TY - BOOK A1 - Greuel, Martin A1 - Koch, Thorsten A1 - Paule, Peter A1 - Sommese, Andrew T1 - Mathematical Software - ICMS 2016, 5th Int. Conf. Berlin, Germany, July 11-14, 2016, Proceedings T3 - Lecture Notes in Computer Science (LNCS) Y1 - 2016 SN - 978-3-319-42431-6 U6 - https://doi.org/10.1007/978-3-319-42432-3 VL - 9725 PB - Springer ER - TY - JOUR A1 - Hiller, Benjamin A1 - Koch, Thorsten A1 - Schewe, Lars A1 - Schwarz, Robert A1 - Schweiger, Jonas T1 - A System to Evaluate Gas Network Capacities: Concepts and Implementation JF - European Journal of Operational Research N2 - 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. Y1 - 2018 VL - 270 IS - 3 SP - 797 EP - 808 ER - TY - GEN A1 - Gamrath, Gerald A1 - Gleixner, Ambros A1 - Koch, Thorsten A1 - Miltenberger, Matthias A1 - Kniasew, Dimitri A1 - Schlögel, Dominik A1 - Martin, Alexander A1 - Weninger, Dieter T1 - Tackling Industrial-Scale Supply Chain Problems by Mixed-Integer Programming N2 - SAP's decision support systems for optimized supply network planning rely on mixed-integer programming as the core engine to compute optimal or near-optimal solutions. The modeling flexibility and the optimality guarantees provided by mixed-integer programming greatly aid the design of a robust and future-proof decision support system for a large and diverse customer base. In this paper we describe our coordinated efforts to ensure that the performance of the underlying solution algorithms matches the complexity of the large supply chain problems and tight time limits encountered in practice. T3 - ZIB-Report - 16-45 KW - supply chain management, supply network optimization, mixed-integer linear programming, primal heuristics, numerical stability, large-scale optimization Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-61107 SN - 1438-0064 ER - TY - GEN A1 - Gamrath, Gerald A1 - Koch, Thorsten A1 - Maher, Stephen J. A1 - Rehfeldt, Daniel A1 - Shinano, Yuji T1 - SCIP-Jack - A solver for STP and variants with parallelization extensions N2 - The Steiner tree problem in graphs is a classical problem that commonly arises in practical applications as one of many variants. While often a strong relationship between different Steiner tree problem variants can be observed, solution approaches employed so far have been prevalently problem specific. In contrast, this paper introduces a general purpose solver that can be used to solve both the classical Steiner tree problem and many of its variants without modification. This is achieved by transforming various problem variants into a general form and solving them using a state-of-the-art MIP-framework. The result is a high-performance solver that can be employed in massively parallel environments and is capable of solving previously unsolved instances. T3 - ZIB-Report - 15-27 Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-54648 SN - 1438-0064 N1 - A revised version is provided here: http://nbn-resolving.de/urn:nbn:de:0297-zib-60170. ER - TY - CHAP A1 - Hayn, Christine A1 - Humpola, Jesco A1 - Koch, Thorsten A1 - Schewe, Lars A1 - Schweiger, Jonas A1 - Spreckelsen, Klaus T1 - Perspectives T2 - Evaluating Gas Network Capacities N2 - After we discussed approaches to validate nominations and to verify bookings, we consider possible future research paths. This includes determining technical capacities and planning of network extensions. Y1 - 2015 SN - 9781611973686 VL - SIAM-MOS series on Optimization ER - TY - GEN A1 - Berthold, Timo A1 - Gleixner, Ambros A1 - Heinz, Stefan A1 - Koch, Thorsten A1 - Shinano, Yuji T1 - SCIP Optimization Suite を利用した 混合整数(線形/非線形) 計画問題の解法 T1 - Solving mixed integer linear and nonlinear problems using the SCIP Optimization Suite N2 - この論文ではソフトウェア・パッケージSCIP Optimization Suite を紹介し,その3つの構成要素:モデリン グ言語Zimpl, 線形計画(LP: linear programming) ソルバSoPlex, そして,制約整数計画(CIP: constraint integer programming) に対するソフトウェア・フレームワークSCIP, について述べる.本論文では,この3つの 構成要素を利用して,どのようにして挑戦的な混合整数線形計画問題(MIP: mixed integer linear optimization problems) や混合整数非線形計画問題(MINLP: mixed integer nonlinear optimization problems) をモデル化 し解くのかを説明する.SCIP は,現在,最も高速なMIP,MINLP ソルバの1つである.いくつかの例により, Zimpl, SCIP, SoPlex の利用方法を示すとともに,利用可能なインタフェースの概要を示す.