@inproceedings{KochWessaely2004, author = {Koch, Thorsten and Wess{\"a}ly, Roland}, title = {Hierarchical Infrastructure Planning in Networks}, booktitle = {Proceedings of the 3rd Conference on Applied Infrastructure Research, 9. October 2004, Berlin}, editor = {Elmer, Carl-Friedrich and von Hirschhausen, Christian}, year = {2004}, language = {en} } @phdthesis{Koch2004, author = {Koch, Thorsten}, title = {Rapid Mathematical Programming}, year = {2004}, language = {en} } @article{AchterbergKochMartin2005, author = {Achterberg, Tobias and Koch, Thorsten and Martin, Alexander}, title = {Branching Rules Revisited}, volume = {33}, journal = {Operations Research Letters}, number = {1}, publisher = {Elsevier / North-Holland}, doi = {10.1016/j.orl.2004.04.002}, pages = {42 -- 54}, year = {2005}, language = {en} } @article{Koch2006, author = {Koch, Thorsten}, title = {Mathematische Programmierung auf der {\"U}berholspur}, journal = {OR News}, number = {26}, pages = {36 -- 37}, year = {2006}, language = {en} } @article{KochMartin1998, author = {Koch, Thorsten and Martin, Alexander}, title = {Solving Steiner tree problems in graphs to optimality}, volume = {32}, journal = {Networks}, doi = {10.1002/(SICI)1097-0037(199810)32:3\%3C207::AID-NET5\%3E3.0.CO;2-O}, pages = {207 -- 232}, year = {1998}, language = {en} } @article{JohnstonKelleyCrawfordetal.2000, author = {Johnston, Jennifer and Kelley, Richard and Crawford, Thomas and Morton, D. and Agarwala, Richa and Koch, Thorsten and Sch{\"a}ffer, Alejandro and Francomano, Clair and Biesecker, Leslie}, title = {A novel nemaline myopathy in the Amish caused by a mutation in troponin T1}, volume = {67}, journal = {American Journal of Human Genetics}, pages = {814 -- 821}, year = {2000}, language = {en} } @incollection{KochMartinVoss2001, author = {Koch, Thorsten and Martin, Alexander and Voß, Stefan}, title = {SteinLib: An Updated Library on Steiner Tree Problems in Graphs}, booktitle = {Steiner Trees in Industry}, editor = {Du, D.-Z. and Cheng, X.}, publisher = {Kluwer}, doi = {10.1007/978-1-4613-0255-1_9}, pages = {285 -- 325}, year = {2001}, language = {en} } @article{AlbrechtCeynowaDegkwitzetal.2013, author = {Albrecht, Rita and Ceynowa, Klaus and Degkwitz, Andreas and Kende, Jiri and Koch, Thorsten and Messmer, Gabriele and Risch, Uwe and Rusch, Beate and Scheuerl, Robert and Voß, Michael}, title = {Cloudbasierte Infrastruktur f{\"u}r Bibliotheksdaten - auf dem Weg zu einer Neuordnung der deutschen Verbundlandschaft}, volume = {37}, journal = {Bibliothek Forschung und Praxis}, number = {3}, doi = {10.1515/bfp-2013-0044}, pages = {279 -- 287}, year = {2013}, abstract = {Im Oktober 2012 hatte die Deutsche Forschungsgemeinschaft (DFG) ein F{\"o}rderprogramm zur Neuausrichtung {\"u}berregionaler Informationsservices ausgeschrieben, um eine umfassende Reorganisation bestehender Infrastrukturen anzustoßen, die mit den Empfehlungen des Wissenschaftsrates zur Zukunft der bibliothekarischen Verbundsysteme in Deutschland gefordert wurde. Im Themenfeld „Bibliotheksdateninfrastruktur und Lokale Systeme" der DFG-Ausschreibung wurde das vom Hessischen Bibliotheksinformationssystem (HeBIS), vom Bibliotheksverbund Bayern (BVB) und vom Kooperativen Bibliotheksverbund Berlin-Brandenburg (KOBV) beantragte Vorhaben „Cloudbasierte Infrastruktur f{\"u}r Bibliotheksdaten" (CIB) bewilligt. Das Projekt zielt auf die {\"U}berf{\"u}hrung bibliothekarischer Workflows und Dienste in cloudbasierte Arbeitsumgebungen und die sukzessive Abl{\"o}sung traditioneller Verbund- und Lokalsysteme durch internationale Systemplattformen. Zu den Arbeitspaketen des Vorhabens geh{\"o}rt u. a. die Einbindung von Norm- und Fremddatenangeboten und von weiteren Services in diese Plattformen.}, language = {de} } @misc{BeckerBertelmannCeynowaetal.2016, author = {Becker, Pascal-Nicolas and Bertelmann, Roland and Ceynowa, Klaus and Christof, J{\"u}rgen and Dierkes, Thomas and Goltz-Fellgiebel, Julia Alexandra and Groß, Matthias and Heidrich, Regina and H{\"o}hnow, Tobias and Kassube, Michael and Koch, Thorsten and Kuberek, Monika and Landes, Lilian and Pampel, Heinz and Putnings, Markus and Rusch, Beate and Sch{\"a}ffler, Hildegard and Schobert, Dagmar and Schwab, Oliver and Schwidder, Jens and S{\"o}llner, Konstanze and Stoyanova, Tonka and Vierkant, Paul}, title = {Questionnaire for effective exchange of bibliographic metadata - current status of publishing houses}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-60419}, year = {2016}, abstract = {The project DeepGreen aims to realise better usage of green open access publication rights with regard to Alliance Licenses in Germany (https://www.nationallizenzen.de/open-access). Together with publishers who offer Alliance Licenses and authorized libraries, the project group intends to develop a prototype of a nearly fully automated workflow that covers the delivery of data from the publishers, including the article full texts, as well as the process of loading data into the institutional repositories of licensees. Further information about the project can be found within ZIB-Report 15-58, urn:nbn:de:0297-zib-56799. In order to become acquainted with publishers' processes for exchanging documents and metadata, the project group developed a questionnaire for an online survey. The publishing of this questionnaire is intended to demonstrate relevant aspects of the issue (e. g. methods of data exchange, protocols and interfaces) and to foster reuse of valuable questionnaire elements. The XML-file can be reused as a template, the PDF-file reproduces the original survey layout.}, subject = {Open Access}, language = {en} } @misc{BeckerBertelmannCeynowaetal.2016, author = {Becker, Pascal-Nicolas and Bertelmann, Roland and Ceynowa, Klaus and Christof, J{\"u}rgen and Dierkes, Thomas and Goltz-Fellgiebel, Julia Alexandra and Groß, Matthias and Heidrich, Regina and H{\"o}hnow, Tobias and Kassube, Michael and Koch, Thorsten and Kuberek, Monika and Landes, Lilian and Pampel, Heinz and Putnings, Markus and Rusch, Beate and Sch{\"a}ffler, Hildegard and Schobert, Dagmar and Schwab, Oliver and Schwidder, Jens and S{\"o}llner, Konstanze and Stoyanova, Tonka and Vierkant, Paul}, title = {DeepGreen - Metadata Schema for the exchange of publications between publishers and open access repositories. Version 1.1. June 2016}, issn = {1438-0064}, doi = {10.12752/3.dg.1.0}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-59580}, year = {2016}, abstract = {In 2011, important priorities were set to realize green publications in the open access movement in Germany. With financial support from the German Research Foundation (DFG), libraries negotiated Alliance licenses with publishers that guarantee extensive open access rights. Authors of institutions, that have therewith access to licensed journals, can freely publish their articles immediately or after a short embargo period in a repository of their choice. However, authors hesitantly use these open access rights. Also libraries - as managers of institutional and subject based repositories and thus legitimated representatives for the authors - only rarely make use of these rights. The aim of DeepGreen is to make the majority of those publications available online. Together with publishers of the Alliance licenses, the project consortium wants to develop a nearly fully automated workflow that covers both the delivery of data, including the full texts, of the publishers, as well as the data transformation to the necessary import formats and the loading process into the repositories. An intermediate "publication router" will serve as a distribution platform. The DeepGreen metadata schema contains metadata properties describing a wide range of deliverable bibliographic metadata from the Alliance license publishers (most common standards are JATS and CrossRef XML) as well as its compliance with technical, quality and metadata standards of the repositories. The schema includes required metadata elements and optional properties providing additional information.The metadata schema is aligned to the OCLC repository best practices ("Best Practices for CONTENTdm and other OAI-PMH compliant repositories: creating sharable metadata", URL: http://www.oclc.org/content/dam/support/wcdigitalcollectiongateway/MetadataBestPractices.pdf). The current version of the schema is subject to changes as the functional requirements and workflow practices are evolving during the project experiences and prototype production.}, language = {en} } @misc{AustConradRempelDegkwitzetal.2015, author = {Aust, Sonja and Conrad-Rempel, Steffi and Degkwitz, Andreas and Golz, Bettina and Hasler, Tim and Heiss, Alexandra and Keidel, Petra and Koch, Thorsten and Kuberek, Monika and Lill, Monika and Lohrum, Stefan and M{\"u}ller, Anja and Peters-Kottig, Wolfgang and Quitzsch, Nicole and Rusch, Beate and Schwidder, Jens and Sischke, Gabriele and Stanek, Ursula and Taylor, Viola and Weihe, Signe and Wyrwol, Christiane and Happel, Hans-Gerd}, title = {KOBV Jahresbericht 2013-2014}, volume = {2013-2014}, number = {2013-2014}, organization = {Kooperativer Bibliotheksverbund Berlin-Brandenburg (KOBV)}, issn = {0934-5892}, pages = {1 -- 56}, year = {2015}, abstract = {Der KOBV-Jahresbericht informiert r{\"u}ckblickend im 2-Jahres-Rhythmus {\"u}ber die bibliothekarisch-fachlichen Entwicklungen im Verbund und die Projekte des Kooperativen Bibliotheksverbunds Berlin-Brandenburg (KOBV).}, language = {de} } @misc{ChristofConradRempelDegkwitzetal.2017, author = {Christof, J{\"u}rgen and Conrad-Rempel, Steffi and Degkwitz, Andreas and Goltz-Fellgiebel, Julia Alexandra and Happel, Hans-Gerd and Hasler, Tim and Heiss, Alexandra and Kaminsky, Uta and Kant, Oliver and Kende, Jiř{\´i} and Koch, Thorsten and Kuberek, Monika and Lohrum, Stefan and M{\"u}ller, Anja and Mutter, Moritz and Peters-Kottig, Wolfgang and Quitzsch, Nicole and Rusch, Beate and Schwidder, Jens and Stanek, Ursula and Weihe, Signe and Zeyns, Andrea}, title = {KOBV Jahresbericht 2015-2016}, volume = {2015-2016}, number = {2015-2016}, organization = {Kooperativer Bibliotheksverbund Berlin-Brandenburg (KOBV)}, issn = {0934-5892}, pages = {1 -- 64}, year = {2017}, abstract = {Der KOBV-Jahresbericht informiert r{\"u}ckblickend im 2-Jahres-Rhythmus {\"u}ber die bibliothekarisch-fachlichen Entwicklungen im Verbund und die Projekte des Kooperativen Bibliotheksverbunds Berlin-Brandenburg (KOBV).}, language = {de} } @misc{BehrensBertelmannBoltzeetal.2019, author = {Behrens, Kathrin and Bertelmann, Roland and Boltze, Julia and Ceynowa, Klaus and Christof, J{\"u}rgen and Dierkes, Thomas and Goltz-Fellgiebel, Julia Alexandra and Groß, Matthias and Hammerl, Michaela and Haoua, Marsa and Heermann, Petra and Hoffmann, Cornelia and H{\"o}hnow, Tobias and Koch, Thorsten and Kuberek, Monika and Pampel, Heinz and Putnings, Markus and Rusch, Beate and Sch{\"a}ffler, Hildegard and Schwidder, Jens and S{\"o}llner, Konstanze and Staub, Hedda and Wannick, Eike}, title = {DeepGreen - Open Access Transformation: Eine Handreichung f{\"u}r institutionelle Repositorien}, issn = {1438-0064}, doi = {10.12752/7443}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-74438}, year = {2019}, abstract = {Mit dem DFG-gef{\"o}rderten Projekt DeepGreen soll eine automatisierte, rechtssichere L{\"o}sung entwickelt werden, um Artikeldaten von wissenschaftlichen Verlagen abzuholen und anschließend, nach Ablauf etwaiger lizenzrechtlicher Embargofristen, an berechtigte Repositorien zu verteilen und somit in den Open Access zu {\"u}berf{\"u}hren. Dabei liegt der Fokus auf den DFG-gef{\"o}rderten und {\"u}berregional verhandelten Allianz-Lizenzen, mit spezieller Open-Access-Komponente. Die vorliegende Handreichung richtet sich speziell an die Betreiber institutioneller Repositorien und stellt Empfehlungen und einen Workflow bereit, um eine erfolgreiche Ver{\"o}ffentlichung, der durch die DeepGreen-Datendrehscheibe zugeordneten Artikel, zu erm{\"o}glichen. Die Handreichung basiert auf den bisherigen Erfahrungen der DeepGreen-Projektbeteiligten.}, language = {de} } @misc{KochMartin1996, author = {Koch, Thorsten and Martin, Alexander}, title = {Solving Steiner Tree Problems in Graphs to Optimality}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-2526}, number = {SC-96-42}, year = {1996}, abstract = {In this paper we present the implementation of a branch-and-cut algorithm for solving Steiner tree problems in graphs. Our algorithm is based on an integer programming formulation for directed graphs and comprises preprocessing, separation algorithms and primal heuristics. We are able to solve all problem instances discussed in literature to optimality, including one to our knowledge not yet solved problem. We also report on our computational experiences with some very large Steiner tree problems arising from the design of electronic circuits. All test problems are gathered in a newly introduced library called {\em SteinLib} that is accessible via World Wide Web.}, language = {en} } @misc{PedersenLindnerRehfeldtetal.2025, author = {Pedersen, Jaap and Lindner, Niels and Rehfeldt, Daniel and Koch, Thorsten}, title = {Comparing Branching Rules for the Quota Steiner Tree Problem with Interference}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-101250}, year = {2025}, abstract = {Branching decisions play a crucial role in branch-and-bound algorithms for solving combinatorial optimization problems. In this paper, we investigate several branching rules applied to the Quota Steiner Tree Problem with Interference (QSTPI). The Quota Steiner Tree Problem (QSTP) generalizes the classical Steiner Tree Problem (STP) in graphs by seeking a minimum-cost tree that connects a subset of profit-associated vertices to meet a given quota. The extended version, QSTPI, introduces interference among vertices: Selecting certain vertices simultaneously reduces their individual contributions to the overall profit. This problem arises, for example, in positioning and connecting wind turbines, where turbines possibly shadow other turbines, reducing their energy yield. While exact solvers for standard STP-related problems often rely heavily on reduction techniques and cutting-plane methods - rarely generating large branch-and-bound trees - experiments reveal that large instances of QSTPI require significantly more branching to compute provably optimal solutions. In contrast to branching on variables, we utilize the combinatorial structure of the QSTPI by branching on the graph's vertices. We adapt classical and problem-specific branching rules and present a comprehensive computational study comparing the effectiveness of these branching strategies.