@misc{BorndoerferEisenblaetterGroetscheletal., author = {Bornd{\"o}rfer, Ralf and Eisenbl{\"a}tter, Andreas and Gr{\"o}tschel, Martin and Martin, Alexander}, title = {The Orientation Model for Frequency Assignment Problems}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-5627}, number = {TR-98-01}, abstract = {Mobile telecommunication systems establish a large number of communication links with a limited number of available frequencies; reuse of the same or adjacent frequencies on neighboring links causes interference. The task to find an assignment of frequencies to channels with minimal interference is the frequency assignment problem. The frequency assignment problem is usually treated as a graph coloring problem where the number of colors is minimized, but this approach does not model interference minimization correctly. We give in this paper a new integer programming formulation of the frequency assignment problem, the orientation model, and develop a heuristic two-stage method to solve it. The algorithm iteratively solves an outer and an inner optimization problem. The outer problem decides for each pair of communication links which link gets the higher frequency and leads to an acyclic subdigraph problem with additional longest path restrictions. The inner problem to find an optimal assignment respecting an orientation leads to a min-cost flow problem.}, language = {en} } @misc{Wagler, author = {Wagler, Annegret}, title = {Antiwebs are Rank-Perfect}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6742}, number = {02-07}, abstract = {\We discuss a nested collection of three superclasses of perfect graphs: near-perfect, rank-perfect, and weakly rank-perfect graphs. For that, we start with the description of the stable set polytope for perfect graphs and allow stepwise more general facets for the stable set polytopes of the graphs in each superclass. Membership in those three classes indicates how far a graph is away from being perfect. We investigate for webs and antiwebs to which of the three classes they belong. We provide a complete description of the facets of the stable set polytope for antiwebs (with help of a result due to Shepherd on near-bipartite graphs). The main result is that antiwebs are rankperfect.}, language = {en} } @misc{BorndoerferLoebelWeider, author = {Bornd{\"o}rfer, Ralf and L{\"o}bel, Andreas and Weider, Steffen}, title = {Integrierte Umlauf- und Dienstplanung im {\"O}ffentlichen Nahverkehr}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6773}, number = {02-10}, abstract = {Wir beschreiben einen Ansatz zur integrierten Umlauf- und Dienstplanung im {\"o}ffentlichen Nahverkehr. Der Ansatz zielt auf die Verbesserung des Gesamtwirkungsgrades dieser beiden Planungsschritte und auf die besondere Planungsproblematik im Regionalverkehr. Wir entwickeln dazu mathematische Optimierungstechniken f{\"u}r den Einsatz in den Planungssystemen MICROBUS II und DIVA.}, language = {de} } @misc{ZymolkaKosterWessaely, author = {Zymolka, Adrian and Koster, Arie M.C.A. and Wess{\"a}ly, Roland}, title = {Transparent optical network design with sparse wavelength conversion}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-7017}, number = {02-34}, abstract = {We consider the design of transparent optical networks from a practical perspective. Network operators aim at satisfying the communication demands at minimum cost. Such an optimization involves three interdependent planning issues: the dimensioning of the physical topology, the routing of lightpaths, and the wavelength assignment. Further topics include the reliability of the configuration and sparse wavelength conversion for efficient use of the capacities. In this paper, we investigate this extensive optical network design task. Using a flexible device-based model, we present an integer programming formulation that supports greenfield planning as well as expansion planning on top of an existing network. As solution method, we propose a suitable decomposition approach that separates the wavelength assignment from the dimensioning and routing. Our method in particular provides a lower bound on the total cost which allows to rate the solution quality. Computational experiments on realistic networks approve the solution approach to be appropriate.}, language = {en} } @misc{Byun, author = {Byun, Chul-Young}, title = {Lower Bounds for Large-Scale Set Partitioning Problems}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6321}, number = {01-06}, abstract = {In this work we concentrate on developing methods which determine good lower bounds for set partitioning problems (SPP) in an appropriate amount of time. We found out that it makes sense to use the Lagrangian relaxation method for this task. The Lagrangian relaxed problem of SPP has a simple structure, which leads to algorithms and heuristics, whose total complexity per iteration depends linearly on the number of non-zeros of the problem matrix of SPP. In contrast, other methods like simplex methods or interior point methods have a complexity of higher order. Because the problem matrices of our tested instances are sparse, the linear dependence becomes an advantage for the algorithms and heuristics mentioned above. As a reference for the state-of-the-art we have applied the dual simplex method and the barrier function method, implemented in CPLEX. The methods, which we have developed and compared with those of CPLEX, are SBM, CAM, CCBM, and CBM. SBM is a subgradient bundle method derived from the basic subgradient method, which is a global convergent method for determining the maximum of concave functions. CAM is a coordinate ascent method, where the convex coordinate bundle method CCBM and the coordinate bundle method CBM are derivatives from CAM. We observed that the basic subgradient and the coordinate ascent method are improved if bundling techniques can be used. But the motivation for bundling differs for both approaches. In the former case bundling helps to approximate a minimum norm subgradient, which provides a steepest ascent direction, in order to speed up the performance. In the latter case bundling enables proceeding along directions, which are not restricted on the coordinate directions. By this the performance is accelerated. Among all used techniques stabilization is worth mentioning. Stabilization improves the performance especially at the beginning by avoiding too big steps during the proceeding. This leads to a more stabilized progression. Stabilization was successfully applied to SBM, CAM, CCBM, and CBM. As an overall result we conclude the following: \begin{enumerate} \item CPLEX computes the optimal objective values, whereas SBM and CBM has on average a gap of under \$1.5\\%\$. \item In comparison to CPLEX baropt, SBM, CAM, and CBM the algorithm CCBM has a slow convergence because of the convex combination of ascent coordinate directions. An alternative is to relax the convex combination to a simple sum of the corresponding directions. This idea is realized in CBM. \item If we focus on the running time rather than on optimality then CBM is on average the fastest algorithm. \end{enumerate} Note that methods like SBM or CBM are applied on static SPP instances in order to determine a good lower bound. For solving SPP we need dynamical methods. Due to the complex topic of dynamical methods we will not discuss them, but a certain technique is worth mentioning. It is called column generation. We have indicated that this technique needs good Lagrangian multipliers of the corresponding SPP instances in order to generate further columns (in our case duties), which are added to the current SPP instance. Those multipliers are by-products of methods like our six considered methods. Due to the large number of such generation steps the running time depends on the computation time of these methods. Therefore, CBM fits more to this technique than CPLEX baropt or SBM. To sum it up it can be said that applications such as a duty scheduling can be described as set partitioning problems, whose lower bound can be solved by simplex, interior points, subgradient, or coordinate ascent methods. It turns out that the interior points method CPLEX baropt and the heuristic CBM have good performances. Furthermore, good Lagrangian multipliers, which are by-products of these methods, can be used by techniques like column generation. For this particular technique it also turns out that among our tested algorithms CBM is the most efficient one. In general we can state that real-world applications, which have to solve a large number of Lagrangian relaxed SPP instances can improve their performance by using CBM.}, language = {en} } @misc{BorndoerferScheltenSchlechteetal., author = {Bornd{\"o}rfer, Ralf and Schelten, Uwe and Schlechte, Thomas and Weider, Steffen}, title = {A Column Generation Approach to Airline Crew Scheduling}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-8713}, number = {05-37}, abstract = {The airline crew scheduling problem deals with the construction of crew rotations in order to cover the flights of a given schedule at minimum cost. The problem involves complex rules for the legality and costs of individual pairings and base constraints for the availability of crews at home bases. A typical instance considers a planning horizon of one month and several thousand flights. We propose a column generation approach for solving airline crew scheduling problems that is based on a set partitioning model. We discuss algorithmic aspects such as the use of bundle techniques for the fast, approximate solution of linear programs, a pairing generator that combines Lagrangean shortest path and callback techniques, and a novel rapid branching'' IP heuristic. Computational results for a number of industrial instances are reported. Our approach has been implemented within the commercial crew scheduling system NetLine/Crew of Lufthansa Systems Berlin GmbH.}, language = {en} } @misc{KosterZymolka, author = {Koster, Arie M.C.A. and Zymolka, Adrian}, title = {Provably Good Solutions for Wavelength Assignment in Optical Networks}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-8155}, number = {04-40}, abstract = {In this paper, we study the minimum converter wavelength assignment problem in optical networks. To benchmark the quality of solutions obtained by heuristics, we derive an integer programming formula tion by generalizing the formulation of Mehrotra and Trick (1996) for the vertex coloring problem. To handle the exponential number of variables, we propose a column generation approach. Computational experiments show that the value of the linear relaxation states a good lower bound and can often prove optimality of the best solution generated heuristically.}, language = {en} } @misc{KosterZymolka, author = {Koster, Arie M.C.A. and Zymolka, Adrian}, title = {Linear Programming Lower Bounds for Minimum Converter Wavelength Assignment in Optical Networks}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-8160}, number = {04-41}, abstract = {In this paper, we study the conflict-free assignment of wavelengths to lightpaths in an optical network with the opportunity to place wavelength converters. To benchmark heuristics for the problem, we develop integer programming formulations and study their properties. Moreover, we study the computational performance of the column generation algorithm for solving the linear relaxation of the most promising formulation. In many cases, a non-zero lower bound on the number of required converters is generated this way. For several instances, we in fact prove optimality since the lower bound equals the best known solution value.}, language = {en} } @misc{Wagler, author = {Wagler, Annegret}, title = {Relaxing Perfectness: Which Graphs are 'Almost' Perfect?}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6700}, number = {02-03}, abstract = {For all perfect graphs, the stable set polytope STAB\$(G)\$ coincides with the fractional stable set polytope QSTAB\$(G)\$, whereas STAB\$(G) \subset\$ QSTAB\$(G)\$ holds iff \$G\$ is imperfect. Padberg asked in the early seventies for ``almost'' perfect graphs. He characterized those graphs for which the difference between STAB\$(G)\$ and QSTAB\$(G)\$ is smallest possible. We develop this idea further and define three polytopes between STAB\$(G)\$ and QSTAB\$(G)\$ by allowing certain sets of cutting planes only to cut off all the fractional vertices of QSTAB\$(G)\$. The difference between QSTAB\$(G)\$ and the largest of the three polytopes coinciding with STAB\$(G)\$ gives some information on the stage of imperfectness of the graph~\$G\$. We obtain a nested collection of three superclasses of perfect graphs and survey which graphs are known to belong to one of those three superclasses. This answers the question: which graphs are ``almost'' perfect?}, language = {en} } @misc{EisenblaetterKosterWallbaumetal., author = {Eisenbl{\"a}tter, Andreas and Koster, Arie M.C.A. and Wallbaum, Randolf and Wess{\"a}ly, Roland}, title = {Load Balancing in Signaling Transfer Points}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-7179}, number = {02-50}, abstract = {Signaling is crucial to the operation of modern telecommunication networks. A breakdown in the signaling infrastructure typically causes customer service failures, incurs revenue losses, and hampers the company image. Therefore, the signaling network has to be highest reliability and survivability. This in particular holds for the routers in such a network, called \textit{signaling transfer points\/} (STPs). The robustness of an STP can be improved by equally distributing the load over the internal processing units. Several constraints have to be taken into account. The load of the links connected to a processing unit changes over time introducing an imbalance of the load. In this paper, we show how integer linear programming can be applied to reduce the imbalance within an STP, while keeping the number of changes small. Two alternative models are presented. Computational experiments validate the integer programming approach in practice. The GSM network operator E-Plus saves substantial amounts of time and money by employing the proposed approach.