最後に,将来の開 発計画の概要について述べる. N2 - This paper introduces the SCIP Optimization Suite and discusses the capabilities of its three components: the modeling language Zimpl, the linear programming solver SoPlex, and the constraint integer programming framework SCIP. We explain how in concert these can be used to model and solve challenging mixed integer linear and nonlinear optimization problems. SCIP is currently one of the fastest non-commercial MIP and MINLP solvers. We demonstrate the usage of Zimpl, SCIP, and SoPlex by selected examples, we give an overview over available interfaces, and outline plans for future development. T3 - ZIB-Report - 12-24 KW - SCIP, MIP, MINLP, CIP, LP, modeling, optimization Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-15598 SN - 1438-0064 ER - TY - GEN A1 - Martin, Alexander A1 - Geißler, Björn A1 - Hayn, Christine A1 - Hiller, Benjamin A1 - Humpola, Jesco A1 - Koch, Thorsten A1 - Lehmann, Thomas A1 - Morsi, Antonio A1 - Pfetsch, Marc A1 - Schewe, Lars A1 - Schmidt, Martin A1 - Schultz, Rüdiger A1 - Schwarz, Robert A1 - Schweiger, Jonas A1 - Steinbach, Marc A1 - Willert, Bernhard T1 - Optimierung Technischer Kapazitäten in Gasnetzen N2 - Die mittel- und längerfristige Planung für den Gastransport hat sich durch Änderungen in den regulatorischen Rahmenbedingungen stark verkompliziert. Kernpunkt ist die Trennung von Gashandel und -transport. Dieser Artikel diskutiert die hieraus resultierenden mathematischen Planungsprobleme, welche als Validierung von Nominierungen und Buchungen, Bestimmung der technischen Kapazität und Topologieplanung bezeichnet werden. Diese mathematischen Optimierungsprobleme werden vorgestellt und Lösungsansätze skizziert. T3 - ZIB-Report - 11-56 KW - Gasnetzplanung KW - Technische Kapazitäten KW - Nominierungsvalidierung KW - Buchungsvalidierung KW - Topologieplanung Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-15121 SN - 1438-0064 ER - TY - GEN A1 - Achterberg, Tobias A1 - Koch, Thorsten A1 - Tuchscherer, Andreas T1 - On the Effects of Minor Changes in Model Formulations N2 - Starting with the description of the Traveling Salesmen Problem formulation as given by van Vyve and Wolsey in the article Approximate extended formulations'', we investigate the effects of small variations onto the performance of contemporary mixed integer programming solvers. We will show that even minor changes in the formulation of the model can result in performance difference of more than a factor of 1000. As the results show it is not obvious which changes will result in performance improvements and which not. T3 - ZIB-Report - 08-29 Y1 - 2008 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-10808 SN - 1438-0064 ER - TY - GEN A1 - Achterberg, Tobias A1 - Heinz, Stefan A1 - Koch, Thorsten T1 - Counting solutions of integer programs using unrestricted subtree detection N2 - In the recent years there has been tremendous progress in the development of algorithms to find optimal solutions for integer programs. In many applications it is, however, desirable (or even necessary) to generate all feasible solutions. Examples arise in the areas of hardware and software verification and discrete geometry. In this paper, we investigate how to extend branch-and-cut integer programming frameworks to support the generation of all solutions. We propose a method to detect so-called unrestricted subtrees, which allows us to prune the integer program search tree and to collect several solutions simultaneously. We present computational results of this branch-and-count paradigm which show the potential of the unrestricted subtree detection. T3 - ZIB-Report - 08-09 KW - Zählen KW - ganzzahlige Programme KW - IP KW - counting KW - integer programming KW - IP Y1 - 2008 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-10632 SN - 1438-0064 ER - TY - GEN A1 - Achterberg, Tobias A1 - Berthold, Timo A1 - Koch, Thorsten A1 - Wolter, Kati T1 - Constraint Integer Programming: a New Approach to Integrate CP and MIP N2 - This article introduces constraint integer programming (CIP), which is a novel way to combine constraint programming (CP) and mixed integer programming (MIP) methodologies. CIP is a generalization of MIP that supports the notion of general constraints as in CP. This approach is supported by the CIP framework SCIP, which also integrates techniques from SAT solving. SCIP is available in source code and free for non-commercial use. We demonstrate the usefulness of CIP on two tasks. First, we apply the constraint integer programming approach to pure mixed integer programs. Computational experiments show that SCIP is almost competitive to current state-of-the-art commercial MIP solvers. Second, we employ the CIP framework to solve chip design verification problems, which involve some highly non-linear constraint types that are very hard to handle by pure MIP solvers. The CIP approach is very effective here: it can apply the full sophisticated MIP machinery to the linear part of the problem, while dealing with the non-linear constraints by employing constraint programming techniques. T3 - ZIB-Report - 08-01 KW - Constraint Programming KW - Ganzzahlige Programmierung KW - Branch-And-Cut KW - Optimierungssoftware KW - Chipverifikation KW - constraint