TY - JOUR A1 - Kieninger, Stefanie A1 - Donati, Luca A1 - Keller, Bettina G. T1 - Dynamical reweighting methods for Markov models JF - Current Opinion in Structural Biology N2 - Conformational dynamics is essential to biomolecular processes. Markov State Models (MSMs) are widely used to elucidate dynamic properties of molecular systems from unbiased Molecular Dynamics (MD). However, the implementation of reweighting schemes for MSMs to analyze biased simulations is still at an early stage of development. Several dynamical reweighing approaches have been proposed, which can be classified as approaches based on (i) Kramers rate theory, (ii) rescaling of the probability density flux, (iii) reweighting by formulating a likelihood function, (iv) path reweighting. We present the state-of-the-art and discuss the methodological differences of these methods, their limitations and recent applications. Y1 - 2020 U6 - https://doi.org/10.1016/j.sbi.2019.12.018 VL - 61 SP - 124 EP - 131 ER - TY - CHAP A1 - Breuer, Thomas A1 - Bussieck, Michael A1 - Cao, Karl-Kien A1 - Fiand, Fred A1 - Gils, Hans-Christian A1 - Gleixner, Ambros A1 - Khabi, Dmitry A1 - Kempke, Nils A1 - Koch, Thorsten A1 - Rehfeldt, Daniel A1 - Wetzel, Manuel T1 - BEAM-ME: Accelerating Linear Energy Systems Models by a Massively Parallel Interior Point Method T2 - NIC Symposium 2020 Y1 - 2020 VL - 50 SP - 345 EP - 352 ER - TY - GEN A1 - Shinano, Yuji T1 - UG - Ubiquity Generator Framework v0.9.1 N2 - UG is a generic framework to parallelize branch-and-bound based solvers (e.g., MIP, MINLP, ExactIP) in a distributed or shared memory computing environment. It exploits the powerful performance of state-of-the-art "base solvers", such as SCIP, CPLEX, etc. without the need for base solver parallelization. UG framework, ParaSCIP(ug[SCIP,MPI]) and FiberSCIP (ug[SCIP,Pthreads]) are available as a beta version. For MIP solving, ParaSCIP and FiberSCIP are well debugged and should be stable. For MINLP solving, they are relatively stable, but not as thoroughly debugged. This release version should handle branch-and-cut approaches where subproblems are defined by variable bounds and also by constrains for ug[SCIP,*] ParaSCIP and FiberSCIP). Therefore, problem classes other than MIP or MINLP can be handled, but they have not been tested yet. v0.9.1: Update orbitope cip files. KW - parallelization framework KW - branch-and-bound parallelization KW - integer optimization Y1 - 2020 U6 - https://doi.org/10.12752/8508 ER - TY - CHAP A1 - Musial, Anna A1 - Zolnacz, Kinga A1 - Srocka, Nicole A1 - Kravets, Oleh A1 - Große, Jan A1 - Schneider, Philipp-Immanuel A1 - Olszewski, Jacek A1 - Poturaj, Krzystof A1 - Wojcik, Grzegorz A1 - Mergo, Pawel A1 - Dybka, Kamil A1 - Dyrkacz, Mariusz A1 - Dlubek, Michal A1 - Rodt, Sven A1 - Burger, Sven A1 - Zschiedrich, Lin A1 - Urbanczyk, Waclaw A1 - Sek, Grzegorz A1 - Reitzenstein, Stephan T1 - Stand-alone quantum dot-based single-photon source operating at telecommunication wavelengths T2 - 10th International Conference on Spontaneous Coherence in Excitonic Systems ICSCE10 Y1 - 2020 SP - 39 ER - TY - JOUR A1 - Beckenbach, Isabel T1 - Von Graphen zu Hypergraphen JF - OR News Y1 - 2020 SN - 1437-2045 IS - 70 ER - TY - THES A1 - Henning, Erin T1 - Tropical Geometry Approach to Shortest Paths with Parameterized Arc Weights - A Case Study in Public Transportation Networks N2 - In graphical representations of public transportation networks, there is often some degree of uncertainty in the arc values, due to delays or transfer times. This uncertainty can be expressed as a parameterized weight on the transfer arcs. Classical shortest path algorithms often have difficulty handling parameterized arc weights and a tropical geometry approach has been shown as a possible solution. The connection between the classical shortest path problem and tropical geometry is well establish: Tropically multiplying the n × n adjacency matrix of a graph with itself n − 1 times results in the so-called Kleene star, and is a matrix-form solution to the all-pairs shortest path problem. Michael Joswig and Benjamin Schröter showed in their paper The Tropical Geometry of Shortest Paths that the same method can be used to find the solution to the all-pairs shortest path problem even in the case of variable arc weights and they proposed an algorithm to solve the single-target shortest path problem in such a case. The solution takes the form of a polyhedral subdivision of the parameter space. As the number of variable arc weights grows, the time needed to execute an implementation of this algorithm grows exponentially. As the size of a public transportation network grows, the number of variable arc weights grows exponentially as well. However, it has been observed that in public transportation networks, there are usually only a few possible shortest routes. Geometrically, this means that there should be few polyhedra in the polyhedral subdivision. This