TY - JOUR A1 - Pedersen, Jaap A1 - Le, Thi Thai A1 - Koch, Thorsten A1 - Zittel, Janina T1 - Optimal discrete pipe sizing for tree-shaped CO2 networks JF - OR Spectrum N2 - For industries like the cement industry, switching to a carbon-neutral production process is impossible. They must rely on carbon capture, utilization and storage (CCUS) technologies to reduce their production processes’ inevitable carbon dioxide (CO2) emissions. For transporting continuously large amounts of CO2, utilizing a pipeline network is the most effective solution; however, building such a network is expensive. Therefore minimizing the cost of the pipelines to be built is extremely important to make the operation financially feasible. In this context, we investigate the problem of finding optimal pipeline diameters from a discrete set of diameters for a tree-shaped network transporting captured CO2 from multiple sources to a single sink. The general problem of optimizing arc capacities in potential-based fluid networks is already a challenging mixed-integer nonlinear optimization problem. The problem becomes even more complex when adding the highly sensitive nonlinear behavior of CO2 regarding temperature and pressure changes. We propose an iterative algorithm splitting the problem into two parts: a) the pipe-sizing problem under a fixed supply scenario and temperature distribution and b) the thermophysical modeling, including mixing effects, the Joule-Thomson effect, and heat exchange with the surrounding environment. We demonstrate the effectiveness of our approach by applying our algorithm to a real-world network planning problem for a CO2 network in Western Germany. Further, we show the robustness of the algorithm by solving a large artificially created set of network instances. Y1 - 2024 U6 - https://doi.org/10.1007/s00291-024-00773-z VL - 46 SP - 1163 EP - 1187 ER - TY - GEN A1 - Yueksel-Erguen, Inci A1 - Koch, Thorsten A1 - Zittel, Janina T1 - Mathematical optimization based flow scenario generation for operational analysis of European gas transport networks based on open data N2 - The decarbonization of the European energy system demands a rapid and comprehensive transformation while securing energy supplies at all times. Still, natural gas plays a crucial role in this process. Recent unexpected events forced drastic changes in gas routes throughout Europe. Therefore, operational-level analysis of the gas transport networks and technical capacities to cope with these transitions using unconventional scenarios has become essential. Unfortunately, data limitations often hinder such analyses. To overcome this challenge, we propose a mathematical model-based scenario generator that enables operational analysis of the European gas network using open data. Our approach focuses on the consistent analysis of specific partitions of the gas transport network, whose network topology data is readily available. We generate reproducible and consistent node-based gas in/out-flow scenarios for these defined network partitions to enable feasibility analysis and data quality assessment. Our proposed method is demonstrated through several applications that address the feasibility analysis and data quality assessment of the German gas transport network. By using open data and a mathematical modeling approach, our method allows for a more comprehensive understanding of the gas transport network's behavior and assists in decision-making during the transition to decarbonization. T3 - ZIB-Report - 24-03 Y1 - 2024 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-95789 SN - 1438-0064 ER - TY - JOUR A1 - Petkovic, Milena A1 - Chen, Ying A1 - Gamrath, Inken A1 - Gotzes, Uwe A1 - Hadjidimitrou, Natalia Selini A1 - Zittel, Janina A1 - Xu, Xiaofei A1 - Koch, Thorsten T1 - A hybrid approach for high precision prediction of gas flows JF - Energy Systems N2 - About 23% of the German energy demand is supplied by natural gas. Additionally, for about the same amount Germany serves as a transit country. Thereby, the German network represents a central hub in the European natural gas transport network. The transport infrastructure is operated by transmissions system operators (TSOs). The number one priority of the TSOs is to ensure the security of supply. However, the TSOs have only very limited knowledge about the intentions and planned actions of the shippers (traders). Open Grid Europe (OGE), one of Germany’s largest TSO, operates a high-pressure transport network of about 12,000 km length. With the introduction of peak-load gas power stations, it is of great importance to predict in- and out-flow of the network to ensure the necessary flexibility and security of supply for the German Energy Transition (“Energiewende”). In this paper, we introduce a novel hybrid forecast method applied to gas flows at the boundary nodes of a transport network. This method employs an optimized feature selection and minimization. We use a combination of a FAR, LSTM and mathematical programming to achieve robust high-quality forecasts on real-world data for different types of network nodes. Y1 - 2022 U6 - https://doi.org/10.1007/s12667-021-00466-4 VL - 13 SP - 383 EP - 408 ER - TY - CHAP A1 - Pedersen, Jaap A1 - Hoppmann-Baum, Kai A1 - Zittel, Janina A1 - Koch, Thorsten T1 - Blending hydrogen into natural gas: An assessment of the capacity of the German gas grid T2 - Operations Research Proceedings 2021 N2 - In the transition towards a pure hydrogen infrastructure, repurposing the existing natural gas infrastructure is considered. In this study, the maximal technically feasible injection of hydrogen into the existing German natural gas transmission network is analysed with respect to regulatory limits regarding the gas quality. We propose a transient tracking model based on the general pooling problem including linepack. The analysis is conducted using real-world hourly gas flow data on a network of about 10,000 km length. Y1 - 2022 U6 - https://doi.org/https://doi.org/10.1007/978-3-031-08623-6_28 SP - 182 EP - 187 ER - TY - CHAP A1 - Grötschel, Martin A1 - Koch, Thorsten A1 - Hoang, Nam-Dung ED - Biermann, Katja ED - Grötschel, Martin ED - Lutz-Westphal, Brigitte T1 - Lagenwechsel minimieren – oder das Bohren von Löchern in Leiterplatten T2 - Besser als Mathe Y1 - 2010 U6 - https://doi.org/10.1007/978-3-658-01004-1_19 SP - 161 EP - 174 PB - Vieweg+Teubner ER - TY - JOUR A1 - Berthold, Timo A1 - Koch, Thorsten A1 - Shinano, Yuji T1 - MILP. Try. Repeat. JF - Proceedings of the 13th International Conference on the Practice and Theory of Automated Timetabling - PATAT 2021 Y1 - 2021 VL - 2 ER - TY - JOUR A1 - Petkovic, Milena A1 - Koch, Thorsten A1 - Zittel, Janina T1 - Deep learning for spatio-temporal supply anddemand forecasting in natural gas transmission networks JF - Energy Science and Engineering N2 - Germany is the largest market for natural gas in the European Union, with an annual consumption of approx. 