@misc{RehfeldtFranzKoch2020, author = {Rehfeldt, Daniel and Franz, Henriette and Koch, Thorsten}, title = {Optimal Connected Subgraphs: Formulations and Algorithms}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-79094}, year = {2020}, language = {en} } @misc{ShinanoAchterbergBertholdetal.2020, author = {Shinano, Yuji and Achterberg, Tobias and Berthold, Timo and Heinz, Stefan and Koch, Thorsten and Winkler, Michael}, title = {Solving Previously Unsolved MIP Instances with ParaSCIP on Supercomputers by using up to 80,000 Cores}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-78393}, year = {2020}, abstract = {Mixed-integer programming (MIP) problem is arguably among the hardest classes of optimization problems. This paper describes how we solved 21 previously unsolved MIP instances from the MIPLIB benchmark sets. To achieve these results we used an enhanced version of ParaSCIP, setting a new record for the largest scale MIP computation: up to 80,000 cores in parallel on the Titan supercomputer. In this paper, we describe the basic parallelization mechanism of ParaSCIP, improvements of the dynamic load balancing and novel techniques to exploit the power of parallelization for MIP solving. We give a detailed overview of computing times and statistics for solving open MIPLIB instances.}, language = {en} } @book{HadjidimitriouFrangioniLodietal.2020, author = {Hadjidimitriou, Natalia Selini and Frangioni, Antonio and Lodi, Andrea and Koch, Thorsten}, title = {Mathematical Optimization for Efficient and Robust Energy Networks}, volume = {4}, editor = {Hadjidimitriou, Natalia Selini and Frangioni, Antonio and Lodi, Andrea and Koch, Thorsten}, publisher = {Springer}, isbn = {978-3-030-57441-3}, doi = {10.1007/978-3-030-57442-0}, year = {2020}, language = {en} } @misc{GamrathKochMartinetal.2013, author = {Gamrath, Gerald and Koch, Thorsten and Martin, Alexander and Miltenberger, Matthias and Weninger, Dieter}, title = {Progress in Presolving for Mixed Integer Programming}, issn = {1438-0064}, doi = {10.1007/s12532-015-0083-5}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-42530}, year = {2013}, abstract = {Presolving attempts to eliminate redundant information from the problem formulation and simultaneously tries to strengthen the formulation. It can be very effective and is often essential for solving instances. Especially for mixed integer programming problems, fast and effective presolving algorithms are very important. In this paper, we report on three new presolving techniques. The first method searches for singleton continuous columns and tries to fix the corresponding variables. Then we present a presolving technique which exploits a partial order of the variables to induce fixings. Finally, we show an approach based on connected components in graphs. Our computational results confirm the profitable use of the algorithms in practice.}, language = {en} } @misc{ClarnerTawfikKochetal.2022, author = {Clarner, Jan-Patrick and Tawfik, Christine and Koch, Thorsten and Zittel, Janina}, title = {Network-induced Unit Commitment - A model class for investment and production portfolio planning for multi-energy systems}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-87607}, year = {2022}, abstract = {In light of the energy transition production planning of future decarbonized energy systems lead to very large and complex optimization problems. A widely used modeling paradigm for modeling and solving such problems is mathematical programming. While there are various scientific energy system models and modeling tools, most of them do not provide the necessary level of detail or the modeling flexibility to be applicable for industrial usage. Industrial modeling tools, on the other hand, provide a high level of detail and modeling flexibility. However, those models often exhibit a size and complexity that restricts their scope to a time horizon of several months, severely complicating long-term planning. As a remedy, we propose a model class that is detailed enough for real-world usage but still compact enough for long-term planning. The model class is based on a generalized unit commitment problem on a network with investment decisions. The focus lies on the topological dependency of different energy production and transportation units.