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International Journal of Computing Science and Communication Technologies, VOL. 4, NO. 1, July 2011. (ISSN 0974-3375)

for Solving Integer and Mixed Integer

Optimization Problems

1

12

3

Deptt. of Mathematics, IIT Roorkee India

1

ashokpmaths@gmail.com, 2sbsingh69@yahoo.com, 3kusumfma@iitr.ernet.in

Abstract This paper presents use of Particle Swarm

Optimization (PSO) algorithm introduced by Kennedy and

Eberhart [1] for solving Integer and Mixed Integer

Optimization problems. In PSO, The potential solutions,

called particles, are flown through the problem space by

learning from the current optimal particle and its memory.

PSO is started with a group of feasible solutions and a

feasibility function is used to check if the new explored

solutions satisfy all the constraints. All particles keep only

those feasible solutions in their memory. PSO algorithm is

used on 15 test problems given in the appendix. Our results

show that PSO is an efficient method and can be used for

solving integer and mixed integer optimization problems.

Keywords:

Particle

Swarm

Optimization,

and

Mixed

Integer

Optimization,

Non

Optimization, RCGA.

Integer

linear

I. INTRODUCTION

Particle swarm optimization (PSO) is a population

based optimization technique, which is an alternative tool

to genetic algorithm (GAs) and other evolutionary

algorithms (EAs) and gained lots of attention in recent

years. PSO is a search technique with reduced memory

requirements, computationally effective and easier to

implement as compared to EAs. In 1995 Kennedy and

Eberhart introduced the PSO as a new heuristic method

[1]. The idea is based on the simulation of the social

behavior of bird flocking and fish schooling. Initially PSO

was designed for continuous optimization problems, but

later a wide variety of challenging engineering and science

applications came into being. Also has a more global

searching ability at the beginning of the run and has

greater local search ability near the end of the run [2].

A linear or non- linear optimization problem, with or

without constraints, in which some or all decision

variables are restricted to have integer values is known as

a Mixed Integer Optimization Problem (MIOP). Such

problems frequently arise in various application fields

such as process industry, finance, engg. design,

Management Science, portfolio selection, automobile

engg., aircraft design and VLSI manufacturing.

The general Mathematical model of an MIOP is:

Min

Subject to:

663

xiL

y

L

i

xiu , i 1,2,

xi

, n1 .

u

i

yi

x1 , x 2 ,

, x n1

y1 , y 2 ,

, y n2 .

, n2 .

optimization technique for integer and mixed integer

constrained optimization problems using PSO algorithm.

A penalty function approach (Deb, 2000) is incorporated

for handling constraints of the problem.

II. PSO ALGORITHM

The beauty of PSO lies in its simplicity and ease of

applicability. The co-ordinate of each particle represent a

possible solution associated with two vectors- the position

vector and the velocity vector.

Consider the n-dimensional optimization problem

Min f (x) , where

Corresponding to each feasible solution, the position

vector is represented by xi ( xi1 , xi 2 , xi 3 ......., xin )

and velocity vector is represented by

A swarm consists of a no. of particles (feasible

solutions) that proceed (fly) through the search space

towards the optimal solution. Each particle updates its

position based on its own best exploration, over all best

swarm exploration and its previous velocity vector

according to the following equations:

(1)

(2)

Where

acceleration coefficients,

and 2 are random numbers,

uniformly distributed in [0, 1]

is the current position of the

th

particle.

the

th

is the position of

particle achieved based on its own experience.

TECHNIA

International Journal of Computing Science and Communication Technologies, VOL. 4, NO. 1, July 2011. (ISSN 0974-3375)

is

the

experience and k is the iteration counter.

A constant, maximum velocity (Vmax) is used to

arbitrarily limit the velocities of the particle and improve

the resolution of the search.

Shi and Eberhart [3] found that without the velocity

memory the swarm would simply contract to the global

best solution best within the initial swarm boundary

(providing a local search). Conversely, with the velocity

memory, the swarm will provide a global search. To better

control exploration and exploitation, reduce the

importance of Vmax, and perhaps eliminate it altogether, a

modified PSO, incorporating an inertia weight w was

introduced. The resulting velocity update equation

becomes

(3)

The initial experiments suggested that a value

between 0.8 and 1.2 provided good results. Later work

(Eberhart and Shi [4]) indicates that the optimal strategy is

to initially set w to 0.9 and reduce it linearly to 0.4,

allowing initial exploration followed by acceleration

toward an improved also available to adjust the inertia

weight. For example, in (Eberhart and Shi, 2000) the

adaptation of w using a fuzzy system was reported to

significantly improve PSO performance. Another effective

strategy is to use an inertia weight with a random

component, rather than time decreasing. For example,

(Eberhart and Shi [5]) successfully used w= u (0.5,1), a

uniformly distributed random number between 0.5 and 1.