}, language = {en} } @misc{KempkeKoch2025, author = {Kempke, Nils-Christian and Koch, Thorsten}, title = {A GPU accelerated variant of Schroeppel-Shamir's algorithm for solving the market split problem}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-100554}, year = {2025}, abstract = {The market split problem (MSP), introduced by Cornu{\´e}jols and Dawande (1998), is a challenging binary optimization problem that performs poorly on state-of-the-art linear programming-based branch-and-cut solvers. We present a novel algorithm for solving the feasibility version of this problem, derived from Schroeppel-Shamir's algorithm for the one-dimensional subset sum problem. Our approach is based on exhaustively enumerating one-dimensional solutions of MSP and utilizing GPUs to evaluate candidate solutions across the entire problem. The resulting hybrid CPU-GPU implementation efficiently solves instances with up to 10 constraints and 90 variables. We demonstrate the algorithm's performance on benchmark problems, solving instances of size (9, 80) in less than fifteen minutes and (10, 90) in up to one day.}, language = {en} } @article{KochBernalNeiraChenetal.2025, author = {Koch, Thorsten and Bernal Neira, David E. and Chen, Ying and Cortiana, Giorgio and Egger, Daniel J. and Heese, Raoul and Hegade, Narendra N. and Gomez Cadavid, Alejandro and Huang, Rhea and Itoko, Toshinari and Kleinert, Thomas and Maciel Xavier, Pedro and Mohseni, Naeimeh and Montanez-Barrera, Jhon A. and Nakano, Koji and Nannicini, Giacomo and O'Meara, Corey and Pauckert, Justin and Proissl, Manuel and Ramesh, Anurag and Schicker, Maximilian and Shimada, Noriaki and Takeori, Mitsuharu and Valls, Victor and Van Bulck, David and Woerner, Stefan and Zoufal, Christa}, title = {Quantum Optimization Benchmark Library -- The Intractable Decathlon}, arxiv = {http://arxiv.org/abs/2504.03832}, year = {2025}, abstract = {Through recent progress in hardware development, quantum computers have advanced to the point where benchmarking of (heuristic) quantum algorithms at scale is within reach. Particularly in combinatorial optimization -- where most algorithms are heuristics -- it is key to empirically analyze their performance on hardware and track progress towards quantum advantage. To this extent, we present ten optimization problem classes that are difficult for existing classical algorithms and can (mostly) be linked to practically-relevant applications, with the goal to enable systematic, fair, and comparable benchmarks for quantum optimization methods. Further, we introduce the Quantum Optimization Benchmark Library (QOBLIB) where the problem instances and solution track records can be found. The individual properties of the problem classes vary in terms of objective and variable type, coefficient ranges, and density. Crucially, they all become challenging for established classical methods already at system sizes ranging from less than 100 to, at most, an order of 100,000 decision variables, allowing to approach them with today's quantum computers. We reference the results from state-of-the-art solvers for instances from all problem classes and demonstrate exemplary baseline results obtained with quantum solvers for selected problems. The baseline results illustrate a standardized form to present benchmarking solutions, which has been designed to ensure comparability of the used methods, reproducibility of the respective results, and trackability of algorithmic and hardware improvements over time. We encourage the optimization community to explore the performance of available classical or quantum algorithms and hardware platforms with the benchmarking problem instances presented in this work toward demonstrating quantum advantage in optimization.}, language = {en} } @misc{RiedmuellerZittelKoch2025, author = {Riedm{\"u}ller, Stephanie and Zittel, Janina and Koch, Thorsten}, title = {Warm-starting Strategies in Scalarization Methods for Multi-Objective Optimization}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-101073}, year = {2025}, abstract = {We explore how warm-starting strategies can be integrated into scalarization-based approaches for multi-objective optimization in (mixed) integer linear programming. Scalarization methods remain widely used classical techniques to compute Pareto-optimal solutions in applied settings. They are favored due to their algorithmic simplicity and broad applicability across continuous and integer programs with an arbitrary number of objectives. While warm-starting has been applied in this context before, a systematic methodology and analysis remain lacking. We address this gap by providing a theoretical characterization of warm-starting within scalarization methods, focusing on the sequencing of subproblems. However, optimizing the order of subproblems to maximize warm-start efficiency may conflict with alternative criteria, such as early identification of infeasible regions. We quantify these trade-offs through an extensive computational study.}, language = {en} } @incollection{GotzesBuchholzKallrathetal.2025, author = {Gotzes, Uwe and Buchholz, Annika and Kallrath, Josef and Lindner, Niels and Koch, Thorsten}, title = {Flexible Pooling Pattern Design with Integer Programming}, volume = {226}, booktitle = {Theory, Algorithms and Experiments in Applied Optimization. In Honor of the 70th Birthday of Panos Pardalos}, publisher = {Springer}, year = {2025}, abstract = {Sample pooling has the potential to significantly enhance large-scale screening procedures, especially in scenarios like the COVID-19 pandemic, where rapid and widespread PCR testing has been crucial. Efficient strategies are essential to increase the testing capacity, i.e., the number of tests that can be processed within a given timeframe. Non-adaptive pooling strategies can further streamline the testing process by reducing the required testing rounds. In contrast to adaptive strategies, where subsequent tests depend on prior results, non-adaptive pooling processes all samples in a single round, eliminating the need for sequential retesting and reducing delays. This paper presents a highly flexible method based on integer programming to design optimized pooling patterns suitable for various applications, including medical diagnostics and quality control in industrial production. Using coronavirus testing as a case study, we formulate and solve optimization and satisfiability models that compute efficient pool designs. Our optimized pooling does not only increase testing capacity, but also accelerates the testing process and reduces overall costs. The proposed method is adaptable and can be seamlessly integrated into automated testing systems.}, language = {en} } @article{ZhouChenPengetal.2025, author = {Zhou, Lei and Chen, Ying and Peng, Hanqiu and Koch, Thorsten}, title = {Is innovation slowing down? Insights from the AIMS framework of patent values}, volume = {280}, journal = {Expert Systems with Applications}, doi = {10.1016/j.eswa.2025.127355}, pages = {127355}, year = {2025}, abstract = {Amidst the unprecedented expansion of scientific and technological knowledge over the past century, concerns persist regarding a slowdown in innovation. To address this, we introduce the AIMS framework, which categorizes patents into four types—Aurora, Invisible, Mirage, and Success—based on their respective inherent scientific values and market-recognized economic values. Utilizing USPTO patent and citation data from 1976 to 2022, our analysis reveals an increasing volume of patent issuances but a concerning dilution in scientific quality starting in the 2000s. This trend is primarily attributed to the rise of low scientific value patents—categorized as Mirage and Invisible—and a modest decline in high-impact scientific patents—categorized as Success and Aurora. Meanwhile, the economic value of patents has risen, especially noted with the growth in Mirage patents since the 2010s, indicating a shift towards strategies that prioritize market-driven patenting. This study highlights the evolving nature of patents from mere indicators of scientific innovation to strategic tools for market dominance, providing an alternative understanding of patent value and its implications for firms' strategic decisions over patent issuance across different sectors.}, language = {en} } @article{RiedmuellerKoch2025, author = {Riedm{\"u}ller, Stephanie and Koch, Thorsten}, title = {Exact Objective Space Contraction for the Preprocessing of Multi-objective Integer Programs}, arxiv = {http://arxiv.org/abs/2512.01535}, year = {2025}, abstract = {Solving integer optimization problems with large or widely ranged objective coefficients can lead to numerical instability and increased runtimes. When the problem also involves multiple objectives, the impact of the objective coefficients on runtimes and numerical issues multiplies. We address this issue by transforming the coefficients of linear objective functions into smaller integer coefficients. To the best of our knowledge, this problem has not been defined before. Next to a straightforward scaling heuristic, we introduce a novel exact transformation approach for the preprocessing of multi-objective binary problems. In this exact approach, the large or widely ranged integer objective coefficients are transformed into the minimal integer objective coefficients that preserve the dominance relation of the points in the objective space. The transformation problem is solved with an integer programming formulation with an exponential number of constraints. We present a cutting-plane algorithm that can efficiently handle the problem size. In a first computational study, we analyze how often and in which settings the transformation actually leads to smaller coefficients. In a second study, we evaluate how the exact transformation and a typical scaling heuristic, when used as preprocessing, affect the runtime and numerical stability of the Defining Point Algorithm.}, language = {en} } @article{ChenKochPengetal.2025, author = {Chen, Ying and Koch, Thorsten and Peng, Hanqui and Zhang, Hongrui}, title = {Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions}, arxiv = {http://arxiv.org/abs/2502.05226}, year = {2025}, abstract = {Quantum computing is poised to transform the financial industry, yet its advantages over traditional methods have not been evidenced. As this technology rapidly evolves, benchmarking is essential to fairly evaluate and compare different computational strategies. This study presents a challenging yet solvable problem of large-scale dynamic portfolio optimization under realistic market conditions with frictions. We frame this issue as a Quadratic Unconstrained Binary Optimization (QUBO) problem, compatible with digital computing and ready for quantum computing, to establish a reliable benchmark. By applying the latest solvers to real data, we release benchmarks that help verify true advancements in dynamic trading strategies, either quantum or digital computing, ensuring that reported improvements in portfolio optimization are based on robust, transparent, and comparable metrics.}, language = {en} } @misc{GamrathAndersonBestuzhevaetal.2020, author = {Gamrath, Gerald and Anderson, Daniel and Bestuzheva, Ksenia and Chen, Wei-Kun and Eifler, Leon and Gasse, Maxime and Gemander, Patrick and Gleixner, Ambros and Gottwald, Leona and Halbig, Katrin and Hendel, Gregor and Hojny, Christopher and Koch, Thorsten and Le Bodic, Pierre and Maher, Stephen J. and Matter, Frederic and Miltenberger, Matthias and M{\"u}hmer, Erik and M{\"u}ller, Benjamin and Pfetsch, Marc and Schl{\"o}sser, Franziska and Serrano, Felipe and Shinano, Yuji and Tawfik, Christine and Vigerske, Stefan and Wegscheider, Fabian and Weninger, Dieter and Witzig, Jakob}, title = {The SCIP Optimization Suite 7.0}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-78023}, year = {2020}, abstract = {The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming frame- work SCIP. This paper discusses enhancements and extensions contained in version 7.0 of the SCIP Optimization Suite. The new version features the parallel presolving library PaPILO as a new addition to the suite. PaPILO 1.0 simplifies mixed-integer linear op- timization problems and can be used stand-alone or integrated into SCIP via a presolver plugin. SCIP 7.0 provides additional support for decomposition algorithms. Besides im- provements in the Benders' decomposition solver of SCIP, user-defined decomposition structures can be read, which are used by the automated Benders' decomposition solver and two primal heuristics. Additionally, SCIP 7.0 comes with a tree size estimation that is used to predict the completion of the overall solving process and potentially trigger restarts. Moreover, substantial performance improvements of the MIP core were achieved by new developments in presolving, primal heuristics, branching rules, conflict analysis, and symmetry handling. Last, not least, the report presents updates to other components and extensions of the SCIP Optimization Suite, in particular, the LP solver SoPlex and the mixed-integer semidefinite programming solver SCIP-SDP.}, language = {en} } @misc{RehfeldtKoch2020, author = {Rehfeldt, Daniel and Koch, Thorsten}, title = {On the exact solution of prize-collecting Steiner tree problems}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-78174}, year = {2020}, language = {en} } @article{GamrathGleixnerKochetal.2019, author = {Gamrath, Gerald and Gleixner, Ambros and Koch, Thorsten and Miltenberger, Matthias and Kniasew, Dimitri and Schl{\"o}gel, Dominik and Martin, Alexander and Weninger, Dieter}, title = {Tackling Industrial-Scale Supply Chain Problems by Mixed-Integer Programming}, volume = {37}, journal = {Journal of Computational Mathematics}, doi = {10.4208/jcm.1905-m2019-0055}, pages = {866 -- 888}, year = {2019}, abstract = {The modeling flexibility and the optimality guarantees provided by mixed-integer programming greatly aid the design of robust and future-proof decision support systems. The complexity of industrial-scale supply chain optimization, however, often poses limits to the application of general mixed-integer programming solvers. In this paper we describe algorithmic innovations that help to ensure that MIP solver performance matches the complexity of the large supply chain problems and tight time limits encountered in practice. Our computational evaluation is based on a diverse set, modeling real-world scenarios supplied by our industry partner SAP.