@misc{GoetschelvonTycowiczPolthieretal.2013, author = {G{\"o}tschel, Sebastian and von Tycowicz, Christoph and Polthier, Konrad and Weiser, Martin}, title = {Reducing Memory Requirements in Scientific Computing and Optimal Control}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-42695}, year = {2013}, abstract = {In high accuracy numerical simulations and optimal control of time-dependent processes, often both many time steps and fine spatial discretizations are needed. Adjoint gradient computation, or post-processing of simulation results, requires the storage of the solution trajectories over the whole time, if necessary together with the adaptively refined spatial grids. In this paper we discuss various techniques to reduce the memory requirements, focusing first on the storage of the solution data, which typically are double precision floating point values. We highlight advantages and disadvantages of the different approaches. Moreover, we present an algorithm for the efficient storage of adaptively refined, hierarchic grids, and the integration with the compressed storage of solution data.}, language = {en} } @misc{VincensWittHomberg2014, author = {Vincens, Eric and Witt, Karl Josef and Homberg, Ulrike}, title = {Approaches to Determine the Constriction Size Distribution for Understanding Filtration Phenomena in Granular Materials}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-43960}, year = {2014}, abstract = {Granular filters in hydraulically loaded earth structures constitute the ultimate barrier for the blockage of small particles moving through the structure regularly or along concentrated leaks. If filters are inefficient to block small particles several types of internal erosion may be initiated. A corresponding phenomenon appears during suffusion in a wide graded hydraulically loaded fill, when fine particles, embedded in the pore structure of a soil skeleton, are washed out. The cumulative constriction size distribution (CSD) is physically the key property that qualifies the soils retention capability as like a spatial acting sieve. Constrictions are defined as the narrowest sections of channels between larger volumes (pores) within the pore network of granular material and they are the main obstacles for a small particle to overcome when flowing along pathways. At least three different approaches are available to determine and compute the CSD, i.e. experimental, numerical and analytical methods. The purpose of this review is to present and discuss these methods pointing out their limits, advantages and significance related to internal erosion phenomena.}, language = {en} } @misc{BorndoerferKarbstein2013, author = {Bornd{\"o}rfer, Ralf and Karbstein, Marika}, title = {A Primal-Dual Approximation Algorithm for the Steiner Connectivity Problem}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-42430}, year = {2013}, abstract = {We extend the primal-dual approximation technique of Goemans and Williamson to the Steiner connectivity problem, a kind of Steiner tree problem in hypergraphs. This yields a (k+1)-approximation algorithm for the case that k is the minimum of the maximal number of nodes in a hyperedge minus 1 and the maximal number of terminal nodes in a hyperedge. These results require the proof of a degree property for terminal nodes in hypergraphs which generalizes the well-known graph property that the average degree of terminal nodes in Steiner trees is at most 2.}, language = {en} } @misc{GamrathKochMartinetal.2013, author = {Gamrath, Gerald and Koch, Thorsten and Martin, Alexander and Miltenberger, Matthias and Weninger, Dieter}, title = {Progress in Presolving for Mixed Integer Programming}, issn = {1438-0064}, doi = {10.1007/s12532-015-0083-5}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-42530}, year = {2013}, abstract = {Presolving attempts to eliminate redundant information from the problem formulation and simultaneously tries to strengthen the formulation. It can be very effective and is often essential for solving instances. Especially for mixed integer programming problems, fast and effective presolving algorithms are very important. In this paper, we report on three new presolving techniques. The first method searches for singleton continuous columns and tries to fix the corresponding variables. Then we present a presolving technique which exploits a partial order of the variables to induce fixings. Finally, we show an approach based on connected components in graphs. Our computational results confirm the profitable use of the algorithms in practice.}, language = {en} } @misc{Schuster1986, author = {Schuster, H. J.}, title = {T{\"a}tigkeitsbericht-1985.