Discrete ITÔ algorithm to the coloured travelling salesman problem

Wenyong Dong, Yongle Cai, Yufeng Wang, Xueshi Dong · International Journal of Wireless and Mobile Computing · 2016

The Coloured Travelling Salesman Problem (CTSP), a generalised version of the Multiple Travelling Salesman Problem (MTSP), has been proposed to model some real-world applications. This work proposes a discrete ITÔ (DITÔ) algorithm to solve CTSP. It combines the continuous ITÔ stochastic process with Ant Colony Optimisation (ACO) algorithm. First, the stochastic drift and volatility terms of ITÔ process are designed to be suitable for solving combinatorial optimisation problems, such as TSP and CTSP. And then, inspired by ACO, the generative model for a feasible solution of CTSP is constructed via the distance between cities and the experience gathered in the searching process. The experiments results show that the performance of DITÔ is superior to some state-of-the-art meta-heuristic algorithms in terms of the quality of the solution and computational time.

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