@misc{Shinano2017, author = {Shinano, Yuji}, title = {The Ubiquity Generator Framework: 7 Years of Progress in Parallelizing Branch-and-Bound}, issn = {1438-0064}, doi = {10.1007/978-3-319-89920-6_20}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-65545}, year = {2017}, abstract = {Mixed integer linear programming (MIP) is a general form to model combinatorial optimization problems and has many industrial applications. The performance of MIP solvers has improved tremendously in the last two decades and these solvers have been used to solve many real-word problems. However, against the backdrop of modern computer technology, parallelization is of pivotal importance. In this way, ParaSCIP is the most successful parallel MIP solver in terms of solving previously unsolvable instances from the well-known benchmark instance set MIPLIB by using supercomputers. It solved two instances from MIPLIB2003 and 12 from MIPLIB2010 for the first time to optimality by using up to 80,000 cores on supercomputers. ParaSCIP has been developed by using the Ubiquity Generator (UG) framework, which is a general software package to parallelize any state-of-the-art branch-and-bound based solver. This paper discusses 7 years of progress in parallelizing branch-and-bound solvers with UG.}, language = {en} } @article{SchweigerLiers2018, author = {Schweiger, Jonas and Liers, Frauke}, title = {A Decomposition Approach for Optimal Gas Network Extension with a Finite Set of Demand Scenarios}, volume = {19}, journal = {Optimization and Engineering}, number = {2}, publisher = {Springer}, pages = {297 -- 326}, year = {2018}, abstract = {Today's gas markets demand more flexibility from the network operators which in turn have to invest into their network infrastructure. As these investments are very cost-intensive and long-living, network extensions should not only focus on a single bottleneck scenario, but should increase the flexibility to fulfill different demand scenarios. In this work, we formulate a model for the network extension problem for multiple demand scenarios and propose a scenario decomposition in order to solve the arising challenging optimization tasks. In fact, each subproblem consists of a mixed-integer nonlinear optimization problem (MINLP). Valid bounds on the objective value are derived even without solving the subproblems to optimality. Furthermore, we develop heuristics that prove capable of improving the initial solutions substantially. Results of computational experiments on realistic network topologies are presented. It turns out that our method is able to solve these challenging instances to optimality within a reasonable amount of time.}, language = {en} } @inproceedings{Shinano2018, author = {Shinano, Yuji}, title = {The Ubiquity Generator Framework: 7 Years of Progress in Parallelizing Branch-and-Bound}, booktitle = {Operations Research Proceedings 2017}, publisher = {Springer International Publishing}, doi = {10.1007/978-3-319-89920-6_20}, pages = {143 -- 149}, year = {2018}, abstract = {Mixed integer linear programming (MIP) is a general form to model combinatorial optimization problems and has many industrial applications. The performance of MIP solvers has improved tremendously in the last two decades and these solvers have been used to solve many real-word problems. However, against the backdrop of modern computer technology, parallelization is of pivotal importance. In this way, ParaSCIP is the most successful parallel MIP solver in terms of solving previously unsolvable instances from the well-known benchmark instance set MIPLIB by using supercomputers. It solved two instances from MIPLIB2003 and 12 from MIPLIB2010 for the first time to optimality by using up to 80,000 cores on supercomputers. ParaSCIP has been developed by using the Ubiquity Generator (UG) framework, which is a general software package to parallelize any state-of-the-art branch-and-bound based solver. This paper discusses 7 years of progress in parallelizing branch-and-bound solvers with UG.}, language = {en} } @article{HillerKochScheweetal.2018, author = {Hiller, Benjamin and Koch, Thorsten and Schewe, Lars and Schwarz, Robert and Schweiger, Jonas}, title = {A System to Evaluate Gas Network Capacities: Concepts and Implementation}, volume = {270}, journal = {European Journal of Operational Research}, number = {3}, pages = {797 -- 808}, year = {2018}, abstract = {In 2005 the European Union liberalized the gas market with a disruptive change and decoupled trading of natural gas from its transport. The gas is now trans- ported by independent so-called transmissions system operators or TSOs. The market model established by the European Union views the gas transmission network as a black box, providing shippers (gas traders and consumers) the opportunity to transport gas from any entry to any exit. TSOs are required to offer the maximum possible capacities at each entry and exit such that any resulting gas flow can be realized by the network. The revenue from selling these capacities more than one billion Euro in Germany alone, but overestimating the capacity might compromise the security of supply. Therefore, evaluating the available transport capacities is extremely important to the TSOs. This is a report on a large project in mathematical optimization, set out to develop a new toolset for evaluating gas network capacities. The goals and the challenges as they occurred in the project are described, as well as the developments and design decisions taken to meet the requirements.