}, language = {en} } @misc{KosterZymolka, author = {Koster, Arie M.C.A. and Zymolka, Adrian}, title = {Polyhedral Investigations on Stable Multi-Sets}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-7324}, number = {03-10}, abstract = {Stable multi-sets are an evident generalization of the well-known stable sets. As integer programs, they constitute a general structure which allows for a wide applicability of the results. Moreover, the study of stable multi-sets provides new insights to well-known properties of stable sets. In this paper, we continue our investigations started in [{\sl Koster and Zymolka 2002}] and present results of three types: on the relation to other combinatorial problems, on the polyhedral structure of the stable multi-set polytope, and on the computational impact of the polyhedral results. First of all, we embed stable multi-sets in a framework of generalized set packing problems and point out several relations. The second part discusses properties of the stable multi-set polytope. We show that the vertices of the linear relaxation are half integer and have a special structure. Moreover, we strengthen the conditions for cycle inequalities to be facet defining, show that the separation problem for these inequalities is polynomial time solvable, and discuss the impact of chords in cycles. The last result allows to interpret cliques as cycles with many chords. The paper is completed with a computational study to the practical importance of the cycle inequalities. The computations show that the performance of state-of-the-art integer programming solvers can be improved significantly by including these inequalities.}, language = {en} } @misc{BorndoerferLoebelWeider, author = {Bornd{\"o}rfer, Ralf and L{\"o}bel, Andreas and Weider, Steffen}, title = {A Bundle Method for Integrated Multi-Depot Vehicle and Duty Scheduling in Public Transit}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-7898}, number = {04-14}, abstract = {This article proposes a Lagrangean relaxation approach to solve integrated duty and vehicle scheduling problems arising in public transport. The approach is based on the proximal bundle method for the solution of concave decomposable functions, which is adapted for the approximate evaluation of the vehicle and duty scheduling components. The primal and dual information generated by the bundle method is used to guide a branch-and-bound type algorithm. Computational results for large-scale real-world integrated vehicle and duty scheduling problems with up to 1,500 timetabled trips are reported. Compared with the results of a classical sequential approach and with reference solutions, integrated scheduling offers remarkable potentials in savings and drivers' satisfaction.}, language = {en} } @misc{BertholdHeinzLuebbeckeetal., author = {Berthold, Timo and Heinz, Stefan and L{\"u}bbecke, Marco and M{\"o}hring, Rolf and Schulz, Jens}, title = {A Constraint Integer Programming Approach for Resource-Constrained Project Scheduling}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-11180}, number = {10-03}, abstract = {We propose a hybrid approach for solving the resource-constrained project scheduling problem which is an extremely hard to solve combinatorial optimization problem of practical relevance. Jobs have to be scheduled on (renewable) resources subject to precedence constraints such that the resource capacities are never exceeded and the latest completion time of all jobs is minimized. The problem has challenged researchers from different communities, such as integer programming (IP), constraint programming (CP), and satisfiability testing (SAT). Still, there are instances with 60 jobs which have not been solved for many years. The currently best known approach, lazyFD, is a hybrid between CP and SAT techniques. In this paper we propose an even stronger hybridization by integrating all the three areas, IP, CP, and SAT, into a single branch-and-bound scheme. We show that lower bounds from the linear relaxation of the IP formulation and conflict analysis are key ingredients for pruning the search tree. First computational experiments show very promising results. For five instances of the well-known PSPLIB we report an improvement of lower bounds. Our implementation is generic, thus it can be potentially applied to similar problems as well.}, language = {en} } @misc{Borndoerfer, author = {Bornd{\"o}rfer, Ralf}, title = {Discrete Optimization in Public Transportation}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-11207}, number = {08-56}, abstract = {The mathematical treatment of planning problems in public transit has made significant advances in the last decade. Among others, the classical problems of vehicle and crew scheduling can nowadays be solved on a routine basis using combinatorial optimization methods. This is not yet the case for problems that pertain to the design of public transit networks, and for the problems of operations control that address the implementation of a schedule in the presence of disturbances. The article gives a sketch of the state and important developments in these areas, and it addresses important challenges. The vision is that mathematical tools of computer aided scheduling (CAS) will soon play a similar role in the design and operation of public transport systems as CAD systems in manufacturing.}, language = {en} } @misc{BorndoerferCardonha, author = {Bornd{\"o}rfer, Ralf and Cardonha, Carlos}, title = {A Set Partitioning Approach to Shunting}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-11326}, number = {09-18}, abstract = {The Vehicle Positioning Problem (VPP) is a classical combinatorial optimization problem in public transport planning. A number of models and approaches have been suggested in the literature, which work for small problems, but not for large ones. We propose in this article a novel set partitioning model and an associated column generation solution approach for the VPP. The model provides a tight linear description of the problem. The pricing problem, and hence the LP relaxation itself, can be solved in polynomial resp. pseudo-polynomial time for some versions of the problems.}, language = {en} } @misc{BertholdHeinzPfetsch, author = {Berthold, Timo and Heinz, Stefan and Pfetsch, Marc}, title = {Nonlinear pseudo-Boolean optimization: relaxation or propagation?}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-11232}, number = {09-11}, abstract = {Pseudo-Boolean problems lie on the border between satisfiability problems, constraint programming, and integer programming. In particular, nonlinear constraints in pseudo-Boolean optimization can be handled by methods arising in these different fields: One can either linearize them and work on a linear programming relaxation or one can treat them directly by propagation. In this paper, we investigate the individual strengths of these approaches and compare their computational performance. Furthermore, we integrate these techniques into a branch-and-cut-and-propagate framework, resulting in an efficient nonlinear pseudo-Boolean solver.}, language = {en} } @misc{BorndoerferCardonha, author = {Bornd{\"o}rfer, Ralf and Cardonha, Carlos}, title = {A Binary Quadratic Programming Approach to the Vehicle Positioning Problem}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-11242}, number = {09-12}, abstract = {The Vehicle Positioning Problem (VPP) consists of the assignment of vehicles (buses, trams or trains) of a public transport or railway company to parking positions in a depot and to timetabled trips. Such companies have many different types of vehicles, and each trip can be performed only by vehicles of some of these types. These assignments are non-trivial due to the topology of depots. The parking positions are organized in tracks, which work as one- or two-sided stacks or queues. If a required type of vehicle is not available in the front of any track, shunting movements must be performed in order to change vehicles' positions, which is undesirable and should be avoided. In this text we present integer linear and non-linear programming formulations for some versions of the problem and compare them from a theoretical and a computational point of view.}, language = {en} } @misc{HeinzStephanSchlechte, author = {Heinz, Stefan and Stephan, R{\"u}diger and Schlechte, Thomas}, title = {Solving Steel Mill Slab Problems with Branch and Price}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-11260}, number = {09-14}, abstract = {The steel mill slab design problem from the CSPLib is a binpacking problem that is motivated by an application of the steel industry and that has been widely studied in the constraint programming community. Recently, several people proposed new models and methods to solve this problem. A steel mill slab library was created which contains 380 instances. A closely related binpacking problem called multiple knapsack problem with color constraints, originated from the same industrial problem, were discussed in the integer programming community. In particular, a simple integer programming for this problem has been given by Forrest et al. [3]. The aim of this paper is to bring these different studies together. Moreover, we adopt the model of [3] for the steel mill slab problem. Using a state of the art integer program solver, this model is capable to solve all instances of the steel mill slab library, mostly in less than one second, to optimality. We improved, thereby, the solution value of 76 instances.}, language = {en} } @misc{BorndoerferHoang, author = {Bornd{\"o}rfer, Ralf and Hoang, Nam-Dung}, title = {Fair Ticket Prices in Public Transport}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-10999}, number = {08-46}, abstract = {Ticket pricing in public transport usually takes a welfare or mnemonics maximization point of view. These approaches do not consider fairness in the sense that users of a shared infrastructure should pay for the costs that they generate. We propose an ansatz to determine fair ticket prices that combines concepts from cooperative game theory and integer programming. An application to pricing railway tickets for the intercity network of the Netherlands demonstrates that, in this sense, prices that are much fairer than standard ones can be computed in this way.}, language = {en} } @misc{Ridder, author = {Ridder, Johanna}, title = {Wegeprobleme der Graphentheorie}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-10782}, number = {08-26}, abstract = {Den k{\"u}rzesten Weg in einem Graphen zu finden ist ein klassisches Problem der Graphentheorie. {\"U}ber einen Vortrag zu diesem Thema beim Tag der Mathematik 2007 von R. Bornd{\"o}rfer kam ich in Kontakt mit dem Konrad-Zuse-Zentrum (ZIB), das sich u.a. mit Wegeoptimierung besch{\"a}ftigt. Ein Forschungsschwerpunkt dort ist im Rahmen eines Projekts zur Chipverifikation das Z{\"a}hlen von L{\"o}sungen, das, wie wir sehen werden, eng mit dem Z{\"a}hlen von Wegen zusammenh{\"a}ngt. Anhand von zwei Fragen aus der Graphentheorie soll diese Facharbeit unterschiedliche L{\"o}sungsmethoden untersuchen. Wie bestimmt man den k{\"u}rzesten Weg zwischen zwei Knoten in einem Graphen und wie findet man alle m{\"o}glichen Wege? Nach einer Einf{\"u}hrung in die Graphentheorie und einer Konkretisierung der Probleme wird zun{\"a}chst f{\"u}r beide eine L{\"o}sung mit auf Graphen basierenden Algorithmen vorgestellt. W{\"a}hrend der Algorithmus von Dijkstra sehr bekannt ist, habe ich f{\"u}r das Z{\"a}hlen von Wegen einen eigenen Algorithmus auf der Basis der Tiefensuche entwickelt. Im zweiten Teil der Arbeit wird das Konzept der ganzzahligen Programmierung vorgestellt und die L{\"o}sungsm{\"o}glichkeiten f{\"u}r Wegeprobleme, die sich dar{\"u}ber ergeben. Schließlich wurden die vorgestellten Algorithmen am Beispiel des S- und U-Bahnnetzes von Berlin implementiert und mit Programmen, die die gleichen Fragen {\"u}ber ganzzahlige Programmierung l{\"o}sen, verglichen.}, language = {de} } @misc{AchterbergKochTuchscherer, author = {Achterberg, Tobias and Koch, Thorsten and Tuchscherer, Andreas}, title = {On the Effects of Minor Changes in Model Formulations}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-10808}, number = {08-29}, abstract = {Starting with the description of the Traveling Salesmen Problem formulation as given by van Vyve and Wolsey in the article Approximate extended formulations'', we investigate the effects of small variations onto the performance of contemporary mixed integer programming solvers. We will show that even minor changes in the formulation of the model can result in performance difference of more than a factor of 1000. As the results show it is not obvious which changes will result in performance improvements and which not.}, language = {en} } @misc{Bley, author = {Bley, Andreas}, title = {An Integer Programming Algorithm for Routing Optimization in IP Networks}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-10814}, number = {08-30}, abstract = {Most data networks nowadays use shortest path protocols to route the traffic. Given administrative routing lengths for the links of the network, all data packets are sent along shortest paths with respect to these lengths from their source to their destination. In this paper, we present an integer programming algorithm for the minimum congestion unsplittable shortest path routing problem, which arises in the operational planning of such networks. Given a capacitated directed graph and a set of communication demands, the goal is to find routing lengths that define a unique shortest path for each demand and minimize the maximum congestion over all links in the resulting routing. We illustrate the general decomposition approach our algorithm is based on, present the integer and linear programming models used to solve the master and the client problem, and discuss the most important implementational aspects. Finally, we report computational results for various benchmark problems, which demonstrate the efficiency of our algorithm.