}, language = {en} } @misc{PedersenLeKochetal.2022, author = {Pedersen, Jaap and Le, Thi Thai and Koch, Thorsten and Zittel, Janina}, title = {Optimal discrete pipe sizing for tree-shaped CO2 networks}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-87574}, year = {2022}, abstract = {While energy-intensive industries like the steel industry plan to switch to renewable energy sources, other industries, such as the cement industry, have to rely on carbon capture storage and utilization technologies to reduce the inevitable carbon dioxide (CO2) emissions of their production processes. In this context, we investigate the problem of finding optimal pipeline diameters from a discrete set of diameters for a tree-shaped network transporting captured CO2 from multiple sources to a single sink. The general problem of optimizing arc capacities in potential-based fluid networks is a challenging mixed-integer nonlinear program. Additionally, the behaviour of CO2 is highly sensitive and nonlinear regarding temperature and pressure changes. We propose an iterative algorithm splitting the problem into two parts: a) the pipe-sizing problem under a fixed supply scenario and temperature distribution and b) the thermophysical modelling including mixing effects, the Joule-Thomson effect, and heat exchange with the surrounding environment. We show the effectiveness of our approach by applying our algorithm to a real-world network planning problem for a CO2 network in Western Germany.}, language = {en} } @article{LeKoch2022, author = {Le, Thi Thai and Koch, Thorsten}, title = {Viscosity and porosity effects on tangential-discontinuity surface stability in 3D Compressible Media}, volume = {34}, journal = {Physics of Fluids}, number = {7}, publisher = {AIP Publishing}, doi = {10.1063/5.0095970}, year = {2022}, abstract = {The stability of a flow in porous media relates to the velocity rate of injecting and withdrawing natural gases inside porous storage. We thus aim to analyze the stability of flows in porous media to accelerate the energy transition process. This research examines a flow model of a tangential--velocity discontinuity with porosity and viscosity changes in a three-dimensional (3D) compressible medium because of a co-existence of different gases in a storage. The fluids are assumed to move in a relative motion where the plane y=0 is a tangential-velocity discontinuity surface. We obtain that the critical value of the Mach number to stabilize a tangential discontinuity surface of flows via porous media is smaller than the one of flows in a plane. The critical value of the Mach number M to stabilize a discontinuity surface of the 3D flow is different by a factor |cosθ| compared to the two-dimensional (2D) flow. Here, θ is the angle between velocity and wavenumber vectors. Our results also show that the flow model with viscosity and porosity effects is stable faster than those without these terms. Our analysis is done for both infinite and finite flows. The effect of solid walls along the flow direction could suppress the instability, i.e., the tangential-discontinuity surface is stabilized faster}, language = {en} } @article{ChenKochZakiyevaetal.2022, author = {Chen, Ying and Koch, Thorsten and Zakiyeva, Nazgul and Liu, Kailiang and Xu, Zhitong and Chen, Chun-houh and Nakano, Junji and Honda, Keisuke}, title = {Article's Scientific Prestige: Measuring the Impact of Individual Articles in the Web of Science}, volume = {17}, number = {1}, doi = {https://doi.org/10.1016/j.joi.2023.101379}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-86380}, pages = {101379}, year = {2022}, abstract = {We performed a citation analysis on the Web of Science publications consisting of more than 63 million articles and 1.45 billion citations on 254 subjects from 1981 to 2020. We proposed the Article's Scientific Prestige (ASP) metric and compared this metric to number of citations (\#Cit) and journal grade in measuring the scientific impact of individual articles in the large-scale hierarchical and multi-disciplined citation network. In contrast to \#Cit, ASP, that is computed based on the eigenvector centrality, considers both direct and indirect citations, and provides steady-state evaluation cross different disciplines. We found that ASP and \#Cit are not aligned for most articles, with a growing mismatch amongst the less cited articles. While both metrics are reliable for evaluating the prestige of articles such as Nobel Prize winning articles, ASP tends to provide more persuasive rankings than \#Cit when the articles are not highly cited. The journal grade, that is eventually determined by a few highly cited articles, is unable to properly reflect the scientific impact of individual articles. The number of references and coauthors are less relevant to scientific impact, but subjects do make a difference.