There are also studies, e.g., (Zheng et al [6]), in which an

increasing

inertia

weight

was used.

Clerc and Kennedy [7, 8] applied a constriction factor

to the new velocity. Clerc and Kennedy noted that

there can be many ways to implement the constriction

coefficient. One of the simplest methods of incorporating

it is the following

(4)

where

and

2

4)

(5)

Eberhart and Shi [4] compared inertia weight PSO

and constricted PSO. It can be seen that equation (3) is

equivalent to equation (4) if the inertia weight w is set to

be

, and

meet

the

conditions

. The PSO algorithm with the

constriction factor can be considered as a special case of

the algorithm with inertia weight since the three

parameters are connected through equation (5). Eberhart

and Shi [4] also showed that constriction factor with

Vmax= Xmax, where Xmax is the upper bound of the

decision variables, provides good results.

The PSO algorithm is shown below

For t = 1 to the max. Bound of the no. of iterations,

For i = 1 to the swarm size.

For j = 1 to the problem dimensionality.

Apply the velocity update equation (1)

664

End-for-j;

Compute fitness of updated position;

If needed, update historical information for pbest

& gbest;

End-for-i;

Terminate if gbest meets problem requirements;

End-for-t;

End algorithm.

III. SOLUTION OF TEST PROBLEMS

The above PSO algorithm is used to solve a set of 15

test problems taken from different sources in literature.

These are listed in the appendix. These include integer and

mixed integer constrained optimization problems. The

results are presented in Table I. Performance of PSO

algorithm is compared with the Real Coded Genetic

Algorithm (RCGA) [21].

TABLE I

Pb

No.

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15

Using PSO

S

NR

10

25

20

50

25

40

25

70

80

50

50

25

25

50

400

30

30

30

30

30

30

30

30

30

30

30

30

30

30

30

ANE

SR (%)

3232

5207

6060

60560

142

152

4532

2803

235

700

770

162

3205

3245

2380

100

100

90

70

100

100

100

80

100

100

100

100

100

100

100

Using RCGA

ANE

SR

172

62

18608

10933

671

84

7447

3571

258

171

299979

77

78

2437

1075

84

85

43

95

100

100

59

41

93

100

71

99

100

92

100

S=Swarm Size,

NR= No. of runs,

ANE=Average no. of function evaluations in

each run.

SR = Rate of success =Percentage of successful runs

to total runs.

IV. CONCLUSION

The PSO algorithm with inertia weight w has been

used for solving constrained integer and mixed integers

optimization problems. The performance of the PSO

algorithm has been compared with RCGA [21] on a set of

15 test problems on the basis of success rate and no. of

functions evaluations. Our results show that the PSO

algorithm out performs RCGA algorithm in most of the

cases. In future we intend to apply PSO algorithm to solve

the larger real life optimization problems.

ACKNOWLEDGEMENT

One of the authors (Ashok Pal) would like to thank

Dr. J.C. Bansal, Assistant Professor, Department of

Mathematics, IIITM-Gwalior (India) for his valuable

guidance in the development of PSO codes for solving the

problems.

TECHNIA

International Journal of Computing Science and Communication Technologies, VOL. 4, NO. 1, July 2011. (ISSN 0974-3375)

V. APPENDIX

s.t.

also given in [10, 11, 13].

Min

s.t.

= (0.5,1; 2).

Problem 2: This problem is taken from [13]. This is a

modified form of problem in [15, 11].

Min

s.t.

= (0,0,1, 1;-6).

Problem 7: This problem is taken from [13]. This is a

modified form of problem in [15, 11].

Min

7.5 x1

50

5.5(1 x1 ) 7 x 2

6 x3

x1 (2 x1 1)

0.9(1 exp( 0.5 x 2 )

50

1 ( x1 (2 x1 1)

0.8(1 exp( 0.4 x3 )

s.t.

= (1.375, 1;

2.214).

Problem 3: This problem is taken from [10]. It is also

given in [11, 13].

Min

s.t

.

The global optimal solution is

= (1, 3.514, 0; 99.245209).

Problem 8: This problem is taken from [13]. It is also

given in [10, 11].

1

4

2

2

s.t.

= (0.94194, 2.1, 1; 1.07654).

Problem 4: This problem is taken from [27].

Min

s.t.

.

The global optimal solution is

= (14.095, 0.84296; -6961.741616).

Problem 5: This problem is taken from [14].

Min

(integers).

s.t.

The

(Integers).

= (2, 0,

5; -68).

Problem

6:

This

problem

represents

a

quadratic capital budgeting problem, taken from [15] and

it is also given in [11].

Min f

665

global

optimal

solution

is

Problem 9: This problem is taken from [17] and it is

also studied by Cardoso et al [11].

max f

1 (.02) x7 (.06) x8

s.t.