}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-4443}, number = {TR-86-01}, year = {1986}, language = {de} } @misc{KrauseFackeldeyKrause2013, author = {Krause, Dorian and Fackeldey, Konstantin and Krause, Rolf}, title = {A parallel multiscale simulation toolbox for coupling molecular dynamics and finite elements}, issn = {1438-0064}, doi = {10.1007/978-3-319-00786-1_14}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-42354}, year = {2013}, abstract = {It is the ultimate goal of concurrent multiscale methods to provide computational tools that allow to simulation physical processes with the accuracy of micro-scale and the computational speed of macro-scale models. As a matter of fact, the efficient and scalable implementation of concurrent multiscale methods on clusters and supercomputers is a complicated endeavor. In this article we present the parallel multiscale simulation tool MACI which has been designed for efficient coupling between molecular dynamics and finite element codes. We propose a specification for a thin yet versatile interface for the coupling of molecular dynamics and finite element codes in a modular fashion. Further we discuss the parallelization strategy pursued in MACI, in particular, focusing on the parallel assembly of transfer operators and their efficient execution.}, language = {en} } @misc{HartmannBanischSarichetal.2013, author = {Hartmann, Carsten and Banisch, Ralf and Sarich, Marco and Badowski, Thomas and Sch{\"u}tte, Christof}, title = {Characterization of Rare Events in Molecular Dynamics}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-42410}, year = {2013}, abstract = {A good deal of molecular dynamics simulations aims at predicting and quantifying rare events, such as the folding of a protein or a phase transition. Simulating rare events is often prohibitive, especially if the equations of motion are high-dimensional, as is the case in molecular dynamics. Various algorithms have been proposed for efficiently computing mean first passage times, transition rates or reaction pathways. This article surveys and discusses recent developments in the field of rare event simulation and outlines a new approach that combines ideas from optimal control and statistical mechanics. The optimal control approach described in detail resembles the use of Jarzynski's equality for free energy calculations, but with an optimized protocol that speeds up the sampling, while (theoretically) giving variance-free estimators of the rare events statistics. We illustrate the new approach with two numerical examples and discuss its relation to existing methods.}, language = {en} } @misc{SarichBanischHartmannetal.2013, author = {Sarich, Marco and Banisch, Ralf and Hartmann, Carsten and Sch{\"u}tte, Christof}, title = {Markov State Models for Rare Events in Molecular Dynamics}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-42420}, year = {2013}, abstract = {Rare but important transition events between long lived states are a key feature of many molecular systems. In many cases the computation of rare event statistics by direct molecular dynamics (MD) simulations is infeasible even on the most powerful computers because of the immensely long simulation timescales needed. Recently a technique for spatial discretization of the molecular state space designed to help overcome such problems, so-called Markov State Models (MSMs), has attracted a lot of attention. We review the theoretical background and algorithmic realization of MSMs and illustrate their use by some numerical examples. Furthermore we introduce a novel approach to using MSMs for the efficient solution of optimal control problems that appear in applications where one desires to optimize molecular properties by means of external controls.}, language = {en} } @misc{SchuetteNielsenWeber2014, author = {Sch{\"u}tte, Christof and Nielsen, Adam and Weber, Marcus}, title = {Markov State Models and Molecular Alchemy}, issn = {1438-0064}, doi = {10.1080/00268976.2014.944597}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-46718}, year = {2014}, abstract = {In recent years Markov State Models (MSMs) have attracted a consid- erable amount of attention with regard to modelling conformation changes and associated function of biomolecular systems. They have been used successfully, e.g., for peptides including time-resolved spectroscopic ex- periments, protein function and protein folding , DNA and RNA, and ligand-receptor interaction in drug design and more complicated multi- valent scenarios. In this article a novel reweighting scheme is introduced that allows to construct an MSM for certain molecular system out of an MSM for a similar system. This permits studying how molecular proper- ties on long timescales differ between similar molecular systems without performing full molecular dynamics simulations for each system under con- sideration. The performance of the reweighting scheme is illustrated for simple test cases including one where the main wells of the respective en- ergy landscapes are located differently and an alchemical transformation of butane to pentane where the dimension of the state space is changed.