programming KW - mixed integer programming KW - branch-and-cut KW - optimization software KW - chip verification Y1 - 2008 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-10520 SN - 1438-0064 ER - TY - GEN A1 - Hiller, Benjamin A1 - Koch, Thorsten A1 - Schewe, Lars A1 - Schwarz, Robert A1 - Schweiger, Jonas T1 - A System to Evaluate Gas Network Capacities: Concepts and Implementation N2 - 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 transported 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. T3 - ZIB-Report - 18-11 Y1 - 2018 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-67438 SN - 1438-0064 N1 - An earlier version of this report is available as ZR 17-03 at https://opus4.kobv.de/opus4-zib/frontdoor/index/index/docId/6193. ER - TY - GEN A1 - Rehfeldt, Daniel A1 - Koch, Thorsten T1 - Generalized preprocessing techniques for Steiner tree and maximum-weight connected subgraph problems N2 - This article introduces new preprocessing techniques for the Steiner tree problem in graphs and one of its most popular relatives, the maximum-weight connected subgraph problem. Several of the techniques generalize previous results from the literature. The correctness of the new methods is shown, but also their NP-hardness is demonstrated. Despite this pessimistic worst-case complexity, several relaxations are discussed that are expected to allow for a strong practical efficiency of these techniques in strengthening both exact and heuristic solving approaches. T3 - ZIB-Report - 17-57 KW - Steiner tree KW - maximum-weight connected subgraph Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-65439 SN - 1438-0064 ER - TY - CHAP A1 - Shinano, Yuji A1 - Achterberg, Tobias A1 - Berthold, Timo A1 - Heinz, Stefan A1 - Koch, Thorsten A1 - Winkler, Michael T1 - Solving Open MIP Instances with ParaSCIP on Supercomputers using up to 80,000 Cores T2 - Proc. of 30th IEEE International Parallel & Distributed Processing Symposium N2 - This paper describes how we solved 12 previously unsolved mixed-integer program- ming (MIP) instances from the MIPLIB benchmark sets. To achieve these results we used an enhanced version of ParaSCIP, setting a new record for the largest scale MIP computation: up to 80,000 cores in parallel on the Titan supercomputer. In this paper we describe the basic parallelization mechanism of ParaSCIP, improvements of the dynamic load balancing and novel techniques to exploit the power of parallelization for MIP solving. We give a detailed overview of computing times and statistics for solving open MIPLIB instances. Y1 - 2016 U6 - https://doi.org/10.1109/IPDPS.2016.56 ER - TY - CHAP A1 - Bargmann, Dagmar A1 - Ebbers, Mirko A1 - Heinecke, Nina A1 - Koch, Thorsten A1 - Kühl, Veronika A1 - Pelzer, Antje A1 - Pfetsch, Marc A1 - Rövekamp, Jessica A1 - Spreckelsen, Klaus T1 - State-of-the-art in evaluating gas network capacities T2 - Evaluating Gas Network Capacities Y1 - 2015 SN - 9781611973686 SP - 65 EP - 84 PB - Society for Industrial and Applied Mathematics ER - TY - CHAP A1 - Schewe, Lars A1 - Koch, Thorsten A1 - Martin, Alexander A1 - Pfetsch, Marc T1 - Mathematical optimization for evaluating gas network capacities T2 - Evaluating Gas Network Capacities Y1 - 2015 SN - 9781611973686 SP - 87 EP - 102 PB - Society for Industrial and Applied Mathematics ER - TY - CHAP A1 - Humpola, Jesco A1 - Fügenschuh, Armin A1 - Hiller, Benjamin A1 - Koch, Thorsten A1 - Lehmann, Thomas A1 - Lenz, Ralf A1 - Schwarz, Robert A1 - Schweiger, Jonas T1 - The Specialized MINLP Approach T2 - Evaluating Gas Network Capacities N2 - We propose an approach to solve the validation of nominations problem using mixed-integer nonlinear programming (MINLP) methods. Our approach handles both the discrete settings and the nonlinear aspects of gas physics. Our main contribution is an innovative coupling of mixed-integer (linear) programming (MILP) methods with nonlinear programming (NLP) that exploits the special structure of a suitable approximation of gas physics, resulting in a global optimization method for this type of problem. Y1 - 2015 SN - 9781611973686 VL - SIAM-MOS series on Optimization ER - TY - BOOK A1 - Koch, Thorsten A1 - Hiller, Benjamin A1 - Pfetsch, Marc A1 - Schewe, Lars T1 - Evaluating Gas Network Capacities Y1 - 2015 SN - 978-1-611973-68-6 PB - SIAM ER - TY - GEN A1 - Rehfeldt, Daniel A1 - Koch, Thorsten A1 - Maher, Stephen J. T1 - Reduction Techniques for the Prize-Collecting Steiner Tree Problem and the Maximum-Weight Connected Subgraph Problem N2 - The concept of reduction has frequently distinguished itself as a pivotal ingredient of exact solving approaches for the Steiner tree problem in graphs. In this paper we broaden the focus and