95 billion cubic meters. Germany's high-pressure gas pipeline network is roughly 40,000 km long, which enables highly fluctuating quantities of gas to be transported safely over long distances. Considering that similar amounts of gas are also transshipped through Germany to other EU states, it is clear that Germany's gas transport system is essential to the European energy supply. Since the average velocity of gas in a pipeline is only 25km/h, an adequate high-precision, high-frequency forecasting of supply and demand is crucial for efficient control and operation of such a transmission network. We propose a deep learning model based on spatio-temporal convolutional neural networks (DLST) to tackle the problem of gas flow forecasting in a complex high-pressure transmission network. Experiments show that our model effectively captures comprehensive spatio-temporal correlations through modeling gas networks and consistently outperforms state-of-the-art benchmarks on real-world data sets by at least 21%. The results demonstrate that the proposed model can deal with complex nonlinear gas network flow forecasting with high accuracy and effectiveness. Y1 - 2021 U6 - https://doi.org/https://doi.org/10.1002/ese3.932 ER - TY - GEN A1 - Koch, Thorsten A1 - Berthold, Timo A1 - Pedersen, Jaap A1 - Vanaret, Charlie T1 - Progress in Mathematical Programming Solvers from 2001 to 2020 N2 - This study investigates the progress made in LP and MILP solver performance during the last two decades by comparing the solver software from the beginning of the millennium with the codes available today. On average, we found out that for solving LP/MILP, computer hardware got about 20 times faster, and the algorithms improved by a factor of about nine for LP and around 50 for MILP, which gives a total speed-up of about 180 and 1,000 times, respectively. However, these numbers have a very high variance and they considerably underestimate the progress made on the algorithmic side: many problem instances can nowadays be solved within seconds, which the old codes are not able to solve within any reasonable time. T3 - ZIB-Report - 21-20 Y1 - 2022 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-82779 SN - 1438-0064 ER - TY - GEN A1 - Pedersen, Jaap A1 - Hoppmann-Baum, Kai A1 - Zittel, Janina A1 - Koch, Thorsten T1 - Blending hydrogen into natural gas: An assessment of the capacity of the German gas grid; Technical Report N2 - In the transition towards a pure hydrogen infrastructure, utilizing the existing natural gas infrastructure is a necessity. In this study, the maximal technically feasible injection of hydrogen into the existing German natural gas transmission network is analysed with respect to regulatory limits regarding the gas quality. We propose a transient tracking model based on the general pooling problem including linepack. The analysis is conducted using real-world hourly gas flow data on a network of about 10,000 km length. T3 - ZIB-Report - 21-21 Y1 - 2021 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-82838 SN - 1438-0064 ER - TY - JOUR A1 - Le, Thi Thai A1 - Koch, Thorsten T1 - Interface stability of compressible fluids in porous media JF - Physics of Fluids N2 - The stability of flows in porous media plays a vital role in transiting energy supply from natural gas to hydrogen, especially for estimating the usability of existing underground gas storage infrastructures. Thus, this research aims to analyze the interface stability of the tangential-velocity discontinuity between two compressible gases by using Darcy's model to include the porosity effect. The results shown in this research will be a basis for considering whether underground gas storages in porous material can be used to store hydrogen. We show the relation between the Mach number M, the viscosity \mu, and the porosity \epsilon on the stability of the interface. This interface stability affects gases' withdrawal and injection processes, thus will help us to determine the velocity which with gas can be extracted and injected into the storage effectively. By imposing solid walls along the flow direction, the critical values of these parameters regarding the stability of the interface are smaller than when considering no walls. The consideration of bounded flows approaches the problem more realistically. In particular, this analysis plays a vital role when considering two-dimensional gas flows in storages and pipes. Y1 - 2021 U6 - https://doi.org/10.1063/5.0059336 VL - 33 IS - 8 SP - 084102 PB - AIP Publishing ER - TY - JOUR A1 - Rehfeldt, Daniel A1 - Hobbie, Hannes A1 - Schönheit, David A1 - Koch, Thorsten A1 - Möst, Dominik A1 - Gleixner, Ambros T1 - A massively parallel interior-point solver for LPs with generalized arrowhead structure, and applications to energy system models JF - European Journal of Operational Research N2 - Linear energy system models are a crucial component of energy system design and operations, as well as energy policy consulting. If detailed enough, such models lead to large-scale linear programs, which can be intractable even for the best state-of-the-art solvers. This article introduces an interior-point solver that exploits common structures of energy system models to efficiently run in parallel on distributed-memory systems. The solver is designed for linear programs with doubly-bordered block-diagonal constraint matrix and makes use of a Schur complement based decomposition. In order to handle the large number of linking constraints and variables commonly observed in energy system models, a distributed Schur complement preconditioner is used. In addition, the solver features a number of more generic techniques such as parallel matrix scaling and structure-preserving presolving. The implementation is based on the solver PIPS-IPM. We evaluate the computational performance on energy system models with up to four billion nonzero entries in the constraint matrix—and up to one billion columns and one billion rows. This article mainly concentrates on the energy system model ELMOD, which is a linear optimization model representing