}, language = {en} } @misc{ShinanoAchterbergBertholdetal.2013, author = {Shinano, Yuji and Achterberg, Tobias and Berthold, Timo and Heinz, Stefan and Koch, Thorsten and Winkler, Michael}, title = {Solving hard MIPLIB2003 problems with ParaSCIP on Supercomputers: An update}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-42888}, year = {2013}, abstract = {Contemporary supercomputers can easily provide years of CPU time per wall-clock hour. One challenge of today's software development is how to harness this wast computing power in order to solve really hard mixed integer programming instances. In 2010, two out of six open MIPLIB2003 instances could be solved by ParaSCIP in more than ten consecutive runs, restarting from checkpointing files. The contribution of this paper is threefold: For the first time, we present computational results of single runs for those two instances. Secondly, we provide new improved upper and lower bounds for all of the remaining four open MIPLIB2003 instances. Finally, we explain which new developments led to these results and discuss the current progress of ParaSCIP. Experiments were conducted on HLRNII, on HLRN III, and on the Titan supercomputer, using up to 35,200 cores.}, language = {en} } @misc{FuegenschuhGroesserVierhaus2013, author = {F{\"u}genschuh, Armin and Gr{\"o}sser, Stefan N. and Vierhaus, Ingmar}, title = {A Global Approach to the Control of an Industry Structure System Dynamics Model}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-42932}, year = {2013}, abstract = {We consider a system dynamics model that describes the effect of human activity on natural resources. The central stocks are the accumulated profit, the industry structures, and the water resources. The model can be controlled through two time-dependent parameters. The goal in this paper is to find a parameter setting that leads to a maximization of a performance index, which reflects both environmental and economic aspects. Thus, the goal is to identify the most sustainable stock of industry structures within the model's constraints and assumptions. In order to find a proven global optimal parameter set, we formulate the System Dynamics Optimization model as a mixed-integer nonlinear problem that is accessible for numerical solvers. Due to the dynamic structure of the model, certain steps of the solution process must be handled with greater care, compared to standard non-dynamic problems. We describe our approach of solving the industry structure model and present computational results. In addition, we discuss the limitations of the approach and next steps.}, language = {en} } @misc{BleyD'AndreagiovanniKarch2013, author = {Bley, Andreas and D'Andreagiovanni, Fabio and Karch, Daniel}, title = {Scheduling technology migration in WDM Networks}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-42654}, year = {2013}, abstract = {The rapid technological evolution of telecommunication networks demands service providers to regularly update their technology, with the aim of remaining competitive in the marketplace. However, upgrading the technology in a network is not a trivial task. New hardware components need to be installed in the network and during the installation network connectivity may be temporarily compromised. The Wavelength Division Multiplexing (WDM) technology, whose upgrade is considered in here, shares fiber links among several optical connections and tearing down a single link may disrupt several optical connections at once. When the upgrades involve large parts of a network, typically not all links can be upgraded in parallel, which may lead to an unavoidable longer disruption of some connections. A bad scheduling of the overall endeavor, however, can dramatically increase the disconnection time of parts of the networks, causing extended service disruption. In this contribution, we study the problem of finding a schedule of the fiber link upgrades that minimizes the total service disruption time. To the best of our knowledge, this problem has not yet been formalized and investigated. The aim of our work is to close this gap by presenting a mathematical optimization model for the problem and an innovative solution algorithm that tackles the intrinsic difficulties of the problem. Computational experience on realistic instances completes our study. Our original investigations have been driven by real needs of DFN, operator of the German National Research and Education Network and our partner in the BMBF research project ROBUKOM (http://www.robukom.de/).