algorithm is used on an example of a real-world public transportation network and an analysis of the polyhedral subdivision is made. Then a geometrical approach is used to analyze the impact of limiting the number of transfers, and thereby limiting the number of parameterized arcs used, as an estimation of the solution to the all-pairs shortest path problem Y1 - 2020 ER - TY - THES A1 - Masing, Berenike T1 - Optimal Line Planning in the Parametric City N2 - One of the fundamental steps in the optimization of public transport is line planning. It involves determining lines and assigning frequencies of service such that costs are minimized while also maximizing passenger comfort and satisfying travel demands. We formulate the problem as a mixed integer linear program that considers all circuit-like lines in a graph and allows free passenger routing. Traveler and operator costs are included in a linear scalarization in the objective. We apply said programming problem to the Parametric City, which is a graph model introduced by Fielbaum, Jara-Díaz and Gschwender that exibly represents different cities. In his dissertation, Fielbaum solved the line planning problem for various parameter choices in the Parametric City. In a first step, we therefore review his results and make comparative computations. Unlike Fielbaum we arrive at the conclusion that the optimal line plan for this model indeed depends on the demand. Consequently, we analyze the line planning problem in-depth: We find equivalent, but easier to compute formulations and provide a lower bound by LP-relaxation, which we show to be equivalent to a multi-commodity flow problem. Further, we examine what impact symmetry has on the solutions. Supported both by computational results as well as by theoretical analysis, we reach the conclusion that symmetric line plans are optimal or near-optimal in the Parametric City. Restricting the model to symmetric line plans allows for a \kappa-factor approximation algorithm for the line planning problem in the Parametric City. Y1 - 2020 ER - TY - JOUR A1 - Carderera, Alejandro A1 - Pokutta, Sebastian T1 - Second-order Conditional Gradient Sliding N2 - Constrained second-order convex optimization algorithms are the method of choice when a high accuracy solution to a problem is needed, due to their local quadratic convergence. These algorithms require the solution of a constrained quadratic subproblem at every iteration. We present the \emph{Second-Order Conditional Gradient Sliding} (SOCGS) algorithm, which uses a projection-free algorithm to solve the constrained quadratic subproblems inexactly. When the feasible region is a polytope the algorithm converges quadratically in primal gap after a finite number of linearly convergent iterations. Once in the quadratic regime the SOCGS algorithm requires O(log(log1/ε)) first-order and Hessian oracle calls and O(log(1/ε)log(log1/ε)) linear minimization oracle calls to achieve an ε-optimal solution. This algorithm is useful when the feasible region can only be accessed efficiently through a linear optimization oracle, and computing first-order information of the function, although possible, is costly. Y1 - 2020 ER - TY - CHAP A1 - Kerdreux, Thomas A1 - d'Aspremont, Alexandre A1 - Pokutta, Sebastian T1 - Projection-Free Optimization on Uniformly Convex Sets T2 - To Appear in Proceedings of AISTATS Y1 - 2020 ER - TY - CHAP A1 - Schwarz, R. A1 - Lacalandra, F. A1 - Schewe, L. A1 - Bettinelli, A. A1 - Vigo, D. A1 - Bischi, A. A1 - Parriani, T. A1 - Martelli, E. A1 - Vuik, K. A1 - Lenz, R. A1 - Madsen, H. A1 - Blanco, I. A1 - Guericke, D. A1 - Yüksel-Ergün, I. A1 - Zittel, J. T1 - Network and Storage T2 - Mathematical Optimization for Efficient and Robust Energy Networks N2 - Natural gas is considered by many to be the most important energy source for the future. The objectives of energy commodities strategic problems can be mainly related to natural gas and deal with the definition of the “optimal” gas pipelines design which includes a number of related sub problems such as: Gas stations (compression) location and Gas storage locations, as well as compression station design and optimal operation. Y1 - 2020 SN - 978-3-030-57442-0 U6 - https://doi.org/https://doi.org/10.1007/978-3-030-57442-0_6 VL - 4 PB - Springer ER - TY - CHAP A1 - Diekerhof, M. A1 - Monti, A. A1 - Lebedeva, E. A1 - Tkaczyk, A. H. A1 - Yüksel-Ergün, I. A1 - Zittel, J. A1 - Escudero, L. F. A1 - Soroudi, A. A1 - Helmberg, C. A1 - Kanovíc, Ž. A1 - Petkovic, M. A1 - Lacalandra, F. A1 - Frangioni, A. A1 - Lee, J. A1 - De Filippo, A. A1 - Lombardi, M. A1 - Milano, M. A1 - Ezran, P. A1 - Haddad, Y. T1 - Production and Demand Management T2 - Mathematical Optimization for Efficient and Robust Energy Networks N2 - Demand Side Management (DSM) is usually considered as a process of energy consumption shifting from peak hours to off-peak times. DSM does not always reduce total energy consumption, but it helps