the European electricity markets by the use of a nodal pricing market-clearing. It has been widely applied in the literature on energy system analyses in recent years. However, it will be demonstrated that the new solver is also applicable to other energy system models. Y1 - 2022 U6 - https://doi.org/10.1016/j.ejor.2021.06.063 VL - 296 IS - 1 SP - 60 EP - 71 ER - TY - CHAP A1 - Rehfeldt, Daniel A1 - Koch, Thorsten T1 - Implications, conflicts, and reductions for Steiner trees T2 - Integer Programming and Combinatorial Optimization: 22th International Conference, IPCO 2021 Y1 - 2021 U6 - https://doi.org/10.1007/978-3-030-73879-2_33 SP - 473 EP - 487 ER - TY - JOUR A1 - Anderson, Lovis A1 - Turner, Mark A1 - Koch, Thorsten T1 - Generative deep learning for decision making in gas networks JF - Mathematical Methods of Operations Research N2 - A decision support system relies on frequent re-solving of similar problem instances. While the general structure remains the same in corresponding applications, the input parameters are updated on a regular basis. We propose a generative neural network design for learning integer decision variables of mixed-integer linear programming (MILP) formulations of these problems. We utilise a deep neural network discriminator and a MILP solver as our oracle to train our generative neural network. In this article, we present the results of our design applied to the transient gas optimisation problem. With the trained network we produce a feasible solution in 2.5s, use it as a warm-start solution, and thereby decrease global optimal solution solve time by 60.5%. Y1 - 2022 U6 - https://doi.org/10.1007/s00186-022-00777-x VL - 95 SP - 503 EP - 532 PB - Springer Nature ER - TY - JOUR A1 - Rehfeldt, Daniel A1 - Koch, Thorsten T1 - On the exact solution of prize-collecting Steiner tree problems JF - INFORMS Journal on Computing Y1 - 2021 U6 - https://doi.org/10.1287/ijoc.2021.1087 ER - TY - GEN A1 - Chen, Ying A1 - Koch, Thorsten A1 - Xu, Xiaofei T1 - Regularized partially functional autoregressive model with application to high-resolution natural gas forecasting in Germany N2 - We propose a partially functional autoregressive model with exogenous variables (pFAR) to describe the dynamic evolution of the serially correlated functional data. It provides a unit� ed framework to model both the temporal dependence on multiple lagged functional covariates and the causal relation with ultrahigh-dimensional exogenous scalar covariates. Estimation is conducted under a two-layer sparsity assumption, where only a few groups and elements are supposed to be active, yet without knowing their number and location in advance. We establish asymptotic properties of the estimator and investigate its unite sample performance along with simulation studies. We demonstrate the application of pFAR with the high-resolution natural gas flows in Germany, where the pFAR model provides insightful interpretation as well as good out-of-sample forecast accuracy. T3 - ZIB-Report - 19-34 Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-74880 SN - 1438-0064 ER - TY - JOUR A1 - Hennings, Felix A1 - Anderson, Lovis A1 - Hoppmann-Baum, Kai A1 - Turner, Mark A1 - Koch, Thorsten T1 - Controlling transient gas flow in real-world pipeline intersection areas JF - Optimization and Engineering N2 - Compressor stations are the heart of every high-pressure gas transport network. Located at intersection areas of the network they are contained in huge complex plants, where they are in combination with valves and regulators responsible for routing and pushing the gas through the network. Due to their complexity and lack of data compressor stations are usually dealt with in the scientific literature in a highly simplified and idealized manner. As part of an ongoing project with one of Germany's largest Transmission System Operators to develop a decision support system for their dispatching center, we investigated how to automatize control of compressor stations. Each station has to be in a particular configuration, leading in combination with the other nearby elements to a discrete set of up to 2000 possible feasible operation modes in the intersection area. Since the desired performance of the station changes over time, the configuration of the station has to adapt. Our goal is to minimize the necessary changes in the overall operation modes and related elements over time, while fulfilling a preset performance envelope or demand scenario. This article describes the chosen model and the implemented mixed integer programming based algorithms to tackle this challenge. By presenting extensive computational results on real world data we demonstrate the performance of our approach. Y1 - 2021 U6 - https://doi.org/https://doi.org/10.1007/s11081-020-09559-y VL - 22 SP - 687 EP - 734 PB - Springer Nature ET - 2 ER - TY - GEN A1 - Hoang, Nam-Dung A1 - Koch, Thorsten T1 - Steiner Tree Packing Revisited N2 - The Steiner tree packing problem (STPP) in graphs is a long studied problem in combinatorial optimization. In contrast to many other problems, where there have been tremendous advances in practical problem solving, STPP remains very difficult. Most heuristics schemes are ineffective and even finding feasible solutions is already NP-hard. What makes this problem special is that in order to reach the overall optimal solution non-optimal solutions to the underlying NP-hard Steiner tree problems must be used. Any non-global approach to the STPP is likely to fail. Integer programming is currently the best approach for computing optimal solutions. In this paper we review some “classical” STPP instances which model the underlying real world application only in a reduced form. Through improved modelling, including some new cutting planes, and by emplyoing recent advances in solver technology we are for the first time able to solve those instances in the original 3D grid graphs to optimimality. T3 - ZIB-Report - 12-02 KW - Steiner tree packing KW - Integer Programming KW - grid graphs Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14625 SN - 1438-0064 ER - TY - JOUR A1 - Breuer, Thomas A1 - Bussieck, Michael A1 - Fiand, Frederik A1 - Cao, Karl-Kiên A1 - Gils, Hans Christian A1 - Wetzel, Manuel A1 - Gleixner, Ambros A1 - Koch, Thorsten A1 - Rehfeldt, Daniel A1 - Khabi, Dmitry T1 - BEAM-ME: Ein interdisziplinärer Beitrag zur Erreichung der Klimaziele JF - OR-News : das Magazin der GOR Y1 - 2019 IS - 66 SP - 6 EP - 8 ER - TY - CHAP A1 - Gleixner, Ambros A1 - Kempke, Nils-Christian