@misc{AchterbergHeinzKoch2008, author = {Achterberg, Tobias and Heinz, Stefan and Koch, Thorsten}, title = {Counting solutions of integer programs using unrestricted subtree detection}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-10632}, number = {08-09}, year = {2008}, abstract = {In the recent years there has been tremendous progress in the development of algorithms to find optimal solutions for integer programs. In many applications it is, however, desirable (or even necessary) to generate all feasible solutions. Examples arise in the areas of hardware and software verification and discrete geometry. In this paper, we investigate how to extend branch-and-cut integer programming frameworks to support the generation of all solutions. We propose a method to detect so-called unrestricted subtrees, which allows us to prune the integer program search tree and to collect several solutions simultaneously. We present computational results of this branch-and-count paradigm which show the potential of the unrestricted subtree detection.}, language = {en} } @misc{AchterbergBertholdKochetal.2008, author = {Achterberg, Tobias and Berthold, Timo and Koch, Thorsten and Wolter, Kati}, title = {Constraint Integer Programming: a New Approach to Integrate CP and MIP}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-10520}, number = {08-01}, year = {2008}, abstract = {This article introduces constraint integer programming (CIP), which is a novel way to combine constraint programming (CP) and mixed integer programming (MIP) methodologies. CIP is a generalization of MIP that supports the notion of general constraints as in CP. This approach is supported by the CIP framework SCIP, which also integrates techniques from SAT solving. SCIP is available in source code and free for non-commercial use. We demonstrate the usefulness of CIP on two tasks. First, we apply the constraint integer programming approach to pure mixed integer programs. Computational experiments show that SCIP is almost competitive to current state-of-the-art commercial MIP solvers. Second, we employ the CIP framework to solve chip design verification problems, which involve some highly non-linear constraint types that are very hard to handle by pure MIP solvers. The CIP approach is very effective here: it can apply the full sophisticated MIP machinery to the linear part of the problem, while dealing with the non-linear constraints by employing constraint programming techniques.}, language = {en} } @misc{HillerKochScheweetal.2018, author = {Hiller, Benjamin and Koch, Thorsten and Schewe, Lars and Schwarz, Robert and Schweiger, Jonas}, title = {A System to Evaluate Gas Network Capacities: Concepts and Implementation}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-67438}, year = {2018}, abstract = {In 2005 the European Union liberalized the gas market with a disruptive change and decoupled trading of natural gas from its transport. The gas is now transported by independent so-called transmissions system operators or TSOs. The market model established by the European Union views the gas transmission network as a black box, providing shippers (gas traders and consumers) the opportunity to transport gas from any entry to any exit. TSOs are required to offer the maximum possible capacities at each entry and exit such that any resulting gas flow can be realized by the network. The revenue from selling these capacities more than one billion Euro in Germany alone, but overestimating the capacity might compromise the security of supply. Therefore, evaluating the available transport capacities is extremely important to the TSOs. This is a report on a large project in mathematical optimization, set out to develop a new toolset for evaluating gas network capacities. The goals and the challenges as they occurred in the project are described, as well as the developments and design decisions taken to meet the requirements.}, language = {en} } @misc{RehfeldtKoch2017, author = {Rehfeldt, Daniel and Koch, Thorsten}, title = {Generalized preprocessing techniques for Steiner tree and maximum-weight connected subgraph problems}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-65439}, year = {2017}, abstract = {This article introduces new preprocessing techniques for the Steiner tree problem in graphs and one of its most popular relatives, the maximum-weight connected subgraph problem. Several of the techniques generalize previous results from the literature. The correctness of the new methods is shown, but also their NP-hardness is demonstrated. Despite this pessimistic worst-case complexity, several relaxations are discussed that are expected to allow for a strong practical efficiency of these techniques in strengthening both exact and heuristic solving approaches.