@misc{KrumkeRambauWeider2000, author = {Krumke, Sven and Rambau, J{\"o}rg and Weider, Steffen}, title = {An Approximation Algorithm for the Non-Preemptive Capacitated Dial-a-Ride Problem}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6217}, number = {00-53}, year = {2000}, abstract = {In the Capacitated Dial-a-Ride Problem (CDARP) we are given a transportation network and a finite set of transportation jobs. Each job specifies the source and target location which are both part of the network. A server which can carry at most \$C\$~objects at a time can move on the transportation network in order to process the transportation requests. The problem CDARP consists of finding a shortest transportation for the jobs starting and ending at a designated start location. In this paper we are concerned with the restriction of CDARP to graphs which are simple paths. This setting arises for instance when modelling applications in elevator transportation systems. It is known that even for this restricted class of graphs CDARP is NP-hard to solve. We provide a polynomial time approximation algorithm that finds a transportion of length at most thrice the length of the optimal transportation.}, language = {en} } @misc{SchmidtFrieseZschiedrichetal.2000, author = {Schmidt, Frank and Friese, Tilmann and Zschiedrich, Lin and Deuflhard, Peter}, title = {Adaptive Multigrid Methods for the Vectorial Maxwell Eigenvalue Problem for Optical Waveguide Design}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6228}, number = {00-54}, year = {2000}, abstract = {This paper has been motivated by the need for a fast robust adaptive multigrid method to solve the vectorial Maxwell eigenvalue problem arising from the design of optical chips. Our nonlinear multigrid methods are based on a previous method for the scalar Helmholtz equation, which must be modified to cope with the null space of the Maxwell operator due to the divergence condition. We present two different approaches. First, we present a multigrid algorithm based on an edge element discretization of time-harmonic Maxwell's equations, including the divergence condition. Second, an explicit elimination of longitudinal magnetic components leads to a nodal discretization known to avoid discrete \emph{spurious modes} also and a vectorial eigenvalue problem, for which we present a multigrid solver. Numerical examples show that the edge element discretization clearly outperforms the nodal element approach.}, language = {en} } @misc{KrumkeRambau2000, author = {Krumke, Sven and Rambau, J{\"o}rg}, title = {Online Optimierung}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6238}, number = {00-55}, year = {2000}, abstract = {Wie soll man einen Aufzug steuern, wenn man keine Informationen {\"u}ber zuk{\"u}nftige Fahrauftr{\"a}ge besitzt? Soll man eine Bahncard kaufen, wenn die n{\"a}chsten Bahnreisen noch unbekannt sind? In der klassischen kombinatorischen Optimierung geht man davon aus, daß die Daten jeder Probleminstanz vollst{\"a}ndig gegeben sind. In vielen F{\"a}llen modelliert diese \emph{Offline-Optimierung} jedoch die Situationen aus Anwendungen nur ungen{\"u}gend. Zahlreiche Problemstellungen in der Praxis sind in nat{\"u}rlicher Weise \emph{online}: Sie erfordern Entscheidungen, die unmittelbar und ohne Wissen zuk{\"u}nftiger Ereignisse getroffen werden m{\"u}ssen. Als ein Standardmittel zur Beurteilung von Online-Algorithmen hat sich die \emph{kompetitive Analyse} durchgesetzt. Dabei vergleicht man den Zielfunktionswert einer vom Online-Algorithmus generierten L{\"o}sung mit dem Wert einer optimalen Offline-L{\"o}sung. Mit Hilfe der kompetitiven Analyse werden im Skript Algorithmen zum Caching, Netzwerk-Routing, Scheduling und zu Transportaufgaben untersucht. Auch die Schw{\"a}chen der kompetitiven Analyse werden aufgezeigt und alternative Analysekonzepte vorgestellt. Neben der theoretischen Seite werden auch die Anwendungen der Online-Optimierung in der Praxis, vor allem bei Problemen der innerbetrieblichen Logistik, beleuchtet. Bei der Steuerung automatischer Transportsysteme tritt eine F{\"u}lle von Online-Problemen auf. Hierbei werden an die Algorithmen oftmals weitere Anforderungen gestellt. So m{\"u}ssen Entscheidungen unter strikten Zeitbeschr{\"a}nkungen gef{\"a}llt werden (Echtzeit-Anforderungen). Dieses Skript ist aus dem Online-Teil der Vorlesung -Ausgew{\"a}hlte Kapitel aus der ganzzahligen Optimierung- (Wintersemester~1999/2000) und der Vorlesung -Online Optimierung- (Sommersemester~2000) an der Technischen Universit{\"a}t Berlin entstanden.}, language = {de} } @misc{GroetschelFonsecaDavis2001, author = {Gr{\"o}tschel, Martin and Fonseca, Irene and Davis, Mark}, title = {Round Table: The Impact of Mathematical Research on Industry and Vice Versa}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6259}, number = {00-57}, year = {2001}, abstract = {This paper is a summary of the Round Table: ``The Impact of Mathematical Research on Industry and Vice Versa'' held at 3ecm in Barcelona on July 11, 2000. The round table started with contributions of the three panelists. Irene Fonseca, the panel chair, opened the discussion by stating six questions addressing the main issues of the round table topic. She presented the panel's answers to these questions, drawing on many examples from her own academic experience. In the following additional presentations, the other two panel members added further points of view based on their personal involvement with industry. The round table ended with a lively discussion with members from the audience. This written summary of the oral presentations follows the structure of the round table indicated above.