}, language = {en} } @article{XuChenZhangetal.2022, author = {Xu, Xiaofei and Chen, Ying and Zhang, Ge and Koch, Thorsten}, title = {Modeling Functional Time Series and Mixed-Type Predictors With Partially Functional Autoregressions}, volume = {42}, journal = {Journal of Business \& Economic Statistics}, number = {2}, publisher = {Informa UK Limited}, issn = {0735-0015}, doi = {https://doi.org/10.1080/07350015.2021.2011299}, pages = {349 -- 366}, year = {2022}, language = {en} } @inproceedings{HadjidimitriouLippiNastroetal.2024, author = {Hadjidimitriou, Natalia Selini and Lippi, Marco and Nastro, Raffaele and Koch, Thorsten and Mamei, Marco}, title = {Short-Term Forecasting of Energy Consumption and Production in Local Energy Communities}, booktitle = {2024 32nd International Conference on Enabling Technologies: Infrastructure for Collaborative Enterprises (WETICE)}, publisher = {IEEE}, doi = {10.1109/WETICE64632.2024.00022}, pages = {74 -- 79}, year = {2024}, language = {en} } @article{RehfeldtKoch2023, author = {Rehfeldt, Daniel and Koch, Thorsten}, title = {Implications, Conflicts, and Reductions for Steiner Trees}, volume = {197}, journal = {Mathematical Programming}, publisher = {Springer}, doi = {10.1007/s10107-021-01757-5}, pages = {903 -- 966}, year = {2023}, language = {en} } @misc{KempkeRehfeldtKoch2024, author = {Kempke, Nils-Christian and Rehfeldt, Daniel and Koch, Thorsten}, title = {A Massively Parallel Interior-Point-Method for Arrowhead Linear Programs}, issn = {1438-0064}, arxiv = {http://arxiv.org/abs/2412.07731}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-98829}, year = {2024}, abstract = {In practice, non-specialized interior point algorithms often cannot utilize the massively parallel compute resources offered by modern many- and multi-core compute platforms. However, efficient distributed solution techniques are required, especially for large-scale linear programs. This article describes a new decomposition technique for systems of linear equations implemented in the parallel interior-point solver PIPS-IPM++. The algorithm exploits a matrix structure commonly found in optimization problems: a doubly-bordered block-diagonal or arrowhead structure. This structure is preserved in the linear KKT systems solved during each iteration of the interior-point method. We present a hierarchical Schur complement decomposition that distributes and solves the linear optimization problem; it is designed for high-performance architectures and scales well with the availability of additional computing resources. The decomposition approach uses the border constraints' locality to decouple the factorization process. Our approach is motivated by large-scale unit-commitment problems. We demonstrate the performance of our method on a set of mid-to large-scale instances, some of which have more than 10^9 nonzeros in their constraint matrix.}, language = {en} } @article{AbbasAmbainisAugustinoetal.2024, author = {Abbas, Amira and Ambainis, Andris and Augustino, Brandon and B{\"a}rtschi, Andreas and Buhrman, Harry and Coffrin, Carleton and Cortiana, Giorgio and Dunjko, Vedran and Egger, Daniel J. and Elmegreen, Bruce G. and Franco, Nicola and Fratini, Filippo and Fuller, Bryce and Gacon, Julien and Gonciulea, Constantin and Gribling, Sander and Gupta, Swati and Hadfield, Stuart and Heese, Raoul and Kircher, Gerhard and Kleinert, Thomas and Koch, Thorsten and Korpas, Georgios and Lenk, Steve and Marecek, Jakub and Markov, Vanio and Mazzola, Guglielmo and Mensa, Stefano and Mohseni, Naeimeh and Nannicini, Giacomo and O'Meara, Corey and Tapia, Elena Pe{\~n}a and Pokutta, Sebastian and Proissl, Manuel and Rebentrost, Patrick and Sahin, Emre and Symons, Benjamin C. B. and Tornow, Sabine and Valls, V{\´i}ctor and Woerner, Stefan and Wolf-Bauwens, Mira L. and Yard, Jon and Yarkoni, Sheir and Zechiel, Dirk and Zhuk, Sergiy and Zoufal, Christa}, title = {Challenges and opportunities in quantum optimization}, volume = {6}, journal = {Nature Reviews Physics}, publisher = {Springer Science and Business Media LLC}, issn = {2522-5820}, arxiv = {http://arxiv.org/abs/2312.02279}, doi = {10.1038/s42254-024-00770-9}, pages = {718 -- 735}, year = {2024}, language = {en} } @misc{VuKochXu2024, author = {Vu, Thi Huong and Koch, Thorsten and Xu, Hong-Kun}, title = {The gradient projection method: Is the Polyak adaptive stepsize rule optimal?}, year = {2024}, abstract = {Not always! This is our answer to the question of whether the Polyak adaptive stepsize rule in the gradient projection method is optimal. The answer is based on revisiting the subgradient projection method by Polyak [USSR Computational Mathematics and Mathematical Physics 9 (1969)] for smooth and convex minimization problems where the objective function possesses a geometric property called flatness. Our results show that the method can be more flexible (the effective range for the parameter controlling the stepsize can be wider) and have sharper convergence rates. Applications to split feasibility/equality problems are presented, deriving for the first time the O(1/k) rate of convergence for the adaptive CQ method. A theoretical guarantee of the linear convergence of the gradient descent method with adaptive stepsizes for Google PageRank is provided. At the same time, numerical experiments are designed to spot the ``optimal" stepsize and to compare with other basic gradient methods.}, language = {en} } @inproceedings{HadjidimitriouKochLippietal.2024, author = {Hadjidimitriou, Natalia Selini and Koch, Thorsten and Lippi, Marco and Petkovic, Milena and Mamei, Marco}, title = {Analysis of the Impact of COVID-19 and Russo-Ukraine War on Natural Gas Flow Using Time Series Forecasting}, booktitle = {Preceedings of the 16th International Conference on Management of Digital Ecosystems}, year = {2024}, language = {en} } @article{PedersenLeKochetal.2024, author = {Pedersen, Jaap and Le, Thi Thai and Koch, Thorsten and Zittel, Janina}, title = {Optimal discrete pipe sizing for tree-shaped CO2 networks}, volume = {46}, journal = {OR Spectrum}, doi = {10.1007/s00291-024-00773-z}, pages = {1163 -- 1187}, year = {2024}, abstract = {For industries like the cement industry, switching to a carbon-neutral production process is impossible. They must rely on carbon capture, utilization and storage (CCUS) technologies to reduce their production processes' inevitable carbon dioxide (CO2) emissions. For transporting continuously large amounts of CO2, utilizing a pipeline network is the most effective solution; however, building such a network is expensive. Therefore minimizing the cost of the pipelines to be built is extremely important to make the operation financially feasible. 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 already a challenging mixed-integer nonlinear optimization problem. The problem becomes even more complex when adding the highly sensitive nonlinear behavior of CO2 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 modeling, including mixing effects, the Joule-Thomson effect, and heat exchange with the surrounding environment. We demonstrate the effectiveness of our approach by applying our algorithm to a real-world network planning problem for a CO2 network in Western Germany. Further, we show the robustness of the algorithm by solving a large artificially created set of network instances.}, language = {en} } @misc{YuekselErguenKochZittel2024, author = {Yueksel-Erguen, Inci and Koch, Thorsten and Zittel, Janina}, title = {Mathematical optimization based flow scenario generation for operational analysis of European gas transport networks based on open data}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-95789}, year = {2024}, abstract = {The decarbonization of the European energy system demands a rapid and comprehensive transformation while securing energy supplies at all times. Still, natural gas plays a crucial role in this process. Recent unexpected events forced drastic changes in gas routes throughout Europe. Therefore, operational-level analysis of the gas transport networks and technical capacities to cope with these transitions using unconventional scenarios has become essential. Unfortunately, data limitations often hinder such analyses. To overcome this challenge, we propose a mathematical model-based scenario generator that enables operational analysis of the European gas network using open data. Our approach focuses on the consistent analysis of specific partitions of the gas transport network, whose network topology data is readily available. We generate reproducible and consistent node-based gas in/out-flow scenarios for these defined network partitions to enable feasibility analysis and data quality assessment. Our proposed method is demonstrated through several applications that address the feasibility analysis and data quality assessment of the German gas transport network. By using open data and a mathematical modeling approach, our method allows for a more comprehensive understanding of the gas transport network's behavior and assists in decision-making during the transition to decarbonization.}, language = {en} } @article{PetkovicChenGamrathetal.2022, author = {Petkovic, Milena and Chen, Ying and Gamrath, Inken and Gotzes, Uwe and Hadjidimitrou, Natalia Selini and Zittel, Janina and Xu, Xiaofei and Koch, Thorsten}, title = {A hybrid approach for high precision prediction of gas flows}, volume = {13}, journal = {Energy Systems}, doi = {10.1007/s12667-021-00466-4}, pages = {383 -- 408}, year = {2022}, abstract = {About 23\% of the German energy demand is supplied by natural gas. Additionally, for about the same amount Germany serves as a transit country. Thereby, the German network represents a central hub in the European natural gas transport network. The transport infrastructure is operated by transmissions system operators (TSOs). The number one priority of the TSOs is to ensure the security of supply. However, the TSOs have only very limited knowledge about the intentions and planned actions of the shippers (traders). Open Grid Europe (OGE), one of Germany's largest TSO, operates a high-pressure transport network of about 12,000 km length. With the introduction of peak-load gas power stations, it is of great importance to predict in- and out-flow of the network to ensure the necessary flexibility and security of supply for the German Energy Transition ("Energiewende"). In this paper, we introduce a novel hybrid forecast method applied to gas flows at the boundary nodes of a transport network. This method employs an optimized feature selection and minimization. We use a combination of a FAR, LSTM and mathematical programming to achieve robust high-quality forecasts on real-world data for different types of network nodes.}, language = {en} } @inproceedings{PedersenHoppmannBaumZitteletal.2022, author = {Pedersen, Jaap and Hoppmann-Baum, Kai and Zittel, Janina and Koch, Thorsten}, title = {Blending hydrogen into natural gas: An assessment of the capacity of the German gas grid}, booktitle = {Operations Research Proceedings 2021}, doi = {https://doi.org/10.1007/978-3-031-08623-6_28}, pages = {182 -- 187}, year = {2022}, abstract = {In the transition towards a pure hydrogen infrastructure, repurposing the existing natural gas infrastructure is considered. In this study, the maximal technically feasible injection of hydrogen into the existing German natural gas transmission network is analysed with respect to regulatory limits regarding the gas quality. We propose a transient tracking model based on the general pooling problem including linepack. The analysis is conducted using real-world hourly gas flow data on a network of about 10,000 km length.}, language = {en} } @incollection{GroetschelKochHoang2010, author = {Gr{\"o}tschel, Martin and Koch, Thorsten and Hoang, Nam-Dung}, title = {Lagenwechsel minimieren - oder das Bohren von L{\"o}chern in Leiterplatten}, booktitle = {Besser als Mathe}, editor = {Biermann, Katja and Gr{\"o}tschel, Martin and Lutz-Westphal, Brigitte}, publisher = {Vieweg+Teubner}, doi = {10.1007/978-3-658-01004-1_19}, pages = {161 -- 174}, year = {2010}, language = {en} } @article{BertholdKochShinano2021, author = {Berthold, Timo and Koch, Thorsten and Shinano, Yuji}, title = {MILP. Try. Repeat.}, volume = {2}, journal = {Proceedings of the 13th International Conference on the Practice and Theory of Automated Timetabling - PATAT 2021}, year = {2021}, language = {en} } @article{PetkovicKochZittel2021, author = {Petkovic, Milena and Koch, Thorsten and Zittel, Janina}, title = {Deep learning for spatio-temporal supply anddemand forecasting in natural gas transmission networks}, journal = {Energy Science and Engineering}, doi = {https://doi.org/10.1002/ese3.932}, year = {2021}, abstract = {Germany is the largest market for natural gas in the European Union, with an annual consumption of approx. 95 billion cubic meters. Germany's high-pressure gas pipeline network is roughly 40,000 km long, which enables highly fluctuating quantities of gas to be transported safely over long distances. Considering that similar amounts of gas are also transshipped through Germany to other EU states, it is clear that Germany's gas transport system is essential to the European energy supply. Since the average velocity of gas in a pipeline is only 25km/h, an adequate high-precision, high-frequency forecasting of supply and demand is crucial for efficient control and operation of such a transmission network. We propose a deep learning model based on spatio-temporal convolutional neural networks (DLST) to tackle the problem of gas flow forecasting in a complex high-pressure transmission network. Experiments show that our model effectively captures comprehensive spatio-temporal correlations through modeling gas networks and consistently outperforms state-of-the-art benchmarks on real-world data sets by at least 21\%. The results demonstrate that the proposed model can deal with complex nonlinear gas network flow forecasting with high accuracy and effectiveness.