 cos857T; 6 4 C 3 Y 3 ModAbsEnt1; 000 cos1; 499T; 6 4 All integers between 4 and 9 in the plane are obtained. Let us now draw the graph of a function C 4 (Figure 4) dened by: ( X 4 ModAbsEnt1; 000 cos1; 667T; 2 C 4 Y 4 ModAbsEnt1; 000 cos1; 913T; 2 With this curve, binary values (0,1) can be obtained. All points K i are linked.
Y2 12

10

Y2

Figure 2. Graph of function (C2)

0 0 2 4 6 8 10 12

Y3 10 9 8 7 6 5 Y3 4 3 2 1 0 0 2 4 6 8 10

Operational research problems 81

Figure 3. Graph of (C3)

Y4 1,2

0,8 Y4 0,6

0,4

0,2

0 0 0,2 0,4 0,6 0,8 1 1,2

Figure 4. Graph of (C4)

These results for R2 can be easily generalized to Rn : Now it becomes possible to study the resolution of complex problems by means of a-dense curves. In the following we shall study linear and nonlinear optimization problems involving real numbers, integer numbers, binary numbers and mixed numbers.

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4.1 Linear programming (real numbers): Exercise: Find x1 ; x2 ; x3 satisfying: MaxF 5x1 6x2 3x3 Subject to:

82

x1 4x2 2 x3 # 11 x1 x2 # 5 x3 # 3; 1 x1 ; x2 ; x3 $ 0: Algorithm (a-dense transformation):

C1 C2 C3

x1 Abs5 cos1; 153T x2 Abs5 cos1; 429T x3 Abs3; 1cos1; 997T T 0 to 6 step 0:00001 Results shown in Table I: C 1 C 25 4D25 2 E 25 2 11 C 2 C 25 D25 2 5 True SiEtF 25 # 0; G25 # 0; 1; 0 F SiH 25 1; 5C 25 6D25 3E 25 ; 2100 MaxF MaxI 25 : I 65;000 4.2 Linear programming (integers) Exercise: Find x1 ; x2 ; x3 satisfying: MaxF 4x1 5x2 x3 Subject to: 3x1 2x2 # 10 C 1 x1 4x2 # 11 C 2 3x1 2x2 x3 # 13 C 3 x1 ; x2 ; x3 $ 0: MaxF 37:25737; x1 1:95463 x2 3:034 x3 3:0932 3333 1:9666 3:0333 3:1

T 0 0.00001 0.00002 0.00003 0.00004 0.00005 0.00006 0.00007 0.00008 0.00009 0.0001 0.00011 0.00012 0.00013 0.00014 0.00015 0.00016 0.00017 0.00018

x1 5 4.9997 4.9986 4.997 4.9947 4.9917 4.988 4.9837 4.9787 4.9731 4.9668 4.9598 4.9522 4.944 4.935 4.9254 4.915 4.904 4.893

x2 5 4.99795 4.99796 4.99541 4.99183 4.98724 4.98163 4.97501 4.96736 4.95871 4.949 4.9384 4.9267 4.914 4.9003 4.8856 4.8699 4.853 4.835

x3 3.1 3.0994 3.0975 3.0944 3.0901 3.0845 3.0778 3.0698 3.0605 3.0501 3.0384 3.0255 3.0114 2.9961 2.9796 2.962 2.943 2.923 2.902

C1 10.9 10.898 10.893 10.884 10.872 10.856 10.837 10.814 10.788 10.758 10.724 10.688 10.647 10.604 10.556 10.506 10.451 10.394 10.333

C2 5 4.999 4.997 4.992 4.986 4.977 4.969 4.958 4.946 4.931 4.915 4.898 4.8789 4.857 4.835 4.811 4.785 4.7574 4.7282

True 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

F 2 100 2 100 2 100 2 100 2 100 2 100 2 100 2 100 2 100 2 100 2 100 2 100 2 100 2 100 2 100 2 100 2 100 2 100 2 100

Max(F) 37.26

Operational research problems 83

Table I. Results as follows (Microsoft Excel Tableur FR)

Algorithm: x1 # 10=3 ! x1 # 3 x2 # 11=4 ! x2 # 2 x3 # 11 x1 ModAbsEnt1; 283 cos 191T; 4 x2 ModAbsEnt3; 673 cos811T; 3 x3 ModAbsEnt6; 531 cos1; 151T; 14 T 0 to 65 step 0:001

