2018 5th International Conference on Industrial Engineering and Applications
A Comparative Study of Mixed-Integer Linear Programming and Genetic
Algorithms for Solving Binary Problems
Punyisa Kuendee
Faculty of Engineering
King Mongkut’s Institute of Technology Ladkrabang
Bangkok, Thailand
e-mail: poonpoon99@hotmail.com
Abstract—This paper aims to investigate the capability of
mixed-integer linear programming (MILP) method and genetic
algorithm (GA) to solve binary problem (BP). A comparative
study on the MILP method and GA with default and tuned
setting to find out an optimal solution is presented. The mixed-
integer programming library (MIPLIB 2010) is used to test
and evaluate algorithms. The evaluation is shown in quality of
the solution and the execution time of computation. The results
show that GA is superior to MILP in execution time with
inconsistent results. However, MILP is superior to GA in
quality of the solution with more stable results.
Keywords-mixed-integer linear programming; genetic
algorithm; binary problem; mixed integer programming library
I. INTRODUCTION
Binary programming is usually to be a subfield of integer
programs. For real-world optimization problems, integer
programming is classified into 4 types namely mixed-integer
linear programs (MILP), pure integer programs (IP), binary
integer programs (BP) and mixed-binary integer programs
(MBP). The advantages of setting the optimization problem
into integer-based parameters are the model problems have
more practical and more flexibility. However, the
disadvantages are that it may be difficult to create the model
and may have more difficult to find the solution.
Generally, BP variables are limited to values of 0 or 1
and the BP model clearly specifies that variables are binary.
Realistic examples in practice are including the decision
making process such as, building new facility (build it or
not), introducing new product (include it or not), investing in
projects (invest in a specific project or not) or selecting team
(select specific individual or not) and etc.
There are many research contributions which use modern
techniques to solve the BP or others integer programs. For
vendor selection, there is a novel and practical method using
meta-heuristic called the binary-continuous invasive weed
optimization (BCIWO) algorithm that can solve both binary
and continuous optimization problems [1].
The application of artificial bee colony (ABC) is
introduced to find the ambulance station location for the city
of Sao Paulo [2]. There is research on genetic algorithms for
fire station locations [3]. Furthermore, the feature selections
in medical research is improved and optimized by BP-based
optimization [4–5]. In addition, unit commitment problems
978-1-5386-5748-5/18/$31.00 ©2018 IEEE
Udom Janjarassuk
Faculty of Engineering
King Mongkut’s Institute of Technology Ladkrabang
Bangkok, Thailand
e-mail: kjudom@gmail.com
[6–7], knapsack problems (KP) [8–10] and facility location
problems [11–13] are interested researches. These researches
are founded in a large number of examples and can be
modeled as binary optimization problems. Binary
optimization is classified into the discrete optimization in the
type of NP-Hard or NP-complete problem. These problems
can be solved by using classical methods but it can take
expensive computation time because their model structures
are discrete and have large feasible solution space. Therefore,
we have to use or select effective and efficient optimization
methods to solve these complex problems.
For this reason, we choose the GA method to solve the
standard discrete problem from MIPLIB 2010 and compared
the results to the MILP method called ‘intlinprog’ from
MATLAB program [14].
II. MIXED-INTEGER LINEAR PROGRAMMING
ALGORITHMS
An MILP algorithm is a solver for discrete optimization
problems which uses many techniques to find the optimal
solution from the objective function, f T x , where f is a
linear function vector which its elements are constant, and x
is the solution vector. Bounds and linear constraints are the
condition of the MLP but it has no nonlinear constraints. In
particular, there are restrictions on the variables x to be the
integer. For a given objective function f , inequality
matrices Aineq and equality matrices Aeq , inequality vector
bineq and equality vector beq , lower-bound lb and upper-
bound ub and the integer constraint ‘intcon’, the problem
model for finding a solution vector x from the feasible
solution space is shown in (1).
min f T x
x
­ x (intcon ) are integers
°
° Aineq ˜ x d bineq (1)
subject to ®
° Aeq ˜ x beq
°
¯ lb d x d u b
The algorithm intlinprog uses 6 strategies to solve MILP
and find the solution in any of the step. If it can find the
solution in a step, intlinprog does not precede to the later
step. The basic 6 strategies are shown as following:
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 x Reduce the problem size using linear program
preprocessing;
x Solve an initial relaxed (non-integer) problem using
linear programming;
x Perform mixed-integer program preprocessing to
tighten the LP relaxation of the mixed-integer
problem;
x Try to use cutting-plane method to further tighten the
LP relaxation of the mixed-integer problem as
shown in Fig. 1;
x Try to find integer-feasible solutions using heuristics;
x Use a branch and bound algorithm to search
systematically for the optimum solution.
Y cutting planes
objective
optimum of
LP relaxation
Algorithm 1 Genetic Algorithm [15]
Assign the objective function f (x), x = (x1, ...,xn)T
Encode the feasible solution as binary strings
Assess fitness function F v f (x) for maximization
Build the new population
Set crossover probability (pc) and
Set mutation probability (pm)
while ( iteration times < Max generation number )
Generate new solution
if pc > specified value, do crossover; end if
if pm > specified value, use mutation; end if
Accept the satisfied solutions based on fitness
criterion
Select the best candidate for new iteration
end while
Decode the simulation results with visualization