}, language = {en} } @misc{KochBertholdPedersenetal.2022, author = {Koch, Thorsten and Berthold, Timo and Pedersen, Jaap and Vanaret, Charlie}, title = {Progress in Mathematical Programming Solvers from 2001 to 2020}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-82779}, year = {2022}, abstract = {This study investigates the progress made in LP and MILP solver performance during the last two decades by comparing the solver software from the beginning of the millennium with the codes available today. On average, we found out that for solving LP/MILP, computer hardware got about 20 times faster, and the algorithms improved by a factor of about nine for LP and around 50 for MILP, which gives a total speed-up of about 180 and 1,000 times, respectively. However, these numbers have a very high variance and they considerably underestimate the progress made on the algorithmic side: many problem instances can nowadays be solved within seconds, which the old codes are not able to solve within any reasonable time.}, language = {en} } @misc{PedersenHoppmannBaumZitteletal.2021, author = {Pedersen, Jaap and Hoppmann-Baum, Kai and Zittel, Janina and Koch, Thorsten}, title = {Blending hydrogen into natural gas: An assessment of the capacity of the German gas grid; Technical Report}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-82838}, year = {2021}, abstract = {In the transition towards a pure hydrogen infrastructure, utilizing the existing natural gas infrastructure is a necessity. In this study, the maximal technically feasible injection of hydrogen into the existing German natural gas transmission network is analysed with respect to regulatory limits regarding the gas quality. We propose a transient tracking model based on the general pooling problem including linepack. The analysis is conducted using real-world hourly gas flow data on a network of about 10,000 km length.}, language = {en} } @article{LeKoch2021, author = {Le, Thi Thai and Koch, Thorsten}, title = {Interface stability of compressible fluids in porous media}, volume = {33}, journal = {Physics of Fluids}, number = {8}, publisher = {AIP Publishing}, doi = {10.1063/5.0059336}, pages = {084102}, year = {2021}, abstract = {The stability of flows in porous media plays a vital role in transiting energy supply from natural gas to hydrogen, especially for estimating the usability of existing underground gas storage infrastructures. Thus, this research aims to analyze the interface stability of the tangential-velocity discontinuity between two compressible gases by using Darcy's model to include the porosity effect. The results shown in this research will be a basis for considering whether underground gas storages in porous material can be used to store hydrogen. We show the relation between the Mach number M, the viscosity \mu, and the porosity \epsilon on the stability of the interface. This interface stability affects gases' withdrawal and injection processes, thus will help us to determine the velocity which with gas can be extracted and injected into the storage effectively. By imposing solid walls along the flow direction, the critical values of these parameters regarding the stability of the interface are smaller than when considering no walls. The consideration of bounded flows approaches the problem more realistically. In particular, this analysis plays a vital role when considering two-dimensional gas flows in storages and pipes.}, language = {en} } @article{RehfeldtHobbieSchoenheitetal.2022, author = {Rehfeldt, Daniel and Hobbie, Hannes and Sch{\"o}nheit, David and Koch, Thorsten and M{\"o}st, Dominik and Gleixner, Ambros}, title = {A massively parallel interior-point solver for LPs with generalized arrowhead structure, and applications to energy system models}, volume = {296}, journal = {European Journal of Operational Research}, number = {1}, doi = {10.1016/j.ejor.2021.06.063}, pages = {60 -- 71}, year = {2022}, abstract = {Linear energy system models are a crucial component of energy system design and operations, as well as energy policy consulting. If detailed enough, such models lead to large-scale linear programs, which can be intractable even for the best state-of-the-art solvers. This article introduces an interior-point solver that exploits common structures of energy system models to efficiently run in parallel on distributed-memory systems. The solver is designed for linear programs with doubly-bordered block-diagonal constraint matrix and makes use of a Schur complement based decomposition. In order to handle the large number of linking constraints and variables commonly observed in energy system models, a distributed Schur complement preconditioner is used. In addition, the solver features a number of more generic techniques such as parallel matrix scaling and structure-preserving presolving. The implementation is based on the solver PIPS-IPM. We evaluate the computational performance on energy system models with up to four billion nonzero entries in the constraint matrix—and up to one billion columns and one billion rows. This article mainly concentrates on the energy system model ELMOD, which is a linear optimization model representing the European electricity markets by the use of a nodal pricing market-clearing. It has been widely applied in the literature on energy system analyses in recent years. However, it will be demonstrated that the new solver is also applicable to other energy system models.}, language = {en} } @inproceedings{RehfeldtKoch2021, author = {Rehfeldt, Daniel and Koch, Thorsten}, title = {Implications, conflicts, and reductions for Steiner trees}, booktitle = {Integer Programming and Combinatorial Optimization: 22th International Conference, IPCO 2021}, doi = {10.1007/978-3-030-73879-2_33}, pages = {473 -- 487}, year = {2021}, language = {en} } @article{AndersonTurnerKoch2022, author = {Anderson, Lovis and Turner, Mark and Koch, Thorsten}, title = {Generative deep learning for decision making in gas networks}, volume = {95}, journal = {Mathematical Methods of Operations Research}, publisher = {Springer Nature}, doi = {10.1007/s00186-022-00777-x}, pages = {503 -- 532}, year = {2022}, abstract = {A decision support system relies on frequent re-solving of similar problem instances. While the general structure remains the same in corresponding applications, the input parameters are updated on a regular basis. We propose a generative neural network design for learning integer decision variables of mixed-integer linear programming (MILP) formulations of these problems. We utilise a deep neural network discriminator and a MILP solver as our oracle to train our generative neural network. In this article, we present the results of our design applied to the transient gas optimisation problem. With the trained network we produce a feasible solution in 2.5s, use it as a warm-start solution, and thereby decrease global optimal solution solve time by 60.5\%.}, language = {en} } @article{RehfeldtKoch2021, author = {Rehfeldt, Daniel and Koch, Thorsten}, title = {On the exact solution of prize-collecting Steiner tree problems}, journal = {INFORMS Journal on Computing}, doi = {10.1287/ijoc.2021.1087}, year = {2021}, language = {en} } @misc{ChenKochXu2019, author = {Chen, Ying and Koch, Thorsten and Xu, Xiaofei}, title = {Regularized partially functional autoregressive model with application to high-resolution natural gas forecasting in Germany}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-74880}, year = {2019}, abstract = {We propose a partially functional autoregressive model with exogenous variables (pFAR) to describe the dynamic evolution of the serially correlated functional data. It provides a unit� ed framework to model both the temporal dependence on multiple lagged functional covariates and the causal relation with ultrahigh-dimensional exogenous scalar covariates. Estimation is conducted under a two-layer sparsity assumption, where only a few groups and elements are supposed to be active, yet without knowing their number and location in advance. We establish asymptotic properties of the estimator and investigate its unite sample performance along with simulation studies. We demonstrate the application of pFAR with the high-resolution natural gas flows in Germany, where the pFAR model provides insightful interpretation as well as good out-of-sample forecast accuracy.}, language = {en} } @article{HenningsAndersonHoppmannBaumetal.2021, author = {Hennings, Felix and Anderson, Lovis and Hoppmann-Baum, Kai and Turner, Mark and Koch, Thorsten}, title = {Controlling transient gas flow in real-world pipeline intersection areas}, volume = {22}, journal = {Optimization and Engineering}, edition = {2}, publisher = {Springer Nature}, doi = {https://doi.org/10.1007/s11081-020-09559-y}, pages = {687 -- 734}, year = {2021}, abstract = {Compressor stations are the heart of every high-pressure gas transport network. Located at intersection areas of the network they are contained in huge complex plants, where they are in combination with valves and regulators responsible for routing and pushing the gas through the network. Due to their complexity and lack of data compressor stations are usually dealt with in the scientific literature in a highly simplified and idealized manner. As part of an ongoing project with one of Germany's largest Transmission System Operators to develop a decision support system for their dispatching center, we investigated how to automatize control of compressor stations. Each station has to be in a particular configuration, leading in combination with the other nearby elements to a discrete set of up to 2000 possible feasible operation modes in the intersection area. Since the desired performance of the station changes over time, the configuration of the station has to adapt. Our goal is to minimize the necessary changes in the overall operation modes and related elements over time, while fulfilling a preset performance envelope or demand scenario. This article describes the chosen model and the implemented mixed integer programming based algorithms to tackle this challenge. By presenting extensive computational results on real world data we demonstrate the performance of our approach.}, language = {en} } @misc{HoangKoch2012, author = {Hoang, Nam-Dung and Koch, Thorsten}, title = {Steiner Tree Packing Revisited}, issn = {1438-0064}, doi = {10.1007/s00186-012-0391-8}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-14625}, number = {12-02}, year = {2012}, abstract = {The Steiner tree packing problem (STPP) in graphs is a long studied problem in combinatorial optimization. In contrast to many other problems, where there have been tremendous advances in practical problem solving, STPP remains very difficult. Most heuristics schemes are ineffective and even finding feasible solutions is already NP-hard. What makes this problem special is that in order to reach the overall optimal solution non-optimal solutions to the underlying NP-hard Steiner tree problems must be used. Any non-global approach to the STPP is likely to fail. Integer programming is currently the best approach for computing optimal solutions. In this paper we review some "classical" STPP instances which model the underlying real world application only in a reduced form. Through improved modelling, including some new cutting planes, and by emplyoing recent advances in solver technology we are for the first time able to solve those instances in the original 3D grid graphs to optimimality.}, language = {en} } @article{BreuerBussieckFiandetal.2019, author = {Breuer, Thomas and Bussieck, Michael and Fiand, Frederik and Cao, Karl-Ki{\^e}n and Gils, Hans Christian and Wetzel, Manuel and Gleixner, Ambros and Koch, Thorsten and Rehfeldt, Daniel and Khabi, Dmitry}, title = {BEAM-ME: Ein interdisziplin{\"a}rer Beitrag zur Erreichung der Klimaziele}, journal = {OR-News : das Magazin der GOR}, number = {66}, pages = {6 -- 8}, year = {2019}, language = {de} } @inproceedings{GleixnerKempkeKochetal.2020, author = {Gleixner, Ambros and Kempke, Nils-Christian and Koch, Thorsten and Rehfeldt, Daniel and Uslu, Svenja}, title = {First Experiments with Structure-Aware Presolving for a Parallel Interior-Point Method}, booktitle = {Operations Research Proceedings 2019}, edition = {1}, publisher = {Springer International Publishing}, doi = {10.1007/978-3-030-48439-2_13}, pages = {105 -- 111}, year = {2020}, abstract = {In linear optimization, matrix structure can often be exploited algorithmically. However, beneficial presolving reductions sometimes destroy the special structure of a given problem. In this article, we discuss structure-aware implementations of presolving as part of a parallel interior-point method to solve linear programs with block-diagonal structure, including both linking variables and linking constraints. While presolving reductions are often mathematically simple, their implementation in a high-performance computing environment is a complex endeavor. We report results on impact, performance, and scalability of the resulting presolving routines on real-world energy system models with up to 700 million nonzero entries in the constraint matrix.}, language = {en} } @inproceedings{ShinanoRehfeldtKoch2019, author = {Shinano, Yuji and Rehfeldt, Daniel and Koch, Thorsten}, title = {Building Optimal Steiner Trees on Supercomputers by Using up to 43,000 Cores}, volume = {11494}, booktitle = {Integration of Constraint Programming, Artificial Intelligence, and Operations Research. CPAIOR 2019}, publisher = {Springer}, doi = {10.1007/978-3-030-19212-9_35}, pages = {529 -- 539}, year = {2019}, abstract = {SCIP-JACK is a customized, branch-and-cut based solver for Steiner tree and related problems. ug [SCIP-JACK, MPI] extends SCIP-JACK to a massively parallel solver by using the Ubiquity Generator (UG) framework. ug [SCIP-JACK, MPI] was the only solver that could run on a distributed environment at the (latest) 11th DIMACS Challenge in 2014. Furthermore, it could solve three well-known open instances and updated 14 best-known solutions to instances from the benchmark libary STEINLIB. After the DIMACS Challenge, SCIP-JACK has been considerably improved. However, the improvements were not reflected on ug [SCIP- JACK, MPI]. This paper describes an updated version of ug [SCIP-JACK, MPI], especially branching on constrains and a customized racing ramp-up. Furthermore, the different stages of the solution process on a supercomputer are described in detail. We also show the latest results on open instances from the STEINLIB.