}, language = {en} } @misc{TurnerKochSerranoetal.2022, author = {Turner, Mark and Koch, Thorsten and Serrano, Felipe and Winkler, Michael}, title = {Adaptive Cut Selection in Mixed-Integer Linear Programming}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-86055}, year = {2022}, abstract = {Cut selection is a subroutine used in all modern mixed-integer linear programming solvers with the goal of selecting a subset of generated cuts that induce optimal solver performance. These solvers have millions of parameter combinations, and so are excellent candidates for parameter tuning. Cut selection scoring rules are usually weighted sums of different measurements, where the weights are parameters. We present a parametric family of mixed-integer linear programs together with infinitely many family-wide valid cuts. Some of these cuts can induce integer optimal solutions directly after being applied, while others fail to do so even if an infinite amount are applied. We show for a specific cut selection rule, that any finite grid search of the parameter space will always miss all parameter values, which select integer optimal inducing cuts in an infinite amount of our problems. We propose a variation on the design of existing graph convolutional neural networks, adapting them to learn cut selection rule parameters. We present a reinforcement learning framework for selecting cuts, and train our design using said framework over MIPLIB 2017. Our framework and design show that adaptive cut selection does substantially improve performance over a diverse set of instances, but that finding a single function describing such a rule is difficult. Code for reproducing all experiments is available at https://github.com/Opt-Mucca/Adaptive-Cutsel-MILP.}, language = {en} } @misc{RehfeldtKochShinano2022, author = {Rehfeldt, Daniel and Koch, Thorsten and Shinano, Yuji}, title = {Faster exact solution of sparse MaxCut and QUBO problems}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-85715}, year = {2022}, language = {en} } @article{HoppmannBaumBurdakovMexietal.2022, author = {Hoppmann-Baum, Kai and Burdakov, Oleg and Mexi, Gioni and Casselgren, Carl Johan and Koch, Thorsten}, title = {Length-Constrained Cycle Partition with an Application to UAV Routing}, journal = {Optimization Methods and Software}, doi = {10.1080/10556788.2022.2053972}, year = {2022}, abstract = {This article discusses the Length-Constrained Cycle Partition Problem (LCCP), which constitutes a new generalization of the Travelling Salesperson Problem (TSP). Apart from nonnegative edge weights, the undirected graph in LCCP features a nonnegative critical length parameter for each vertex. A cycle partition, i.e., a vertex-disjoint cycle cover, is a feasible solution for LCCP if the length of each cycle is not greater than the critical length of each vertex contained in it. The goal is to find a feasible partition having a minimum number of cycles. Besides analyzing theoretical properties and developing preprocessing techniques, we propose an elaborate heuristic algorithm that produces solutions of good quality even for large-size instances. Moreover, we present two exact mixed-integer programming formulations (MIPs) for LCCP, which are inspired by well-known modeling approaches for TSP. Further, we introduce the concept of conflict hypergraphs, whose cliques yield valid constraints for the MIP models. We conclude with a discussion on computational experiments that we conducted using (A)TSPLIB-based problem instances. As a motivating example application, we describe a routing problem where a fleet of uncrewed aerial vehicles (UAVs) must patrol a given set of areas.}, language = {en} } @article{TurnerKochSerranoetal.2023, author = {Turner, Mark and Koch, Thorsten and Serrano, Felipe and Winkler, Michael}, title = {Adaptive Cut Selection in Mixed-Integer Linear Programming}, volume = {4}, journal = {Open Journal of Mathematical Optimization}, doi = {10.5802/ojmo.25}, pages = {5}, year = {2023}, abstract = {Cutting plane selection is a subroutine used in all modern mixed-integer linear programming solvers with the goal of selecting a subset of generated cuts that induce optimal solver performance. These solvers have millions of parameter combinations, and so are excellent candidates for parameter tuning. Cut selection scoring rules are usually weighted sums of different measurements, where the weights are parameters. We present a parametric family of mixed-integer linear programs together with infinitely many family-wide valid cuts. Some of these cuts can induce