}, language = {en} } @misc{BertholdPfetsch, author = {Berthold, Timo and Pfetsch, Marc}, title = {Detecting Orbitopal Symmetries}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-10842}, number = {08-33}, abstract = {Orbitopes can be used to handle symmetries which arise in integer programming formulations with an inherent assignment structure. We investigate the detection of symmetries appearing in this approach. We show that detecting so-called orbitopal symmetries is graph-isomorphism hard in general, but can be performed in linear time if the assignment structure is known.}, language = {en} } @misc{AchterbergHeinzKoch, author = {Achterberg, Tobias and Heinz, Stefan and Koch, Thorsten}, title = {Counting solutions of integer programs using unrestricted subtree detection}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-10632}, number = {08-09}, abstract = {In the recent years there has been tremendous progress in the development of algorithms to find optimal solutions for integer programs. In many applications it is, however, desirable (or even necessary) to generate all feasible solutions. Examples arise in the areas of hardware and software verification and discrete geometry. In this paper, we investigate how to extend branch-and-cut integer programming frameworks to support the generation of all solutions. We propose a method to detect so-called unrestricted subtrees, which allows us to prune the integer program search tree and to collect several solutions simultaneously. We present computational results of this branch-and-count paradigm which show the potential of the unrestricted subtree detection.}, language = {en} } @misc{KaibelKoch, author = {Kaibel, Volker and Koch, Thorsten}, title = {Mathematik f{\"u}r den Volkssport}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-9225}, number = {06-28}, abstract = {"`Volkssport Sudoku"' titelt der Stern in seiner Ausgabe vom 24. Mai2006. In der Tat traut sich derzeit kaum noch eine Zeitung, ohne Sudoku zu erscheinen. Die Begeisterung am L{\"o}sen dieser Zahlenr{\"a}tsel offenbart eine unvermutete Freude am algorithmischen Arbeiten. Mathematisch kann man Sudokus als lineare diophantische Gleichungssysteme mit Nichtnegativit{\"a}tsbedingungen formulieren. Solche ganzzahligen linearen Programme sind die wichtigsten Modellierungswerkzeuge in zahlreichen Anwendungsgebieten wie z.B. der Optimierung von Telekommunikations- und Verkehrsnetzen. Moderne Verfahren zur L{\"o}sung dieser Optimierungsprobleme sind durch Sudokus allerdings deutlich weniger zu beeindrucken als Zeitungsleser.}, language = {de} } @misc{KosterZymolkaKutschka, author = {Koster, Arie M.C.A. and Zymolka, Adrian and Kutschka, Manuel}, title = {Algorithms to Separate {0,1/2}-Chvatal-Gomory Cuts}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-9531}, number = {07-10}, abstract = {Chvatal-Gomory cuts are among the most well-known classes of cutting planes for general integer linear programs (ILPs). In case the constraint multipliers are either 0 or \$\frac{1}{2}\$, such cuts are known as \$\{0,\frac{1}{2}\}\$-cuts. It has been proven by Caprara and Fischetti (1996) that separation of \$\{0,\frac{1}{2}\}\$-cuts is NP-hard. In this paper, we study ways to separate \$\{0,\frac{1}{2}\}\$-cuts effectively in practice. We propose a range of preprocessing rules to reduce the size of the separation problem. The core of the preprocessing builds a Gaussian elimination-like procedure. To separate the most violated \$\{0,\frac{1}{2}\}\$-cut, we formulate the (reduced) problem as integer linear program. Some simple heuristic separation routines complete the algorithmic framework. Computational experiments on benchmark instances show that the combination of preprocessing with exact and/or heuristic separation is a very vital idea to generate strong generic cutting planes for integer linear programs and to reduce the overall computation times of state-of-the-art ILP-solvers.}, language = {en} } @misc{FroylandKochMegowetal., author = {Froyland, Gary and Koch, Thorsten and Megow, Nicole and Duane, Emily and Wren, Howard}, title = {Optimizing the Landside Operation of a Container Terminal}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-9004}, number = {06-06}, abstract = {This paper concerns the problem of operating a landside container exchange area that is serviced by multiple semi-automated rail mounted gantry cranes (RMGs) that are moving on a single bi-directional traveling lane. Such a facility is being built by Patrick Corporation at the Port Botany terminal in Sydney. The gantry cranes are a scarce resource and handle the bulk of container movements. Thus, they require a sophisticated analysis to achieve near optimal utilization. We present a three stage algorithm to manage the container exchange facility, including the scheduling of cranes, the control of associated short-term container stacking, and the allocation of delivery locations for trucks and other container transporters. The key components of our approach are a time scale decomposition, whereby an integer program controls decisions across a long time horizon to produce a balanced plan that is fed to a series of short time scale online subproblems, and a highly efficient space-time divisioning of short term storage areas. A computational evaluation shows that our heuristic can find effective solutions for the planning problem; on real-world data it yields a solution at most~8\\% above a lower bound on optimal RMG utilization.}, language = {en} } @misc{KaibelPeinhardtPfetsch, author = {Kaibel, Volker and Peinhardt, Matthias and Pfetsch, Marc}, title = {Orbitopal Fixing}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-9422}, number = {06-48}, abstract = {The topic of this paper are integer programming models in which a subset of 0/1-variables encode a partitioning of a set of objects into disjoint subsets. Such models can be surprisingly hard to solve by branch-and-cut algorithms if the permutation of the subsets of the partition is irrelevant. This kind of symmetry unnecessarily blows up the branch-and-cut tree. We present a general tool, called orbitopal fixing, for enhancing the capabilities of branch-and-cut algorithms in solving this kind of symmetric integer programming models. We devise a linear time algorithm that, applied at each node of the branch-and-cut tree, removes redundant parts of the tree produced by the above mentioned permutations. The method relies on certain polyhedra, called orbitopes, which have been investigated in (Kaibel and Pfetsch (2006)). However, it does not add inequalities to the model, and thus, it does not increase the difficulty of solving the linear programming relaxations. We demonstrate the computational power of orbitopal fixing at the example of a graph partitioning problem motivated from frequency planning in mobile telecommunication networks.}, language = {en} } @misc{KaibelPfetsch, author = {Kaibel, Volker and Pfetsch, Marc}, title = {Packing and Partitioning Orbitopes}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-9104}, number = {06-17}, abstract = {We introduce orbitopes as the convex hulls of 0/1-matrices that are lexicographically maximal subject to a group acting on the columns. Special cases are packing and partitioning orbitopes, which arise from restrictions to matrices with at most or exactly one 1-entry in each row, respectively. The goal of investigating these polytopes is to gain insight into ways of breaking certain symmetries in integer programs by adding constraints, e.g., for a well-known formulation of the graph coloring problem. We provide a thorough polyhedral investigation of packing and partitioning orbitopes for the cases in which the group acting on the columns is the cyclic group or the symmetric group. Our main results are complete linear inequality descriptions of these polytopes by facet-defining inequalities. For the cyclic group case, the descriptions turn out to be totally unimodular, while for the symmetric group case, both the description and the proof are more involved. The associated separation problems can be solved in linear time.}, language = {en} } @misc{Koch, author = {Koch, Thorsten}, title = {Rapid Mathematical Programming or How to Solve Sudoku Puzzles in a few Seconds}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-8845}, number = {05-51}, abstract = {Using the popular puzzle game of Sudoku, this article highlights some of the ideas and topics covered in ZR-04-58.}, language = {en} } @misc{AscheuerFischettiGroetschel, author = {Ascheuer, Norbert and Fischetti, Matteo and Gr{\"o}tschel, Martin}, title = {Solving the Asymmetric Travelling Salesman Problem with Time Windows by Branch-and-Cut}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-4191}, number = {SC-99-31}, abstract = {Many optimization problems have several equivalent mathematical models. It is often not apparent which of these models is most suitable for practical computation, in particular, when a certain application with a specific range of instance sizes is in focus. Our paper addresses the Asymmetric Travelling Salesman Problem with time windows (ATSP-TW) from such a point of view. The real--world application we aim at is the control of a stacker crane in a warehouse. We have implemented codes based on three alternative integer programming formulations of the ATSP-TW and more than ten heuristics. Computational results for real-world instances with up to 233 nodes are reported, showing that a new model presented in a companion paper outperforms the other two models we considered --- at least for our special application --- and that the heuristics provide acceptable solutions.}, language = {en} } @misc{BorndoerferGroetschelLoebel, author = {Bornd{\"o}rfer, Ralf and Gr{\"o}tschel, Martin and L{\"o}bel, Andreas}, title = {Der Schnellste Weg zum Ziel}, doi = {10.1007/978-3-322-96366-6_5}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-4209}, number = {SC-99-32}, abstract = {Wir geben eine Einf{\"u}hrung in die Mathematik von und mit Wegen. Nicht auf dem k{\"u}rzesten, aber auf einem hoffentlich kurzweiligen Weg!}, language = {de} } @misc{Groetschel, author = {Gr{\"o}tschel, Martin}, title = {Verkehrsplanung: Bessere L{\"o}sungen mit Mathematik}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-4439}, number = {SC-99-54}, abstract = {Anwendungen der Mathematik in der Verkehrs- und Transporttechnologie haben eine große und bedeutende Tradition. Nat{\"u}rlich wurden die ersten Fahrzeuge mit der ingenieurm{\"a}ßigen Methode von Versuch, Irrtum und Verbesserung entworfen. Aber schon sehr bald kamen mathematische Berechnungen hinzu, mit denen mechanische Eigenschaften von Fahrzeugteilen ermittelt und zum Teil optimiert wurden. Die hierzu erforderliche Mathematik wurde in diesem Jahrhundert zu einem m{\"a}chtigen Werkzeugkasten ausgebaut. Mit diesem kann man heute z.B. hocheffiziente Motoren mit geringem Schadstoffausstoß entwerfen, aerodynamisch g{\"u}nstige Fahrzeugprofile ermitteln und Flugzeugfl{\"u}gel berechnen, die die gew{\"u}nschte Last sicher und mit geringem Treibstoffaufwand tragen. Die Mathematik unterst{\"u}tzt die Technologie des Verkehrs beginnend bei globalen Designfragen bis hin zur Spezifizierung von Materialeigenschaften kleinster Bauteile; sie berechnet mit hoher Pr{\"a}zision energieoptimale Bahnen von Raumflugk{\"o}rpern oder zeitoptimale Trajektorien f{\"u}r Flugzeuge, steuert automatische Roboteranlagen oder innerbetriebliche Transportsysteme.}, language = {de} } @phdthesis{Martin, author = {Martin, Alexander}, title = {Integer Programs with Block Structure}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-3911}, number = {SC-99-03}, abstract = {In this thesis we study and solve integer programs with block structure, i.\,e., problems that after the removal of certain rows (or columns) of the constraint matrix decompose into independent subproblems. The matrices associated with each subproblem are called blocks and the rows (columns) to be removed linking constraints (columns). Integer programs with block structure come up in a natural way in many real-world applications. The methods that are widely used to tackle integer programs with block structure are decomposition methods. The idea is to decouple the linking constraints (variables) from the problem and treat them at a superordinate level, often called master problem. The resulting residual subordinate problem then decomposes into independent subproblems that often can be solved more efficiently. Decomposition methods now work alternately on the master and subordinate problem and iteratively exchange information to solve the original problem to optimality. In Part I we follow a different approach. We treat the integer programming problem as a whole and keep the linking constraints in the formulation. We consider the associated polyhedra and investigate the polyhedral consequences of the involved linking constraints. The variety and complexity of the new inequalities that come into play is illustrated on three different types of real-world problems. The applications arise in the design of electronic circuits, in telecommunication and production planning. We develop a branch-and-cut algorithm for each of these problems, and our computational results show the benefits and limits of the polyhedral approach to solve these real-world models with block structure. Part II of the thesis deals with general mixed integer programming problems, that is integer programs with no apparent structure in the constraint matrix. We will discuss in Chapter 5 the main ingredients of an LP based branch-and-bound algorithm for the solution of general integer programs. Chapter 6 then asks the question whether general integer programs decompose into certain block structures and investigate whether it is possible to recognize such a structure. The remaining two chapters exploit information about the block structure of an integer program. In Chapter 7 we parallelize parts of the dual simplex algorithm, the method that is commonly used for the solution of the underlying linear programs within a branch-and-cut algorithm. In Chapter 8 we try to detect small blocks in the constraint matrix and to derive new cutting planes that strengthen the integer programming formulation. These inequalities may be associated with the intersection of several knapsack problems. We will see that they significantly improve the quality of the general integer programming solver introduced in Chapter 5.