}, language = {en} } @misc{HoppmannHenningsLenzetal.2019, author = {Hoppmann, Kai and Hennings, Felix and Lenz, Ralf and Gotzes, Uwe and Heinecke, Nina and Spreckelsen, Klaus and Koch, Thorsten}, title = {Optimal Operation of Transient Gas Transport Networks}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-73639}, year = {2019}, language = {en} } @misc{HenningsAndersonHoppmannetal.2019, author = {Hennings, Felix and Anderson, Lovis and Hoppmann, Kai and Turner, Mark and Koch, Thorsten}, title = {Controlling transient gas flow in real-world pipeline intersection areas}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-73645}, year = {2019}, abstract = {Compressor stations are the heart of every high-pressure gas transport network. Located at intersection areas of the network they are contained in huge complex plants, where they are in combination with valves and regulators responsible for routing and pushing the gas through the network. Due to their complexity and lack of data compressor stations are usually dealt with in the scientific literature in a highly simplified and idealized manner. As part of an ongoing project with one of Germany's largest Transmission System Operators to develop a decision support system for their dispatching center, we investigated how to automatize control of compressor stations. Each station has to be in a particular configuration, leading in combination with the other nearby elements to a discrete set of up to 2000 possible feasible operation modes in the intersection area. Since the desired performance of the station changes over time, the configuration of the station has to adapt. Our goal is to minimize the necessary changes in the overall operation modes and related elements over time, while fulfilling a preset performance envelope or demand scenario. This article describes the chosen model and the implemented mixed integer programming based algorithms to tackle this challenge. By presenting extensive computational results on real world data we demonstrate the performance of our approach.}, language = {en} } @misc{PetkovicChenGamrathetal.2019, author = {Petkovic, Milena and Chen, Ying and Gamrath, Inken and Gotzes, Uwe and Hadjidimitriou, Natalia Selini and Zittel, Janina and Xu, Xiaofei and Koch, Thorsten}, title = {A Hybrid Approach for High Precision Prediction of Gas Flows}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-73525}, year = {2019}, abstract = {About 20\% of the German energy demand is supplied by natural gas. Ad- ditionally, for about twice the amount Germany serves as a transit country. Thereby, the German network represents a central hub in the European natural gas transport network. The transport infrastructure is operated by so-called transmissions system operators or TSOs. The number one priority of the TSOs is to ensure security of supply. However, the TSOs have no knowledge of the intentions and planned actions of the shippers (traders). Open Grid Europe (OGE), one of Germany's largest TSO, operates a high- pressure transport network of about 12.000 km length. Since flexibility and security of supply is of utmost importance to the German Energy Transition ("Energiewende") especially with the introduction of peak-load gas power stations, being able to predict in- and out-flow of the network is of great importance. In this paper we introduce a new hybrid forecast method applied to gas flows at the boundary nodes of a transport network. The new method employs optimized feature minimization and selection. We use a combination of an FAR, LSTM DNN and mathematical programming to achieve robust high quality forecasts on real world data for different types of network nodes. Keywords: Gas Forecast, Time series, Hybrid Method, FAR, LSTM, Mathematical Optimisation}, language = {en} } @article{ChenChuaKoch2018, author = {Chen, Ying and Chua, Wee Song and Koch, Thorsten}, title = {Forecasting day-ahead high-resolution natural-gas demand and supply in Germany}, journal = {Applied Energy}, number = {Volume 228}, doi = {https://doi.org/10.1016/j.apenergy.2018.06.137}, pages = {1091 -- 1110}, year = {2018}, abstract = {Forecasting natural gas demand and supply is essential for an efficient operation of the German gas distribution system and a basis for the operational decisions of the transmission system operators. The German gas market is moving towards more short-term planning, in particular, day-ahead contracts. This increases the difficulty that the operators in the dispatching centre are facing, as well as the necessity of accurate forecasts. This paper presents a novel predictive model that provides day-ahead forecasts of the high resolution gas flow by developing a Functional AutoRegressive model with eXogenous variables (FARX). The predictive model allows the dynamic patterns of hourly gas flows to be described in a wide range of historical profiles, while also taking the relevant determinants data into account. By taking into account a richer set of information, FARX provides stronger performance in real data analysis, with both accuracy and high computational efficiency. Compared to several alternative models in out-of-sample forecasts, the proposed model can improve forecast accuracy by at least 12\% and up to 5-fold for one node, 3\% to 2-fold and 2-fold to 4-fold for the other two nodes. The results show that lagged 1-day gas flow and nominations are important predictors, and with their presence in the forecast model, temperature becomes insignificant for short-term predictions.}, language = {en} } @inproceedings{RehfeldtShinanoKoch2021, author = {Rehfeldt, Daniel and Shinano, Yuji and Koch, Thorsten}, title = {SCIP-Jack: An exact high performance solver for Steiner tree problems in graphs and related problems}, booktitle = {Modeling, Simulation and Optimization of Complex Processes HPSC 2018}, publisher = {Springer}, doi = {10.1007/978-3-030-55240-4_10}, year = {2021}, abstract = {The Steiner tree problem in graphs is one of the classic combinatorial optimization problems. Furthermore, many related problems, such as the rectilinear Steiner tree problem or the maximum-weight connected subgraph problem, have been described in the literature—with a wide range of practical applications. To embrace this wealth of problem classes, the solver SCIP-JACK has been developed as an exact framework for classic Steiner tree and 11 related problems. Moreover, the solver comes with both shared- and distributed memory extensions by means of the UG framework. Besides its versatility, SCIP-JACK is highly competitive for most of the 12 problem classes it can solve, as for instance demonstrated by its top ranking in the recent PACE 2018 Challenge. This article describes the current state of SCIP-JACK and provides up-to-date computational results, including several instances that can now be solved for the first time to optimality.}, language = {en} } @inproceedings{YuekselErguenKochZittel2025, author = {Yueksel-Erguen, Inci and Koch, Thorsten and Zittel, Janina}, title = {Consistent flow scenario generation based on open data for operational analysis of European gas transport networks}, booktitle = {Operations Research Proceedings 2023. OR 2023}, publisher = {Springer}, doi = {10.1007/978-3-031-58405-3_63}, pages = {493 -- 499}, year = {2025}, abstract = {In recent years, European gas transport has been affected by major disruptive events like political issues such as, most recently, the Russian war on Ukraine. To incorporate the impacts of such events into decision-making during the energy transition, more complex models for gas network analysis are required. However, the limited availability of consistent data presents a significant obstacle in this endeavor. We use a mathematical-modeling-based scenario generator to deal with this obstacle. The scenario generator consists of capacitated network flow models representing the gas network at different aggregation levels. In this study, we present the coarse-to-fine approach utilized in this scenario generator.}, language = {en} } @inproceedings{KochRehfeldtShinano2025, author = {Koch, Thorsten and Rehfeldt, Daniel and Shinano, Yuji}, title = {On the state of QUBO solving}, booktitle = {Operations Research Proceedings 2023. OR 2023}, publisher = {Springer}, doi = {10.1007/978-3-031-58405-3_46}, pages = {357 -- 365}, year = {2025}, abstract = {It is regularly claimed that quantum computers will bring breakthrough progress in solving challenging combinatorial optimization problems relevant in practice. In particular, Quadratic Unconstrained Binary Optimization (QUBO) problems are said to be the model of choice for use in (adiabatic) quantum systems during the noisy intermediate- scale quantum (NISQ) era. Even the first commercial quantum-based systems are advertised to solve such problems. Theoretically, any Integer Program can be converted into a QUBO. In practice, however, there are some caveats, as even for problems that can be nicely modeled as a QUBO, this might not be the most effective way to solve them. We review the state of QUBO solving on digital and quantum computers and provide insights regarding current benchmark instances and modeling.}, language = {en} } @misc{RehfeldtHobbieSchoenheitetal.2019, author = {Rehfeldt, Daniel and Hobbie, Hannes and Sch{\"o}nheit, David and Gleixner, Ambros and Koch, Thorsten and M{\"o}st, Dominik}, title = {A massively parallel interior-point solver for linear energy system models with block structure}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-74321}, year = {2019}, abstract = {Linear energy system models are often a crucial component of system design and operations, as well as energy policy consulting. Such models can lead to large-scale linear programs, which can be intractable even for state-of-the-art commercial solvers|already the available memory on a desktop machine might not be sufficient. Against this backdrop, this article introduces an interior-point solver that exploits common structures of linear energy system models to efficiently run in parallel on distributed memory systems. The solver is designed for linear programs with doubly bordered block-diagonal constraint matrix and makes use of a Schur complement based decomposition. Special effort has been put into handling large numbers of linking constraints and variables as commonly observed in energy system models. In order to handle this strong linkage, a distributed preconditioning of the Schur complement is used. In addition, the solver features a number of more generic techniques such as parallel matrix scaling and structure-preserving presolving. The implementation is based on the existing parallel interior-point solver PIPS-IPM. We evaluate the computational performance on energy system models with up to 700 million non-zero entries in the constraint matrix, and with more than 200 million columns and 250 million rows. This article mainly concentrates on the energy system model ELMOD, which is a linear optimization model representing the European electricity markets by the use of a nodal pricing market clearing. It has been widely applied in the literature on energy system analyses during the recent years. However, it will be demonstrated that the new solver is also applicable to other energy system models.}, language = {en} } @misc{GleixnerKempkeKochetal.2019, author = {Gleixner, Ambros and Kempke, Nils-Christian and Koch, Thorsten and Rehfeldt, Daniel and Uslu, Svenja}, title = {First Experiments with Structure-Aware Presolving for a Parallel Interior-Point Method}, issn = {1438-0064}, doi = {10.1007/978-3-030-48439-2_13}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-74084}, year = {2019}, abstract = {In linear optimization, matrix structure can often be exploited algorithmically. However, beneficial presolving reductions sometimes destroy the special structure of a given problem. In this article, we discuss structure-aware implementations of presolving as part of a parallel interior-point method to solve linear programs with block-diagonal structure, including both linking variables and linking constraints. While presolving reductions are often mathematically simple, their implementation in a high-performance computing environment is a complex endeavor. We report results on impact, performance, and scalability of the resulting presolving routines on real-world energy system models with up to 700 million nonzero entries in the constraint matrix.}, language = {en} } @article{XuChenZhangetal.2021, author = {Xu, Xiaofei and Chen, Ying and Zhang, Ge and Koch, Thorsten}, title = {Modeling functional time series and mixed-type predictors with partially functional autoregressions*}, journal = {Journal of Business and Economic Statistics}, doi = {10.1080/07350015.2021.2011299}, pages = {1 -- 43}, year = {2021}, abstract = {In many business and economics studies, researchers have sought to measure the dynamic dependence of curves with high-dimensional mixed-type predictors. We propose a partially functional autoregressive model (pFAR) where the serial dependence of curves is controlled by coefficient operators that are defined on a two-dimensional surface, and the individual and group effects of mixed-type predictors are estimated with a two-layer regularization. We develop an efficient estimation with the proven asymptotic properties of consistency and sparsity. We show how to choose the sieve and tuning parameters in regularization based on a forward-looking criterion. In addition to the asymptotic properties, numerical validation suggests that the dependence structure is accurately detected. The implementation of the pFAR within a real-world analysis of dependence in German daily natural gas flow curves, with seven lagged curves and 85 scalar predictors, produces superior forecast accuracy and an insightful understanding of the dynamics of natural gas supply and demand for the municipal, industry, and border nodes, respectively.