A1 - Koch, Thorsten A1 - Rehfeldt, Daniel A1 - Uslu, Svenja T1 - First Experiments with Structure-Aware Presolving for a Parallel Interior-Point Method T2 - Operations Research Proceedings 2019 N2 - In linear optimization, matrix structure can often be exploited algorithmically. However, beneficial presolving reductions sometimes destroy the special structure of a given problem. In this article, we discuss structure-aware implementations of presolving as part of a parallel interior-point method to solve linear programs with block-diagonal structure, including both linking variables and linking constraints. While presolving reductions are often mathematically simple, their implementation in a high-performance computing environment is a complex endeavor. We report results on impact, performance, and scalability of the resulting presolving routines on real-world energy system models with up to 700 million nonzero entries in the constraint matrix. KW - block structure KW - energy system models KW - interior-point method KW - high performance computing KW - linear programming KW - parallelization KW - presolving KW - preprocessing Y1 - 2020 U6 - https://doi.org/10.1007/978-3-030-48439-2_13 SP - 105 EP - 111 PB - Springer International Publishing ET - 1 ER - TY - CHAP A1 - Shinano, Yuji A1 - Rehfeldt, Daniel A1 - Koch, Thorsten T1 - Building Optimal Steiner Trees on Supercomputers by Using up to 43,000 Cores T2 - Integration of Constraint Programming, Artificial Intelligence, and Operations Research. CPAIOR 2019 N2 - SCIP-JACK is a customized, branch-and-cut based solver for Steiner tree and related problems. ug [SCIP-JACK, MPI] extends SCIP-JACK to a massively parallel solver by using the Ubiquity Generator (UG) framework. ug [SCIP-JACK, MPI] was the only solver that could run on a distributed environment at the (latest) 11th DIMACS Challenge in 2014. Furthermore, it could solve three well-known open instances and updated 14 best-known solutions to instances from the benchmark libary STEINLIB. After the DIMACS Challenge, SCIP-JACK has been considerably improved. However, the improvements were not reflected on ug [SCIP- JACK, MPI]. This paper describes an updated version of ug [SCIP-JACK, MPI], especially branching on constrains and a customized racing ramp-up. Furthermore, the different stages of the solution process on a supercomputer are described in detail. We also show the latest results on open instances from the STEINLIB. Y1 - 2019 U6 - https://doi.org/10.1007/978-3-030-19212-9_35 VL - 11494 SP - 529 EP - 539 PB - Springer ER - TY - GEN A1 - Hoppmann, Kai A1 - Hennings, Felix A1 - Lenz, Ralf A1 - Gotzes, Uwe A1 - Heinecke, Nina A1 - Spreckelsen, Klaus A1 - Koch, Thorsten T1 - Optimal Operation of Transient Gas Transport Networks T3 - ZIB-Report - 19-23 Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-73639 SN - 1438-0064 ER - TY - GEN A1 - Hennings, Felix A1 - Anderson, Lovis A1 - Hoppmann, Kai A1 - Turner, Mark A1 - Koch, Thorsten T1 - Controlling transient gas flow in real-world pipeline intersection areas N2 - Compressor stations are the heart of every high-pressure gas transport network. Located at intersection areas of the network they are contained in huge complex plants, where they are in combination with valves and regulators responsible for routing and pushing the gas through the network. Due to their complexity and lack of data compressor stations are usually dealt with in the scientific literature in a highly simplified and idealized manner. As part of an ongoing project with one of Germany's largest Transmission System Operators to develop a decision support system for their dispatching center, we investigated how to automatize control of compressor stations. Each station has to be in a particular configuration, leading in combination with the other nearby elements to a discrete set of up to 2000 possible feasible operation modes in the intersection area. Since the desired performance of the station changes over time, the configuration of the station has to adapt. Our goal is to minimize the necessary changes in the overall operation modes and related elements over time, while fulfilling a preset performance envelope or demand scenario. This article describes the chosen model and the implemented mixed integer programming based algorithms to tackle this challenge. By presenting extensive computational results on real world data we demonstrate the performance of our approach. T3 - ZIB-Report - 19-24 Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-73645 SN - 1438-0064 ER - TY - GEN A1 - Petkovic, Milena A1 - Chen, Ying A1 - Gamrath, Inken A1 - Gotzes, Uwe A1 - Hadjidimitriou, Natalia Selini A1 - Zittel, Janina A1 - Xu, Xiaofei A1 - Koch, Thorsten T1 - A Hybrid Approach for High Precision Prediction of Gas Flows N2 - About 20% of the German energy demand is supplied by natural gas. Ad- ditionally, for about twice the amount Germany serves as a transit country. Thereby, the German network represents a central hub in the European natural gas transport network. The transport infrastructure is operated by so-called transmissions system operators or TSOs. The number one priority of the TSOs is to ensure security of supply. However, the TSOs have no knowledge of the intentions and planned actions of the shippers (traders). Open Grid Europe (OGE), one of Germany’s largest TSO, operates a high- pressure transport network of about 12.000 km length. Since flexibility and security of supply is of utmost importance to the German Energy Transition (“Energiewende”) especially with the introduction of peak-load gas power stations, being able to predict in- and out-flow of the network is of great importance. In this paper we introduce a new hybrid forecast method applied to gas flows at the boundary nodes of a transport network. The new method employs optimized feature minimization and selection. We use a combination of an FAR, LSTM DNN and mathematical programming to achieve robust high quality forecasts on real world data for different types of network nodes. Keywords: Gas Forecast, Time series, Hybrid Method, FAR, LSTM, Mathematical Optimisation T3 - ZIB-Report - 19-26 Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-73525 SN - 1438-0064 ER - TY - JOUR A1 - Chen, Ying A1 - Chua, Wee Song A1 - Koch, Thorsten T1 - Forecasting day-ahead high-resolution natural-gas demand and supply in Germany JF - Applied Energy N2 - Forecasting natural gas demand and supply is essential for an efficient operation of the German