}, language = {en} } @misc{MartinWeismantel, author = {Martin, Alexander and Weismantel, Robert}, title = {Conjunctive Cuts for Integer Programs}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-3618}, number = {SC-98-18}, abstract = {This paper deals with a family of conjunctive inequalities. Such inequalities are needed to describe the polyhedron associated with all the integer points that satisfy several knapsack constraints simultaneously. Here we demonstrate the strength and potential of conjunctive inequalities in connection with lifting from a computational point of view.}, language = {en} } @misc{MarchandMartinWeismanteletal., author = {Marchand, Hugues and Martin, Alexander and Weismantel, Robert and Wolsey, Laurence}, title = {Cutting Planes in Integer and Mixed Integer Programming}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-4339}, number = {SC-99-44}, abstract = {This survey presents cutting planes that are useful or potentially useful in solving mixed integer programs. Valid inequalities for i) general integer programs, ii) problems with local structure such as knapsack constraints, and iii) problems with 0-1 coefficient matrices, such as set packing, are examined in turn. Finally the use of valid inequalities for classes of problems with structure, such as network design, is explored.}, language = {en} } @misc{Helmberg, author = {Helmberg, Christoph}, title = {The m-Cost ATSP}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-4374}, number = {SC-99-48}, abstract = {Although the m-ATSP (or multi traveling salesman problem) is well known for its importance in scheduling and vehicle routing, it has, to the best of our knowledge, never been studied polyhedraly, i.e., it has always been transformed to the standard ATSP. This transformation is valid only if the cost of an arc from node \$i\$ to node \$j\$ is the same for all machines. In many practical applications this is not the case, machines produce with different speeds and require different (usually sequence dependent) setup times. We present first results of a polyhedral analysis of the m-ATSP in full generality. For this we exploit the tight relation between the subproblem for one machine and the prize collecting traveling salesman problem. We show that, for \$m\ge 3\$ machines, all facets of the one machine subproblem also define facets of the m-ATSP polytope. In particular the inequalities corresponding to the subtour elimination constraints in the one machine subproblems are facet defining for m-ATSP for \$m\ge 2\$ and can be separated in polynomial time. Furthermore, they imply the subtour elimination constraints for the ATSP-problem obtained via the standard transformation for identical machines. In addition, we identify a new class of facet defining inequalities of the one machine subproblem, that are also facet defining for m-ATSP for \$m\ge 2\$. To illustrate the efficacy of the approach we present numerical results for a scheduling problem with non-identical machines, arising in the production of gift wrap at Herlitz PBS AG.}, language = {en} } @misc{BrunsGubeladzeHenketal., author = {Bruns, Winfried and Gubeladze, Joseph and Henk, Martin and Martin, Alexander and Weismantel, Robert}, title = {A counterexample to an integer analogue of Caratheodorys theorem}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-3718}, number = {SC-98-28}, abstract = {For \$n\geq 6\$ we provide a counterexample to the conjecture that every integral vector of a \$n\$-dimensional integral polyhedral pointed cone \$C\$ can be written as a nonnegative integral combination of at most \$n\$ elements of the Hilbert basis of \$C\$. In fact, we show that in general at least \$\lfloor 7/6 \cdot n \rfloor\$ elements of the Hilbert basis are needed.}, language = {en} } @misc{KosterZymolka, author = {Koster, Arie M.C.A. and Zymolka, Adrian}, title = {Stable Multi-Sets}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6047}, number = {00-36}, abstract = {In this paper we introduce a generalization of stable sets: stable multi-sets. A stable multi-set is an assignment of integers to the vertices of a graph, such that specified bounds on vertices and edges are not exceeded. In case all vertex and edge bounds equal one, stable multi-sets are equivalent to stable sets. For the stable multi-set problem, we derive reduction rules and study the associated polytope. We state necessary and sufficient conditions for the extreme points of the linear relaxation to be integer. These conditions generalize the conditions for the stable set polytope. Moreover, the classes of odd cycle and clique inequalities for stable sets are generalized to stable multi-sets and conditions for them to be facet defining are determined. The study of stable multi-sets is initiated by optimization problems in the field of telecommunication networks. Stable multi-sets emerge as an important substructure in the design of optical networks.}, language = {en} } @misc{KochMartinVoss, author = {Koch, Thorsten and Martin, Alexander and Voß, Stefan}, title = {SteinLib: An Updated Library on Steiner Tree Problems in Graphs}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6056}, number = {00-37}, abstract = {In this paper we present the {\em SteinLib}, a library of data sets for the Steiner tree problem in graphs. This library extends former libraries on Steiner tree problems by many new interesting and difficult instances, most of them arising from real-world applications. We give a survey on the difficulty of these problem instances by giving references to state-of-the-art software packages that were the first or are currently among the best to solve these instances.}, language = {en} } @misc{Groetschel, author = {Gr{\"o}tschel, Martin}, title = {My Favorite Theorem: Characterizations of Perfect Graphs}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-4053}, number = {SC-99-17}, abstract = {This paper summarizes and discusses various characterizations of perfect graphs and mentions some open problems in this area.}, language = {en} } @misc{Koster, author = {Koster, Arie M.C.A.}, title = {Re-Optimization of Signaling Transfer Points}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-5863}, number = {00-18}, abstract = {In this paper we describe the results of a computational study towards the (re)optimization of signaling transfer points (STPs) in telecommunication networks. The best performance of an STP is achieved whenever the traffic load is evenly distributed among the internal components. Due to the continuously changing traffic pattern, the load of the components has to be re-optimized on a regular basis. Besides the balancing objective also the number of rearrangements have to be taken into account. In this paper we present two alternative formulations to deal with both requirements. Computational results show that for both formulations (near) optimal solutions can be obtained within reasonable time limits.}, language = {en} } @misc{GroetschelHillerTuchscherer, author = {Gr{\"o}tschel, Martin and Hiller, Benjamin and Tuchscherer, Andreas}, title = {Combinatorial Online Optimization: Elevators \& Yellow Angels}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-10360}, number = {07-36}, abstract = {In \emph{classical optimization} it is assumed that full information about the problem to be solved is given. This, in particular, includes that all data are at hand. The real world may not be so nice'' to optimizers. Some problem constraints may not be known, the data may be corrupted, or some data may not be available at the moments when decisions have to be made. The last issue is the subject of \emph{online optimization} which will be addressed here. We explain some theory that has been developed to cope with such situations and provide examples from practice where unavailable information is not the result of bad data handling but an inevitable phenomenon.}, language = {en} } @phdthesis{Zymolka, author = {Zymolka, Adrian}, title = {Design of Survivable Optical Networks by Mathematical Optimization}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-10408}, abstract = {Abstract The cost-efficient design of survivable optical telecommunication networks is the topic of this thesis. In cooperation with network operators, we have developed suitable concepts and mathematical optimization methods to solve this comprehensive planning task in practice. Optical technology is more and more employed in modern telecommunication networks. Digital information is thereby transmitted as short light pulses through glass fibers. Moreover, the optical medium allows for simultaneous transmissions on a single fiber by use of different wavelengths. Recent optical switches enable a direct forwarding of optical channels in the network nodes without the previously required signal retransformation to electronics. Their integration creates ongoing optical connections,which are called lightpaths. We study the problem of finding cost-efficient configurations of optical networks which meet specified communication requirements. A configuration comprises the determination of all lightpaths to establish as well as the detailed allocation of all required devices and systems. We use a flexible modeling framework for a realistic representation of the networks and their composition. For different network architectures, we formulate integer linear programs which model the design task in detail. Moreover, network survivability is an important issue due to the immense bandwidths offered by optical technology. Operators therefore request for designs which perpetuate protected connections and guarantee for a defined minimum throughput in case of malfunctions. In order to achieve an effective realization of scalable protection, we present a novel survivability concept tailored to optical networks and integrate several variants into the models. Our solution approach is based on a suitable model decomposition into two subtasks which separates two individually hard subproblems and enables this way to compute cost-efficient designs with approved quality guarantee. The first subtask consists of routing the connections with corresponding dimensioning of capacities and constitutes a common core task in the area of network planning. Sophisticated methods for such problems have already been developed and are deployed by appropriate integration. The second subtask is characteristic for optical networks and seeks for a conflict-free assignment of available wavelengths to the lightpaths using a minimum number of involved wavelength converters. For this coloring-like task, we derive particular models and study methods to estimate the number of unavoidable conversions. As constructive approach, we develop heuristics and an exact branch-and-price algorithm. Finally, we carry out an extensive computational study on realistic data, provided by our industrial partners. As twofold purpose, we demonstrate the potential of our approach for computing good solutions with quality guarantee, and we exemplify its flexibility for application to network design and analysis.}, language = {en} } @misc{BorndoerferDovicaNowaketal., author = {Bornd{\"o}rfer, Ralf and Dovica, Ivan and Nowak, Ivo and Schickinger, Thomas}, title = {Robust Tail Assignment}, organization = {Zuse-Institut Berlin}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-11707}, number = {10-08}, abstract = {We propose an efficient column generation method to minimize the probability of delay propagations along aircraft rotations. In this way, delay resistant schedules can be constructed. Computational results for large-scale real-world problems demonstrate substantial punctuality improvements. The method can be generalized to crew and integrated scheduling problems.}, language = {en} } @misc{KochAchterbergAndersenetal.2010, author = {Koch, Thorsten and Achterberg, Tobias and Andersen, Erling and Bastert, Oliver and Berthold, Timo and Bixby, Robert E. and Danna, Emilie and Gamrath, Gerald and Gleixner, Ambros and Heinz, Stefan and Lodi, Andrea and Mittelmann, Hans and Ralphs, Ted and Salvagnin, Domenico and Steffy, Daniel and Wolter, Kati}, title = {MIPLIB 2010}, doi = {10.1007/s12532-011-0025-9}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-12953}, number = {10-31}, year = {2010}, abstract = {This paper reports on the fifth version of the Mixed Integer Programming Library. The MIPLIB 2010 is the first MIPLIB release that has been assembled by a large group from academia and from industry, all of whom work in integer programming. There was mutual consent that the concept of the library had to be expanded in order to fulfill the needs of the community. The new version comprises 361 instances sorted into several groups. This includes the main benchmark test set of 87 instances, which are all solvable by today's codes, and also the challenge test set with 164 instances, many of which are currently unsolved. For the first time, we include scripts to run automated tests in a predefined way. Further, there is a solution checker to test the accuracy of provided solutions using exact arithmetic.