Multidirectional harmony search algorithm for solving integer programming and minimax problems

Abstract

Integer programming and minimax problems are essential tools in solving various problems that arise in data mining and machine learning such as multi-class data classification and feature selection problems. In this paper, we propose a new hybrid harmony search algorithm by combining the harmony search algorithm with the multidirectional search method in order to solve the integer programming and minimax problems. The proposed algorithm is called multidirectional harmony search algorithm (MDHSA). MDHSA starts the search by applying the standard harmony search for numbers of iteration then the best-obtained solution is passing to the multidirectional search method as an intensification process in order to accelerate the search and overcome the slow convergence of the standard harmony search algorithm. The proposed algorithm is balancing between the global exploration of the harmony search algorithm and the deep exploitation of the multidirectional search method. MDHSA algorithm is tested on seven integer programming problems and 15 minimax problems and compared against 12 algorithms for solving integer programming problems and 11 algorithms for solving minimax problems. The experiments results show the efficiency of the proposed algorithm and its ability to solve integer programming and minimax problems in reasonable time.