}, language = {en} } @article{RehfeldtFranzKoch2022, author = {Rehfeldt, Daniel and Franz, Henriette and Koch, Thorsten}, title = {Optimal Connected Subgraphs: Integer Programming Formulations and Polyhedra}, volume = {80}, journal = {Networks}, number = {3}, publisher = {Wiley}, doi = {10.1002/net.22101}, pages = {314 -- 332}, year = {2022}, language = {en} } @misc{GleixnerEiflerGallyetal.2017, author = {Gleixner, Ambros and Eifler, Leon and Gally, Tristan and Gamrath, Gerald and Gemander, Patrick and Gottwald, Robert Lion and Hendel, Gregor and Hojny, Christopher and Koch, Thorsten and Miltenberger, Matthias and M{\"u}ller, Benjamin and Pfetsch, Marc and Puchert, Christian and Rehfeldt, Daniel and Schl{\"o}sser, Franziska and Serrano, Felipe and Shinano, Yuji and Viernickel, Jan Merlin and Vigerske, Stefan and Weninger, Dieter and Witt, Jonas T. and Witzig, Jakob}, title = {The SCIP Optimization Suite 5.0}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-66297}, year = {2017}, abstract = {This article describes new features and enhanced algorithms made available in version 5.0 of the SCIP Optimization Suite. In its central component, the constraint integer programming solver SCIP, remarkable performance improvements have been achieved for solving mixed-integer linear and nonlinear programs. On MIPs, SCIP 5.0 is about 41 \% faster than SCIP 4.0 and over twice as fast on instances that take at least 100 seconds to solve. For MINLP, SCIP 5.0 is about 17 \% faster overall and 23 \% faster on instances that take at least 100 seconds to solve. This boost is due to algorithmic advances in several parts of the solver such as cutting plane generation and management, a new adaptive coordination of large neighborhood search heuristics, symmetry handling, and strengthened McCormick relaxations for bilinear terms in MINLPs. Besides discussing the theoretical background and the implementational aspects of these developments, the report describes recent additions for the other software packages connected to SCIP, in particular for the LP solver SoPlex, the Steiner tree solver SCIP-Jack, the MISDP solver SCIP-SDP, and the parallelization framework UG.}, language = {en} } @misc{ShinanoAchterbergBertholdetal.2015, 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}, issn = {1438-0064}, doi = {10.1109/IPDPS.2016.56}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-56404}, year = {2015}, 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} } @misc{RehfeldtKoch2018, author = {Rehfeldt, Daniel and Koch, Thorsten}, title = {Reduction-based exact solution of prize-collecting Steiner tree problems}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-70958}, year = {2018}, language = {en} } @misc{ShinanoRehfeldtKoch2018, author = {Shinano, Yuji and Rehfeldt, Daniel and Koch, Thorsten}, title = {Building Optimal Steiner Trees on Supercomputers by using up to 43,000 Cores}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-71118}, year = {2018}, abstract = {SCIP-JACK is a customized, branch-and-cut based solver for Steiner tree and related problems. ug [SCIP-JACK, MPI] extends SCIP-JACK to a massively par- allel solver by using the Ubiquity Generator (UG) framework. ug [SCIP-JACK, MPI] was the only solver that could run on a distributed environment at the (latest) 11th DIMACS Challenge in 2014. Furthermore, it could solve three well-known open instances and updated 14 best known solutions to instances from the bench- mark libary STEINLIB. After the DIMACS Challenge, SCIP-JACK has been con- siderably improved. However, the improvements were not reflected on ug [SCIP- JACK, MPI]. This paper describes an updated version of ug [SCIP-JACK, MPI], especially branching on constrains and a customized racing ramp-up. Furthermore, the different stages of the solution process on a supercomputer are described in detail. We also show the latest results on open instances from the STEINLIB.}, language = {en} } @article{VuLitzelKoch2026, author = {Vu, Thi Huong and Litzel, Ida and Koch, Thorsten}, title = {Similarity-based fuzzy clustering scientific articles: potentials and challenges from mathematical and computational perspectives}, volume = {10}, journal = {Journal of Nonlinear and Variational Analysis}, number = {2}, publisher = {Biemdas}, arxiv = {http://arxiv.org/abs/2506.04045}, doi = {https://doi.org/10.23952/jnva.10.2026.2.8}, pages = {381 -- 401}, year = {2026}, abstract = {Fuzzy clustering, which allows an article to belong to multiple clusters with soft membership degrees, plays a vital role in analyzing publication data. This problem can be formulated as a constrained optimization model, where the goal is to minimize the discrepancy between the similarity observed from data and the similarity derived from a predicted distribution. While this approach benefits from leveraging state-of-the-art optimization algorithms, tailoring them to work with real, massive databases like OpenAlex or Web of Science - containing about 70 million articles and a billion citations - poses significant challenges. We analyze potentials and challenges of the approach from both mathematical and computational perspectives. Among other things, second-order optimality conditions are established, providing new theoretical insights, and practical solution methods are proposed by exploiting the structure of the problem. Specifically, we accelerate the gradient projection method using GPU-based parallel computing to efficiently handle large-scale data.}, language = {en} } @article{GleixnerHendelGamrathetal.2021, author = {Gleixner, Ambros and Hendel, Gregor and Gamrath, Gerald and Achterberg, Tobias and Bastubbe, Michael and Berthold, Timo and Christophel, Philipp M. and Jarck, Kati and Koch, Thorsten and Linderoth, Jeff and L{\"u}bbecke, Marco and Mittelmann, Hans and Ozyurt, Derya and Ralphs, Ted and Salvagnin, Domenico and Shinano, Yuji}, title = {MIPLIB 2017: Data-Driven Compilation of the 6th Mixed-Integer Programming Library}, volume = {13}, journal = {Mathematical Programming Computation}, number = {3}, doi = {10.1007/s12532-020-00194-3}, pages = {443 -- 490}, year = {2021}, abstract = {We report on the selection process leading to the sixth version of the Mixed Integer Programming Library. Selected from an initial pool of over 5,000 instances, the new MIPLIB 2017 collection consists of 1,065 instances. A subset of 240 instances was specially selected for benchmarking solver performance. For the first time, the compilation of these sets was done using a data-driven selection process supported by the solution of a sequence of mixed integer optimization problems, which encoded requirements on diversity and balancedness with respect to instance features and performance data.}, language = {en} } @article{ShinanoAchterbergBertholdetal.2013, author = {Shinano, Yuji and Achterberg, Tobias and Berthold, Timo and Heinz, Stefan and Koch, Thorsten and Vigerske, Stefan and Winkler, Michael}, title = {制約整数計画ソルバ SCIP の並列化}, volume = {61}, journal = {統計数理}, number = {1}, pages = {47 -- 78}, year = {2013}, abstract = {制約整数計画(CIP: Constraint Integer Programs)は,制約プログラミング(CP: Constraint Programming),混合整数計画(MIP: Mixed Integer Programming),充足可能性問題(SAT: Satisfability Problem)の研究分野におけるモデリング技術と解法を統合している.その結果,制約整数計画は,広いクラスの最適化問題を扱うことができる.SCIP(Solving Constraint Integer Programs)は,CIP を解くソルバとして実装され,Zuse Institute Berlin(ZIB)の研究者を中心として継続的に拡張が続けられている.本論文では,著者らによって開発された SCIP に対する2 種類の並列化拡張を紹介する.一つは,複数計算ノード間で大規模に並列動作する ParaSCIPである.もう一つは,複数コアと共有メモリを持つ 1 台の計算機上で(スレッド)並列で動作する FiberSCIP である.ParaSCIP は,HLRN II スーパーコンピュータ上で,一つのインスタンスを解くために最大 7,168 コアを利用した動作実績がある.また,統計数理研究所の Fujitsu PRIMERGY RX200S5 上でも,最大 512 コアを利用した動作実績がある.統計数理研究所のFujitsu PRIMERGY RX200S5 上では,これまでに最適解が得られていなかった MIPLIB2010のインスタンスである dg012142 に最適解を与えた.}, language = {ja} } @inproceedings{BleyGleixnerKochetal.2012, author = {Bley, Andreas and Gleixner, Ambros and Koch, Thorsten and Vigerske, Stefan}, title = {Comparing MIQCP Solvers to a Specialised Algorithm for Mine Production Scheduling}, booktitle = {Modeling, Simulation and Optimization of Complex Processes. Proceedings of the Fourth International Conference on High Performance Scientific Computing, March 2-6, 2009, Hanoi, Vietnam}, doi = {10.1007/978-3-642-25707-0_3}, pages = {25 -- 39}, year = {2012}, abstract = {In this paper we investigate the performance of several out-of-the box solvers for mixed-integer quadratically constrained programmes (MIQCPs) on an open pit mine production scheduling problem with mixing constraints. We compare the solvers BARON, Couenne, SBB, and SCIP to a problem-specific algorithm on two different MIQCP formulations. The computational results presented show that general-purpose solvers with no particular knowledge of problem structure are able to nearly match the performance of a hand-crafted algorithm.}, language = {en} } @article{PedersenSpreckelsenGotzesetal.2023, author = {Pedersen, Jaap and Spreckelsen, Klaus and Gotzes, Uwe and Zittel, Janina and Koch, Thorsten}, title = {Beimischung von Wasserstoff zum Erdgas: Eine Kapazit{\"a}tsstudie des deutschen Gasnetzes}, journal = {3R - Fachzeitschrift f{\"u}r Rohrleitungssystem}, number = {06/2023}, pages = {70 -- 75}, year = {2023}, abstract = {Die europ{\"a}ische Gasinfrastruktur wird disruptiv in ein zuk{\"u}nftiges dekarbonisiertes Energiesystem ver{\"a}ndert; ein Prozess, der angesichts der j{\"u}ngsten politischen Situation beschleunigt werden muss. Mit einem wachsenden Wasserstoffmarkt wird der pipelinebasierte Transport unter Nutzung der bestehenden Erdgasinfrastruktur wirtschaftlich sinnvoll, tr{\"a}gt zur Erh{\"o}hung der {\"o}ffentlichen Akzeptanz bei und beschleunigt den Umstellungsprozess. In diesem Fachbeitrag wird die maximal technisch machbare Einspeisung von Wasserstoff in das bestehende deutsche Erdgastransportnetz hinsichtlich regulatorischer Grenzwerte der Gasqualit{\"a}t analysiert. Die Analyse erfolgt auf Basis eines transienten Tracking-Modells, das auf dem allgemeinen Pooling-Problem einschließlich Linepack aufbaut. Es zeigt sich, dass das Gasnetz auch bei strengen Grenzwerten gen{\"u}gend Kapazit{\"a}t bietet, um f{\"u}r einen großen Teil der bis 2030 geplanten Erzeugungskapazit{\"a}t f{\"u}r gr{\"u}nen Wasserstoff als garantierter Abnehmer zu dienen.}, language = {de} } @article{PedersenSpreckelsenGotzesetal.2023, author = {Pedersen, Jaap and Spreckelsen, Klaus and Gotzes, Uwe and Zittel, Janina and Koch, Thorsten}, title = {Beimischung von Wasserstoff zum Erdgas: Eine Kapazit{\"a}tsstudie des deutschen Gasnetzes}, journal = {gwf Gas + Energie}, edition = {06/2023}, publisher = {Vulkan Verlag}, year = {2023}, abstract = {Die europaische Gasinfrastruktur wird disruptiv in ein zukunftiges dekarbonisiertes Energiesystem ver{\"a}ndert; ein Prozess, der angesichts der j{\"u}ngsten politischen Situation beschleunigt werden muss. Mit einem wachsenden Wasserstoffmarkt wird der pipelinebasierte Transport unter Nutzung der bestehenden Erdgasinfrastruktur wirtschaftlich sinnvoll, tr{\"a}gt zur Erh{\"o}hung der {\"o}ffentlichen Akzeptanz bei und beschleunigt den Umstellungsprozess. In diesem Beitrag wird die maximal technisch machbare Einspeisung von Wasserstoff in das bestehende deutsche Erdgastransportnetz hinsichtlich regulatorischer Grenzwerte der Gasqualit{\"a}t analysiert. Die Analyse erfolgt auf Basis eines transienten Tracking-Modells, das auf dem allgemeinen Pooling-Problem einschließlich Linepack aufbaut. Es zeigt sich, dass das Gasnetz auch bei strengen Grenzwerten gen ̈ugend Kapazit{\"a}t bietet, um f{\"u}r einen großen Teil der bis 2030 geplanten Erzeugungskapazit{\"a}t f{\"u}r gr{\"u}nen Wasserstoff als garantierter Abnehmer zu dienen.}, language = {de} } @article{RehfeldtKochShinano2023, author = {Rehfeldt, Daniel and Koch, Thorsten and Shinano, Yuji}, title = {Faster exact solution of sparse MaxCut and QUBO problems}, volume = {15}, journal = {Mathematical Programming Computation}, doi = {10.1007/s12532-023-00236-6}, pages = {445 -- 470}, year = {2023}, abstract = {The maximum-cut problem is one of the fundamental problems in combinatorial optimization. With the advent of quantum computers, both the maximum-cut and the equivalent quadratic unconstrained binary optimization problem have experienced much interest in recent years. This article aims to advance the state of the art in the exact solution of both problems—by using mathematical programming techniques. The main focus lies on sparse problem instances, although also dense ones can be solved. We enhance several algorithmic components such as reduction techniques and cutting-plane separation algorithms, and combine them in an exact branch-and-cut solver. Furthermore, we provide a parallel implementation. The new solver is shown to significantly outperform existing state-of-the-art software for sparse maximum-cut and quadratic unconstrained binary optimization instances. Furthermore, we improve the best known bounds for several instances from the 7th DIMACS Challenge and the QPLIB, and solve some of them (for the first time) to optimality.}, language = {en} } @article{LeKoch2023, author = {Le, Thi Thai and Koch, Thorsten}, title = {Effect of inertia force on the interface stability of a tangential-velocity discontinuity in porous media}, volume = {169}, journal = {International Journal of Multiphase Flow}, doi = {10.1016/j.ijmultiphaseflow.2023.104612}, year = {2023}, abstract = {The present study investigates the stability of a tangential-velocity discontinuity in porous media during the withdrawing and injecting processes of natural gases from and into an underground gas storage. The focus is placed on analyzing the impact of inertia forces on the interface stability using the Forchheimer equations. Other publications have relied primarily on Darcy's law to describe flow stability in porous media. However, Darcy's law only adequately describes flows in which viscous forces dominate over inertia forces. As the flow rate increases, the significance of inertia forces becomes more pronounced, and Darcy's law becomes insufficient for considering such flows. Our findings indicate that even a slight consideration of the inertia effect leads to permanent destabilization of the discontinuity interface, regardless of the fluid viscosity or the Mach number. In contrast, when the inertia effect is neglected, the interface is stabilized across the entire Mach number range if the fluid viscosity is strong enough.