}, language = {en} } @misc{Groetschel2001, author = {Gr{\"o}tschel, Martin}, title = {Frequency Assignment in Mobile Phone Systems}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6265}, number = {00-58}, year = {2001}, abstract = {Wireless communication networks employ radio frequencies to establish communication links. The available radio spectrum is very limited. To meet today's radio communication demand, this resource has to be administered and reused carefully in order to control mutual interference. The reuse can be organized via separation in space, time, or frequency, for example. The problem, therefore, arises to distribute frequencies to links in a ``reasonable manner''. This is the basic form of the frequency assignment problem. What ``reasonable'' means, how to quantify this measure of quality, which technical side constraints to consider cannot be answered in general. The exact specification of this task and its mathematical model depend heavily on the particular application considered. In this paper we discuss this issue with respect to the GSM standard for mobile communication.}, language = {en} } @misc{HohageSchmidtZschiedrich2001, author = {Hohage, Thorsten and Schmidt, Frank and Zschiedrich, Lin}, title = {Solving time-harmonic scattering problems based on the condition: Theory}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6279}, number = {01-01}, year = {2001}, abstract = {The pole condition is a general concept for the theoretical analysis and the numerical solution of a variety of wave propagation problems. It says that the Laplace transform of the physical solution in radial direction has no poles in the lower complex half-plane. In the present paper we show that for the Helmholtz equation with a radially symmetric potential the pole condition is equivalent to Sommerfeld's radiation condition. Moreover, a new representation formula based on the pole condition is derived and used to prove existence, uniqueness and asymptotic properties of solutions. This lays the foundations of a promising new algorithm to solve time-harmonic scattering problems numerically and provides a new approach for analyzing existing algorithms such as the Perfectly Matched Layer (PML) method and the Bayliss-Gunzburger-Turkel (BGT) algorithm.}, language = {en} } @misc{BorndoerferGroetschelLoebel2001, author = {Bornd{\"o}rfer, Ralf and Gr{\"o}tschel, Martin and L{\"o}bel, Andreas}, title = {Duty Scheduling in Public Transit}, doi = {10.1007/978-3-642-55753-8_50}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6286}, number = {01-02}, year = {2001}, abstract = {This article is about \emph{adaptive column generation techniques} for the solution of duty scheduling problems in public transit. The current optimization status is exploited in an adaptive approach to guide the subroutines for duty generation, LP resolution, and schedule construction toward relevant parts of a large problem. Computational results for three European scenarios are reported.}, language = {en} } @misc{FischerSchuetteDeuflhardetal.2001, author = {Fischer, Alexander and Sch{\"u}tte, Christof and Deuflhard, Peter and Cordes, Frank}, title = {Hierarchical Uncoupling-Coupling of Metastable Conformations}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6296}, number = {01-03}, year = {2001}, abstract = {Uncoupling-coupling Monte Carlo (UCMC) combines uncoupling techniques for finite Markov chains with Markov chain Monte Carlo methodology. UCMC aims at avoiding the typical metastable or trapping behavior of Monte Carlo techniques. From the viewpoint of Monte Carlo, a slowly converging long-time Markov chain is replaced by a limited number of rapidly mixing short-time ones. Therefore, the state space of the chain has to be hierarchically decomposed into its metastable conformations. This is done by means of combining the technique of conformation analysis as recently introduced by the authors, and appropriate annealing strategies. We present a detailed examination of the uncoupling-coupling procedure which uncovers its theoretical background, and illustrates the hierarchical algorithmic approach. Furthermore, application of the UCMC algorithm to the \$n\$-pentane molecule allows us to discuss the effect of its crucial steps in a typical molecular scenario.}, language = {en} } @misc{HenrionLiMoelleretal.2001, author = {Henrion, Rene and Li, Pu and M{\"o}ller, Andris and Steinbach, Marc and Wendt, Moritz and Wozny, G{\"u}nter}, title = {Stochastic Optimization for Operating Chemical Processes Under Uncertainty}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6304}, number = {01-04}, year = {2001}, abstract = {Mathematical optimization techniques are on their way to becoming a standard tool in chemical process engineering. While such approaches are usually based on deterministic models, uncertainties such as external disturbances play a significant role in many real-life applications. The present article gives an introduction to practical issues of process operation and to basic mathematical concepts required for the explicit treatment of uncertainties by stochastic optimization.