}, language = {en} } @misc{DittelFuegenschuhMartin, author = {Dittel, Agnes and F{\"u}genschuh, Armin and Martin, Alexander}, title = {Polyhedral Aspects of Self-Avoiding Walks}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-12576}, number = {11-11}, abstract = {In this paper, we study self-avoiding walks of a given length on a graph. We consider a formulation of this problem as a binary linear program. We analyze the polyhedral structure of the underlying polytope and describe valid inequalities. Proofs for their facial properties for certain special cases are given. In a variation of this problem one is interested in optimal configurations, where an energy function measures the benefit if certain path elements are placed on adjacent vertices of the graph. The most prominent application of this problem is the protein folding problem in biochemistry. On a set of selected instances, we demonstrate the computational merits of our approach.}, language = {en} } @misc{BertholdHeinzSchulz, author = {Berthold, Timo and Heinz, Stefan and Schulz, Jens}, title = {An approximative Criterion for the Potential of Energetic Reasoning}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-12655}, number = {11-12}, abstract = {Energetic reasoning is one of the most powerful propagation algorithms in cumulative scheduling. In practice, however, it is not commonly used because it has a high running time and its success highly depends on the tightness of the variable bounds. In order to speed up energetic reasoning, we provide an easy-to-check necessary condition for energetic reasoning to detect infeasibilities. We present an implementation of energetic reasoning that employs this condition and that can be parametrically adjusted to handle the trade-off between solving time and propagation overhead. Computational results on instances from the PSPLIB are provided. These results show that using this condition decreases the running time by more than a half, although more search nodes need to be explored.}, language = {en} } @misc{HeinzBeck, author = {Heinz, Stefan and Beck, J. Christopher}, title = {Solving Resource Allocation/Scheduling Problems with Constraint Integer Programming}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-12691}, number = {11-14}, abstract = {Constraint Integer Programming (CIP) is a generalization of mixed-integer programming (MIP) in the direction of constraint programming (CP) allowing the inference techniques that have traditionally been the core of \P to be integrated with the problem solving techniques that form the core of complete MIP solvers. In this paper, we investigate the application of CIP to scheduling problems that require resource and start-time assignments to satisfy resource capacities. The best current approach to such problems is logic-based Benders decomposition, a manual decomposition method. We present a CIP model and demonstrate that it achieves performance competitive to the decomposition while out-performing the standard MIP and CP formulations.}, language = {en} } @misc{BorndoerferHeismann, author = {Bornd{\"o}rfer, Ralf and Heismann, Olga}, title = {Minimum Cost Hyperassignments with Applications to ICE/IC Rotation Planning}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-14564}, number = {11-46}, abstract = {Vehicle rotation planning is a fundamental problem in rail transport. It decides how the railcars, locomotives, and carriages are operated in order to implement the trips of the timetable. One important planning requirement is operational regularity, i.e., using the rolling stock in the same way on every day of operation. We propose to take regularity into account by modeling the vehicle rotation planning problem as a minimum cost hyperassignment problem (HAP). Hyperassignments are generalizations of assignments from directed graphs to directed hypergraphs. Finding a minimum cost hyperassignment is NP-hard. Most instances arising from regular vehicle rotation planning, however, can be solved well in practice. We show that, in particular, clique inequalities strengthen the canonical LP relaxation substantially.}, language = {en} } @misc{HeinzBeck, author = {Heinz, Stefan and Beck, J. Christopher}, title = {Reconsidering Mixed Integer Programming and MIP-based Hybrids for Scheduling}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-14660}, number = {12-05}, abstract = {Despite the success of constraint programming (CP) for scheduling, the much wider penetration of mixed integer programming (MIP) technology into business applications means that many practical scheduling problems are being addressed with MIP, at least as an initial approach. Furthermore, there has been impressive and well-documented improvements in the power of generic MIP solvers over the past decade. We empirically demonstrate that on an existing set of resource allocation and scheduling problems standard MIP and CP models are now competitive with the state-of-the-art manual decomposition approach. Motivated by this result, we formulate two tightly coupled hybrid models based on constraint integer programming (CIP) and demonstrate that these models, which embody advances in CP and MIP, are able to out-perform the CP, MIP, and decomposition models. We conclude that both MIP and CIP are technologies that should be considered along with CP for solving scheduling problems.}, language = {en} } @misc{BorndoerferLangenhanLoebeletal., author = {Bornd{\"o}rfer, Ralf and Langenhan, Andreas and L{\"o}bel, Andreas and Schulz, Christof and Weider, Steffen}, title = {Duty Scheduling Templates}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-14699}, number = {12-09}, abstract = {We propose duty templates as a novel concept to produce similar duty schedules for similar days of operation in public transit. Duty templates can conveniently handle various types of similarity requirements, and they can be implemented with ease using standard algorithmic techniques. They have produced good results in practice.}, language = {en} } @misc{BorndoerferLoebelReutheretal., author = {Bornd{\"o}rfer, Ralf and L{\"o}bel, Andreas and Reuther, Markus and Schlechte, Thomas and Weider, Steffen}, title = {Rapid Branching}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-14728}, number = {12-10}, abstract = {We propose rapid branching (RB) as a general branch-and-bound heuristic for solving large scale optimization problems in traffic and transport. The key idea is to combine a special branching rule and a greedy node selection strategy in order to produce solutions of controlled quality rapidly and efficiently. We report on three successful applications of the method for integrated vehicle and crew scheduling, railway track allocation, and railway vehicle rotation planning.}, language = {en} } @misc{BorndoerferReutherSchlechteetal., author = {Bornd{\"o}rfer, Ralf and Reuther, Markus and Schlechte, Thomas and Weider, Steffen}, title = {Vehicle Rotation Planning for Intercity Railways}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-14731}, number = {12-11}, abstract = {This paper provides a generic formulation for rolling stock planning problems in the context of intercity passenger traffic. The main contributions are a graph theoretical model and a Mixed-Integer-Programming formulation that integrate all main requirements of the considered Vehicle-Rotation-Planning problem (VRPP). We show that it is possible to solve this model for real-world instances provided by our industrial partner DB Fernverkehr AG using modern algorithms and computers.}, language = {en} } @misc{BorndoerferKarbstein, author = {Bornd{\"o}rfer, Ralf and Karbstein, Marika}, title = {A Note on Menger's Theorem for Hypergraphs}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-14471}, number = {12-03}, abstract = {We prove the companion Theorem to Menger's Theorem for hypergraphs. This result gives rise to a new class of blocking pairs of ideal matrices, that generalize the incidence matrices of cuts and paths.}, language = {en} } @misc{SchlechteTanner, author = {Schlechte, Thomas and Tanner, Andreas}, title = {Railway capacity auctions with dual prices}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-11729}, number = {10-10}, abstract = {Railway scheduling is based on the principle of the construction of a conflict-free timetable. This leads to a strict definition of capacity: in contrast with road transportation, it can be said in advance whether a given railway infrastructure can accommodate - at least in theory - a certain set of train requests. Consequently, auctions for railway capacity are modeled as auctions of discrete goods -- the train slots. We present estimates for the efficiency gain that may be generated by slot auctioning in comparison with list price allocation. We introduce a new class of allocation and auction problems, the feasible assignment problem, that is a proper generalization of the well-known combinatorial auction problem. The feasible assignment class was designed to cover the needs for an auction mechanism for railway slot auctions, but is of interest in its own right. As a practical instance to state and solve the railway slot allocation problem, we present an integer programming formulation, briefly the ACP, which turns out to be an instance of the feasible assignment problem and whose dual problem yields prices that can be applied to define a useful activity rule for the linearized version of the Ausubel Milgrom Proxy auction. We perform a simulation aiming to measure the impact on efficiency and convergence rate.}, language = {en} } @misc{BorndoerferNeumann, author = {Bornd{\"o}rfer, Ralf and Neumann, Marika}, title = {Models for Line Planning with Transfers}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-11742}, number = {10-11}, abstract = {We propose a novel integer programming approach to transfer minimization for line planning problems in public transit. The idea is to incorporate penalties for transfers that are induced by "connection capacities" into the construction of the passenger paths. We show that such penalties can be dealt with by a combination of shortest and constrained shortest path algorithms such that the pricing problem for passenger paths can be solved efficiently. Connection capacity penalties (under)estimate the true transfer times. This error is, however, not a problem in practice. We show in a computational comparison with two standard models on a real-world scenario that our approach can be used to minimize passenger travel and transfer times for large-scale line planning problems with accurate results.}, language = {en} } @misc{CookKochSteffyetal., author = {Cook, William and Koch, Thorsten and Steffy, Daniel and Wolter, Kati}, title = {A Hybrid Branch-and-Bound Approach for Exact Rational Mixed-Integer Programming}, issn = {1438-0064}, doi = {10.1007/s12532-013-0055-6}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-17171}, abstract = {We present an exact rational solver for mixed-integer linear programming that avoids the numerical inaccuracies inherent in the floating-point computations used by existing software. This allows the solver to be used for establishing theoretical results and in applications where correct solutions are critical due to legal and financial consequences. Our solver is a hybrid symbolic/numeric implementation of LP-based branch-and-bound, using numerically-safe methods for all binding computations in the search tree. Computing provably accurate solutions by dynamically choosing the fastest of several safe dual bounding methods depending on the structure of the instance, our exact solver is only moderately slower than an inexact floating-point branch-and-bound solver. The software is incorporated into the SCIP optimization framework, using the exact LP solver QSopt_ex and the GMP arithmetic library. Computational results are presented for a suite of test instances taken from the MIPLIB and Mittelmann libraries and for a new collection of numerically difficult instances.}, language = {en} } @misc{BertholdSalvagnin, author = {Berthold, Timo and Salvagnin, Domenico}, title = {Cloud branching}, issn = {1438-0064}, doi = {10.1007/978-3-642-38171-3_3}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-17301}, abstract = {Branch-and-bound methods for mixed-integer programming (MIP) are traditionally based on solving a linear programming (LP) relaxation and branching on a variable which takes a fractional value in the (single) computed relaxation optimum. In this paper we study branching strategies for mixed-integer programs that exploit the knowledge of multiple alternative optimal solutions (a cloud) of the current LP relaxation. These strategies naturally extend state-of-the-art methods like strong branching, pseudocost branching, and their hybrids. We show that by exploiting dual degeneracy, and thus multiple alternative optimal solutions, it is possible to enhance traditional methods. We present preliminary computational results, applying the newly proposed strategy to full strong branching, which is known to be the MIP branching rule leading to the fewest number of search nodes. It turns out that cloud branching can reduce the mean running time by up to 30\% on standard test sets.}, language = {en} } @misc{BorndoerferGroetschelLoebel, author = {Bornd{\"o}rfer, Ralf and Gr{\"o}tschel, Martin and L{\"o}bel, Andreas}, title = {The Quickest Path to the Goal}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-11840}, number = {10-21}, abstract = {We provide an introduction into the mathematics of and with paths. Not on the shortest, but hopefully on an entertaining path!}, language = {en} } @misc{FrankFuegenschuhHertyetal., author = {Frank, Martin and F{\"u}genschuh, Armin and Herty, Michael and Schewe, Lars}, title = {The Coolest Path Problem}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-11571}, number = {09-37}, abstract = {We introduce the coolest path problem, which is a mixture of two well-known problems from distinct mathematical fields. One of them is the shortest path problem from combinatorial optimization. The other is the heat conduction problem from the field of partial differential equations. Together, they make up a control problem, where some geometrical object traverses a digraph in an optimal way, with constraints on intermediate or the final state. We discuss some properties of the problem and present numerical solution techniques. We demonstrate that the problem can be formulated as a linear mixed-integer program. Numerical solutions can thus be achieved within one hour for instances with up to 70 nodes in the graph.