integer optimal solutions directly after being applied, while others fail to do so even if an infinite amount are applied. We show for a specific cut selection rule, that any finite grid search of the parameter space will always miss all parameter values, which select integer optimal inducing cuts in an infinite amount of our problems. We propose a variation on the design of existing graph convolutional neural networks, adapting them to learn cut selection rule parameters. We present a reinforcement learning framework for selecting cuts, and train our design using said framework over MIPLIB 2017 and a neural network verification data set. Our framework and design show that adaptive cut selection does substantially improve performance over a diverse set of instances, but that finding a single function describing such a rule is difficult. Code for reproducing all experiments is available at https://github.com/Opt-Mucca/Adaptive-Cutsel-MILP.}, language = {en} } @misc{CharoussetBrignolvanAckooijOudjaneetal.2021, author = {Charousset-Brignol, Sandrine and van Ackooij, Wim and Oudjane, Nadia and Daniel, Dominique and Noceir, Slimane and Haus, Utz-Uwe and Lazzaro, Alfio and Frangioni, Antonio and Lobato, Rafael and Ghezelsoflu, Ali and Iardella, Niccol{\`o} and Galli, Laura and Gorgone, Enrico and dell'Amico, Mauro and Giannelos, Spyros and Moreira, Alex and Strbac, Goran and Borozan, Stefan and Falugi, Paula and Pudjianto, Danny and Wyrwoll, Lothar and Schmitt, Carlo and Franken, Marco and Beulertz, Daniel and Schwaeppe, Henrik and Most, Dieter and Y{\"u}ksel-Erg{\"u}n, Inci and Zittel, Janina and Koch, Thorsten}, title = {Synergistic approach of multi-energy models for a European optimal energy system management tool}, volume = {9}, journal = {The Project Repository Journal}, pages = {113 -- 116}, year = {2021}, language = {en} } @article{Dell’AmicoHadjidimitriouKochetal.2018, author = {Dell'Amico, M. and Hadjidimitriou, Natalia Selini and Koch, Thorsten and Petkovic, Milena}, title = {Forecasting Natural Gas Flows in Large Networks}, volume = {Lecture Notes in Computer Science}, journal = {Machine Learning, Optimization, and Big Data. MOD 2017.}, number = {vol 10710}, doi = {https://doi.org/10.1007/978-3-319-72926-8_14}, pages = {158 -- 171}, year = {2018}, abstract = {Natural gas is the cleanest fossil fuel since it emits the lowest amount of other remains after being burned. Over the years, natural gas usage has increased significantly. Accurate forecasting is crucial for maintaining gas supplies, transportation and network stability. This paper presents two methodologies to identify the optimal configuration o parameters of a Neural Network (NN) to forecast the next 24 h of gas flow for each node of a large gas network. In particular the first one applies a Design Of Experiments (DOE) to obtain a quick initial solution. An orthogonal design, consisting of 18 experiments selected among a total of 4.374 combinations of seven parameters (training algorithm, transfer function, regularization, learning rate, lags, and epochs), is used. The best result is selected as initial solution of an extended experiment for which the Simulated Annealing is run to find the optimal design among 89.100 possible combinations of parameters. The second technique is based on the application of Genetic Algorithm for the selection of the optimal parameters of a recurrent neural network for time series forecast. GA was applied with binary representation of potential solutions, where subsets of bits in the bit string represent different values for several parameters of the recurrent neural network. We tested these methods on three municipal nodes, using one year and half of hourly gas flow to train the network and 60 days for testing. Our results clearly show that the presented methodologies bring promising results in terms of optimal configuration of parameters and forecast error.