}, language = {en} } @inproceedings{ShinanoAchterbergBertholdetal.2016, author = {Shinano, Yuji and Achterberg, Tobias and Berthold, Timo and Heinz, Stefan and Koch, Thorsten and Winkler, Michael}, title = {Solving Open MIP Instances with ParaSCIP on Supercomputers using up to 80,000 Cores}, booktitle = {Proc. of 30th IEEE International Parallel \& Distributed Processing Symposium}, doi = {10.1109/IPDPS.2016.56}, year = {2016}, abstract = {This paper describes how we solved 12 previously unsolved mixed-integer program- ming (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} } @incollection{BargmannEbbersHeineckeetal.2015, author = {Bargmann, Dagmar and Ebbers, Mirko and Heinecke, Nina and Koch, Thorsten and K{\"u}hl, Veronika and Pelzer, Antje and Pfetsch, Marc and R{\"o}vekamp, Jessica and Spreckelsen, Klaus}, title = {State-of-the-art in evaluating gas network capacities}, booktitle = {Evaluating Gas Network Capacities}, publisher = {Society for Industrial and Applied Mathematics}, isbn = {9781611973686}, pages = {65 -- 84}, year = {2015}, language = {en} } @incollection{ScheweKochMartinetal.2015, author = {Schewe, Lars and Koch, Thorsten and Martin, Alexander and Pfetsch, Marc}, title = {Mathematical optimization for evaluating gas network capacities}, booktitle = {Evaluating Gas Network Capacities}, publisher = {Society for Industrial and Applied Mathematics}, isbn = {9781611973686}, pages = {87 -- 102}, year = {2015}, language = {en} } @incollection{HumpolaFuegenschuhHilleretal.2015, author = {Humpola, Jesco and F{\"u}genschuh, Armin and Hiller, Benjamin and Koch, Thorsten and Lehmann, Thomas and Lenz, Ralf and Schwarz, Robert and Schweiger, Jonas}, title = {The Specialized MINLP Approach}, volume = {SIAM-MOS series on Optimization}, booktitle = {Evaluating Gas Network Capacities}, isbn = {9781611973686}, year = {2015}, abstract = {We propose an approach to solve the validation of nominations problem using mixed-integer nonlinear programming (MINLP) methods. Our approach handles both the discrete settings and the nonlinear aspects of gas physics. Our main contribution is an innovative coupling of mixed-integer (linear) programming (MILP) methods with nonlinear programming (NLP) that exploits the special structure of a suitable approximation of gas physics, resulting in a global optimization method for this type of problem.}, language = {en} } @book{KochHillerPfetschetal.2015, author = {Koch, Thorsten and Hiller, Benjamin and Pfetsch, Marc and Schewe, Lars}, title = {Evaluating Gas Network Capacities}, publisher = {SIAM}, isbn = {978-1-611973-68-6}, pages = {xvi + 376 pages}, year = {2015}, language = {en} } @misc{RehfeldtKochMaher2016, author = {Rehfeldt, Daniel and Koch, Thorsten and Maher, Stephen J.}, title = {Reduction Techniques for the Prize-Collecting Steiner Tree Problem and the Maximum-Weight Connected Subgraph Problem}, issn = {1438-0064}, doi = {10.1002/net.21857}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-60420}, year = {2016}, abstract = {The concept of reduction has frequently distinguished itself as a pivotal ingredient of exact solving approaches for the Steiner tree problem in graphs. In this paper we broaden the focus and consider reduction techniques for three Steiner problem variants that have been extensively discussed in the literature and entail various practical applications: The prize-collecting Steiner tree problem, the rooted prize-collecting Steiner tree problem and the maximum-weight connected subgraph problem. By introducing and subsequently deploying numerous new reduction methods, we are able to drastically decrease the size of a large number of benchmark instances, already solving more than 90 percent of them to optimality. Furthermore, we demonstrate the impact of these techniques on exact solving, using the example of the state-of-the-art Steiner problem solver SCIP-Jack.}, language = {en} } @phdthesis{Koch2013, author = {Koch, Thorsten}, title = {Progress in computational integer programming}, year = {2013}, language = {en} } @misc{KochRalphsShinano2011, author = {Koch, Thorsten and Ralphs, Ted and Shinano, Yuji}, title = {What could a million CPUs do to solve Integer Programs?}, issn = {1438-0064}, doi = {10.1007/s00186-012-0390-9}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-14222}, number = {11-40}, year = {2011}, abstract = {Given the steady increase in cores per CPU, it is only a matter of time until supercomputers will have a million or more cores. In this article, we investigate the opportunities and challenges that will arise when trying to utilize this vast computing power to solve a single integer linear optimization problem. We also raise the question of whether best practices in sequential solution of ILPs will be effective in massively parallel environments.}, language = {en} } @misc{KochAchterbergAndersenetal.2010, author = {Koch, Thorsten and Achterberg, Tobias and Andersen, Erling and Bastert, Oliver and Berthold, Timo and Bixby, Robert E. and Danna, Emilie and Gamrath, Gerald and Gleixner, Ambros and Heinz, Stefan and Lodi, Andrea and Mittelmann, Hans and Ralphs, Ted and Salvagnin, Domenico and Steffy, Daniel and Wolter, Kati}, title = {MIPLIB 2010}, doi = {10.1007/s12532-011-0025-9}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-12953}, number = {10-31}, year = {2010}, abstract = {This paper reports on the fifth version of the Mixed Integer Programming Library. The MIPLIB 2010 is the first MIPLIB release that has been assembled by a large group from academia and from industry, all of whom work in integer programming. There was mutual consent that the concept of the library had to be expanded in order to fulfill the needs of the community. The new version comprises 361 instances sorted into several groups. This includes the main benchmark test set of 87 instances, which are all solvable by today's codes, and also the challenge test set with 164 instances, many of which are currently unsolved. For the first time, we include scripts to run automated tests in a predefined way. Further, there is a solution checker to test the accuracy of provided solutions using exact arithmetic.