gas distribution system and a basis for the operational decisions of the transmission system operators. The German gas market is moving towards more short-term planning, in particular, day-ahead contracts. This increases the difficulty that the operators in the dispatching centre are facing, as well as the necessity of accurate forecasts. This paper presents a novel predictive model that provides day-ahead forecasts of the high resolution gas flow by developing a Functional AutoRegressive model with eXogenous variables (FARX). The predictive model allows the dynamic patterns of hourly gas flows to be described in a wide range of historical profiles, while also taking the relevant determinants data into account. By taking into account a richer set of information, FARX provides stronger performance in real data analysis, with both accuracy and high computational efficiency. Compared to several alternative models in out-of-sample forecasts, the proposed model can improve forecast accuracy by at least 12% and up to 5-fold for one node, 3% to 2-fold and 2-fold to 4-fold for the other two nodes. The results show that lagged 1-day gas flow and nominations are important predictors, and with their presence in the forecast model, temperature becomes insignificant for short-term predictions. Y1 - 2018 U6 - https://doi.org/https://doi.org/10.1016/j.apenergy.2018.06.137 IS - Volume 228 SP - 1091 EP - 1110 ER - TY - CHAP A1 - Rehfeldt, Daniel A1 - Shinano, Yuji A1 - Koch, Thorsten T1 - SCIP-Jack: An exact high performance solver for Steiner tree problems in graphs and related problems BT - Proceedings of the 7th International Conference on High Performance Scientific Computing T2 - Modeling, Simulation and Optimization of Complex Processes HPSC 2018 N2 - The Steiner tree problem in graphs is one of the classic combinatorial optimization problems. Furthermore, many related problems, such as the rectilinear Steiner tree problem or the maximum-weight connected subgraph problem, have been described in the literature—with a wide range of practical applications. To embrace this wealth of problem classes, the solver SCIP-JACK has been developed as an exact framework for classic Steiner tree and 11 related problems. Moreover, the solver comes with both shared- and distributed memory extensions by means of the UG framework. Besides its versatility, SCIP-JACK is highly competitive for most of the 12 problem classes it can solve, as for instance demonstrated by its top ranking in the recent PACE 2018 Challenge. This article describes the current state of SCIP-JACK and provides up-to-date computational results, including several instances that can now be solved for the first time to optimality. Y1 - 2021 U6 - https://doi.org/10.1007/978-3-030-55240-4_10 PB - Springer ER - TY - CHAP A1 - Yueksel-Erguen, Inci A1 - Koch, Thorsten A1 - Zittel, Janina T1 - Consistent flow scenario generation based on open data for operational analysis of European gas transport networks T2 - Operations Research Proceedings 2023. OR 2023 N2 - In recent years, European gas transport has been affected by major disruptive events like political issues such as, most recently, the Russian war on Ukraine. To incorporate the impacts of such events into decision-making during the energy transition, more complex models for gas network analysis are required. However, the limited availability of consistent data presents a significant obstacle in this endeavor. We use a mathematical-modeling-based scenario generator to deal with this obstacle. The scenario generator consists of capacitated network flow models representing the gas network at different aggregation levels. In this study, we present the coarse-to-fine approach utilized in this scenario generator. Y1 - 2025 U6 - https://doi.org/10.1007/978-3-031-58405-3_63 SP - 493 EP - 499 PB - Springer ER - TY - CHAP A1 - Koch, Thorsten A1 - Rehfeldt, Daniel A1 - Shinano, Yuji T1 - On the state of QUBO solving T2 - Operations Research Proceedings 2023. OR 2023 N2 - It is regularly claimed that quantum computers will bring breakthrough progress in solving challenging combinatorial optimization problems relevant in practice. In particular, Quadratic Unconstrained Binary Optimization (QUBO) problems are said to be the model of choice for use in (adiabatic) quantum systems during the noisy intermediate- scale quantum (NISQ) era. Even the first commercial quantum-based systems are advertised to solve such problems. Theoretically, any Integer Program can be converted into a QUBO. In practice, however, there are some caveats, as even for problems that can be nicely modeled as a QUBO, this might not be the most effective way to solve them. We review the state of QUBO solving on digital and quantum computers and provide insights regarding current benchmark instances and modeling. Y1 - 2025 U6 - https://doi.org/10.1007/978-3-031-58405-3_46 SP - 357 EP - 365 PB - Springer ER - TY - GEN A1 - Rehfeldt, Daniel A1 - Hobbie, Hannes A1 - Schönheit, David A1 - Gleixner, Ambros A1 - Koch, Thorsten A1 - Möst, Dominik T1 - A massively parallel interior-point solver for linear energy system models with block structure N2 - Linear energy system models are often a crucial component of system design and operations, as well as energy policy consulting. Such models can lead to large-scale linear programs, which can be intractable even for state-of-the-art commercial solvers|already the available memory on a desktop machine might not be sufficient. Against this backdrop, this article introduces an interior-point solver that exploits common structures of linear energy system models to efficiently run in parallel on distributed memory systems. The solver is designed for linear programs with doubly bordered block-diagonal constraint matrix and makes use of a Schur complement based decomposition. Special effort has been put into handling large numbers of linking constraints and variables as commonly observed in energy system models. In order to handle this strong linkage, a distributed preconditioning of the Schur complement is used. In addition, the solver features a number of more generic techniques such as parallel matrix scaling and structure-preserving presolving. The implementation is based on the existing parallel interior-point solver PIPS-IPM. We evaluate the computational performance on energy system models with up to 700 million non-zero entries in the constraint matrix, and with more than 200 million columns and 250 million rows. This article mainly concentrates