}, language = {en} } @misc{BuesingD'Andreagiovanni2013, author = {B{\"u}sing, Christina and D'Andreagiovanni, Fabio}, title = {A new theoretical framework for Robust Optimization under multi-band uncertainty}, issn = {1438-0064}, doi = {10.1007/978-3-319-00795-3_17}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-42644}, year = {2013}, abstract = {We provide an overview of our main results about studying Linear Programming Problems whose coefficient matrix is subject to uncertainty and the uncertainty is modeled through a multi-band set. Such an uncertainty set generalizes the classical one proposed by Bertsimas and Sim and is particularly suitable in the common case of arbitrary non-symmetric distributions of the parameters. Our investigations were inspired by practical needs of our industrial partner in ongoing projects with focus on the design of robust telecommunications networks.}, language = {en} } @misc{BlancoSchlechte2013, author = {Blanco, Marco and Schlechte, Thomas}, title = {Analysis of Micro-Macro Transformations of Railway Networks}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-42710}, year = {2013}, abstract = {A common technique in the solution of large or complex optimization problems is the use of micro-macro transformations. In this paper, we carry out a theoretical analysis of such transformations for the track allocation problem in railway networks. We prove that the cumulative rounding technique of Schlechte et al. satisfies two of three natural optimality criteria and that this performance cannot be improved. We also show that under extreme circumstances, this technique can perform inconvieniently by underestimating the global optimal value.}, language = {en} } @misc{ZakrzewskaD'AndreagiovanniRueppetal.2013, author = {Zakrzewska, Anna and D'Andreagiovanni, Fabio and Ruepp, Sarah and Berger, Michael S.}, title = {Biobjective Optimization of Radio Access Technology Selection and Resource Allocation in Heterogeneous Wireless Networks}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-42675}, year = {2013}, abstract = {We propose a novel optimization model for resource assignment in heterogeneous wireless network. The model adopts two objective functions maximizing the number of served users and the minimum granted utility at once. A distinctive feature of our new model is to consider two consecutive time slots, in order to include handover as an additional decision dimension. Furthermore, the solution algorithm that we propose refines a heuristic solution approach recently proposed in literature, by considering a real joint optimization of the considered resources. The simulation study shows that the new model leads to a significant reduction in handover frequency, when compared to a traditional scheme based on maximum SNR.}, language = {en} } @misc{BauschertBuesingD'Andreagiovannietal.2013, author = {Bauschert, Thomas and B{\"u}sing, Christina and D'Andreagiovanni, Fabio and Koster, Arie M.C.A. and Kutschka, Manuel and Steglich, Uwe}, title = {Network Planning under Demand Uncertainty with Robust Optimization}, issn = {1438-0064}, doi = {10.1109/MCOM.2014.6736760}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-42557}, year = {2013}, abstract = {The planning of a communication network is inevitably depending on the quality of both the planning tool and the demand forecast used. In this article, we show exemplarily how the emerging area of Robust Optimization can advance the network planning by a more accurate mathematical description of the demand uncertainty. After a general introduction of the concept and its application to a basic network design problem, we present two applications: multi-layer and mixed-line-rate network design. We conclude with a discussion of extensions of the robustness concept to increase the accuracy of handling uncertainties.}, language = {en} } @misc{BorndoerferMehrgardtReutheretal.2013, author = {Bornd{\"o}rfer, Ralf and Mehrgardt, Julika and Reuther, Markus and Schlechte, Thomas and Waas, Kerstin}, title = {Re-optimization of Rolling Stock Rotations}, issn = {1438-0064}, doi = {10.1007/978-3-319-07001-8_8}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-42569}, year = {2013}, abstract = {The Rolling Stock Rotation Problem is to schedule rail vehicles in order to cover timetabled trips by a cost optimal set of vehicle rotations. The problem integrates several facets of railway optimization, i.e., vehicle composition, maintenance constraints, and regularity aspects. In industrial applications existing schedules often have to be re-optimized to integrate timetable changes or construction sites. We present an integrated modeling and algorithmic approach for this task as well as computational results for industrial problem instances of DB Fernverkehr AG.