}, language = {en} } @misc{EhrigOfenlochSchaberetal.2001, author = {Ehrig, Rainald and Ofenloch, Oliver and Schaber, Karlheinz and Deuflhard, Peter}, title = {Modelling and Simulation of Aerosol Formation by Heterogeneous Nucleation in Gas-Liquid Contact Devices}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6416}, number = {01-15}, year = {2001}, abstract = {This paper describes a new simulation tool for the prediction of aerosol formation and behavior in gas--liquid contact devices such as absorbers, scrubbers, quench coolers, and condensers as well as multistage gas cleaning processes, respectively. Aerosol formation can impact severely the separation efficiency of gas cleaning processes. Aerosol or fog formation can arise by spontaneous condensation or desublimation in supersaturated gas phases. The rigorous description of the mass and energy transfer between the gas phase, the liquid phase, and the growing aerosol droplets leads to a system of partial differential and algebraic equations. For the solution of these systems we have developed the plant simulation tool AerCoDe. This program bases upon the linearly--implicit Euler discretisation, which in combination with extrapolation permits an adaptive step size and order control. Typical simulation results of a multistage industrial flue gas scrubbing process are presented. It is shown, that experimental data can be confirmed if the number concentration of condensation nuclei as an input parameter is roughly known.}, language = {en} } @misc{GroetschelKrumkeRambauetal.2001, author = {Gr{\"o}tschel, Martin and Krumke, Sven and Rambau, J{\"o}rg and Winter, Thomas and Zimmermann, Uwe}, title = {Combinatorial Online Optimization in Real Time}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6424}, number = {01-16}, year = {2001}, abstract = {Optimization is the task of finding an optimum solution to a given problem. When the decision variables are discrete we speak of a combinatorial optimization problem. Such a problem is online when decisions have to be made before all data of the problem are known. And we speak of a real-time online problem when online decisions have to be computed within very tight time bounds. This paper surveys the are of combinatorial online and real-time optimization, it discusses, in particular, the concepts with which online and real-time algorithms can be analyzed.}, language = {en} } @misc{GroetschelKrumkeRambau2001, author = {Gr{\"o}tschel, Martin and Krumke, Sven and Rambau, J{\"o}rg}, title = {Online Optimization of Complex Transportation Systems}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6438}, number = {01-17}, year = {2001}, abstract = {This paper discusses online optimization of real-world transportation systems. We concentrate on transportation problems arising in production and manufacturing processes, in particular in company internal logistics. We describe basic techniques to design online optimization algorithms for such systems, but our main focus is decision support for the planner: which online algorithm is the most appropriate one in a particular setting? We show by means of several examples that traditional methods for the evaluation of online algorithms often do not suffice to judge the strengths and weaknesses of online algorithms. We present modifications of well-known evaluation techniques and some new methods, and we argue that the selection of an online algorithm to be employed in practice should be based on a sound combination of several theoretical and practical evaluation criteria, including simulation.}, language = {en} } @misc{Wagler2001, author = {Wagler, Annegret}, title = {Rank-Perfect and Weakly Rank-Perfect Graphs}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6448}, number = {01-18}, year = {2001}, abstract = {An edge of a perfect graph \$G\$ is critical if \$G-e\$ is imperfect. We would like to decide whether \$G - e\$ is still {\sl almost perfect} or already {\sl very imperfect}. Via relaxations of the stable set polytope of a graph, we define two superclasses of perfect graphs: rank-perfect and weakly rank-perfect graphs. Membership in those two classes indicates how far an imperfect graph is away from being perfect. We study the cases, when a critical edge is removed from the line graph of a bipartite graph or from the complement of such a graph.}, language = {en} } @misc{JeltschStrangDeuflhard2001, author = {Jeltsch, Rolf and Strang, Gilbert and Deuflhard, Peter}, title = {First SIAM-EMS Conference "Applied Mathematics in our Changing World" Berlin 2001 - Collection of Abstracts}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6452}, number = {01-19}, year = {2001}, abstract = {Collection of abstracts of the first SIAM-EMS conference Applied Mathematics in our Changing World'' in Berlin, September 2-6, 2001.