}, language = {en} } @misc{BertholdHendel, author = {Berthold, Timo and Hendel, Gregor}, title = {Shift-And-Propagate}, issn = {1438-0064}, doi = {10.1007/s10732-014-9271-0}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-17596}, abstract = {For mixed integer programming, recent years have seen a growing interest in the design of general purpose primal heuristics for use inside complete solvers. Many of these heuristics rely on an optimal LP solution. Finding this may itself take a significant amount of time. The presented paper addresses this issue by the introduction of the Shift-And-Propagate heuristic. Shift-And-Propagate is a pre-root primal heuristic that does not require a previously found LP solution. It applies domain propagation techniques to quickly drive a variable assignment towards feasibility. Computational experiments indicate that this heuristic is a powerful supplement of existing rounding and propagation heuristics.}, language = {en} } @misc{HeinzKuBeck, author = {Heinz, Stefan and Ku, Wen-Yang and Beck, J. Christopher}, title = {Recent improvements using constraint integer programming for resource allocation and scheduling}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-17676}, abstract = {Recently, we compared the performance of mixed-integer programming (MIP), constraint programming (CP), and constraint integer programming (CIP) to a state-of-the-art logic-based Benders manual decomposition (LBBD) for a resource allocation/scheduling problem. For a simple linear relaxation, the LBBD and CIP models deliver comparable performance with MIP also performing well. Here we show that algorithmic developments in CIP plus the use of an existing tighter relaxation substantially improve one of the CIP approaches. Furthermore, the use of the same relaxation in LBBD and MIP models significantly improves their performance. While such a result is known for LBBD, to the best of our knowledge, the other results are novel. Our experiments show that both CIP and MIP approaches are competitive with LBBD in terms of the number of problems solved to proven optimality, though MIP is about three times slower on average. Further, unlike the LBBD and CIP approaches, the MIP model is able to obtain provably high-quality solutions for all problem instances.}, language = {en} } @phdthesis{Borndoerfer, author = {Bornd{\"o}rfer, Ralf}, title = {Mathematical Optimization and Public Transportation}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-13613}, school = {Zuse Institute Berlin (ZIB)}, abstract = {This cumulative thesis collects the following six papers for obtaining the habilitation at the Technische Universit{\"a}t Berlin, Fakult{\"a}t II - Mathematik und Naturwissenschaften: (1) Set packing relaxations of some integer programs. (2) Combinatorial packing problems. (3) Decomposing matrices into blocks. (4) A bundle method for integrated multi-depot vehicle and duty scheduling in public transit. (5) Models for railway track allocation. (6) A column-generation approach to line planning in public transport. Some changes were made to the papers compared to the published versions. These pertain to layout unifications, i.e., common numbering, figure, table, and chapter head layout. There were no changes with respect to notation or symbols, but some typos have been eliminated, references updated, and some links and an index was added. The mathematical content is identical. The papers are about the optimization of public transportation systems, i.e., bus networks, railways, and airlines, and its mathematical foundations, i.e., the theory of packing problems. The papers discuss mathematical models, theoretical analyses, algorithmic approaches, and computational aspects of and to problems in this area. Papers 1, 2, and 3 are theoretical. They aim at establishing a theory of packing problems as a general framework that can be used to study traffic optimization problems. Indeed, traffic optimization problems can often be modelled as path packing, partitioning, or covering problems, which lead directly to set packing, partitioning, and covering models. Such models are used in papers 4, 5, and 6 to study a variety of problems concerning the planning of line systems, buses, trains, and crews. The common aim is always to exploit as many degrees of freedom as possible, both at the level of the individual problems by using large-scale integer programming techniques, as well as on a higher level by integrating hitherto separate steps in the planning process.}, language = {en} } @phdthesis{Heismann, author = {Heismann, Olga}, title = {The Hypergraph Assignment Problem}, abstract = {This thesis deals with the hypergraph assignment problem (HAP), a set partitioning problem in a special type of hypergraph. The HAP generalizes the assignment problem from bipartite graphs to what we call bipartite hypergraphs, and is motivated by applications in railway vehicle rotation planning. The main contributions of this thesis concern complexity, polyhedral results, analyses of random instances, and primal methods for the HAP. We prove that the HAP is NP-hard and APX-hard even for small hyperedge sizes and hypergraphs with a special partitioned structure. We also study the complexity of the set packing and covering relaxations of the HAP, and present for certain cases polynomial exact or approximation algorithms. A complete linear description is known for the assignment problem. We therefore also study the HAP polytope. There, we have a huge number of facet-defining inequalities already for a very small problem size. We describe a method for dividing the inequalities into equivalence classes without resorting to a normal form. Within each class, facets are related by certain symmetries and it is sufficient to list one representative of each class to give a complete picture of the structural properties of the polytope. We propose the algorithm "HUHFA" for the classification that is applicable not only to the HAP but combinatorial optimization problems involving symmetries in general. In the largest possible HAP instance for which we could calculate the complete linear description, we have 14049 facets, which can be divided into 30 symmetry classes. We can combinatorially interpret 16 of these classes. This is possible by employing cliques to generalize the odd set inequalities for the matching problem. The resulting inequalities are valid for the polytope associated with the set packing problem in arbitrary hypergraphs and have a clear combinatorial meaning. An analysis of random instances provides a better insight into the structure of hyperassignments. Previous work has extensively analyzed random instances for the assignment problem theoretically and practically. As a generalization of these results for the HAP, we prove bounds on the expected value of a minimum cost hyperassignment that uses half of the maximum possible number of hyperedges that are not edges. In a certain complete partitioned hypergraph G2,2n with i. i. d. exponential random variables with mean 1 as hyperedge costs it lies between 0.3718 and 1.8310 if the vertex number tends to infinity. Finally, we develop an exact combinatorial solution algorithm for the HAP that combines three methods: A very large-scale neighborhood search, the composite columns method for the set partitioning problem, and the network simplex algorithm.}, language = {en} } @misc{HeismannBorndoerfer, author = {Heismann, Olga and Bornd{\"o}rfer, Ralf}, title = {A Generalization of Odd Set Inequalities for the Set Packing Problem}, issn = {1438-0064}, doi = {10.1007/978-3-319-07001-8_26}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-51010}, abstract = {The set packing problem, sometimes also called the stable set problem, is a well-known NP-hard problem in combinatorial optimization with a wide range of applications and an interesting polyhedral structure, that has been the subject of intensive study. We contribute to this field by showing how, employing cliques, odd set inequalities for the matching problem can be generalized to valid inequalities for the set packing polytope with a clear combinatorial meaning.}, language = {en} } @misc{GamrathSchubert, author = {Gamrath, Gerald and Schubert, Christoph}, title = {Measuring the impact of branching rules for mixed-integer programming}, issn = {1438-0064}, doi = {10.1007/978-3-319-89920-6_23}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-64722}, abstract = {Branching rules are an integral component of the branch-and-bound algorithm typically used to solve mixed-integer programs and subject to intense research. Different approaches for branching are typically compared based on the solving time as well as the size of the branch-and-bound tree needed to prove optimality. The latter, however, has some flaws when it comes to sophisticated branching rules that do not only try to take a good branching decision, but have additional side-effects. We propose a new measure for the quality of a branching rule that distinguishes tree size reductions obtained by better branching decisions from those obtained by such side-effects. It is evaluated for common branching rules providing new insights in the importance of strong branching.}, language = {en} } @misc{GamrathBertholdHeinzetal., author = {Gamrath, Gerald and Berthold, Timo and Heinz, Stefan and Winkler, Michael}, title = {Structure-driven fix-and-propagate heuristics for mixed integer programming}, issn = {1438-0064}, doi = {10.1007/s12532-019-00159-1}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-65387}, abstract = {Primal heuristics play an important role in the solving of mixed integer programs (MIPs). They often provide good feasible solutions early in the solving process and help to solve instances to optimality faster. In this paper, we present a scheme for primal start heuristics that can be executed without previous knowledge of an LP solution or a previously found integer feasible solution. It uses global structures available within MIP solvers to iteratively fix integer variables and propagate these fixings. Thereby, fixings are determined based on the predicted impact they have on the subsequent domain propagation. If sufficiently many variables can be fixed that way, the resulting problem is solved as an LP and the solution is rounded. If the rounded solution did not provide a feasible solution already, a sub-MIP is solved for the neighborhood defined by the variable fixings performed in the first phase. The global structures help to define a neighborhood that is with high probability significantly easier to process while (hopefully) still containing good feasible solutions. We present three primal heuristics that use this scheme based on different global structures. Our computational experiments on standard MIP test sets show that the proposed heuristics find solutions for about three out of five instances and therewith help to improve several performance measures for MIP solvers, including the primal integral and the average solving time.}, language = {en} } @phdthesis{Karbstein, author = {Karbstein, Marika}, title = {Line Planning and Connectivity}, isbn = {978-3-8439-1062-0}, abstract = {This thesis introduces the Steiner connectivity problem. It is a generalization of the well known Steiner tree problem. Given a graph G = (V, E) and a subset T ⊆ V of the nodes, the Steiner tree problem consists in finding a cost minimal set of edges connecting all nodes in T . The Steiner connectivity problem chooses, instead of edges, from a given set of paths a subset to connect all nodes in T . We show in the first part of this thesis that main results about complexity, approximation, integer programming formulations, and polyhedra can be generalized from the Steiner tree problem to the Steiner connectivity problem. An example for a straightforward generalization are the Steiner partition inequalities, a fundamental class of facet defining inequalities for the Steiner tree problem. They can be defined for the Steiner connectivity problem in an analogous way as for the Steiner tree problem. An example for a generalization that needs more effort is the definition of a directed cut formulation and the proof that this dominates the canonical undirected cut formulation enriched by all Steiner partition inequalities. For the Steiner connectivity problem this directed cut formulation leads to extended formulations, a concept that is not necessary for the Steiner tree problem. There are also major differences between both problems. For instance, the case T = V for the Steiner connectivity problem is equivalent to a set covering problem and, hence, not a polynomial solvable case as in the Steiner tree problem. The Steiner connectivity problem is not only an interesting generalization of the Steiner tree problem but also the underlying connectivity problem in line planning with inte- grated passenger routing. The integrated line planning and passenger routing problem is an important planning problem in service design of public transport and the topic of the second part. Given is the infrastructure network of a public transport system where the edges correspond to streets and tracks and the nodes correspond to stations/stops of lines. The task is to find paths in the infrastructure network for lines and passengers such that the capacities of the lines suffice to transport all passengers. Existing models in the literature that integrate a passenger routing in line planning either treat transfers in a rudimentary way and, hence, neglect an important aspect for the choice of the pas- senger routes, or they treat transfers in a too comprehensive way and cannot be solved for large scale real world problems. We propose a new model that focuses on direct connections. The attractiveness of transfer free connections is increased by introducing a transfer penalty for each non-direct connection. In this way, a passenger routing is computed that favors direct connections. For the computation of this model we also implemented algorithms influenced by the results for the Steiner connectivity problem. We can compute with our model good solutions that minimize a weighted sum of line operating costs and passengers travel times. These solutions improve the solutions of an existing approach, that does not consider direct connections, by up to 17\%. In contrast to a comprehensive approach, that considers every transfer and for which we could not even solve the root LP within 10 hours for large instances, the solutions of the new model, computed in the same time, are close to optimality (<1\%) or even optimal for real world instances. In a project with the Verkehr in Potsdam GmbH to compute the line plan for 2010 we showed that our approach is applicable in practice and can be used to solve real world problems.