Hybrid Coding PSO-ACO Co-Evolutionary Algorithm for Solving mixed-Integer Programming Problems

A co-evolutionary algorithm based on particle swarm optimization (PSO) and ant colony optimization (ACO) is given to solve the bound constrained mixed-integer programming problem (BCMIP). For the specificity of the problem, the hybrid coding includes the real coding and the integer coding. The real coding part is evolved by PSO while the integer coding part is evolved by ACO. The entire population is co-evolved by PSO and ACO. Numerical experiments show that the proposed algorithm is feasible and effective to solve BCMIP. We also obtain satisfactory result to solve MIP when the proposed algorithm is combined with penalty function method.

[1]  Feng-Sheng Wang,et al.  A mixed-coding scheme of evolutionary algorithms to solve mixed-integer nonlinear programming problems☆ , 2004 .

[2]  Marco Dorigo,et al.  An Investigation of some Properties of an "Ant Algorithm" , 1992, PPSN.

[3]  Martin W. P. Savelsbergh,et al.  A generic view of Dantzig-Wolfe decomposition in mixed integer programming , 2006, Oper. Res. Lett..

[4]  Fu-Hsien Chen,et al.  Refined binary particle swarm optimization and application in power system , 2009 .

[5]  S. Nishiwaki,et al.  Swarm algorithms for single- and multi-objective optimization problems incorporating sensitivity analysis , 2007 .

[6]  Yongjian Yang,et al.  An outcome-space finite algorithm for solving linear multiplicative programming , 2006, Appl. Math. Comput..

[7]  Mitsuo Gen,et al.  Genetic algorithm for non-linear mixed integer programming problems and its applications , 1996 .

[8]  Ignacio E. Grossmann,et al.  An improved piecewise outer-approximation algorithm for the global optimization of MINLP models involving concave and bilinear terms , 2008, Comput. Chem. Eng..

[9]  Yuelin Gao,et al.  Linear Programming Relax-PSO Hybrid Bound Algorithm for a Class of Nonlinear Integer Programming Problems , 2006, 2006 International Conference on Computational Intelligence and Security.

[10]  Gao Shang,et al.  Ant Colony Optimization Algorithm for Nonlinear Integer Programming , 2005 .

[11]  Rainer Storn,et al.  Differential Evolution – A Simple and Efficient Heuristic for global Optimization over Continuous Spaces , 1997, J. Glob. Optim..

[12]  Chen De-zhao.  Hybrid particle swarm optimization algorithm for mixed-integer nonlinear programming , 2008 .

[13]  Kao-Shing Hwang,et al.  CO-EVOLUTIONARY HYBRID DIFFERENTIAL EVOLUTION FOR MIXED-INTEGER OPTIMIZATION PROBLEMS , 2001 .