A Hybrid Algorithm of Ant Colony and Benders Decomposition for Large-Scale Mixed-Integer Linear Programming

Abstract

We propose a hybrid approach for solving problems of mixed-integer linear programming with two types of variables (MILPTTV). The hybrid approach includes three algorithms: (1) Benders decomposition; (2) the ant colony algorithm; (3) the feasible heuristic method. We decompose the programming problem into a master problem and a subproblem using Benders decomposition. The ant colony algorithm generates an initial solution for the master problem. A feasible heuristic is used to obtain feasible solutions as input to the subproblem, whereas the subproblem is solved to optimality by using a linear programming solver that is named Linprog function in MATLAB R2016a. Over successive iterations, the master problem is refined by adding cuts from the subproblem and the master problem is solved by a linear programming solver Cplexmilp function. We compare the performance of the proposed hybrid approach against a general Benders decomposition approach as well as against a mixed-integer programming solver CPLEX (version 12.6) that is invoked by MATLAB on MIPLIB test problem mas76, mas74 and some large-scale numerical examples.