on the energy system model ELMOD, which is a linear optimization model representing the European electricity markets by the use of a nodal pricing market clearing. It has been widely applied in the literature on energy system analyses during the recent years. However, it will be demonstrated that the new solver is also applicable to other energy system models. T3 - ZIB-Report - 19-41 Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-74321 SN - 1438-0064 N1 - In the meantime, this report got published as a journal article: https://opus4.kobv.de/opus4-zib/frontdoor/index/index/searchtype/authorsearch/author/Hannes+Hobbie/docId/8191/start/1/rows/10 Please use this journal reference when citing this work. ER - TY - GEN A1 - Gleixner, Ambros A1 - Kempke, Nils-Christian A1 - Koch, Thorsten A1 - Rehfeldt, Daniel A1 - Uslu, Svenja T1 - First Experiments with Structure-Aware Presolving for a Parallel Interior-Point Method N2 - In linear optimization, matrix structure can often be exploited algorithmically. However, beneficial presolving reductions sometimes destroy the special structure of a given problem. In this article, we discuss structure-aware implementations of presolving as part of a parallel interior-point method to solve linear programs with block-diagonal structure, including both linking variables and linking constraints. While presolving reductions are often mathematically simple, their implementation in a high-performance computing environment is a complex endeavor. We report results on impact, performance, and scalability of the resulting presolving routines on real-world energy system models with up to 700 million nonzero entries in the constraint matrix. T3 - ZIB-Report - 19-39 KW - block structure KW - energy system models KW - interior-point method KW - high performance computing KW - linear programming KW - parallelization KW - presolving KW - preprocessing Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-74084 SN - 1438-0064 ER - TY - JOUR A1 - Xu, Xiaofei A1 - Chen, Ying A1 - Zhang, Ge A1 - Koch, Thorsten T1 - Modeling functional time series and mixed-type predictors with partially functional autoregressions* JF - Journal of Business and Economic Statistics N2 - In many business and economics studies, researchers have sought to measure the dynamic dependence of curves with high-dimensional mixed-type predictors. We propose a partially functional autoregressive model (pFAR) where the serial dependence of curves is controlled by coefficient operators that are defined on a two-dimensional surface, and the individual and group effects of mixed-type predictors are estimated with a two-layer regularization. We develop an efficient estimation with the proven asymptotic properties of consistency and sparsity. We show how to choose the sieve and tuning parameters in regularization based on a forward-looking criterion. In addition to the asymptotic properties, numerical validation suggests that the dependence structure is accurately detected. The implementation of the pFAR within a real-world analysis of dependence in German daily natural gas flow curves, with seven lagged curves and 85 scalar predictors, produces superior forecast accuracy and an insightful understanding of the dynamics of natural gas supply and demand for the municipal, industry, and border nodes, respectively. Y1 - 2021 U6 - https://doi.org/10.1080/07350015.2021.2011299 SP - 1 EP - 43 ER - TY - JOUR A1 - Rehfeldt, Daniel A1 - Franz, Henriette A1 - Koch, Thorsten T1 - Optimal Connected Subgraphs: Integer Programming Formulations and Polyhedra JF - Networks Y1 - 2022 U6 - https://doi.org/10.1002/net.22101 VL - 80 IS - 3 SP - 314 EP - 332 PB - Wiley ER - TY - GEN A1 - Gleixner, Ambros A1 - Eifler, Leon A1 - Gally, Tristan A1 - Gamrath, Gerald A1 - Gemander, Patrick A1 - Gottwald, Robert Lion A1 - Hendel, Gregor A1 - Hojny, Christopher A1 - Koch, Thorsten A1 - Miltenberger, Matthias A1 - Müller, Benjamin A1 - Pfetsch, Marc A1 - Puchert, Christian A1 - Rehfeldt, Daniel A1 - Schlösser, Franziska A1 - Serrano, Felipe A1 - Shinano, Yuji A1 - Viernickel, Jan Merlin A1 - Vigerske, Stefan A1 - Weninger, Dieter A1 - Witt, Jonas T. A1 - Witzig, Jakob T1 - The SCIP Optimization Suite 5.0 N2 - This article describes new features and enhanced algorithms made available in version 5.0 of the SCIP Optimization Suite. In its central component, the constraint integer programming solver SCIP, remarkable performance improvements have been achieved for solving mixed-integer linear and nonlinear programs. On MIPs, SCIP 5.0 is about 41 % faster than SCIP 4.0 and over twice as fast on instances that take at least 100 seconds to solve. For MINLP, SCIP 5.0 is about 17 % faster overall and 23 % faster on instances that take at least 100 seconds to solve. This boost is due to algorithmic advances in several parts of the solver such as cutting plane generation and management, a new adaptive coordination of large neighborhood search heuristics, symmetry handling, and strengthened McCormick relaxations for bilinear terms in MINLPs. Besides discussing the theoretical background and the implementational aspects of these developments, the report describes recent additions for the other software packages connected to SCIP, in particular for the LP solver SoPlex, the Steiner tree solver SCIP-Jack, the MISDP solver SCIP-SDP, and the parallelization framework UG. T3 - ZIB-Report - 17-61 KW - constraint integer programming KW - linear programming KW - mixed-integer linear programming KW - mixed-integer nonlinear programming KW - optimization solver KW - branch-and-cut KW - branch-and-price KW - column generation framework KW - parallelization KW - mixed-integer semidefinite programming KW - Steiner tree optimization Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-66297 SN - 1438-0064 ER - TY - GEN 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 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. T3 - ZIB-Report - 15-53 KW - Mixed Integer Programming KW - Parallel processing KW - Node merging KW - Racing ParaSCIP KW - Ubiquity Generator Framework KW - MIPLIB Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-56404 SN - 1438-0064 ER - TY - GEN A1 - Rehfeldt, Daniel A1 - Koch, Thorsten T1 - Reduction-based exact solution of prize-collecting Steiner tree problems T3 - ZIB-Report - 18-55 Y1 - 2018 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-70958 SN - 1438-0064 ER - TY - GEN A1 - Shinano, Yuji A1 - Rehfeldt, Daniel A1 - Koch, Thorsten T1 - Building Optimal Steiner