}, language = {en} } @misc{FuegenschuhGeisslerGollmeretal.2013, author = {F{\"u}genschuh, Armin and Geißler, Bj{\"o}rn and Gollmer, Ralf and Hayn, Christine and Henrion, Rene and Hiller, Benjamin and Humpola, Jesco and Koch, Thorsten and Lehmann, Thomas and Martin, Alexander and Mirkov, Radoslava and Morsi, Antonio and R{\"o}misch, Werner and R{\"o}vekamp, Jessica and Schewe, Lars and Schmidt, Martin and Schultz, R{\"u}diger and Schwarz, Robert and Schweiger, Jonas and Stangl, Claudia and Steinbach, Marc and Willert, Bernhard}, title = {Mathematical Optimization for Challenging Network Planning Problems in Unbundled Liberalized Gas Markets}, issn = {1438-0064}, doi = {10.1007/s12667-013-0099-8}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-17821}, year = {2013}, abstract = {The recently imposed new gas market liberalization rules in Germany lead to a change of business of gas network operators. While previously network operator and gas vendor where united, they were forced to split up into independent companies. The network has to be open to any other gas trader at the same conditions, and free network capacities have to be identified and publicly offered in a non-discriminatory way. We show that these new paradigms lead to new and challenging mathematical optimization problems. In order to solve them and to provide meaningful results for practice, all aspects of the underlying problems, such as combinatorics, stochasticity, uncertainty, and nonlinearity, have to be addressed. With such special-tailored solvers, free network capacities and topological network extensions can, for instance, be determined.}, language = {en} } @misc{PfetschFuegenschuhGeissleretal.2012, author = {Pfetsch, Marc and F{\"u}genschuh, Armin and Geißler, Bj{\"o}rn and Geißler, Nina and Gollmer, Ralf and Hiller, Benjamin and Humpola, Jesco and Koch, Thorsten and Lehmann, Thomas and Martin, Alexander and Morsi, Antonio and R{\"o}vekamp, Jessica and Schewe, Lars and Schmidt, Martin and Schultz, R{\"u}diger and Schwarz, Robert and Schweiger, Jonas and Stangl, Claudia and Steinbach, Marc and Vigerske, Stefan and Willert, Bernhard}, title = {Validation of Nominations in Gas Network Optimization: Models, Methods, and Solutions}, issn = {1438-0064}, doi = {10.1080/10556788.2014.888426}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-16531}, year = {2012}, abstract = {In this article we investigate methods to solve a fundamental task in gas transportation, namely the validation of nomination problem: Given a gas transmission network consisting of passive pipelines and active, controllable elements and given an amount of gas at every entry and exit point of the network, find operational settings for all active elements such that there exists a network state meeting all physical, technical, and legal constraints. We describe a two-stage approach to solve the resulting complex and numerically difficult mixed-integer non-convex nonlinear feasibility problem. The first phase consists of four distinct algorithms facilitating mixed-integer linear, mixed-integer nonlinear, reduced nonlinear, and complementarity constrained methods to compute possible settings for the discrete decisions. The second phase employs a precise continuous nonlinear programming model of the gas network. Using this setup, we are able to compute high quality solutions to real-world industrial instances whose size is significantly larger than networks that have appeared in the literature previously.}, language = {en} } @misc{BertholdGamrathGleixneretal.2012, author = {Berthold, Timo and Gamrath, Gerald and Gleixner, Ambros and Heinz, Stefan and Koch, Thorsten and Shinano, Yuji}, title = {Solving mixed integer linear and nonlinear problems using the SCIP Optimization Suite}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-15654}, year = {2012}, abstract = {This paper introduces the SCIP Optimization Suite and discusses the capabilities of its three components: the modeling language Zimpl, the linear programming solver SoPlex, and the constraint integer programming framework SCIP. We explain how these can be used in concert to model and solve challenging mixed integer linear and nonlinear optimization problems. SCIP is currently one of the fastest non-commercial MIP and MINLP solvers. We demonstrate the usage of Zimpl, SCIP, and SoPlex by selected examples, we give an overview of available interfaces, and outline plans for future development.