}, language = {en} } @misc{SagnolHarman2013, author = {Sagnol, Guillaume and Harman, Radoslav}, title = {Computing exact D-optimal designs by mixed integer second order cone programming}, issn = {1438-0064}, doi = {10.1214/15-AOS1339}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-41932}, year = {2013}, abstract = {Let the design of an experiment be represented by an \$s\$-dimensional vector \$\vec{w}\$ of weights with non-negative components. Let the quality of \$\vec{w}\$ for the estimation of the parameters of the statistical model be measured by the criterion of \$D\$-optimality defined as the \$m\$-th root of the determinant of the information matrix \$M(\vec{w})=\sum_{i=1}^s w_iA_iA_i^T\$, where \$A_i\$, \$i=1,...,s\$, are known matrices with \$m\$ rows. In the paper, we show that the criterion of \$D\$-optimality is second-order cone representable. As a result, the method of second order cone programming can be used to compute an approximate \$D\$-optimal design with any system of linear constraints on the vector of weights. More importantly, the proposed characterization allows us to compute an \emph{exact} \$D\$-optimal design, which is possible thanks to high-quality branch-and-cut solvers specialized to solve mixed integer second order cone problems. We prove that some other widely used criteria are also second order cone representable, for instance the criteria of \$A\$-, and \$G\$-optimality, as well as the criteria of \$D_K\$- and \$A_K\$-optimality, which are extensions of \$D\$-, and \$A\$-optimality used in the case when only a specific system of linear combinations of parameters is of interest. We present several numerical examples demonstrating the efficiency and universality of the proposed method. We show that in many cases the mixed integer second order cone programming approach allows us to find a provably optimal exact design, while the standard heuristics systematically miss the optimum.}, language = {en} } @misc{Berthold2013, author = {Berthold, Timo}, title = {Primal MINLP Heuristics in a nutshell}, issn = {1438-0064}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-42170}, year = {2013}, abstract = {Primal heuristics are an important component of state-of-the-art codes for mixed integer nonlinear programming (MINLP). In this article we give a compact overview of primal heuristics for MINLP that have been suggested in the literature of recent years. We sketch the fundamental concepts of different classes of heuristics and discuss specific implementations. A brief computational experiment shows that primal heuristics play a key role in achieving feasibility and finding good primal bounds within a global MINLP solver.}, language = {en} } @misc{ShinanoHeinzVigerskeetal.2013, author = {Shinano, Yuji and Heinz, Stefan and Vigerske, Stefan and Winkler, Michael}, title = {FiberSCIP - A shared memory parallelization of SCIP}, issn = {1438-0064}, doi = {10.1287/ijoc.2017.0762}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-42595}, year = {2013}, abstract = {Recently, parallel computing environments have become significantly popular. In order to obtain the benefit of using parallel computing environments, we have to deploy our programs for these effectively. This paper focuses on a parallelization of SCIP (Solving Constraint Integer Programs), which is a MIP solver and constraint integer programming framework available in source code. There is a parallel extension of SCIP named ParaSCIP, which parallelizes SCIP on massively parallel distributed memory computing environments. This paper describes FiberSCIP, which is yet another parallel extension of SCIP to utilize multi-threaded parallel computation on shared memory computing environments, and has the following contributions: First, the basic concept of having two parallel extensions and the relationship between them and the parallelization framework provided by UG (Ubiquity Generator) is presented, including an implementation of deterministic parallelization. Second, the difficulties to achieve a good performance that utilizes all resources on an actual computing environment and the difficulties of performance evaluation of the parallel solvers are discussed. Third, a way to evaluate the performance of new algorithms and parameter settings of the parallel extensions is presented. Finally, current performance of FiberSCIP for solving mixed-integer linear programs (MIPs) and mixed-integer non-linear programs (MINLPs) in parallel is demonstrated.}, language = {en} } @misc{Gamrath2013, 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}, year = {2013}, 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{BorndoerferHoangKarbsteinetal.2013, author = {Bornd{\"o}rfer, Ralf and Hoang, Nam-Dung and Karbstein, Marika and Koch, Thorsten and Martin, Alexander}, title = {How Many Steiner Terminals Can You Connect in 20 Years?}, issn = {1438-0064}, doi = {10.1007/978-3-642-38189-8_10}, url = {http://nbn-resolving.de/urn:nbn:de:0297-zib-42524}, year = {2013}, abstract = {Steiner trees are constructed to connect a set of terminal nodes in a graph. This basic version of the Steiner tree problem is idealized, but it can effectively guide the search for successful approaches to many relevant variants, from both a theoretical and a computational point of view. This article illustrates the theoretical and algorithmic progress on Steiner tree type problems on two examples, the Steiner connectivity and the Steiner tree packing problem.}, language = {en} }