}, language = {en} } @article{RehfeldtKoch2019, author = {Rehfeldt, Daniel and Koch, Thorsten}, title = {Combining NP-Hard Reduction Techniques and Strong Heuristics in an Exact Algorithm for the Maximum-Weight Connected Subgraph Problem}, volume = {29}, journal = {SIAM Journal on Optimization}, number = {1}, publisher = {Society for Industrial and Applied Mathematics}, doi = {10.1137/17M1145963}, pages = {369 -- 398}, year = {2019}, abstract = {Borne out of a surprising variety of practical applications, the maximum-weight connected subgraph problem has attracted considerable interest during the past years. This interest has not only led to notable research on theoretical properties, but has also brought about several (exact) solvers-with steadily increasing performance. Continuing along this path, the following article introduces several new algorithms such as reduction techniques and heuristics and describes their integration into an exact solver. The new methods are evaluated with respect to both their theoretical and practical properties. Notably, the new exact framework allows to solve common problem instances from the literature faster than all previous approaches. Moreover, one large-scale benchmark instance from the 11th DIMACS Challenge can be solved for the first time to optimality and the primal-dual gap for two other ones can be significantly reduced.}, language = {en} } @misc{RalphsShinanoBertholdetal.2018, author = {Ralphs, Ted and Shinano, Yuji and Berthold, Timo and Koch, Thorsten}, title = {Parallel Solvers for Mixed Integer Linear Optimization}, journal = {Handbook of Parallel Constraint Reasoning}, editor = {Hamadi, Youssef}, publisher = {Springer Nature}, doi = {10.1007/978-3-319-63516-3_8}, pages = {283 -- 336}, year = {2018}, language = {en} } @inproceedings{BreuerBussieckCaoetal.2018, author = {Breuer, Thomas and Bussieck, Michael and Cao, Karl-Kien and Cebulla, Felix and Fiand, Frederik and Gils, Hans Christian and Gleixner, Ambros and Khabi, Dmitry and Koch, Thorsten and Rehfeldt, Daniel and Wetzel, Manuel}, title = {Optimizing Large-Scale Linear Energy System Problems with Block Diagonal Structure by Using Parallel Interior-Point Methods}, booktitle = {Operations Research Proceedings 2017}, publisher = {Springer International Publishing}, doi = {10.1007/978-3-319-89920-6_85}, pages = {641 -- 647}, year = {2018}, abstract = {Current linear energy system models (ESM) acquiring to provide sufficient detail and reliability frequently bring along problems of both high intricacy and increasing scale. Unfortunately, the size and complexity of these problems often prove to be intractable even for commercial state-of-the-art linear programming solvers. This article describes an interdisciplinary approach to exploit the intrinsic structure of these large-scale linear problems to be able to solve them on massively parallel high-performance computers. A key aspect are extensions to the parallel interior-point solver PIPS-IPM originally developed for stochastic optimization problems. Furthermore, a newly developed GAMS interface to the solver as well as some GAMS language extensions to model block-structured problems will be described.}, language = {en} } @inproceedings{RehfeldtKoch2018, author = {Rehfeldt, Daniel and Koch, Thorsten}, title = {SCIP-Jack—a solver for STP and variants with parallelization extensions: An update}, booktitle = {Operations Research Proceedings 2017}, pages = {191 -- 196}, year = {2018}, abstract = {The Steiner tree problem in graphs is a classical problem that commonly arises in practical applications as one of many variants. Although the different Steiner tree problem variants are usually strongly related, solution approaches employed so far have been prevalently problem-specific. Against this backdrop, the solver SCIP-Jack was created as a general-purpose framework that can be used to solve the classical Steiner tree problem and 11 of its variants. This versatility is achieved by transforming various problem variants into a general form and solving them by using a state-of-the-art MIP-framework. Furthermore, SCIP-Jack includes various newly developed algorithmic components such as preprocessing routines and heuristics. The result is a high-performance solver that can be employed in massively parallel environments and is capable of solving previously unsolved instances. After the introduction of SCIP-Jack at the 2014 DIMACS Challenge on Steiner problems, the overall performance of the solver has considerably improved. This article provides an overview on the current state.