}, language = {en} } @misc{BorndoerferKarbstein, author = {Bornd{\"o}rfer, Ralf and Karbstein, Marika}, title = {A Direct Connection Approach to Integrated Line Planning and Passenger Routing}, series = {ATMOS 2012 - 12th Workshop on Algorithmic Approaches for Transportation Modeling, Optimization, and Systems}, volume = {25}, journal = {ATMOS 2012 - 12th Workshop on Algorithmic Approaches for Transportation Modeling, Optimization, and Systems}, editor = {Delling, Daniel and Liberti, Leo}, publisher = {Schloss Dagstuhl - Leibniz-Zentrum f{\"u}r Informatik}, issn = {1438-0064}, doi = {http://dx.doi.org/10.4230/OASIcs.ATMOS.2012.47}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-15812}, pages = {47 -- 57}, abstract = {The treatment of transfers is a major challenge in line planning. Existing models either route passengers and lines sequentially, and hence disregard essential degrees of freedom, or they are of extremely large scale, and seem to be computationally intractable. We propose a novel direct connection approach that allows an integrated optimization of line and passenger routing, including accurate estimates of the number of direct travelers, for large-scale real-world instances.}, language = {en} } @misc{BorndoerferHoppmannKarbstein, author = {Bornd{\"o}rfer, Ralf and Hoppmann, Heide and Karbstein, Marika}, title = {A Configuration Model for the Line Planning Problem}, issn = {1438-0064}, doi = {10.4230/OASIcs.ATMOS.2013.68}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-41903}, abstract = {We propose a novel extended formulation for the line planning problem in public transport. It is based on a new concept of frequency configurations that account for all possible options to provide a required transportation capacity on an infrastructure edge. We show that this model yields a strong LP relaxation. It implies, in particular, general classes of facet defining inequalities for the standard model.}, language = {en} } @misc{GamrathMelchioriBertholdetal., author = {Gamrath, Gerald and Melchiori, Anna and Berthold, Timo and Gleixner, Ambros and Salvagnin, Domenico}, title = {Branching on multi-aggregated variables}, issn = {1438-0064}, doi = {10.1007/978-3-319-18008-3_10}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-53829}, abstract = {In mixed-integer programming, the branching rule is a key component to a fast convergence of the branch-and-bound algorithm. The most common strategy is to branch on simple disjunctions that split the domain of a single integer variable into two disjoint intervals. Multi-aggregation is a presolving step that replaces variables by an affine linear sum of other variables, thereby reducing the problem size. While this simplification typically improves the performance of MIP solvers, it also restricts the degree of freedom in variable-based branching rules. We present a novel branching scheme that tries to overcome the above drawback by considering general disjunctions defined by multi-aggregated variables in addition to the standard disjunctions based on single variables. This natural idea results in a hybrid between variable- and constraint-based branching rules. Our implementation within the constraint integer programming framework SCIP incorporates this into a full strong branching rule and reduces the number of branch-and-bound nodes on a general test set of publicly available benchmark instances. For a specific class of problems, we show that the solving time decreases significantly.}, language = {en} } @misc{BorndoerferKarbstein, author = {Bornd{\"o}rfer, Ralf and Karbstein, Marika}, title = {Metric Inequalities for Routings on Direct Connections}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-44219}, abstract = {We consider multi-commodity flow problems in which capacities are installed on paths. In this setting, it is often important to distinguish between flows on direct connection routes, using single paths, and flows that include path switching. We show that the concept of metric inequalities to characterize capacities that support a multi-commodity flow can be generalized to deal with direct connections.}, language = {en} } @misc{BorndoerferKarbstein, author = {Bornd{\"o}rfer, Ralf and Karbstein, Marika}, title = {Metric Inequalities for Routings on Direct Connections with Application in Line Planning}, issn = {1438-0064}, doi = {10.1016/j.disopt.2015.07.004}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-53507}, abstract = {We consider multi-commodity flow problems in which capacities are installed on paths. In this setting, it is often important to distinguish between flows on direct connection routes, using single paths, and flows that include path switching. We derive a feasibility condition for path capacities supporting such direct connection flows similar to the feasibility condition for arc capacities in ordinary multi-commodity flows. The concept allows to solve large-scale real-world line planning problems in public transport including a novel passenger routing model that favors direct connections over connections with transfers.}, language = {en} } @misc{Karbstein, author = {Karbstein, Marika}, title = {Integrated Line Planning and Passenger Routing: Connectivity and Transfers}, issn = {1438-0064}, doi = {10.1007/978-3-319-28697-6_37}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-52986}, abstract = {The integrated line planning and passenger routing problem is an important planning problem in service design of public transport. A major challenge is the treatment of transfers. A main property of a line system is its connectivity. In this paper we show that analysing the connecvitiy aspect of a line plan gives a new idea to handle the transfer aspect of the line planning problem.}, language = {en} } @misc{GamrathBertholdHeinzetal., author = {Gamrath, Gerald and Berthold, Timo and Heinz, Stefan and Winkler, Michael}, title = {Structure-based primal heuristics for mixed integer programming}, issn = {1438-0064}, doi = {http://dx.doi.org/10.1007/978-4-431-55420-2_3}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-55518}, abstract = {Primal heuristics play an important role in the solving of mixed integer programs (MIPs). They help to reach optimality faster and provide good feasible solutions early in the solving process. In this paper, we present two new primal heuristics which take into account global structures available within MIP solvers to construct feasible solutions at the beginning of the solving process. These heuristics follow a large neighborhood search (LNS) approach and use global structures to define a neighborhood that is with high probability significantly easier to process while (hopefully) still containing good feasible solutions. The definition of the neighborhood is done by iteratively fixing variables and propagating these fixings. Thereby, fixings are determined based on the predicted impact they have on the subsequent domain propagation. The neighborhood is solved as a sub-MIP and solutions are transferred back to the original problem. Our computational experiments on standard MIP test sets show that the proposed heuristics find solutions for about every third instance and therewith help to improve the average solving time.}, language = {en} } @misc{BorndoerferHoppmannKarbstein, author = {Bornd{\"o}rfer, Ralf and Hoppmann, Heide and Karbstein, Marika}, title = {Timetabling and Passenger Routing in Public Transport}, series = {Appeard in: Proceedings of Conference on Advanced Systems in Public Transport 2015 (CASPT2015)}, journal = {Appeard in: Proceedings of Conference on Advanced Systems in Public Transport 2015 (CASPT2015)}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-55305}, abstract = {The task of timetabling is to schedule the trips in a public transport system by determining periodic arrival and departure times at every station. The goal is to provide a service that is both attractive for passengers and can be operated economically. To date, timetable optimization is generally done with respect to fixed passenger routes, i.e., it is assumed that passengers do not respond to changes in the timetable. This is unrealistic and ignores potentially valuable degrees of freedom. We investigate in this paper periodic timetabling models with integrated passenger routing. We propose several models that differ in the allowed passenger paths and the objectives. We compare these models theoretically and report on computations on real-world instances for the city of Wuppertal.}, language = {en} } @misc{BertholdGamrathSalvagnin, author = {Berthold, Timo and Gamrath, Gerald and Salvagnin, Domenico}, title = {Exploiting Dual Degeneracy in Branching}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-73028}, abstract = {Branch-and-bound methods for mixed-integer programming (MIP) are traditionally based on solving a linear programming (LP) relaxation and branching on a variable which takes a fractional value in the (single) computed relaxation optimum. In this paper, we study branching strategies for mixed-integer programs that exploit the knowledge of multiple alternative optimal solutions (a cloud ) of the current LP relaxation. These strategies naturally extend common methods like most infeasible branching, strong branching, pseudocost branching, and their hybrids, but we also propose a novel branching rule called cloud diameter branching. We show that dual degeneracy, a requirement for alternative LP optima, is present for many instances from common MIP test sets. Computational experiments show significant improvements in the quality of branching decisions as well as reduced branching effort when using our modifications of existing branching rules. We discuss different ways to generate a cloud of solutions and present extensive computational results showing that through a careful implementation, cloud modifications can speed up full strong branching by more than 10 \% on standard test sets. Additionally, by exploiting degeneracy, we are also able to improve the state-of-the-art hybrid branching rule and reduce the solving time on affected instances by almost 20 \% on average.}, language = {en} } @misc{BorndoerferDittbrennerLangenhanetal., author = {Bornd{\"o}rfer, Ralf and Dittbrenner, Bastian and Langenhan, Andreas and Seidl, Stephan and Weider, Steffen}, title = {Integrierte Dienst- und Dienstreihenfolgeplanung zur Erh{\"o}hung der Fahrerzufriedenheit}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-50270}, abstract = {Wir stellen einen mathematischen Optimierungsansatz zur integrierten Dienst- und Dienstreihenfolgeplanung im {\"o}ffentlichen Nahverkehr vor, mit dem sich bei konstanten Personalkosten die Fahrerzufriedenheit deutlich steigern l{\"a}sst.}, language = {de} } @misc{SchenkerBorndoerferSkutella, author = {Schenker, Sebastian and Bornd{\"o}rfer, Ralf and Skutella, Martin}, title = {A novel partitioning of the set of non-dominated points}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-61286}, abstract = {We consider a novel partitioning of the set of non-dominated points for general multi-objective integer programs with \$k\$ objectives. The set of non-dominated points is partitioned into a set of non-dominated points whose efficient solutions are also efficient for some restricted subproblem with one less objective; the second partition comprises the non-dominated points whose efficient solutions are inefficient for any of the restricted subproblems. We show that the first partition has the nice property that it yields finite rectangular boxes in which the points of the second partition are located.}, language = {en} } @misc{BorndoerferSagnolSwarat, author = {Bornd{\"o}rfer, Ralf and Sagnol, Guillaume and Swarat, Elmar}, title = {A Case Study on Optimizing Toll Enforcements on Motorways}, issn = {1438-0064}, doi = {10.4230/OASIcs.SCOR.2012.1}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-15498}, abstract = {In this paper we present the problem of computing optimal tours of toll inspectors on German motorways. This problem is a special type of vehicle routing problem and builds up an integrated model, consisting of a tour planning and a duty rostering part. The tours should guarantee a network-wide control whose intensity is proportional to given spatial and time dependent traffic distributions. We model this using a space-time network and formulate the associated optimization problem by an integer program (IP). Since sequential approaches fail, we integrated the assignment of crews to the tours in our model. In this process all duties of a crew member must fit in a feasible roster. It is modeled as a Multi-Commodity Flow Problem in a directed acyclic graph, where specific paths correspond to feasible rosters for one month. We present computational results in a case-study on a German subnetwork which documents the practicability of our approach.