Results shown in Table II: C 1 3C 28 2D28 2 10 C 2 C 28 4D28 2 11 C 3 3C 28 3D28 E 28 2 13 True SiEtF 28 # 0; G28 # 0; H 28 , 0; 1; 0 MaxF 19 x1 2 x2 2 x3 1

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T 0 0.001 0.002 0.003 0.004 0.005 0.006 0.007 0.008 0.009 0.01 0.011 0.012 0.013 0.014 0.015

x1 3 3 2 2 2 1 0 1 2 2 3 1 0 3 2 3

x2 1 0 2 2 0 1 0 0 2 0 1 1 1 2 1 0

x3 7 1 8 1 7 12 12 1 9 5 7 5 0 0 8 6

C1 1 21 0 0 24 25 2 10 27 0 24 1 25 28 3 22 21

C2 24 28 21 21 29 26 211 210 21 29 24 26 27 0 25 28

C3 6 23 7 0 0 5 21 29 8 22 6 22 2 10 2 4 2

True 0 1 0 1 1 0 1 1 0 1 0 1 1 0 0 0

F 2 100 13 2 100 19 15 2 100 12 5 2 100 13 2 100 14 5 2 100 2 100 2 100

Max(F) 19

84

Table II. Results as follows (Microsoft Excel Tableur FR)

4.3 Linear programming (mixed variables) Exercise: Consider the problem: MinF x1 x2 x3 Subject to: 6:4x1 3:2x2 # 6 2x1 3x2 3x3 $ 4 x2 # 3 x1 real number; x2, x3 integers; x1 ; x2 ; x3 $ 0: Algorithm: x1 Abs2 cos751T x2 AbsEnt3 cos1; 151T x3 AbsEnt4 cos1; 733T T 0 to 65 step 0:001: Results shown in Table III: C1 C2

T 0 0.001 0.002 0.003 0.004 0.005 0.006 0.007 0.008 0.009 0.01 0.011 0.012 0.013 0.014 0.015

x1 2 1.462013729 0.137484143 1.261010024 1.98109811 1.635382611 0.409853719 1.036170847 1.924749723 1.777839672 0.674476286 0.791746083 1.832019929 1.886692204 0.926349976 0.532355822

x2 3 1 3 3 1 2 2 1 3 2 1 2 0 3 3 1

x3 4 1 4 1 3 3 3 3 1 4 0 3 2 4 2 2

C1 16.4 6.556887864 4.479898516 11.67046415 9.879027907 10.86644871 3.023063803 3.831493421 15.91839823 11.7781739 1.516648228 5.467174932 5.724927545 15.67483011 9.528639844 0.607077262

C2 21 4.924027458 17.27496829 10.52202005 11.96219622 14.27076522 11.81970744 10.07234169 11.84949945 17.55567934 0.348952571 12.58349217 5.664039858 20.77338441 12.85269995 6.064711644

True 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

F 1,000 1,000 1,000 1,000 1,000 1,000 1,000 1,000 1,000 1,000 1,000 1,000 1,000 1,000 1,000 1,000

Min(F) 1,000

Operational research problems 85

Table III. Results as follows (Microsoft Excel Tableur FR)

MinF x1 x2 x3

1:5058 0:5058 0 1

MinF 1:5 x1 x2 x3 0:5 0 1

4.4 Linear programming (binary numbers) Exercise: Consider the problem: MaxF 3x1 2 2x2 5x3 Subject to: x1 2x2 2 x3 # 2 C 1 x1 4x2 x3 # 4 x1 x2 # 3 4x2 x3 # 6 C2 C3 C4

x1 ; x2 ; x3 binary numbers $ 0. Algorithm: x1 ModAbsEnt1; 249 cos191T; 2 x2 ModAbsEnt3; 247 cos811T; 2 x3 ModAbsEnt6; 531 cos1; 151T; 2 T 0 to 65 step 0:001 Results shown in Table IV:

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MaxF MaxJ 26 : J 65; 000 8 x1 1 x2 0 x3 1

86
5. Quadratic programming: (1) Exercise No. 1 Consider the problem: MaxF 6x1 4x2 2 13 2 x2 2 x2 1 2 Subject to: x1 x2 # 3 x1 $ 0; Algorithm: x1 Abs3 cos1; 049T x2 Abs3 cos1; 787T T 0 to 6:5 step 0:0001 Results shown in Table V: MaxF 22:00736 MaxF 22 x1 1:962546 x2 1:035089 x1 2 x2 1 C1 x2 $ 0:

