NESC0738 ARSTEC

ARSTEC, Nonlinear Optimization Program Using Random Search Method

NAME OR DESIGNATION OF PROGRAM, COMPUTER, DESCRIPTION OF PROBLEM OR FUNCTION, METHOD OF SOLUTION, RESTRICTIONS ON THE COMPLEXITY OF THE PROBLEM, TYPICAL RUNNING TIME, UNUSUAL FEATURES OF THE PROGRAM, RELATED AND AUXILIARY PROGRAMS, STATUS, REFERENCES, MACHINE REQUIREMENTS, LANGUAGE, OPERATING SYSTEM UNDER WHICH PROGRAM IS EXECUTED, OTHER PROGRAMMING OR OPERATING INFORMATION OR RESTRICTIONS, NAME AND ESTABLISHMENT OF AUTHORS, MATERIAL, CATEGORIES

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1. NAME OR DESIGNATION OF PROGRAM: ARSTEC

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2. COMPUTERS

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Program name	Package id	Status	Status date
ARSTEC	NESC0738/01	Tested	01-MAY-1979

Machines used:

Package ID	Orig. computer	Test computer
NESC0738/01	IBM 370 series	IBM 370 series

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3. DESCRIPTION OF PROBLEM OR FUNCTION

The   ARSTEC    program   was
written to solve nonlinear,  mixed integer, optimization problems.
An  example of  such  a problem  in the  nuclear  industry is  the
allocation of  redundant parts  in the design  of a  nuclear power
plant to minimize plant unavailability.

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4. METHOD OF SOLUTION

The technique used in  ARSTEC is the adaptive
random search  method.  The  search is  started from  an arbitrary
point in  the search region and  every time a point  that improves
the objective function is found, the  search region is centered at
that new point.

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5. RESTRICTIONS ON THE COMPLEXITY OF THE PROBLEM

Presently, the
maximum number of independent variables allowed is 10. This can
be changed by increasing the dimension of the arrays.

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6. TYPICAL RUNNING TIME

Running time is problem-dependent. The NESC executed the sample problem in 2 CPU seconds on an IBM370/195.

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7. UNUSUAL FEATURES OF THE PROGRAM:

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8. RELATED AND AUXILIARY PROGRAMS:

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9. STATUS

Package ID	Status date	Status
NESC0738/01	01-MAY-1979	Tested at NEADB

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10. REFERENCES

- G.R. Burdick, D.M. Rasmuson, and J.R. Wilson:
  An Investigation Concerning a Risk-Based Approach to Design of
  Liquid Metal Fast Breeder Reactor Plants
  EG&G Idaho report, RES-76-174 (September 1976).
- M.W. Heuckroth, L.D. Gaines,  J.L. Gaddy:
  An Examination of the Adaptive Random Search Technique, 79th
  National American Institute of Chemical Engineers Meeting,
  Houston, Texas (March 1975).

NESC0738/01, included references:

- D.M. Rasmuson and N.H. Marshall:
  ARSTEC - A Computer Program for Solving Nonlinear, Mixed Integer
  Optimization Problems Using the Adaptive Random Search Technique
  EG&G Idaho report, RE-S-76-180 (October 1976).

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11. MACHINE REQUIREMENTS: Card reader, printer, and 125K bytes of
memory

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12. PROGRAMMING LANGUAGE(S) USED

Package ID	Computer language
NESC0738/01	FORTRAN-IV

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13. OPERATING SYSTEM UNDER WHICH PROGRAM IS EXECUTED: OS/MVT.

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14. OTHER PROGRAMMING OR OPERATING INFORMATION OR RESTRICTIONS

The
user must specify the objective function via a function subroutine
FUNCT and the constraints in a logical function subroutine CNSTRN.

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15. NAME AND ESTABLISHMENT OF AUTHORS

                 D. M. Rasmuson and N. H. Marshall
                 EG&G Idaho, Inc.
                 P. O. Box 1625
                 Idaho Falls, Idaho  83401

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16. MATERIAL AVAILABLE

NESC0738/01

File name	File description	Records
NESC0738_01.001	SOURCE PROGRAM (F4,EBCDIC)	272
NESC0738_01.002	SAMPLE PROBLEM INPUT DATA	7
NESC0738_01.003	SAMPLE PROBLEM PRINTED OUTPUT	562

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17. CATEGORIES

P. General Mathematical and Computing System Routines

Keywords: adaptive random search method, nonlinear problems, optimization.