TECHNIA

also given in [12].

9

Min

i 1

x3

Where

(

)

s.t.

= (0, 1, 1, 1, 0, 1, 1, 0; 0.94347).

Problem 10: This problem is taken from [9] and is

also given in [16].

Min

s.t.

,

1

= (50, 25, 1.5; 0).

also given in [12]. Min f

2

2

1

3

2

s.t.

(integers).

The global optimal solution is (

= (1, 1, 1, 1, 2; 8).

Problem 11: This problem is taken from [9] and is

also reported in [16].

Min

s.t.

(integers).

The global optimal solution is

= (16, 22, 5, 5, 7; 807).

Problem 15: This problem is taken from [20] and is

also given in [12].

Maxf ( x ) 215 x1 116 x 2 670 x3 924 x 4 510 x5

600 x6 424 x7 942 x8 43x9 369 x10 408 x11

52 x12 319 x13 214 x14 851x15 394 x16 88x17

124 x18 17 x19 779 x 20 278 x 21 258 x 22 271x 23

281x 24 326 x 25 819 x 26 485 x 27 454 x 28

297 x 29 53x30 136 x31 796 x32 114 x33 43x34

80 x35 268 x36 179 x37 78x38 105 x39 281x 40 ;

s.t.

Integers.

The

(

global

optimal

solution

is

) = (0, 2, 4, 0, 2, 1, 4; 14).

also given in [16].

Min

s.t.

(integers).

The global optimal solution is

42.632).

11x9 11x10

x16

666

2 x11

2 x18 3 x19

2 x 23

2 x 24

2 x30

x31 9 x32

10 x37

= (1, 3; -

x17

8 x38

x 25

6 x39

4 x 20

2 x 26

x 27

x33 9 x34

x 40

2 x15

7 x 21 6 x 22

8 x 28 10 x 29

2 x35

25000;

4 x36

TECHNIA

15 x9

8 x10 16 x11

7 x16

2 x17

2 x18

4 x19 3x 20

2 x21 13 x 22

8 x 23

2 x 24 3x 25

4 x 26 3x 27

2 x 28

x 29

x34 8 x35

6 x36

10 x30

3x37

x12

6 x31 3x32

4 x38

6 x39

4 x33

2 x 40

3 x9

7 x10

2 x11 16 x12

8 x16

9 x17

7 x18

3 x 23 14 x 24

28 x13

3x13

3x14

2 x32

8 x33

3 x34

x37

2 x38

6 x39

5 x 40

25000;

20

xi

Where

2 x35

[10]

9 x15

x 22

6 x 27 16 x 28

x31

xi

[8]

[9]

6 x19 16 x 20 12 x 21

7 x 25 13x 26

[7]

7 x15

25000;

2 x30

0

2 x14

[11]

3x 29

7 x36

[12]

99; i 1,2,..............20;

99; i

21,22,............40;

[13]

( i =1,

[48 73 16 86 49 99 94 79 98 86

94 33 95 80 53 86 87 50 39 78

47 72 97 98 73 86 99 81 77 95

28 95 58 23 55 70 35 82 32 94]

With max f = 1030361.

[14]

[15]

REFERENCES

[1]

[16]

[4]

J. Kennedy, and R.

Proceedings IEEE International Conference Neural Networks, 4,

1942 1948, 1995.

M.S. Arumugam, M.V.C. Rao, and A.W.C.

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Y. Shi, and R.C. Eberhart,

Proceedings of the IEEE International Conference on Evolutionary

Computation, Piscataway, NJ: IEEE Press, 69 73, 1998.

R.C. Eberhart, and Y.

[5]

R.C. Eberhart, and Y. Shi

[2]

[3]

[6]

mic

IEEE, 94 100, 2001.

Y. Zheng, L. Ma, L. Zhang, and J.

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IEEE International Symposium on Intelligence Control, 974 979,

2003.

667

[17]

[18]

[19]

[20]

[21]

[22]

M.

Congress on Evolutionary

Computation,

Washington

D.C.,

p.

1951 1955, 1999.

M. Clerc, and J.

and convergence in a multiTransactions

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Computation,

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Com., Amsterdam, 1975.

C.A.

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Mixed-integer

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simulated annealing approach to the solution of minlp problems,

Computers and Chemical Engineering 21, p. 1349 1364, 1997.

C. Mohan, H.T. Nguyen, A controlled random search technique

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Y.X. Li, M. Gen, Nonlinear mixed integer programming problems

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O. Berman, N. Ashrafi, Optimization models for reliability of

modular software systems, IEEE Transactions on Software

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M.S. Bazaraa, H.D. Sherah, C.M. Shetty, Nonlinear Programming:

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