T 0 0.001 0.002 0.003 0.004 0.005 0.006 0.007 0.008 0.009

x1 1 0 0 1 1 1 0 1 1 1

x2 1 0 1 0 0 1 0 0 1 0

x3 1 1 0 1 1 0 0 1 1 1

C1 0 23 0 22 22 1 22 22 0 22

C2 2 23 0 22 22 1 24 22 2 22

C3 21 23 22 22 22 21 23 22 21 22

C4 21 25 22 25 25 22 26 25 1 25

True 0 1 1 1 1 0 1 1 0 1

F 2 100 5 22 8 8 2 100 0 8 2 100 8

Max(F) 8

Table IV. Results as follows (Microsoft Excel Tableur FR)

T 0 0.0001 0.0002 0.0003 0.0004 0.0005 0.0006 0.0007 0.0008 0.0009 0.001

x1 3 2.983509115 2.934217761 2.852667843 2.739755914 2.59672332 2.425142549 2.226899948 2.00417498 1.759416267 1.495314667

x2 2.952226799 2.810428717 2.579121851 2.265673049 1.880065278 1.434579683 0.943404446 0.422182909 0.112484647 0.643569701

C1 2.935735915 2.744646478 2.431789695 2.005428963 1.476788597 0.859722232 0.170304394 20.573642111 21.128099087 20.861115632

True 0 0 0 0 0 0 0 0 1 1 1

F 2 100 2 100 2 100 2 100 2 100 2 100 2 100 2 100 2 3.482 2 5.102 2 4.104

Max(F)

Operational research problems 87

Table V. Results as follows (Microsoft Excel Tableur FR)

5.1 Quadratic programming: (2) Exercise No. 2 Consider the problem: MaxF 2x1 2 3x2 2x1 x2 4x2 x2 1 2 Subject to: x1 2 x2 $ 0 x1 x2 # 4 x1 # 3 Algorithm: x1 Abs3 cos1; 049T x2 Abs4 cos1; 787T T 0 to 6:5 step 0:0001 Results shown in Table VI:
T 0 0.0001 0.0002 0.0003 0.0004 0.0005 0.0006 0.0007 0.0008 0.0009 0.001 x1 3 2.983 2.934 2.8523 2.74 2.597 2.425 2.23 2.004 1.759 1.495 x2 4 3.936 3.747 3.439 3.021 2.507 1.913 1.2579 0.563 0.15 0.858 C1 21 2 0.953 2 0.813 2 0.586 2 0.281 0.09 0.512 0.969 1.441 1.609 0.637 C2 3 2.92 2.681 2.291 1.761 1.103 0.338 2 0.515 2 1.433 2 2.091 2 1.647 True 0 0 0 0 0 0 0 1 1 1 1 F 2100 2100 2100 2100 2100 2100 2100 35.248 24.337 16.901 17.811 Max(F) 51.974

C1 C2

Table VI. Results as follows (Microsoft Excel Tableur FR)

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MaxF 51:9704 x1 x2 2:9988 1:0003

52 3 1

88

6. Conclusion The a-denses curves theory allows us to solve many problems of great variety such as arithmetic, functional analysis optimization and others by only using one theory. By programming these curves by means of Microsoft Excel, we can easily understand these problems and nd approximated solutions. The a-dense curves help to solve problems involving real, integers, mixed or binary numbers. We can also solve or calculate inequalities, differential equations, simple and multiple integrals.
References ` Cherruault, Y. (1998), Modeles et methodes mathematiques pour les sciences du vivant, PUF, Paris. Cherruault, Y. (1999), Optimization: Methodes locales et globales, PUF, Paris. Cherruault, Y. and Mora, G. (2005), Optimisation globale: Theorie des courbes alpha-denses, Economica, Paris. Karmanov, V. (1977), Programmation mathematique, Mir, Moscou. ` Kaufmann, A. and Faure, R. (1968), Methodes et Modeles de la recherche Operationnelle Tomes 1, 2, 3, Dunod, Paris. ` Kaufmann, A. and Faure, R. (1970), Invitation a la Recherche Ope rationnelle, Dunod, Paris. Mellouli, K., Elkamel, A. and Borne, P. (2004), Programmation lineaire et applications, Technip, Paris. Nocedal, J. and Wright, S.J. (1999), Numerical Optimization, Springer, New York, NY. ` Pchenitchny, B. and Daniline, Y. (1977), Methodes numeriques dans les problemes dextremum, Mir, Moscou. Corresponding author Y. Cherruault can be contacted at: ycherruault@free.fr

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