}, language = {en} } @article{ChenKochZakiyevaetal.2023, 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}, journal = {Journal of Informetrics}, number = {1}, doi = {10.1016/j.joi.2023.101379}, pages = {101379}, year = {2023}, 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} } @inproceedings{TurnerBertholdBesanconetal.2023, author = {Turner, Mark and Berthold, Timo and Besan{\c{c}}on, Mathieu and Koch, Thorsten}, title = {Cutting Plane Selection with Analytic Centers and Multiregression}, volume = {13884}, booktitle = {Integration of Constraint Programming, Artificial Intelligence, and Operations Research. CPAIOR 2023.}, publisher = {Springer}, doi = {10.1007/978-3-031-33271-5_4}, pages = {52 -- 68}, year = {2023}, abstract = {Cutting planes are a crucial component of state-of-the-art mixed-integer programming solvers, with the choice of which subset of cuts to add being vital for solver performance. We propose new distance-based measures to qualify the value of a cut by quantifying the extent to which it separates relevant parts of the relaxed feasible set. For this purpose, we use the analytic centers of the relaxation polytope or of its optimal face, as well as alternative optimal solutions of the linear programming relaxation. We assess the impact of the choice of distance measure on root node performance and throughout the whole branch-and-bound tree, comparing our measures against those prevalent in the literature. Finally, by a multi-output regression, we predict the relative performance of each measure, using static features readily available before the separation process. Our results indicate that analytic center-based methods help to significantly reduce the number of branch-and-bound nodes needed to explore the search space and that our multiregression approach can further improve on any individual method.}, language = {en} } @misc{TurnerBertholdBesanconetal.2022, author = {Turner, Mark and Berthold, Timo and Besan{\c{c}}on, Mathieu and Koch, Thorsten}, title = {Cutting Plane Selection with Analytic Centers and Multiregression}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-89065}, year = {2022}, abstract = {Cutting planes are a crucial component of state-of-the-art mixed-integer programming solvers, with the choice of which subset of cuts to add being vital for solver performance. We propose new distance-based measures to qualify the value of a cut by quantifying the extent to which it separates relevant parts of the relaxed feasible set. For this purpose, we use the analytic centers of the relaxation polytope or of its optimal face, as well as alternative optimal solutions of the linear programming relaxation. We assess the impact of the choice of distance measure on root node performance and throughout the whole branch-and-bound tree, comparing our measures against those prevalent in the literature. Finally, by a multi-output regression, we predict the relative performance of each measure, using static features readily available before the separation process. Our results indicate that analytic center-based methods help to significantly reduce the number of branch-and-bound nodes needed to explore the search space and that our multiregression approach can further improve on any individual method.}, language = {en} } @article{KochBertholdPedersenetal.2022, author = {Koch, Thorsten and Berthold, Timo and Pedersen, Jaap and Vanaret, Charlie}, title = {Progress in mathematical programming solvers from 2001 to 2020}, volume = {10}, journal = {EURO Journal on Computational Optimization}, doi = {10.1016/j.ejco.2022.100031}, pages = {100031}, year = {2022}, abstract = {This study investigates the progress made in lp and milp solver performance during the last two decades by comparing the solver software from the beginning of the millennium with the codes available today. On average, we found out that for solving lp/milp, computer hardware got about 20 times faster, and the algorithms improved by a factor of about nine for lp and around 50 for milp, which gives a total speed-up of about 180 and 1,000 times, respectively. However, these numbers have a very high variance and they considerably underestimate the progress made on the algorithmic side: many problem instances can nowadays be solved within seconds, which the old codes are not able to solve within any reasonable time.}, language = {en} } @misc{BleyGleixnerKochetal.2009, author = {Bley, Andreas and Gleixner, Ambros and Koch, Thorsten and Vigerske, Stefan}, title = {Comparing MIQCP solvers to a specialised algorithm for mine production scheduling}, organization = {ZIB}, issn = {1438-0064}, doi = {10.1007/978-3-642-25707-0}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-11507}, number = {09-32}, year = {2009}, abstract = {In this paper we investigate the performance of several out-of-the box solvers for mixed-integer quadratically constrained programmes (MIQCPs) on an open pit mine production scheduling problem with mixing constraints. We compare the solvers BARON, Couenne, SBB, and SCIP to a problem-specific algorithm on two different MIQCP formulations. The computational results presented show that general-purpose solvers with no particular knowledge of problem structure are able to nearly match the performance of a hand-crafted algorithm.}, language = {en} } @misc{RehfeldtFujisawaKochetal.2022, author = {Rehfeldt, Daniel and Fujisawa, Katsuki and Koch, Thorsten and Nakao, Masahiro and Shinano, Yuji}, title = {Computing single-source shortest paths on graphs with over 8 trillion edges}, issn = {1438-0064}, doi = {10.12752/8818}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-88180}, year = {2022}, abstract = {This paper introduces an implementation for solving the single-source shortest path problem on distributed-memory machines. It is tailored to power-law graphs and scales to trillions of edges. The new implementation reached 2nd and 10th place in the latest Graph500 benchmark in June 2022 and handled the largest and second-largest graphs among all participants.}, language = {en} } @misc{VuLitzelKoch2025, author = {Vu, Thi Huong and Litzel, Ida and Koch, Thorsten}, title = {Similarity-based fuzzy clustering scientific articles: potentials and challenges from mathematical and computational perspectives}, arxiv = {http://arxiv.org/abs/2506.04045}, year = {2025}, abstract = {Fuzzy clustering, which allows an article to belong to multiple clusters with soft membership degrees, plays a vital role in analyzing publication data. This problem can be formulated as a constrained optimization model, where the goal is to minimize the discrepancy between the similarity observed from data and the similarity derived from a predicted distribution. While this approach benefits from leveraging state-of-the-art optimization algorithms, tailoring them to work with real, massive databases like OpenAlex or Web of Science -- containing about 70 million articles and a billion citations -- poses significant challenges. We analyze potentials and challenges of the approach from both mathematical and computational perspectives. Among other things, second-order optimality conditions are established, providing new theoretical insights, and practical solution methods are proposed by exploiting the problem's structure. Specifically, we accelerate the gradient projection method using GPU-based parallel computing to efficiently handle large-scale data.}, language = {en} } @misc{VuKoch2025, author = {Vu, Thi Huong and Koch, Thorsten}, title = {Clustering scientific publications: lessons learned through experiments with a real citation network}, arxiv = {http://arxiv.org/abs/2505.18180}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-100418}, year = {2025}, abstract = {Clustering scientific publications helps uncover research structures within bibliographic databases. Graph-based methods such as spectral, Louvain, and Leiden clustering are commonly used due to their ability to model citation networks. However, their effectiveness can diminish when applied to real-world data. This study evaluates these clustering algorithms on a citation graph of about 700,000 articles and 4.6 million citations from the Web of Science. The results show that while scalable methods like Louvain and Leiden perform efficiently, their default settings often yield poor partitioning. Meaningful outcomes require careful parameter tuning, especially for large networks with uneven structures, including a dense core and loosely connected papers. These findings highlight practical lessons about the challenges of large-scale data, method selection and tuning based on specific structures of bibliometric clustering tasks.}, language = {en} } @article{KempkeRehfeldtKoch2025, author = {Kempke, Nils-Christian and Rehfeldt, Daniel and Koch, Thorsten}, title = {A Massively Parallel Interior-Point-Method for Arrowhead Linear Programs}, journal = {SIAM Journal on Scientific Computing}, arxiv = {http://arxiv.org/abs/2412.07731}, year = {2025}, language = {en} } @article{RongChenMaetal.2025, author = {Rong, Guoyang and Chen, Ying and Ma, Feicheng and Koch, Thorsten}, title = {Exploring Interdisciplinary Research Trends through Critical Years for Interdisciplinary Citation}, volume = {19}, journal = {Journal of Informetrics}, number = {4}, doi = {10.1016/j.joi.2025.101726}, year = {2025}, language = {en} } @misc{PedersenLindnerRehfeldtetal.2025, author = {Pedersen, Jaap and Lindner, Niels and Rehfeldt, Daniel and Koch, Thorsten}, title = {Integrated Wind Farm Design: Optimizing Turbine Placement and Cable Routing with Wake Effects}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-99218}, year = {2025}, abstract = {An accelerated deployment of renewable energy sources is crucial for a successful transformation of the current energy system, with wind energy playing a key role in this transition. This study addresses the integrated wind farm layout and cable routing problem, a challenging nonlinear optimization problem. We model this problem as an extended version of the Quota Steiner Tree Problem (QSTP), optimizing turbine placement and network connectivity simultaneously to meet specified expansion targets. Our proposed approach accounts for the wake effect - a region of reduced wind speed induced by each installed turbine - and enforces minimum spacing between turbines. We introduce an exact solution framework in terms of the novel Quota Steiner Tree Problem with interference (QSTPI). By leveraging an interference-based splitting strategy, we develop an advanced solver capable of tackling large-scale problem instances. The presented approach outperforms generic state-of-the-art mixed integer programming solvers on our dataset by up to two orders of magnitude. Moreover, we demonstrate that our integrated method significantly reduces the costs in contrast to a sequential approach. Thus, we provide a planning tool that enhances existing planning methodologies for supporting a faster and cost-efficient expansion of wind energy.}, language = {en} } @misc{KempkeKuntKatamishetal.2025, author = {Kempke, Nils-Christian and Kunt, Tim and Katamish, Bassel and Vanaret, Charlie and Sasanpour, Shima and Clarner, Jan-Patrick and Koch, Thorsten}, title = {Developing heuristic solution techniques for large-scale unit commitment models}, issn = {1438-0064}, arxiv = {http://arxiv.org/abs/2502.19012}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-99555}, year = {2025}, abstract = {Shifting towards renewable energy sources and reducing carbon emissions necessitate sophisticated energy system planning, optimization, and extension. Energy systems optimization models (ESOMs) often form the basis for political and operational decision-making. ESOMs are frequently formulated as linear (LPs) and mixed-integer linear (MIP) problems. MIPs allow continuous and discrete decision variables. Consequently, they are substantially more expressive than LPs but also more challenging to solve. The ever-growing size and complexity of ESOMs take a toll on the computational time of state-of-the-art commercial solvers. Indeed, for large-scale ESOMs, solving the LP relaxation -- the basis of modern MIP solution algorithms -- can be very costly. These time requirements can render ESOM MIPs impractical for real-world applications. This article considers a set of large-scale decarbonization-focused unit commitment models with expansion decisions based on the REMix framework (up to 83 million variables and 900,000 discrete decision variables). For these particular instances, the solution to the LP relaxation and the MIP optimum lie close. Based on this observation, we investigate the application of relaxation-enforced neighborhood search (RENS), machine learning guided rounding, and a fix-and-propagate (FP) heuristic as a standalone solution method. Our approach generated feasible solutions 20 to 100 times faster than GUROBI, achieving comparable solution quality with primal-dual gaps as low as 1\% and up to 35\%. This enabled us to solve numerous scenarios without lowering the quality of our models. For some instances that Gurobi could not solve within two days, our FP method provided feasible solutions in under one hour.}, language = {en} } @inproceedings{StomporZittelKochetal.2025, author = {Stompor, Tomasz and Zittel, Janina and Koch, Thorsten and Rusch, Beate}, title = {Fully Algorithmic Librarian: Large-Scale Citation Experiments}, booktitle = {20th International Society of Scientometrics and Informetrics Conference 2025, June 23-27, 2025 | Yerevan, Armenia}, doi = {10.51408/issi2025_204}, year = {2025}, abstract = {The Fully Algorithmic Librarian (FAN) project explores application scenarios for algorithmic-intelligence(AI)-supported methods in academic libraries as central institutions for research support. To this end, the study builds on two algorithmic approaches for analyzing large-scale citation networks. A comparison of Web of Science (WoS) and OpenAlex structures using the PageRank algorithm reveals key differences. Additionally, a multi-label clustering technique designed for large-scale citation networks accounts for disciplinary variations in publication practices.