@misc{PedersenLindnerRehfeldtetal.2025, author = {Pedersen, Jaap and Lindner, Niels and Rehfeldt, Daniel and Koch, Thorsten}, title = {Comparing Branching Rules for the Quota Steiner Tree Problem with Interference}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-101250}, year = {2025}, abstract = {Branching decisions play a crucial role in branch-and-bound algorithms for solving combinatorial optimization problems. In this paper, we investigate several branching rules applied to the Quota Steiner Tree Problem with Interference (QSTPI). The Quota Steiner Tree Problem (QSTP) generalizes the classical Steiner Tree Problem (STP) in graphs by seeking a minimum-cost tree that connects a subset of profit-associated vertices to meet a given quota. The extended version, QSTPI, introduces interference among vertices: Selecting certain vertices simultaneously reduces their individual contributions to the overall profit. This problem arises, for example, in positioning and connecting wind turbines, where turbines possibly shadow other turbines, reducing their energy yield. While exact solvers for standard STP-related problems often rely heavily on reduction techniques and cutting-plane methods - rarely generating large branch-and-bound trees - experiments reveal that large instances of QSTPI require significantly more branching to compute provably optimal solutions. In contrast to branching on variables, we utilize the combinatorial structure of the QSTPI by branching on the graph's vertices. We adapt classical and problem-specific branching rules and present a comprehensive computational study comparing the effectiveness of these branching strategies.}, language = {en} } @misc{KempkeKoch2025, author = {Kempke, Nils-Christian and Koch, Thorsten}, title = {A GPU accelerated variant of Schroeppel-Shamir's algorithm for solving the market split problem}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-100554}, year = {2025}, abstract = {The market split problem (MSP), introduced by Cornu{\´e}jols and Dawande (1998), is a challenging binary optimization problem that performs poorly on state-of-the-art linear programming-based branch-and-cut solvers. We present a novel algorithm for solving the feasibility version of this problem, derived from Schroeppel-Shamir's algorithm for the one-dimensional subset sum problem. Our approach is based on exhaustively enumerating one-dimensional solutions of MSP and utilizing GPUs to evaluate candidate solutions across the entire problem. The resulting hybrid CPU-GPU implementation efficiently solves instances with up to 10 constraints and 90 variables. We demonstrate the algorithm's performance on benchmark problems, solving instances of size (9, 80) in less than fifteen minutes and (10, 90) in up to one day.}, language = {en} } @article{KochBernalNeiraChenetal.2025, author = {Koch, Thorsten and Bernal Neira, David E. and Chen, Ying and Cortiana, Giorgio and Egger, Daniel J. and Heese, Raoul and Hegade, Narendra N. and Gomez Cadavid, Alejandro and Huang, Rhea and Itoko, Toshinari and Kleinert, Thomas and Maciel Xavier, Pedro and Mohseni, Naeimeh and Montanez-Barrera, Jhon A. and Nakano, Koji and Nannicini, Giacomo and O'Meara, Corey and Pauckert, Justin and Proissl, Manuel and Ramesh, Anurag and Schicker, Maximilian and Shimada, Noriaki and Takeori, Mitsuharu and Valls, Victor and Van Bulck, David and Woerner, Stefan and Zoufal, Christa}, title = {Quantum Optimization Benchmark Library -- The Intractable Decathlon}, arxiv = {http://arxiv.org/abs/2504.03832}, year = {2025}, abstract = {Through recent progress in hardware development, quantum computers have advanced to the point where benchmarking of (heuristic) quantum algorithms at scale is within reach. Particularly in combinatorial optimization -- where most algorithms are heuristics -- it is key to empirically analyze their performance on hardware and track progress towards quantum advantage. To this extent, we present ten optimization problem classes that are difficult for existing classical algorithms and can (mostly) be linked to practically-relevant applications, with the goal to enable systematic, fair, and comparable benchmarks for quantum optimization methods. Further, we introduce the Quantum Optimization Benchmark Library (QOBLIB) where the problem instances and solution track records can be found. The individual properties of the problem classes vary in terms of objective and variable type, coefficient ranges, and density. Crucially, they all become challenging for established classical methods already at system sizes ranging from less than 100 to, at most, an order of 100,000 decision variables, allowing to approach them with today's quantum computers. We reference the results from state-of-the-art solvers for instances from all problem classes and demonstrate exemplary baseline results obtained with quantum solvers for selected problems. The baseline results illustrate a standardized form to present benchmarking solutions, which has been designed to ensure comparability of the used methods, reproducibility of the respective results, and trackability of algorithmic and hardware improvements over time. We encourage the optimization community to explore the performance of available classical or quantum algorithms and hardware platforms with the benchmarking problem instances presented in this work toward demonstrating quantum advantage in optimization.