}, language = {en} } @misc{GamrathKochMaheretal.2016, author = {Gamrath, Gerald and Koch, Thorsten and Maher, Stephen J. and Rehfeldt, Daniel and Shinano, Yuji}, title = {SCIP-Jack - A solver for STP and variants with parallelization extensions}, issn = {1438-0064}, doi = {10.1007/s12532-016-0114-x}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-60170}, year = {2016}, abstract = {The Steiner tree problem in graphs is a classical problem that commonly arises in practical applications as one of many variants. While often a strong relationship between different Steiner tree problem variants can be observed, solution approaches employed so far have been prevalently problem-specific. In contrast, this paper introduces a general-purpose solver that can be used to solve both the classical Steiner tree problem and many of its variants without modification. 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. The result is a high-performance solver that can be employed in massively parallel environments and is capable of solving previously unsolved instances.}, language = {en} } @misc{RehfeldtKoch2016, author = {Rehfeldt, Daniel and Koch, Thorsten}, title = {Transformations for the Prize-Collecting Steiner Tree Problem and the Maximum-Weight Connected Subgraph Problem to SAP}, issn = {1438-0064}, doi = {10.4208/jcm.1709-m2017-0002}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-59777}, year = {2016}, abstract = {Transformations of Steiner tree problem variants have been frequently discussed in the literature. Besides allowing to easily transfer complexity results, they constitute a central pillar of exact state-of-the-art solvers for well-known variants such as the Steiner tree problem in graphs. In this paper transformations for both the prize-collecting Steiner tree problem and the maximum-weight connected subgraph problem to the Steiner arborescence problem are introduced for the first time. Furthermore, we demonstrate the considerable implications for practical solving approaches, including the computation of strong upper and lower bounds.}, language = {en} } @incollection{GotzesHeineckeHilleretal.2015, author = {Gotzes, Uwe and Heinecke, Nina and Hiller, Benjamin and R{\"o}vekamp, Jessica and Koch, Thorsten}, title = {Regulatory rules for gas markets in Germany and other European countries}, booktitle = {Evaluating gas network capacities}, publisher = {Society for Industrial and Applied Mathematics}, isbn = {978-1-611973-68-6}, pages = {45 -- 64}, year = {2015}, language = {en} } @misc{BreuerBussieckCaoetal.2017, 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}, issn = {1438-0064}, doi = {10.1007/978-3-319-89920-6_85}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-66183}, year = {2017}, 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} } @misc{RehfeldtKoch2018, author = {Rehfeldt, Daniel and Koch, Thorsten}, title = {SCIP-Jack—a solver for STP and variants with parallelization extensions: An update}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-66416}, 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} } @article{BertholdHendelKoch2017, author = {Berthold, Timo and Hendel, Gregor and Koch, Thorsten}, title = {From feasibility to improvement to proof: three phases of solving mixed-integer programs}, volume = {33}, journal = {Optimization Methods and Software}, number = {3}, publisher = {Taylor \& Francis}, doi = {10.1080/10556788.2017.1392519}, pages = {499 -- 517}, year = {2017}, abstract = {Modern mixed-integer programming (MIP) solvers employ dozens of auxiliary algorithmic components to support the branch-and-bound search in finding and improving primal solutions and in strengthening the dual bound. Typically, all components are tuned to minimize the average running time to prove optimality. In this article, we take a different look at the run of a MIP solver. We argue that the solution process consists of three distinct phases, namely achieving feasibility, improving the incumbent solution, and proving optimality. We first show that the entire solving process can be improved by adapting the search strategy with respect to the phase-specific aims using different control tunings. Afterwards, we provide criteria to predict the transition between the individual phases and evaluate the performance impact of altering the algorithmic behaviour of the non-commercial MIP solver Scip at the predicted phase transition points.}, language = {en} } @article{SchmidtAssmannBurlacuetal.2017, author = {Schmidt, Martin and Assmann, Denis and Burlacu, Robert and Humpola, Jesco and Joormann, Imke and Kanelakis, Nikolaos and Koch, Thorsten and Oucherif, Djamal and Pfetsch, Marc and Schewe, Lars and Schwarz, Robert and Sirvent, Matthias}, title = {GasLib - A Library of Gas Network Instances}, volume = {2}, journal = {Data}, number = {4}, doi = {10.3390/data2040040}, year = {2017}, language = {en} } @article{Koch2017, author = {Koch, Thorsten}, title = {The ZIMPL modeling language}, volume = {103}, journal = {Optima}, pages = {8 -- 9}, year = {2017}, language = {en} } @misc{RehfeldtKoch2017, 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}, issn = {1438-0064}, doi = {10.1137/17M1145963}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-64699}, year = {2017}, 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} }