}, language = {en} } @misc{GleixnerBastubbeEifleretal.2018, author = {Gleixner, Ambros and Bastubbe, Michael and Eifler, Leon and Gally, Tristan and Gamrath, Gerald and Gottwald, Robert Lion and Hendel, Gregor and Hojny, Christopher and Koch, Thorsten and L{\"u}bbecke, Marco and Maher, Stephen J. and Miltenberger, Matthias and M{\"u}ller, Benjamin and Pfetsch, Marc and Puchert, Christian and Rehfeldt, Daniel and Schl{\"o}sser, Franziska and Schubert, Christoph and Serrano, Felipe and Shinano, Yuji and Viernickel, Jan Merlin and Walter, Matthias and Wegscheider, Fabian and Witt, Jonas T. and Witzig, Jakob}, title = {The SCIP Optimization Suite 6.0}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-69361}, year = {2018}, abstract = {The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming framework SCIP. This paper discusses enhancements and extensions contained in version 6.0 of the SCIP Optimization Suite. Besides performance improvements of the MIP and MINLP core achieved by new primal heuristics and a new selection criterion for cutting planes, one focus of this release are decomposition algorithms. Both SCIP and the automatic decomposition solver GCG now include advanced functionality for performing Benders' decomposition in a generic framework. GCG's detection loop for structured matrices and the coordination of pricing routines for Dantzig-Wolfe decomposition has been significantly revised for greater flexibility. Two SCIP extensions have been added to solve the recursive circle packing problem by a problem-specific column generation scheme and to demonstrate the use of the new Benders' framework for stochastic capacitated facility location. Last, not least, the report presents updates and additions to the other components and extensions of the SCIP Optimization Suite: the LP solver SoPlex, the modeling language Zimpl, the parallelization framework UG, the Steiner tree solver SCIP-Jack, and the mixed-integer semidefinite programming solver SCIP-SDP.}, language = {en} } @misc{KochMartinVoss2000, author = {Koch, Thorsten and Martin, Alexander and Voß, Stefan}, title = {SteinLib: An Updated Library on Steiner Tree Problems in Graphs}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6056}, number = {00-37}, year = {2000}, abstract = {In this paper we present the {\em SteinLib}, a library of data sets for the Steiner tree problem in graphs. This library extends former libraries on Steiner tree problems by many new interesting and difficult instances, most of them arising from real-world applications. We give a survey on the difficulty of these problem instances by giving references to state-of-the-art software packages that were the first or are currently among the best to solve these instances.}, language = {en} } @misc{BleyKoch2002, author = {Bley, Andreas and Koch, Thorsten}, title = {Integer programming approaches to access and backbone IP-network planning}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-7081}, number = {02-41}, year = {2002}, abstract = {In this article we study the problem of designing a nation-wide communication network. Such networks usually consist of an access layer, a backbone layer, and maybe several intermediate layers. The nodes of each layer must be connected to those of the next layer in a tree-like fashion. The backbone layer has to satisfy certain survivability and routing constraints. Given the node locations, the demands between them, the possible connections and hardware configurations, and various other technical and administrational constraints, the goal is to decide, which node is assigned to which network level, how the nodes are connected, what hardware must be installed, and how traffic is routed in the backbone. Mixed integer linear programming models and solution methods are presented for both the access and the backbone network design problem. The focus is on the design of IP-over-SDH networks, but the access network design model and large parts of the backbone network design models are general and also applicable for other types of communication networks. Results obtained with these methods in the planning of the German research network are presented.}, language = {en} } @misc{EisenblaetterFuegenschuhKochetal.2002, author = {Eisenbl{\"a}tter, Andreas and F{\"u}genschuh, Armin and Koch, Thorsten and Koster, Arie M.C.A. and Martin, Alexander and Pfender, Tobias and Wegel, Oliver and Wess{\"a}ly, Roland}, title = {Modelling Feasible Network Configurations for UMTS}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6837}, number = {02-16}, year = {2002}, abstract = {A model for the optimisation of the location and configuration of base stations in a UMTS network is described. The focus is primarily on modelling the configuration problem sufficiently accurate using mixed-integer variables and (essentially) linear constraints. These constraints reflect the limited downlink code capacity in each cell, the interference limitations for successful up- and downlink transmissions, the need for sufficiently strong (cell) pilot signals, and the potential gain for mobiles from being in soft(er) hand-over. It is also explained how to use the model as a basis for rating network configurations.}, language = {en} }