Trees on Supercomputers by using up to 43,000 Cores N2 - SCIP-JACK is a customized, branch-and-cut based solver for Steiner tree and related problems. ug [SCIP-JACK, MPI] extends SCIP-JACK to a massively par- allel solver by using the Ubiquity Generator (UG) framework. ug [SCIP-JACK, MPI] was the only solver that could run on a distributed environment at the (latest) 11th DIMACS Challenge in 2014. Furthermore, it could solve three well-known open instances and updated 14 best known solutions to instances from the bench- mark libary STEINLIB. After the DIMACS Challenge, SCIP-JACK has been con- siderably improved. However, the improvements were not reflected on ug [SCIP- JACK, MPI]. This paper describes an updated version of ug [SCIP-JACK, MPI], especially branching on constrains and a customized racing ramp-up. Furthermore, the different stages of the solution process on a supercomputer are described in detail. We also show the latest results on open instances from the STEINLIB. T3 - ZIB-Report - 18-58 Y1 - 2018 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-71118 SN - 1438-0064 ER - TY - JOUR A1 - Vu, Thi Huong A1 - Litzel, Ida A1 - Koch, Thorsten T1 - Similarity-based fuzzy clustering scientific articles: potentials and challenges from mathematical and computational perspectives JF - Journal of Nonlinear and Variational Analysis N2 - Fuzzy clustering, which allows an article to belong to multiple clusters with soft membership degrees, plays a vital role in analyzing publication data. This problem can be formulated as a constrained optimization model, where the goal is to minimize the discrepancy between the similarity observed from data and the similarity derived from a predicted distribution. While this approach benefits from leveraging state-of-the-art optimization algorithms, tailoring them to work with real, massive databases like OpenAlex or Web of Science - containing about 70 million articles and a billion citations - poses significant challenges. We analyze potentials and challenges of the approach from both mathematical and computational perspectives. Among other things, second-order optimality conditions are established, providing new theoretical insights, and practical solution methods are proposed by exploiting the structure of the problem. Specifically, we accelerate the gradient projection method using GPU-based parallel computing to efficiently handle large-scale data. Y1 - 2026 U6 - https://doi.org/https://doi.org/10.23952/jnva.10.2026.2.8 VL - 10 IS - 2 SP - 381 EP - 401 PB - Biemdas ER - TY - JOUR A1 - Gleixner, Ambros A1 - Hendel, Gregor A1 - Gamrath, Gerald A1 - Achterberg, Tobias A1 - Bastubbe, Michael A1 - Berthold, Timo A1 - Christophel, Philipp M. A1 - Jarck, Kati A1 - Koch, Thorsten A1 - Linderoth, Jeff A1 - Lübbecke, Marco A1 - Mittelmann, Hans A1 - Ozyurt, Derya A1 - Ralphs, Ted A1 - Salvagnin, Domenico A1 - Shinano, Yuji T1 - MIPLIB 2017: Data-Driven Compilation of the 6th Mixed-Integer Programming Library JF - Mathematical Programming Computation N2 - We report on the selection process leading to the sixth version of the Mixed Integer Programming Library. Selected from an initial pool of over 5,000 instances, the new MIPLIB 2017 collection consists of 1,065 instances. A subset of 240 instances was specially selected for benchmarking solver performance. For the first time, the compilation of these sets was done using a data-driven selection process supported by the solution of a sequence of mixed integer optimization problems, which encoded requirements on diversity and balancedness with respect to instance features and performance data. Y1 - 2021 U6 - https://doi.org/10.1007/s12532-020-00194-3 VL - 13 IS - 3 SP - 443 EP - 490 ER - TY - JOUR A1 - Shinano, Yuji A1 - Achterberg, Tobias A1 - Berthold, Timo A1 - Heinz, Stefan A1 - Koch, Thorsten A1 - Vigerske, Stefan A1 - Winkler, Michael T1 - 制約整数計画ソルバ SCIP の並列化 JF - 統計数理 N2 - 制約整数計画(CIP: Constraint Integer Programs)は,制約プログラミング(CP: Constraint Programming),混合整数計画(MIP: Mixed Integer Programming),充足可能性問題(SAT: Satisfability Problem)の研究分野におけるモデリング技術と解法を統合している.その結果,制約整数計画は,広いクラスの最適化問題を扱うことができる.SCIP(Solving Constraint Integer Programs)は,CIP を解くソルバとして実装され,Zuse Institute Berlin(ZIB)の研究者を中心として継続的に拡張が続けられている.本論文では,著者らによって開発された SCIP に対する2 種類の並列化拡張を紹介する.一つは,複数計算ノード間で大規模に並列動作する ParaSCIPである.もう一つは,複数コアと共有メモリを持つ 1 台の計算機上で(スレッド)並列で動作する FiberSCIP である.ParaSCIP は,HLRN II スーパーコンピュータ上で,一つのインスタンスを解くために最大 7,168 コアを利用した動作実績がある.また,統計数理研究所の Fujitsu PRIMERGY RX200S5 上でも,最大 512 コアを利用した動作実績がある.統計数理研究所のFujitsu PRIMERGY RX200S5 上では,これまでに最適解が得られていなかった MIPLIB2010のインスタンスである dg012142 に最適解を与えた. N2 - The paradigm of constraint integer programming (CIP) combines modeling and solving techniques from the fields of constraint programming (CP), mixed-integer programming (MIP) and satisfability problem (SAT). This paradigm allows us to address a wide range of optimization problems. SCIP is an implementation of the idea of CIP and is now being continuously extended by a group of researchers centered at Zuse Institute Berlin (ZIB). This paper introduces two parallel extensions of SCIP. One is ParaSCIP, which is intended to run on a large scale distributed memory computing environment, and the other is FiberSCIP, intended to run on a shared memory computing environment. ParaSCIP has been run successfully on the HLRN II supercomputer utilizing up to 7,168 cores to solve a single difficult MIP. It has also been tested on an ISM supercomputer (Fujitsu PRIMERGY RX200S5 using up to 512 cores). The previously unsolved instance dg012142 from MIPLIB2010 was solved by using the ISM supercomputer. Y1 - 2013 UR - https://www.ism.ac.jp/editsec/toukei/pdf/61-1-047.pdf VL - 61 IS - 1 SP - 47 EP - 78 ER - TY - CHAP A1 - Bley, Andreas A1 - Gleixner, Ambros A1 - Koch, Thorsten A1 - Vigerske, Stefan T1 - Comparing MIQCP Solvers to a Specialised Algorithm for Mine Production Scheduling T2 - Modeling, Simulation and Optimization of Complex Processes. Proceedings of the Fourth International Conference on High Performance Scientific Computing, March 2-6, 2009, Hanoi, Vietnam N2 - In this paper we investigate the performance of several out-of-the box solvers for mixed-integer quadratically constrained programmes (MIQCPs) on an open pit mine production scheduling problem with mixing constraints. We compare the solvers BARON, Couenne, SBB, and SCIP to a problem-specific algorithm on two different MIQCP formulations. The computational results presented show that general-purpose solvers with no particular knowledge of problem