}, language = {en} } @phdthesis{Achterberg, author = {Achterberg, Tobias}, title = {Constraint Integer Programming}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:83-opus-16117}, abstract = {This thesis introduces the novel paradigm of constraint integer programming (CIP), which integrates constraint programming (CP) and mixed integer programming (MIP) modeling and solving techniques. It is supplemented by the software SCIP, which is a solver and framework for constraint integer programming that also features SAT solving techniques. SCIP is freely available in source code for academic and non-commercial purposes. Our constraint integer programming approach is a generalization of MIP that allows for the inclusion of arbitrary constraints, as long as they turn into linear constraints on the continuous variables after all integer variables have been fixed. The constraints, may they be linear or more complex, are treated by any combination of CP and MIP techniques: the propagation of the domains by constraint specific algorithms, the generation of a linear relaxation and its solving by LP methods, and the strengthening of the LP by cutting plane separation. The current version of SCIP comes with all of the necessary components to solve mixed integer programs. In the thesis, we cover most of these ingredients and present extensive computational results to compare different variants for the individual building blocks of a MIP solver. We focus on the algorithms and their impact on the overall performance of the solver. In addition to mixed integer programming, the thesis deals with chip design verification, which is an important topic of electronic design automation. Chip manufacturers have to make sure that the logic design of a circuit conforms to the specification of the chip. Otherwise, the chip would show an erroneous behavior that may cause failures in the device where it is employed. An important subproblem of chip design verification is the property checking problem, which is to verify whether a circuit satisfies a specified property. We show how this problem can be modeled as constraint integer program and provide a number of problem-specific algorithms that exploit the structure of the individual constraints and the circuit as a whole. Another set of extensive computational benchmarks compares our CIP approach to the current state-of-the-art SAT methodology and documents the success of our method.}, language = {en} } @misc{Gamrath, author = {Gamrath, Gerald}, title = {Improving strong branching by domain propagation}, issn = {1438-0064}, doi = {10.1007/s13675-014-0021-8}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-42546}, abstract = {One of the essential components of a branch-and-bound based mixed-integer linear programming (MIP) solver is the branching rule. Strong branching is a method used by many state-of-the-art branching rules to select the variable to branch on. It precomputes the dual bounds of potential child nodes by solving auxiliary linear programs (LPs) and thereby helps to take good branching decisions that lead to a small search tree. In this paper, we describe how these dual bound predictions can be improved by including domain propagation into strong branching. Domain propagation is a technique usually used at every node of the branch-and-bound tree to tighten the local domains of variables. Computational experiments on standard MIP instances indicate that our improved strong branching method significantly improves the quality of the predictions and causes almost no additional effort. For a full strong branching rule, we are able to obtain substantial reductions of the branch-and-bound tree size as well as the solving time. Moreover, also the state-of-the-art hybrid branching rule can be improved this way. This paper extends previous work by the author published in the proceedings of the CPAIOR 2013.}, language = {en} } @misc{BertholdWitzig, author = {Berthold, Timo and Witzig, Jakob}, title = {Conflict Analysis for MINLP}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-78964}, abstract = {The generalization of MIP techniques to deal with nonlinear, potentially non-convex, constraints have been a fruitful direction of research for computational MINLP in the last decade. In this paper, we follow that path in order to extend another essential subroutine of modern MIP solvers towards the case of nonlinear optimization: the analysis of infeasible subproblems for learning additional valid constraints. To this end, we derive two different strategies, geared towards two different solution approaches. These are using local dual proofs of infeasibility for LP-based branch-and-bound and the creation of nonlinear dual proofs for NLP-based branch-and-bound, respectively. We discuss implementation details of both approaches and present an extensive computational study, showing that both techniques can significantly enhance performance when solving MINLPs to global optimality.}, language = {en} } @misc{WitzigBerthold, author = {Witzig, Jakob and Berthold, Timo}, title = {Conflict-Free Learning for Mixed Integer Programming}, issn = {1438-0064}, doi = {10.1007/978-3-030-58942-4_34}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-75338}, abstract = {Conflict learning plays an important role in solving mixed integer programs (MIPs) and is implemented in most major MIP solvers. A major step for MIP conflict learning is to aggregate the LP relaxation of an infeasible subproblem to a single globally valid constraint, the dual proof, that proves infeasibility within the local bounds. Among others, one way of learning is to add these constraints to the problem formulation for the remainder of the search. We suggest to not restrict this procedure to infeasible subproblems, but to also use global proof constraints from subproblems that are not (yet) infeasible, but can be expected to be pruned soon. As a special case, we also consider learning from integer feasible LP solutions. First experiments of this conflict-free learning strategy show promising results on the MIPLIB2017 benchmark set.}, language = {en} } @misc{WitzigBertholdHeinz, author = {Witzig, Jakob and Berthold, Timo and Heinz, Stefan}, title = {Computational Aspects of Infeasibility Analysis in Mixed Integer Programming}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-74962}, abstract = {The analysis of infeasible subproblems plays an important role in solving mixed integer programs (MIPs) and is implemented in most major MIP solvers. There are two fundamentally different concepts to generate valid global constraints from infeasible subproblems. The first is to analyze the sequence of implications, obtained by domain propagation, that led to infeasibility. The result of this analysis is one or more sets of contradicting variable bounds from which so-called conflict constraints can be generated. This concept is called conflict graph analysis and has its origin in solving satisfiability problems and is similarly used in constraint programming. The second concept is to analyze infeasible linear programming (LP) relaxations. Every ray of the dual LP provides a set of multipliers that can be used to generate a single new globally valid linear constraint. This method is called dual proof analysis. The main contribution of this paper is twofold. Firstly, we present three enhancements of dual proof analysis: presolving via variable cancellation, strengthening by applying mixed integer rounding functions, and a filtering mechanism. Further, we provide an intense computational study evaluating the impact of every presented component regarding dual proof analysis. Secondly, this paper presents the first integrated approach to use both conflict graph and dual proof analysis simultaneously within a single MIP solution process. All experiments are carried out on general MIP instances from the standard public test set MIPLIB 2017; the presented algorithms have been implemented within the non-commercial MIP solver SCIP and the commercial MIP solver FICO Xpress.}, language = {en} } @misc{GamrathFischerGallyetal., author = {Gamrath, Gerald and Fischer, Tobias and Gally, Tristan and Gleixner, Ambros and Hendel, Gregor and Koch, Thorsten and Maher, Stephen J. and Miltenberger, Matthias and M{\"u}ller, Benjamin and Pfetsch, Marc and Puchert, Christian and Rehfeldt, Daniel and Schenker, Sebastian and Schwarz, Robert and Serrano, Felipe and Shinano, Yuji and Vigerske, Stefan and Weninger, Dieter and Winkler, Michael and Witt, Jonas T. and Witzig, Jakob}, title = {The SCIP Optimization Suite 3.2}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-57675}, abstract = {The SCIP Optimization Suite is a software toolbox for generating and solving various classes of mathematical optimization problems. Its major components are the modeling language ZIMPL, the linear programming solver SoPlex, the constraint integer programming framework and mixed-integer linear and nonlinear programming solver SCIP, the UG framework for parallelization of branch-and-bound-based solvers, and the generic branch-cut-and-price solver GCG. It has been used in many applications from both academia and industry and is one of the leading non-commercial solvers. This paper highlights the new features of version 3.2 of the SCIP Optimization Suite. Version 3.2 was released in July 2015. This release comes with new presolving steps, primal heuristics, and branching rules within SCIP. In addition, version 3.2 includes a reoptimization feature and improved handling of quadratic constraints and special ordered sets. SoPlex can now solve LPs exactly over the rational number and performance improvements have been achieved by exploiting sparsity in more situations. UG has been tested successfully on 80,000 cores. A major new feature of UG is the functionality to parallelize a customized SCIP solver. GCG has been enhanced with a new separator, new primal heuristics, and improved column management. Finally, new and improved extensions of SCIP are presented, namely solvers for multi-criteria optimization, Steiner tree problems, and mixed-integer semidefinite programs.}, language = {en} } @misc{BestuzhevaBesanconChenetal., author = {Bestuzheva, Ksenia and Besan{\c{c}}on, Mathieu and Chen, Wei-Kun and Chmiela, Antonia and Donkiewicz, Tim and van Doornmalen, Jasper and Eifler, Leon and Gaul, Oliver and Gamrath, Gerald and Gleixner, Ambros and Gottwald, Leona and Graczyk, Christoph and Halbig, Katrin and Hoen, Alexander and Hojny, Christopher and van der Hulst, Rolf and Koch, Thorsten and L{\"u}bbecke, Marco and Maher, Stephen J. and Matter, Frederic and M{\"u}hmer, Erik and M{\"u}ller, Benjamin and Pfetsch, Marc E. and Rehfeldt, Daniel and Schlein, Steffan and Schl{\"o}sser, Franziska and Serrano, Felipe and Shinano, Yuji and Sofranac, Boro and Turner, Mark and Vigerske, Stefan and Wegscheider, Fabian and Wellner, Philipp and Weninger, Dieter and Witzig, Jakob}, title = {The SCIP Optimization Suite 8.0}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-85309}, abstract = {The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming framework SCIP. This paper discusses enhancements and extensions contained in version 8.0 of the SCIP Optimization Suite. Major updates in SCIP include improvements in symmetry handling and decomposition algorithms, new cutting planes, a new plugin type for cut selection, and a complete rework of the way nonlinear constraints are handled. Additionally, SCIP 8.0 now supports interfaces for Julia as well as Matlab. Further, UG now includes a unified framework to parallelize all solvers, a utility to analyze computational experiments has been added to GCG, dual solutions can be postsolved by PaPILO, new heuristics and presolving methods were added to SCIP-SDP, and additional problem classes and major performance improvements are available in SCIP-Jack.}, language = {en} } @misc{BolusaniBesanconBestuzhevaetal., author = {Bolusani, Suresh and Besan{\c{c}}on, Mathieu and Bestuzheva, Ksenia and Chmiela, Antonia and Dion{\´i}sio, Jo{\~a}o and Donkiewicz, Tim and van Doornmalen, Jasper and Eifler, Leon and Ghannam, Mohammed and Gleixner, Ambros and Graczyk, Christoph and Halbig, Katrin and Hedtke, Ivo and Hoen, Alexander and Hojny, Christopher and van der Hulst, Rolf and Kamp, Dominik and Koch, Thorsten and Kofler, Kevin and Lentz, Jurgen and Manns, Julian and Mexi, Gioni and M{\"u}hmer, Erik and E. Pfetsch, Marc and Schl{\"o}sser, Franziska and Serrano, Felipe and Shinano, Yuji and Turner, Mark and Vigerske, Stefan and Weninger, Dieter and Xu, Liding}, title = {The SCIP Optimization Suite 9.0}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-95528}, abstract = {The SCIP Optimization Suite provides a collection of software packages for mathematical optimization, centered around the constraint integer programming framework SCIP. This report discusses the enhancements and extensions included in the SCIP Optimization Suite 9.0. The updates in SCIP 9.0 include improved symmetry handling, additions and improvements of nonlinear handlers and primal heuristics, a new cut generator and two new cut selection schemes, a new branching rule, a new LP interface, and several bug fixes. The SCIP Optimization Suite 9.0 also features new Rust and C++ interfaces for SCIP, new Python interface for SoPlex, along with enhancements to existing interfaces. The SCIP Optimization Suite 9.0 also includes new and improved features in the LP solver SoPlex, the presolving library PaPILO, the parallel framework UG, the decomposition framework GCG, and the SCIP extension SCIP-SDP. These additions and enhancements have resulted in an overall performance improvement of SCIP in terms of solving time, number of nodes in the branch-and-bound tree, as well as the reliability of the solver.}, language = {en} }