The crossover step in two parent strings is the major

IP optimum operator with a probability pc. It is carried out by swapping
one segment of one chromosome with the corresponding
segment of another chromosome at a random position as
feasible shown in Fig. 2.
solutions =

0 1 0 1 0 1

X 0 0 1 0 0 1
Figure 1. Cutting-plane method
Parent Generation Crossover

III. GENETIC ALGORITHMS
GA is an evolutionary computational method. It consists
of bit-string vectors that are encoded for the objective
function to represent the population. The operational process
of bit strings and the criteria of selection are done by genetic
operators. To find a solution according to their fitness
function, this can be achieved by the following steps [15]:
x Encode the objective functions of the problem;
x Assign an objective function or criteria of selection;
x Set the value of population size;
x Assess the fitness value of all member in the
population pool;
x Build a new population by crossover and mutation
process, etc;
x Develop the population until the satisfied criteria are
reach;
x Decode the simulation results to determine the best
solution.
The procedures mentioned above can be done
systematically by the pseudo code shown in Algorithm 1.
We can create a new population or new generation by one
iteration process. The character strings with static length are
0 1 0 0 0 1
0 0 1 1 0 1
Children Generation
Figure 2. Single-point crossover at a random point
In this case, the crossover is a single-point crossover.
Moreover, we can use crossover at multiple points in another
occasion to improve the efficiency. The mutation step is
done by switching the selected bits as shown in Fig. 3, and
the mutation probability pm is normally low value. In the
selection step, the candidate of a population is found out by
the evaluation process from the objective value, and it may
stay in the next generation in case of a certain threshold of
the fitness value is met.
GA creates three types of children for the next generation
which are elite children, crossover children and mutation
children. In this work we set the children types in MATLAB
by using elite count option for elite children and crossover
fraction option for crossover children and mutation children.
0 1 0 0 0 1

used for GA in each process of new generation. Usually, the Mutation

objective function is coded in the form of binary arrays or
real-valued arrays in the adaptive GA. 0 0 0 0 0 1
For simplicity, binary strings are used for encoding and
decoding. The GA operators basically include crossover, New Generation
mutation, and selection from the population pool. Figure 3. Single-side mutation by switching a random bit