to meet energy demand and supply. For example, it balances variable generation from renewables (such as solar and wind) when energy demand differs from renewable generation. Y1 - 2020 SN - 978-3-030-57442-0 U6 - https://doi.org/https://doi.org/10.1007/978-3-030-57442-0_1 VL - 4 PB - Springer ER - TY - JOUR A1 - Klebanov, Ilja A1 - Schuster, Ingmar T1 - Markov Chain Importance Sampling - a highly efficient estimator for MCMC JF - Journal of Computational and Graphical Statistics N2 - Markov chain (MC) algorithms are ubiquitous in machine learning and statistics and many other disciplines. Typically, these algorithms can be formulated as acceptance rejection methods. In this work we present a novel estimator applicable to these methods, dubbed Markov chain importance sampling (MCIS), which efficiently makes use of rejected proposals. For the unadjusted Langevin algorithm, it provides a novel way of correcting the discretization error. Our estimator satisfies a central limit theorem and improves on error per CPU cycle, often to a large extent. As a by-product it enables estimating the normalizing constant, an important quantity in Bayesian machine learning and statistics. Y1 - 2020 U6 - https://doi.org/10.1080/10618600.2020.1826953 ER - TY - GEN A1 - Pflüger, Mika A1 - Kline, R Joseph A1 - Fernández Herrero, Analía A1 - Hammerschmidt, Martin A1 - Soltwisch, Victor A1 - Krumrey, Michael T1 - Extracting dimensional parameters of gratings produced with self-aligned multiple patterning using grazing-incidence small-angle x-ray scattering [Source Code] Y1 - 2020 U6 - https://doi.org/10.24433/CO.0953516.v2 ER - TY - JOUR A1 - Cryille W., Combettes A1 - Spiegel, Christoph A1 - Pokutta, Sebastian T1 - Projection-Free Adaptive Gradients for Large-Scale Optimization N2 - The complexity in large-scale optimization can lie in both handling the objective function and handling the constraint set. In this respect, stochastic Frank-Wolfe algorithms occupy a unique position as they alleviate both computational burdens, by querying only approximate first-order information from the objective and by maintaining feasibility of the iterates without using projections. In this paper, we improve the quality of their first-order information by blending in adaptive gradients. We derive convergence rates and demonstrate the computational advantage of our method over the state-of-the-art stochastic Frank-Wolfe algorithms on both convex and nonconvex objectives. The experiments further show that our method can improve the performance of adaptive gradient algorithms for constrained optimization. Y1 - 2020 ER - TY - JOUR A1 - Pokutta, Sebastian A1 - Spiegel, Christoph A1 - Zimmer, Max T1 - Deep Neural Network Training with Frank-Wolfe N2 - This paper studies the empirical efficacy and benefits of using projection-free first-order methods in the form of Conditional Gradients, a.k.a. Frank-Wolfe methods, for training Neural Networks with constrained parameters. We draw comparisons both to current state-of-the-art stochastic Gradient Descent methods as well as across different variants of stochastic Conditional Gradients. In particular, we show the general feasibility of training Neural Networks whose parameters are constrained by a convex feasible region using Frank-Wolfe algorithms and compare different stochastic variants. We then show that, by choosing an appropriate region, one can achieve performance exceeding that of unconstrained stochastic Gradient Descent and matching state-of-the-art results relying on L2-regularization. Lastly, we also demonstrate that, besides impacting performance, the particular choice of constraints can have a drastic impact on the learned representations. Y1 - 2020 ER - TY - JOUR A1 - Fröhler, Bernhard A1 - Elberfeld, Tim A1 - Möller, Torsten A1 - Hege, Hans-Christian A1 - De Beenhouwer, Jan A1 - Sijbers, Jan A1 - Kastner, Johann A1 - Heinzl, Christoph T1 - Analysis and comparison of algorithms for the tomographic reconstruction of curved fibres JF - Nondestructive Testing and Evaluation N2 - We present visual methods for the analysis and comparison of the results of curved fibre reconstruction algorithms, i.e., of algorithms extracting characteristics of curved fibres from X-ray computed tomography scans. In this work, we extend previous methods for the analysis and comparison of results of different fibre reconstruction algorithms or parametrisations to the analysis of curved fibres. We propose fibre dissimilarity measures for such curved fibres and apply these to compare multiple results to a specified reference. We further propose visualisation methods to analyse differences between multiple results quantitatively and qualitatively. In two case studies, we show that the presented methods provide valuable insights for advancing and parametrising fibre reconstruction algorithms, and support in improving their results in characterising curved fibres. Y1 - 2020 U6 - https://doi.org/10.1080/10589759.2020.1774583 VL - 35 IS - 3 SP - 328 EP - 341 ER - TY - THES A1 - Pedersen, Jaap T1 - Multiperiod Optimal Power Flow Problem In Distribution System Planning N2 - Growing demand, distributed generation, such as renewable energy sources (RES), and the increasing role of storage systems to mitigate the volatility of RES on a medium voltage level, push existing distribution grids to their limits. Therefore, necessary network expansion needs to be evaluated to guarantee a safe and reliable electricity supply in the future taking these challenges into account. This problem is formulated as an optimal power flow (OPF) problem which combines network expansion, volatile generation and storage systems, minimizing network expansion and generation costs. As storage systems introduce a temporal coupling into the system, a multiperiod OPF problem is needed and analysed in this thesis. To reduce complexity, the network expansion problem is represented in a continuous nonlinear programming formulation by using fundamental properties of electrical engeneering. This formulation is validated succesfully against a common mixed integer programming approach on a 30 and 57 bus network with respect to solution and computing time. As the OPF problem is, in general, a nonconvex, nonlinear problem and, thus, hard to solve, convex relaxations of the power flow equations have gained increasing interest. Sufficient conditions are represented which guarantee exactness of a second-order cone (SOC) relaxation of an operational OPF in radial networks. In this thesis, these conditions are enhanced for the network expansion planning problem. Additionally, nonconvexities introduced by the choice of network expansion variables are relaxed by using McCormick envelopes. These relaxations are then applied on the multiperiod OPF and compared to the original problem on a 30 and a 57 bus network. In particular, the computational time is decreased by an order up to 10^2 by the SOC relaxation while it provides either an exact solution or a sufficient lower bound on the original problem. Finally, a sensitivity study is performed on weights of network expansion costs showing strong dependency of both the solution of performed expansion and solution time on the chosen weights. KW - multiperiod optimal power flow, distribution network planning, battery storage Y1 - 2020 ER - TY - JOUR A1 - Gemander, Patrick A1 - Chen, Wei-Kun A1 - Weninger, Dieter A1 - Gottwald, Leona A1 - Gleixner, Ambros T1 - Two-row and two-column mixed-integer presolve using hashing-based pairing methods JF - EURO Journal on Computational Optimization N2 - In state-of-the-art mixed-integer programming solvers, a large array of reduction techniques are applied to simplify the problem and strengthen the model formulation before starting the actual branch-and-cut phase. Despite their mathematical simplicity, these methods can have significant impact on the solvability of a given problem. However, a crucial property for employing presolve techniques successfully is their speed. Hence, most methods inspect constraints or variables individually in order to guarantee linear complexity. In this paper, we present new hashing-based pairing mechanisms that help to overcome known performance limitations of more powerful presolve techniques that consider pairs of rows or columns. Additionally, we develop an enhancement to one of these presolve techniques by exploiting the presence of set-packing structures on binary variables in order to strengthen the resulting reductions without increasing runtime. We analyze the impact of these methods on the MIPLIB 2017 benchmark set based on an implementation in the MIP solver SCIP. Y1 - 2020 U6 - https://doi.org/10.1007/s13675-020-00129-6 VL - 8 IS - 3-4 SP - 205 EP - 240 ER - TY - JOUR A1 - Zakiyeva, Nazgul A1 - Xu, X. T1 - Nonlinear network autoregressive model with application to natural gas network forecasting JF - Mathematics Japonica T3 - ZIB-Report - 21-24 Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-81025 ER - TY - JOUR A1 - Ebrahimi Viand, Roya A1 - Höfling, Felix A1 - Klein, Rupert A1 - Delle Site, Luigi T1 - Theory and simulation of open systems out of equilibrium JF - The Journal of Chemical Physics N2 - We consider the theoretical model of Bergmann and Lebowitz for open systems out of equilibrium and translate its principles in the adaptive resolution simulation molecular dynamics technique. We simulate Lennard-Jones fluids with open boundaries in a thermal gradient and find excellent agreement of the stationary responses with the results obtained from the simulation of a larger locally forced closed system. The encouraging results pave the way for a computational treatment of open systems far from equilibrium framed in a well-established theoretical model that avoids possible numerical artifacts and physical misinterpretations. Y1 - 2020 U6 - https://doi.org/10.1063/5.0014065 VL - 153 SP - 101102 ER -