}, language = {en} } @inproceedings{RiedmuellerBuchholzZittel2025, author = {Riedm{\"u}ller, Stephanie and Buchholz, Annika and Zittel, Janina}, title = {Enhancing Multi-Energy Modeling: The Role of Mixed-Integer Optimization Decisions}, booktitle = {The 38th International Conference on Efficiency, Cost, Optimization, Simulation and Environmental Impact of Energy Systems - ECOS 2025}, arxiv = {http://arxiv.org/abs/2505.14492}, year = {2025}, abstract = {The goal to decarbonize the energy sector has led to increased research in modeling and optimizing multi-energy systems. One of the most promising and popular techniques for modeling and solving (multi-)energy optimization problems is (multi-objective) mixed-integer programming, valued for its ability to represent the complexities of integrated energy systems. While the literature often focuses on deriving mathematical formulations and parameter settings, less attention is given to critical post-formulation decisions. Modeling multi-energy systems as mixed-integer linear optimization programs demands decisions across multiple degrees of freedom. Key steps include reducing a real-world multi energy network into an abstract topology, defining variables, formulating the relevant (in-)equalities to represent technical requirements, setting (multiple) objectives, and integrating these elements into a mixed-integer program (MIP). However, with these elements fixed, the specific transformation of the abstract topology into a graph structure and the construction of the MIP remain non-uniquely. These choices can significantly impact user-friendliness, problem size, and computational efficiency, thus affecting the feasibility and efficiency of modeling efforts. In this work, we identify and analyze the additional degrees of freedom and describe two distinct approaches to address them. The approaches are compared regarding mathematical equivalence, suitability for solution algorithms, and clarity of the underlying topology. A case study on a realistic subarea of Berlin's district heating network involving tri-objective optimization for a unit commitment problem demonstrates the practical significance of these decisions. By highlighting these critical yet often overlooked aspects, our work equips energy system modelers with insights to improve computational efficiency, scalability, and interpretability in their optimization efforts, ultimately enhancing the practicality and effectiveness of multi-energy system models.}, language = {en} } @misc{MehlLindnerBartoszuketal.2025, author = {Mehl, Lukas and Lindner, Niels and Bartoszuk, Karolina and Zittel, Janina}, title = {Prototypical warm-starts for demand-robust LP-based energy system optimization}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-101242}, year = {2025}, abstract = {The expressiveness of energy system optimization models (ESOMs) depends on a multitude of exogenous parameters. For example, sound estimates of the future energy demand are essential to enable qualified decisions on long-term investments. However, the enormous demand fluctuations even on a fine-grained scale diminish the computational performance of large-scale ESOMs. We therefore propose a clustering-and-decomposition method for linear programming based ESOMs that first identifies and solves prototypical demand scenarios with the dual simplex algorithm, and then composes dual optimal prototype bases to a warm-start basis for the full model. We evaluate the feasibility and computational efficiency our approach on a real-world case study, using a sector-coupled ESOM with hourly resolution for the Berlin-Brandenburg area in Germany, based on the oemof framework.}, language = {en} } @misc{RiedmuellerZittelKoch2025, author = {Riedm{\"u}ller, Stephanie and Zittel, Janina and Koch, Thorsten}, title = {Warm-starting Strategies in Scalarization Methods for Multi-Objective Optimization}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-101073}, year = {2025}, abstract = {We explore how warm-starting strategies can be integrated into scalarization-based approaches for multi-objective optimization in (mixed) integer linear programming. Scalarization methods remain widely used classical techniques to compute Pareto-optimal solutions in applied settings. They are favored due to their algorithmic simplicity and broad applicability across continuous and integer programs with an arbitrary number of objectives. While warm-starting has been applied in this context before, a systematic methodology and analysis remain lacking. We address this gap by providing a theoretical characterization of warm-starting within scalarization methods, focusing on the sequencing of subproblems. However, optimizing the order of subproblems to maximize warm-start efficiency may conflict with alternative criteria, such as early identification of infeasible regions. We quantify these trade-offs through an extensive computational study.