285
 IV. COMPUTATIONAL EXPERIMENTS TABLE I. SOLUTION OF VALUE AND GAP DIFFERENCE BETWEEN
MILP AND GA
To understand the behavior of algorithms to the BP, we
provide experimental tests for the proposed method by using Value
standard instances from the sets of MIPLIB 2010 benchmark (%Gap)
Optimal
problems which are available at http://miplib.zib.de/miplib Instant
Value GA
2010-benchmark.php [16]. MILP Default Tuned
A. Experimental Settings Setting Setting
20 29.50 24.00
Test results were run on Laptop with the configuration; cov1075 20
(0.0%) (47.5%) (20.0%)
Intel i7 CPU 2.6 GHz, 4.0 GB RAM, Windows 7. The test 29 42 32
iis-100-0-cov 29
setup was investigated with GA and MILP algorithm. We (0.0%) (44.8%) (10.3%)
have selected the solution quality and execution time to -24 -37.9 -24
m100n500k4r1 -25
(4.0%) (-51.6%) (4.0%)
compare and evaluate the algorithm performance. -457.17 -257.67 -351.58
MIPLIB 2010 consists of 361 instances classified into a rmine6 -457.19
(0.0%) (43.6%) (23.1%)
group of problem sets such as IP, MIP, BP and MBP. This macrophage 374 -*
1002.6 822.7
provides the normal test set of 87 cases and all cases can be (168.1%) (120.0%)
solvable by commercial’s codes, and there is a challenge test reblock67 -3.46E+07
-3.46E+07 -1.52E+07 -3.28E+07
(0.0%) (56.0%) (5.24%)
set of 164 cases. Unfortunately, many cases of this problem -47 -44.43 -60.2
type cannot be solved. The test problem is in mathematical p6b -63
(25.4%) (29.5%) (4.44%)
programming system (mps) format which has a difference in queens-30 -40
-37 -112.6 -39
size of data and difficulty level. To save time in testing, we (7.5%) (-181.5%) (2.5%)
429 851.33 720
have set the limit of the maximum running time for finding seymour 423
(1.42%) (101.3%) (70.21%)
the optimal solution within 2 hours or 7200 seconds. 1358.33 1119.7
toll-like 610 -*
(122.7%) (83.55%)
B. Parameter Selection *Remark: No solution found
Common problem found in optimization is that the
solutions are often trapped in local minima. So the TABLE II. SOLUTION EXECUTION TIME BETWEEN MILP AND GA
algorithms have to be set up their parameters suitably. For
Execution Time (seconds)
GA, the important parameters are such as population size, Maximum Time: 2 hours or 7200 seconds
rate of mutation and crossover, and the selection criteria of GA
Instant
new population should carefully be carried out. Any MILP Default Tuned
inappropriate choice will make it difficult for the algorithm Setting Setting
to converge, or it simply produces meaningless results.
cov1075 2271.94 3.54 6.72
For MILP method in MATLAB program, we can change
the default setting of intlinprog options such as MaxTime, iis-100-0-cov 1653.49 28.41 31.08
and Heuristics, etc., to improve the performance of m100n500k4r1 7200.00* 5.43 6.13
algorithms. In the hard problems, the computational time *
rmine6 7200.00 72.04 1048.02
may take more than 2 hours or 7200 seconds to reach the
*
optimal solution. Therefore setting the MaxTime option to macrophage 7200.00 213.04 117.74
more than the default value (7200 seconds) may be required reblock67 1560.38 417.28 288.22
for finding global optima. If we need to improve the initial *
p6b 7200.00 147.39 163.17
point x0 for better convergence in computation, we may
change the Heuristics option which can provide x0 to be queens-30 7200.00* 34.79 38.37
more effective. seymour 7200.00 *
217.09 245.79

C. Computational Results toll-like 7200.00* 256.22 235.89

The selected problem instances in this work have 10
instances. The test results of all instances are shown in Table
I and Table II. In each result we tested in 10 times per result
and do average the values. By considering the quality of
solution, we see in Table I that the MILP method
demonstrates the results to the GA method with the lowest
percentage of Gap equal to 0.0% in 4 instances. The quality
of solution by GA method has the lowest percentage of Gap
equal to 2.5% in case of queens-30. Unfortunately, there are
2 instances as macrophage and toll-like that cannot find any
solution within the time limitation. Turn to consider in
execution time, as shown in Table II, clearly see that the
MILP method has more execution time than the GA method.
*Remark: Time limit is set to 7200 seconds
If the algorithm runs more than this limit, the MATLAB
program will stop automatically.
As in Table I, by considering the results of GA from the
default setting, we can see that some instances such as
m100n500k4r1 and queens-30 have the solution value lower
than the optimal values. These mistaking results are caused
by problem of constraint setting and inappropriate setting in
default value (see how to set the GA options) in [17]. Thus,
these bring to violate in problem constraints and also lead to
the optimal solutions to be infeasible.