}, language = {en} } @inproceedings{StreubelStrohmTrunschkeetal.2018, author = {Streubel, Tom and Strohm, Christian and Trunschke, Philipp and Tischendorf, Caren}, title = {Generic Construction and Efficient Evaluation of Network DAEs and Their Derivatives in the Context of Gas Networks}, booktitle = {Operations Research Proceedings 2017}, publisher = {Springer International Publishing}, isbn = {978-3-319-89920-6}, doi = {10.1007/978-3-319-89920-6_83}, pages = {627 -- 632}, year = {2018}, abstract = {We present a concept that provides an efficient description of differential-algebraic equations (DAEs) describing flow networks which provides the DAE function f and their Jacobians in an automatized way such that the sparsity pattern of the Jacobians is determined before their evaluation and previously determined values of f can be exploited. The user only has to provide the network topology and local function descriptions for each network element. The approach uses automatic differentiation (AD) and is adapted to switching element functions via the abs-normal-form (ANF).}, language = {en} } @inproceedings{GamrathSchubert2018, author = {Gamrath, Gerald and Schubert, Christoph}, title = {Measuring the impact of branching rules for mixed-integer programming}, booktitle = {Operations Research Proceedings 2017}, publisher = {Springer International Publishing}, doi = {10.1007/978-3-319-89920-6_23}, pages = {165 -- 170}, year = {2018}, 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} } @inproceedings{HoppmannSchwarz2018, author = {Hoppmann, Kai and Schwarz, Robert}, title = {Finding Maximum Minimum Cost Flows to Evaluate Gas Network Capacities}, booktitle = {Operations Research Proceedings 2017}, isbn = {978-3-319-89919-0}, doi = {10.1007/978-3-319-89920-6_46}, pages = {339 -- 346}, year = {2018}, abstract = {In this article we consider the following problem arising in the context of scenario generation to evaluate the transport capacity of gas networks: In the Uncapacitated Maximum Minimum Cost Flow Problem (UMMCF) we are given a flow network where each arc has an associated nonnegative length and infinite capacity. Additionally, for each source and each sink a lower and an upper bound on its supply and demand are known, respectively. The goal is to find values for the supplies and demands respecting these bounds, such that the optimal value of the induced Minimum Cost Flow Problem is maximized, i.e., to determine a scenario with maximum transportmoment. In this article we propose two linear bilevel optimization models for UMMCF, introduce a greedy-style heuristic, and report on our first computational experiment.}, language = {en} } @article{ShinanoBertholdHeinz2018, author = {Shinano, Yuji and Berthold, Timo and Heinz, Stefan}, title = {ParaXpress: An Experimental Extension of the FICO Xpress-Optimizer to Solve Hard MIPs on Supercomputers}, volume = {33}, journal = {Optimization Methods \& Software}, number = {3}, doi = {10.1080/10556788.2018.1428602}, pages = {530 -- 539}, year = {2018}, abstract = {The Ubiquity Generator (UG) is a general framework for the external parallelization of mixed integer programming (MIP) solvers. In this paper, we present ParaXpress, a distributed memory parallelization of the powerful commercial MIP solver FICO Xpress. Besides sheer performance, an important feature of Xpress is that it provides an internal parallelization for shared memory systems. When aiming for a best possible performance of ParaXpress on a supercomputer, the question arises how to balance the internal Xpress parallelization and the external parallelization by UG against each other. We provide computational experiments to address this question and we show computational results for running ParaXpress on a Top500 supercomputer, using up to 43,344 cores in parallel.}, language = {en} } @inproceedings{Hennings2018, author = {Hennings, Felix}, title = {Benefits and Limitations of Simplified Transient Gas Flow Formulations}, volume = {Operations Research Proceedings}, booktitle = {Operations Research Proceedings 2017}, publisher = {Springer, Cham}, doi = {10.1007/978-3-319-89920-6_32}, pages = {231 -- 237}, year = {2018}, abstract = {Although intensively studied in recent years, the optimization of the transient (time-dependent) control of large real-world gas networks is still out of reach for current state-of-the-art approaches. For this reason, we present further simplifications of the commonly used model, which lead to a linear description of the gas flow on pipelines. In an empirical analysis of real-world data, we investigate the properties of the involved quantities and evaluate the errors made by our simplification.}, language = {en} } @incollection{Klug2018, author = {Klug, Torsten}, title = {Freight Train Routing}, volume = {268}, booktitle = {Handbook of Optimization in the Railway Industry}, publisher = {Springer International Publishing}, isbn = {978-3-319-72152-1}, doi = {10.1007/978-3-319-72153-8}, pages = {73 -- 92}, year = {2018}, abstract = {This chapter is about strategic routing of freight trains in railway transportation networks with mixed traffic. A good utilization of a railway transportation network is important since in contrast to road and air traffic the routing through railway networks is more challenging and the extension of capacities is expensive and a long-term projects. Therefore, an optimized routing of freight trains have a great potential to exploit remaining capacity since the routing has fewer restrictions compared to passenger trains. In this chapter we describe the freight train routing problem in full detail and present a mixed-integer formulation. Wo focus on a strategic level that take into account the actual immutable passenger traffic. We conclude the chapter with a case study for the German railway network.}, language = {en} }