}, language = {en} } @article{ChenKochPengetal.2025, author = {Chen, Ying and Koch, Thorsten and Peng, Hanqui and Zhang, Hongrui}, title = {Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions}, arxiv = {http://arxiv.org/abs/2502.05226}, year = {2025}, language = {en} } @article{ChenXuKoch2020, author = {Chen, Ying and Xu, Xiuqin and Koch, Thorsten}, title = {Day-ahead high-resolution forecasting of natural gas demand and supply in Germany with a hybrid model}, volume = {262}, journal = {Applied Energy}, number = {114486}, doi = {https://doi.org/10.1016/j.apenergy.2019.114486}, year = {2020}, abstract = {As the natural gas market is moving towards short-term planning, accurate and robust short-term forecasts of the demand and supply of natural gas is of fundamental importance for a stable energy supply, a natural gas control schedule, and transport operation on a daily basis. We propose a hybrid forecast model, Functional AutoRegressive and Convolutional Neural Network model, based on state-of-the-art statistical modeling and artificial neural networks. We conduct short-term forecasting of the hourly natural gas flows of 92 distribution nodes in the German high-pressure gas pipeline network, showing that the proposed model provides nice and stable accuracy for different types of nodes. It outperforms all the alternative models, with an improved relative accuracy up to twofold for plant nodes and up to fourfold for municipal nodes. For the border nodes with rather flat gas flows, it has an accuracy that is comparable to the best performing alternative model.}, language = {en} } @article{TjusilaBesanconTurneretal.2024, author = {Tjusila, Gennesaret and Besan{\c{c}}on, Mathieu and Turner, Mark and Koch, Thorsten}, title = {How Many Clues To Give? A Bilevel Formulation For The Minimum Sudoku Clue Problem}, volume = {54}, journal = {Operations Research Letters}, doi = {10.1016/j.orl.2024.107105}, pages = {107105}, year = {2024}, abstract = {It has been shown that any 9 by 9 Sudoku puzzle must contain at least 17 clues to have a unique solution. This paper investigates the more specific question: given a particular completed Sudoku grid, what is the minimum number of clues in any puzzle whose unique solution is the given grid? We call this problem the Minimum Sudoku Clue Problem (MSCP). We formulate MSCP as a binary bilevel linear program, present a class of globally valid inequalities, and provide a computational study on 50 MSCP instances of 9 by 9 Sudoku grids. Using a general bilevel solver, we solve 95\% of instances to optimality, and show that the solution process benefits from the addition of a moderate amount of inequalities. Finally, we extend the proposed model to other combinatorial problems in which uniqueness of the solution is of interest.}, language = {en} } @misc{TurnerBertholdBesanconetal.2023, author = {Turner, Mark and Berthold, Timo and Besan{\c{c}}on, Mathieu and Koch, Thorsten}, title = {Branching via Cutting Plane Selection: Improving Hybrid Branching}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-91120}, year = {2023}, abstract = {Cutting planes and branching are two of the most important algorithms for solving mixed-integer linear programs. For both algorithms, disjunctions play an important role, being used both as branching candidates and as the foundation for some cutting planes. We relate branching decisions and cutting planes to each other through the underlying disjunctions that they are based on, with a focus on Gomory mixed-integer cuts and their corresponding split disjunctions. We show that selecting branching decisions based on quality measures of Gomory mixed-integer cuts leads to relatively small branch-and-bound trees, and that the result improves when using cuts that more accurately represent the branching decisions. Finally, we show how the history of previously computed Gomory mixed-integer cuts can be used to improve the performance of the state-of-the-art hybrid branching rule of SCIP. Our results show a 4\% decrease in solve time, and an 8\% decrease in number of nodes over affected instances of MIPLIB 2017.}, language = {en} } @article{LeFukumotoKoch2024, author = {Le, Thi Thai and Fukumoto, Yasuhide and Koch, Thorsten}, title = {Linear stability of a simple shear layer between two parallel streams in a shallow water flow}, volume = {493}, journal = {Physics Letters A}, publisher = {Elservier}, doi = {10.1016/j.physleta.2023.129264}, year = {2024}, abstract = {The stability of shear layers in fluid flows is a crucial factor in forming vortices and jets and plays a fundamental role in the development of turbulence. Such shear layer instabilities are ubiquitous in natural phenomena, such as atmospheric and oceanic flows, contributing to the formation of weather systems and predicting tsunamis. This study specifically focuses on the stability of a shear layer sandwiched between two semi-infinite layers within a two-dimensional flow. The velocity profile of the shear layer is assumed to be linearly dependent on the vertical coordinate, while the velocity of the other layers remains uniform with differing strengths. The effect of viscosity and surface tension is ignored to simplify the analysis. The shallow water equations are used to analyze the interface stability of the shear layer, and the resulting dispersion relation between wave frequency and other wave characteristics is obtained. This relation incorporates Whittaker functions and their first derivatives and is used to derive appropriate limits corresponding to various physical conditions. Our study thus contributes to a deeper understanding of the stability of shear layers and their implications for natural phenomena.}, language = {en} } @misc{TjusilaBesanconTurneretal.2023, author = {Tjusila, Gennesaret and Besancon, Mathieu and Turner, Mark and Koch, Thorsten}, title = {How Many Clues To Give? A Bilevel Formulation For The Minimum Sudoku Clue Problem}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-90902}, year = {2023}, abstract = {It has been shown that any 9 by 9 Sudoku puzzle must contain at least 17 clues to have a unique solution. This paper investigates the more specific question: given a particular completed Sudoku grid, what is the minimum number of clues in any puzzle whose unique solution is the given grid? We call this problem the Minimum Sudoku Clue Problem (MSCP). We formulate MSCP as a binary bilevel linear program, present a class of globally valid inequalities, and provide a computational study on 50 MSCP instances of 9 by 9 Sudoku grids. Using a general bilevel solver, we solve 95\\% of instances to optimality, and show that the solution process benefits from the addition of a moderate amount of inequalities. Finally, we extend the proposed model to other combinatorial problems in which uniqueness of the solution is of interest.}, language = {en} } @misc{PrauseHoppmannBaumDefournyetal.2020, author = {Prause, Felix and Hoppmann-Baum, Kai and Defourny, Boris and Koch, Thorsten}, title = {The Maximum Diversity Assortment Selection Problem}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-81039}, year = {2020}, abstract = {In this paper, we introduce the Maximum Diversity Assortment Selection Problem (MADASS), which is a generalization of the 2-dimensional Cutting Stock Problem (2CSP). Given a set of rectangles and a rectangular container, the goal of 2CSP is to determine a subset of rectangles that can be placed in the container without overlapping, i.e., a feasible assortment, such that a maximum area is covered. In MADASS, we need to determine a set of feasible assortments, each of them covering a certain minimum threshold of the container, such that the diversity among them is maximized. Thereby, diversity is defined as minimum or average normalized Hamming-Distance of all assortment pairs. The MADASS Problem was used in the 11th AIMMS-MOPTA Competition in 2019. The methods we describe in this article and the computational results won the contest. In the following, we give a definition of the problem, introduce a mathematical model and solution approaches, determine upper bounds on the diversity, and conclude with computational experiments conducted on test instances derived from the 2CSP literature.}, language = {en} } @misc{AndersonTurnerKoch2020, author = {Anderson, Lovis and Turner, Mark and Koch, Thorsten}, title = {Generative deep learning for decision making in gas networks}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-81103}, year = {2020}, abstract = {A decision support system relies on frequent re-solving of similar problem instances. While the general structure remains the same in corresponding applications, the input parameters are updated on a regular basis. We propose a generative neural network design for learning integer decision variables of mixed-integer linear programming (MILP) formulations of these problems. We utilise a deep neural network discriminator and a MILP solver as our oracle to train our generative neural network. In this article, we present the results of our design applied to the transient gas optimisation problem. With the trained network we produce a feasible solution in 2.5s, use it as a warm-start solution, and thereby decrease global optimal solution solve time by 60.5\%.}, language = {en} } @misc{PetkovicKochZittel2021, author = {Petkovic, Milena and Koch, Thorsten and Zittel, Janina}, title = {Deep learning for spatio-temporal supply and demand forecasting in natural gas transmission networks}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-81221}, year = {2021}, abstract = {Germany is the largest market for natural gas in the European Union, with an annual consumption of approx. 95 billion cubic meters. Germany's high-pressure gas pipeline network is roughly 40,000 km long, which enables highly fluctuating quantities of gas to be transported safely over long distances. Considering that similar amounts of gas are also transshipped through Germany to other EU states, it is clear that Germany's gas transport system is essential to the European energy supply. Since the average velocity of gas in a pipeline is only 25km/h, an adequate high-precision, high-frequency forecasting of supply and demand is crucial for efficient control and operation of such a transmission network. We propose a deep learning model based on spatio-temporal convolutional neural networks (DLST) to tackle the problem of gas flow forecasting in a complex high-pressure transmission network. Experiments show that our model effectively captures comprehensive spatio-temporal correlations through modeling gas networks and consistently outperforms state-of-the-art benchmarks on real-world data sets by at least 21\$\\%\$. The results demonstrate that the proposed model can deal with complex nonlinear gas network flow forecasting with high accuracy and effectiveness.}, language = {en} } @article{LeKoch2021, author = {Le, Thi Thai and Koch, Thorsten}, title = {Instability of a tangential discontinuity surface in a three-dimensional compressible medium}, volume = {33}, journal = {Physics of Fluids}, number = {1}, doi = {10.1063/5.0033753}, pages = {016106}, year = {2021}, abstract = {Compressible flows appear in many natural and technological processes, for instance, the flow of natural gases in a pipe system. Thus, a detailed study of the stability of tangential velocity discontinuity in compressible media is relevant and necessary. The first early investigation in two-dimensional (2D) media was given more than 70 years ago. In this article, we continue investigating the stability in three-dimensional (3D) media. The idealized statement of this problem in an infinite spatial space was studied by Syrovatskii in 1954. However, the omission of the absolute sign of cos θ with θ being the angle between vectors of velocity and wave number in a certain inequality produced the inaccurate conclusion that the flow is always unstable for entire values of the Mach number M. First, we revisit this case to arrive at the correct conclusion, namely that the discontinuity surface is stabilized for a large Mach number with a given value of the angle θ. Next, we introduce a real finite spatial system such that it is bounded by solid walls along the flow direction. We show that the discontinuity surface is stable if and only if the dispersion relation equation has only real roots, with a large value of the Mach number; otherwise, the surface is always unstable. In particular, we show that a smaller critical value of the Mach number is required to make the flow in a narrow channel stable.}, language = {en} } @article{HoppmannBaumHenningsZitteletal.2021, author = {Hoppmann-Baum, Kai and Hennings, Felix and Zittel, Janina and Gotzes, Uwe and Spreckelsen, Eva-Maria and Spreckelsen, Klaus and Koch, Thorsten}, title = {An Optimization Approach for the Transient Control of Hydrogen Transport Networks}, journal = {Mathematical Methods of Operations Research}, number = {Special Issue on Energy Networks}, year = {2021}, language = {en} } @misc{HoppmannBaumMexiBurdakovetal.2020, author = {Hoppmann-Baum, Kai and Mexi, Gioni and Burdakov, Oleg and Casselgren, Carl Johan and Koch, Thorsten}, title = {Length-Constrained Cycle Partition with an Application to UAV Routing}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-80489}, year = {2020}, abstract = {In this article, we discuss the Length-Constrained Cycle Partition Problem (LCCP). Besides edge weights, the undirected graph in LCCP features an individual critical weight value for each vertex. A cycle partition, i.e., a vertex disjoint cycle cover, is a feasible solution if the length of each cycle is not greater than the critical weight of each of the vertices in the cycle. The goal is to find a feasible partition with the minimum number of cycles. In this article, we discuss theoretical properties, preprocessing techniques, and two mixed-integer programming models (MIP) for LCCP both inspired by formulations for the closely related Travelling Salesperson Problem (TSP). Further, we introduce conflict hypergraphs, whose cliques yield valid constraints for the MIP models. We conclude with a report on computational experiments conducted on (A)TSPLIB-based instances. As an example, we use a routing problem in which a fleet of uncrewed aerial vehicles (UAVs) patrols a set of areas.}, language = {en} }