}, language = {en} } @incollection{GotzesBuchholzKallrathetal.2025, author = {Gotzes, Uwe and Buchholz, Annika and Kallrath, Josef and Lindner, Niels and Koch, Thorsten}, title = {Flexible Pooling Pattern Design with Integer Programming}, volume = {226}, booktitle = {Theory, Algorithms and Experiments in Applied Optimization. In Honor of the 70th Birthday of Panos Pardalos}, publisher = {Springer}, year = {2025}, abstract = {Sample pooling has the potential to significantly enhance large-scale screening procedures, especially in scenarios like the COVID-19 pandemic, where rapid and widespread PCR testing has been crucial. Efficient strategies are essential to increase the testing capacity, i.e., the number of tests that can be processed within a given timeframe. Non-adaptive pooling strategies can further streamline the testing process by reducing the required testing rounds. In contrast to adaptive strategies, where subsequent tests depend on prior results, non-adaptive pooling processes all samples in a single round, eliminating the need for sequential retesting and reducing delays. This paper presents a highly flexible method based on integer programming to design optimized pooling patterns suitable for various applications, including medical diagnostics and quality control in industrial production. Using coronavirus testing as a case study, we formulate and solve optimization and satisfiability models that compute efficient pool designs. Our optimized pooling does not only increase testing capacity, but also accelerates the testing process and reduces overall costs. The proposed method is adaptable and can be seamlessly integrated into automated testing systems.}, language = {en} } @article{ZhouChenPengetal.2025, author = {Zhou, Lei and Chen, Ying and Peng, Hanqiu and Koch, Thorsten}, title = {Is innovation slowing down? Insights from the AIMS framework of patent values}, volume = {280}, journal = {Expert Systems with Applications}, doi = {10.1016/j.eswa.2025.127355}, pages = {127355}, year = {2025}, abstract = {Amidst the unprecedented expansion of scientific and technological knowledge over the past century, concerns persist regarding a slowdown in innovation. To address this, we introduce the AIMS framework, which categorizes patents into four types—Aurora, Invisible, Mirage, and Success—based on their respective inherent scientific values and market-recognized economic values. Utilizing USPTO patent and citation data from 1976 to 2022, our analysis reveals an increasing volume of patent issuances but a concerning dilution in scientific quality starting in the 2000s. This trend is primarily attributed to the rise of low scientific value patents—categorized as Mirage and Invisible—and a modest decline in high-impact scientific patents—categorized as Success and Aurora. Meanwhile, the economic value of patents has risen, especially noted with the growth in Mirage patents since the 2010s, indicating a shift towards strategies that prioritize market-driven patenting. This study highlights the evolving nature of patents from mere indicators of scientific innovation to strategic tools for market dominance, providing an alternative understanding of patent value and its implications for firms' strategic decisions over patent issuance across different sectors.}, language = {en} } @article{RiedmuellerKoch2025, author = {Riedm{\"u}ller, Stephanie and Koch, Thorsten}, title = {Exact Objective Space Contraction for the Preprocessing of Multi-objective Integer Programs}, arxiv = {http://arxiv.org/abs/2512.01535}, year = {2025}, abstract = {Solving integer optimization problems with large or widely ranged objective coefficients can lead to numerical instability and increased runtimes. When the problem also involves multiple objectives, the impact of the objective coefficients on runtimes and numerical issues multiplies. We address this issue by transforming the coefficients of linear objective functions into smaller integer coefficients. To the best of our knowledge, this problem has not been defined before. Next to a straightforward scaling heuristic, we introduce a novel exact transformation approach for the preprocessing of multi-objective binary problems. In this exact approach, the large or widely ranged integer objective coefficients are transformed into the minimal integer objective coefficients that preserve the dominance relation of the points in the objective space. The transformation problem is solved with an integer programming formulation with an exponential number of constraints. We present a cutting-plane algorithm that can efficiently handle the problem size. In a first computational study, we analyze how often and in which settings the transformation actually leads to smaller coefficients. In a second study, we evaluate how the exact transformation and a typical scaling heuristic, when used as preprocessing, affect the runtime and numerical stability of the Defining Point Algorithm.}, language = {en} } @article{ChenKochPengetal.2025, author = {Chen, Ying and Koch, Thorsten and Peng, Hanqui and Zhang, Hongrui}, title = {Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions}, arxiv = {http://arxiv.org/abs/2502.05226}, year = {2025}, abstract = {Quantum computing is poised to transform the financial industry, yet its advantages over traditional methods have not been evidenced. As this technology rapidly evolves, benchmarking is essential to fairly evaluate and compare different computational strategies. This study presents a challenging yet solvable problem of large-scale dynamic portfolio optimization under realistic market conditions with frictions. We frame this issue as a Quadratic Unconstrained Binary Optimization (QUBO) problem, compatible with digital computing and ready for quantum computing, to establish a reliable benchmark. By applying the latest solvers to real data, we release benchmarks that help verify true advancements in dynamic trading strategies, either quantum or digital computing, ensuring that reported improvements in portfolio optimization are based on robust, transparent, and comparable metrics.}, language = {en} }