286
 in GA method is more significant than the problem size
when we use GA for finding the solutions. In addition, the
difficulty level of the problem is also significant for finding
the optimal solutions. The difficulty levels in MIPLIB 2010
benchmark sets are indicated to be easy, challenge and
infeasible.

TABLE III. GA MANUALLY TUNED-PARAMETER VALUES

Population Crossover Elite Maxstall

Instant Count Generations
size fraction

Figure 4. Population size vs Gap distance

cov1075 450 0.70

iis-100-0-cov 500 0.79

m100n500k4r1 150 0.79

rmine6 3000 0.81

macrophage 15 0.20
10 50
reblock67 15 0.20
p6b 89 0.70

queens-30 150 0.94

seymour 150 0.00
toll-like 100 0.00

V. CONCLUSION AND FUTURE WORKS

Figure 5. Crossover fraction vs Gap distance
Clearly notice that if we have tuned the setting values in
the GA options by an appropriate way, the problem solutions
will be converged and close to the optimal values.
The importance factor that impacts the quality of the
solution and the execution time of GA method is the
population size and crossover fraction value. We have
plotted the relationships between the population size and gap
distance as shown in Fig. 4 and the crossover fraction to gap
distance as shown in Fig. 5. For the result of population size
as see in Fig. 4, we use trial and error method to find the near
optimal population size. We notice that the suitable
population sizes are different depending on the problems.
For the result of crossover fraction, we set the value
range between [0, 1] and we found that the suitable value is
near to 0.9 except in case of macrophage (0.1) and cov1075
(0.7). The test results of manually tuned parameters of GA
can be shown in Table III. These tuned values are varied
depending on the characteristic of the problems such as
problem size and difficulty level. For the effect of population
size versus the execution time, we found that if the
population size is increased then the execution time is also
increased. However, the %Gap is reduced when we use
higher population size. Because of the difficulty in searching
the global optima, the problem size ( N row u Ncolumn ) must be
taken into account. By overall, MILP has less %Gap than
GA and the GA run faster to near optimal value than MILP.
If we have increased in problem size then the %Gap and
execution time are increased. Especially, the population size
The comparative study was made with 10 binary problems
from MIPLIB 2010 benchmark set with the mixed-integer
linear programming ‘intlprog’ and GA method from
MATLAB program. The results show that GA method can
find the near optimal solution faster than MILP method.
However, the MILP has strength in quality of solution with
have the lowest percentage of gap equal to 0.0%. The GA
can find the lowest percentage of gap equal to 2.5% in the
challenge case of queens-30. There are 2 cases namely
macrophage and toll-like that cannot find the optimal
solution by the MILP method within the time limits.
We have manually tuned the parameters of GA method such
as population size and crossover fraction. The results of
tuned setting of GA method make the gap distance to
converge faster and the tuned values are varied depending on
the problems.
From test results, we conclude that the MILP method uses
much time in finding the optimal solution and it may not be
able to find the solution in some instances. The use of GA by
default setting, the convergence in finding the near optimal
solution is faster than MILP method. However, the solutions
may be incorrect or violate the problem constraints, due to
inappropriate setting. For tuned setting of GA, it might have
the difficulty in setting the GA options but the results show
superior to the other methods in some instances.
From these results, we notice the problem that occurred
and our future works will focus on developing program for
solving the general purpose mix-integer problems. We may
play attention to create the auto-tuned algorithms to find the

287
suitable parameters of the GA that can be useful in time
reduction and increase effectiveness and efficiency.
ACKNOWLEDGEMENT
The researcher would like to express my very great
appreciation to the department of Industrial Engineering,
Faculty of Engineering, King Mongkut’s Institute of
Technology Ladkrabang (KMITL). Finally, the author
wishes to thank my family for their support and
encouragement throughout my life.
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