}, language = {en} } @misc{Koch2001, author = {Koch, Thorsten}, title = {ZIMPL User Guide}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6466}, number = {01-20}, year = {2001}, abstract = {{\sc Zimpl} is a little language to translate the mathematical model of a problem into a linear or (mixed-)integer mathematical program expressed in {\tt lp} or {\tt mps} file format which can be read by a LP or MIP solver.}, language = {en} } @misc{Otto2001, author = {Otto, Dagmar}, title = {Informationsportale und Digitale Bibliotheken}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6479}, number = {01-21}, year = {2001}, abstract = {Im ersten Teil des folgenden Aufsatzes werden allgemeine {\"U}berlegungen zur Entwicklung von Bibliotheken hin zu Informationsvermittlungsstellen f{\"u}r sowohl elektronische wie auch gedruckte Medien angestellt. Basierend auf den Ergebnissen der Evaluation digitaler Bibliotheken und Informationsportale in Deutschland wird ein erster Kriterienkatalog f{\"u}r ein Verbund-Informationsportal f{\"u}r den Kooperativen Bibliotheksverbund Berlin-Brandenburg entwickelt. Im Anhang befindet sich der Statusbericht {\"u}ber Informationsportale und digitale Bibliotheken in Deutschland. Dazu wurden sieben digitale Bibliotheken auf Verbundebene und 21 Bibliotheken nach Bundesl{\"a}ndern evaluiert.}, language = {de} } @misc{KrumkeRambauTorres2001, author = {Krumke, Sven and Rambau, J{\"o}rg and Torres, Luis Miguel}, title = {Real-Time Dispatching of Guided and Unguided Automobile Service Units with Soft Time Windows}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6484}, number = {01-22}, year = {2001}, abstract = {Given a set of service requests (events), a set of guided servers (units), and a set of unguided service contractors (conts), the vehicle dispatching problem {\sl vdp} is the task to find an assignment of events to units and conts as well as tours for all units starting at their current positions and ending at their home positions (dispatch) such that the total cost of the dispatch is minimized. The cost of a dispatch is the sum of unit costs, cont costs, and event costs. Unit costs consist of driving costs, service costs and overtime costs; cont costs consist of a fixed cost per service; event costs consist of late costs linear in the late time, which occur whenever the service of the event starts later than its deadline. The program \textsf{ZIBDIP} based on dynamic column generation and set partitioning yields solutions on heavy-load real-world instances (215 events, 95 units) in less than a minute that are no worse than 1\\% from optimum on state-of-the-art personal computers.}, language = {en} } @misc{HohageSchmidtZschiedrich2001, author = {Hohage, Thorsten and Schmidt, Frank and Zschiedrich, Lin}, title = {Solving time-harmonic scattering problems based on the pole condition: Convergence of the PML method}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6494}, number = {01-23}, year = {2001}, abstract = {In this paper we study the PML method for Helmholtz-type scattering problems with radially symmetric potential. The PML method consists in surrounding the computational domain by a \textbf{P}erfectly \textbf{M}atched sponge \textbf{L}ayer. We prove that the approximate solution obtained by the PML method converges exponentially fast to the true solution in the computational domain as the thickness of the sponge layer tends to infinity. This is a generalization of results by Lassas and Somersalo based on boundary integral eqaution techniques. Here we use techniques based on the pole condition instead. This makes it possible to treat problems without an explicitly known fundamental solution.}, language = {en} } @misc{Steinbach2001, author = {Steinbach, Marc}, title = {General Information Constraints in Stochastic Programs}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6502}, number = {01-24}, year = {2001}, abstract = {Scenario tree models of stochastic programs arise naturally under standard nonanticipativity assumptions. We demonstrate how tree-sparse programs cover the general case, with \emph{arbitrary} information constraints. Detailed examples and intuitive interpretations illuminate the basic thoughts behind the abstract but elementary construction.}, language = {en} } @misc{GarridoSteinbach2001, author = {Garrido, Izaskun and Steinbach, Marc}, title = {A Multistage Stochastic Programming Approach in Real-Time Process Control}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-6317}, number = {01-05}, year = {2001}, abstract = {Standard model predictive control for real-time operation of industrial production processes may be inefficient in the presence of substantial uncertainties. To avoid overly conservative disturbance corrections while ensuring safe operation, random influences should be taken into account explicitly. We propose a multistage stochastic programming approach within the model predictive control framework and apply it to a distillation process with a feed tank buffering external sources. A preliminary comparison to a probabilistic constraints approach is given and first computational results for the distillation process are presented.}, language = {en} } @misc{Byun2001, 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}, year = {2001}, 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} }