consider reduction techniques for three Steiner problem variants that have been extensively discussed in the literature and entail various practical applications: The prize-collecting Steiner tree problem, the rooted prize-collecting Steiner tree problem and the maximum-weight connected subgraph problem. By introducing and subsequently deploying numerous new reduction methods, we are able to drastically decrease the size of a large number of benchmark instances, already solving more than 90 percent of them to optimality. Furthermore, we demonstrate the impact of these techniques on exact solving, using the example of the state-of-the-art Steiner problem solver SCIP-Jack. T3 - ZIB-Report - 16-47 KW - Steiner tree problems KW - reduction techniques KW - prize-collecting Steiner tree problem KW - maximum-weight connected subgraph problem Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-60420 SN - 1438-0064 ER - TY - THES A1 - Koch, Thorsten T1 - Progress in computational integer programming Y1 - 2013 ER - TY - GEN A1 - Koch, Thorsten A1 - Ralphs, Ted A1 - Shinano, Yuji T1 - What could a million CPUs do to solve Integer Programs? N2 - Given the steady increase in cores per CPU, it is only a matter of time until supercomputers will have a million or more cores. In this article, we investigate the opportunities and challenges that will arise when trying to utilize this vast computing power to solve a single integer linear optimization problem. We also raise the question of whether best practices in sequential solution of ILPs will be effective in massively parallel environments. T3 - ZIB-Report - 11-40 Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14222 SN - 1438-0064 ER - TY - GEN A1 - Koch, Thorsten A1 - Achterberg, Tobias A1 - Andersen, Erling A1 - Bastert, Oliver A1 - Berthold, Timo A1 - Bixby, Robert E. A1 - Danna, Emilie A1 - Gamrath, Gerald A1 - Gleixner, Ambros A1 - Heinz, Stefan A1 - Lodi, Andrea A1 - Mittelmann, Hans A1 - Ralphs, Ted A1 - Salvagnin, Domenico A1 - Steffy, Daniel A1 - Wolter, Kati T1 - MIPLIB 2010 N2 - This paper reports on the fifth version of the Mixed Integer Programming Library. The MIPLIB 2010 is the first MIPLIB release that has been assembled by a large group from academia and from industry, all of whom work in integer programming. There was mutual consent that the concept of the library had to be expanded in order to fulfill the needs of the community. The new version comprises 361 instances sorted into several groups. This includes the main benchmark test set of 87 instances, which are all solvable by today's codes, and also the challenge test set with 164 instances, many of which are currently unsolved. For the first time, we include scripts to run automated tests in a predefined way. Further, there is a solution checker to test the accuracy of provided solutions using exact arithmetic. T3 - ZIB-Report - 10-31 KW - Mixed Integer Programming KW - Problem Instances KW - IP KW - MIP KW - MIPLIB Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-12953 ER - TY - GEN A1 - Fügenschuh, Armin A1 - Geißler, Björn A1 - Gollmer, Ralf A1 - Hayn, Christine A1 - Henrion, Rene A1 - Hiller, Benjamin A1 - Humpola, Jesco A1 - Koch, Thorsten A1 - Lehmann, Thomas A1 - Martin, Alexander A1 - Mirkov, Radoslava A1 - Morsi, Antonio A1 - Römisch, Werner A1 - Rövekamp, Jessica A1 - Schewe, Lars A1 - Schmidt, Martin A1 - Schultz, Rüdiger A1 - Schwarz, Robert A1 - Schweiger, Jonas A1 - Stangl, Claudia A1 - Steinbach, Marc A1 - Willert, Bernhard T1 - Mathematical Optimization for Challenging Network Planning Problems in Unbundled Liberalized Gas Markets N2 - The recently imposed new gas market liberalization rules in Germany lead to a change of business of gas network operators. While previously network operator and gas vendor where united, they were forced to split up into independent companies. The network has to be open to any other gas trader at the same conditions, and free network capacities have to be identified and publicly offered in a non-discriminatory way. We show that these new paradigms lead to new and challenging mathematical optimization problems. In order to solve them and to provide meaningful results for practice, all aspects of the underlying problems, such as combinatorics, stochasticity, uncertainty, and nonlinearity, have to be addressed. With such special-tailored solvers, free network capacities and topological network extensions can, for instance, be determined. T3 - ZIB-Report - 13-13 KW - Gas Market Liberalization KW - Entry-Exit Model KW - Gas Network Access Regulation KW - Mixed-Integer Nonlinear Nonconvex Stochastic Optimization Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-17821 SN - 1438-0064 ER -