structure are able to nearly match the performance of a hand-crafted algorithm. Y1 - 2012 U6 - https://doi.org/10.1007/978-3-642-25707-0_3 SP - 25 EP - 39 ER - TY - JOUR A1 - Pedersen, Jaap A1 - Spreckelsen, Klaus A1 - Gotzes, Uwe A1 - Zittel, Janina A1 - Koch, Thorsten T1 - Beimischung von Wasserstoff zum Erdgas: Eine Kapazitätsstudie des deutschen Gasnetzes JF - 3R – Fachzeitschrift für Rohrleitungssystem N2 - Die europäische Gasinfrastruktur wird disruptiv in ein zukünftiges dekarbonisiertes Energiesystem verändert; ein Prozess, der angesichts der jüngsten politischen Situation beschleunigt werden muss. Mit einem wachsenden Wasserstoffmarkt wird der pipelinebasierte Transport unter Nutzung der bestehenden Erdgasinfrastruktur wirtschaftlich sinnvoll, trägt zur Erhöhung der öffentlichen Akzeptanz bei und beschleunigt den Umstellungsprozess. In diesem Fachbeitrag wird die maximal technisch machbare Einspeisung von Wasserstoff in das bestehende deutsche Erdgastransportnetz hinsichtlich regulatorischer Grenzwerte der Gasqualität analysiert. Die Analyse erfolgt auf Basis eines transienten Tracking-Modells, das auf dem allgemeinen Pooling-Problem einschließlich Linepack aufbaut. Es zeigt sich, dass das Gasnetz auch bei strengen Grenzwerten genügend Kapazität bietet, um für einen großen Teil der bis 2030 geplanten Erzeugungskapazität für grünen Wasserstoff als garantierter Abnehmer zu dienen. Y1 - 2023 IS - 06/2023 SP - 70 EP - 75 ER - TY - JOUR A1 - Pedersen, Jaap A1 - Spreckelsen, Klaus A1 - Gotzes, Uwe A1 - Zittel, Janina A1 - Koch, Thorsten T1 - Beimischung von Wasserstoff zum Erdgas: Eine Kapazitätsstudie des deutschen Gasnetzes T1 - Blending hydrogen into natural gas: An assessment of the capacity of the German gas grid JF - gwf Gas + Energie N2 - Die europaische Gasinfrastruktur wird disruptiv in ein zukunftiges dekarbonisiertes Energiesystem verändert; ein Prozess, der angesichts der jüngsten politischen Situation beschleunigt werden muss. Mit einem wachsenden Wasserstoffmarkt wird der pipelinebasierte Transport unter Nutzung der bestehenden Erdgasinfrastruktur wirtschaftlich sinnvoll, trägt zur Erhöhung der öffentlichen Akzeptanz bei und beschleunigt den Umstellungsprozess. In diesem Beitrag wird die maximal technisch machbare Einspeisung von Wasserstoff in das bestehende deutsche Erdgastransportnetz hinsichtlich regulatorischer Grenzwerte der Gasqualität analysiert. Die Analyse erfolgt auf Basis eines transienten Tracking-Modells, das auf dem allgemeinen Pooling-Problem einschließlich Linepack aufbaut. Es zeigt sich, dass das Gasnetz auch bei strengen Grenzwerten gen ̈ugend Kapazität bietet, um für einen großen Teil der bis 2030 geplanten Erzeugungskapazität für grünen Wasserstoff als garantierter Abnehmer zu dienen. N2 - The European gas infrastructure is being disruptively transformed into a future decarbonised energy system; a process that needs to be accelerated given the recent political situation. With a growing hydrogen market, pipeline-based transport using the existing natural gas infrastructure becomes economically viable, helps to increase public acceptance and accelerates the transition process. In this paper, the maximum technically feasible feed-in of hydrogen into the existing German natural gas transport network is analysed with regard to regulatory limits of gas quality. Analysis is based on a transient tracking model that builds on the general pooling problem including linepack. It is shown that even with strict limits, the gas grid offers sufficient capacity to serve as a guaranteed customer for a large part of the green hydrogen generation capacity planned until 2030. Y1 - 2023 PB - Vulkan Verlag ET - 06/2023 ER - TY - JOUR A1 - Rehfeldt, Daniel A1 - Koch, Thorsten A1 - Shinano, Yuji T1 - Faster exact solution of sparse MaxCut and QUBO problems JF - Mathematical Programming Computation N2 - The maximum-cut problem is one of the fundamental problems in combinatorial optimization. With the advent of quantum computers, both the maximum-cut and the equivalent quadratic unconstrained binary optimization problem have experienced much interest in recent years. This article aims to advance the state of the art in the exact solution of both problems—by using mathematical programming techniques. The main focus lies on sparse problem instances, although also dense ones can be solved. We enhance several algorithmic components such as reduction techniques and cutting-plane separation algorithms, and combine them in an exact branch-and-cut solver. Furthermore, we provide a parallel implementation. The new solver is shown to significantly outperform existing state-of-the-art software for sparse maximum-cut and quadratic unconstrained binary optimization instances. Furthermore, we improve the best known bounds for several instances from the 7th DIMACS Challenge and the QPLIB, and solve some of them (for the first time) to optimality. Y1 - 2023 U6 - https://doi.org/10.1007/s12532-023-00236-6 VL - 15 SP - 445 EP - 470 ER - TY - JOUR A1 - Le, Thi Thai A1 - Koch, Thorsten T1 - Effect of inertia force on the interface stability of a tangential-velocity discontinuity in porous media JF - International Journal of Multiphase Flow N2 - The present study investigates the stability of a tangential-velocity discontinuity in porous media during the withdrawing and injecting processes of natural gases from and into an underground gas storage. The focus is placed on analyzing the impact of inertia forces on the interface stability using the Forchheimer equations. Other publications have relied primarily on Darcy's law to describe flow stability in porous media. However, Darcy's law only adequately describes flows in which viscous forces dominate over inertia forces. As the flow rate increases, the significance of inertia forces becomes more pronounced, and Darcy's law becomes insufficient for considering such flows. Our findings indicate that even a slight consideration of the inertia effect leads to permanent destabilization of the discontinuity interface, regardless of the fluid viscosity or the Mach number. In contrast, when the inertia effect is neglected, the interface is stabilized across the entire Mach number range if the fluid viscosity is strong enough. Y1 - 2023 U6 - https://doi.org/10.1016/j.ijmultiphaseflow.2023.104612 VL - 169 ER - TY - JOUR A1 - Chen, Ying A1 - Koch, Thorsten A1 - Zakiyeva, Nazgul A1 - Liu, Kailiang A1 - Xu, Zhitong A1 - Chen, Chun-houh A1 - Nakano, Junji A1 - Honda, Keisuke T1 - Article’s scientific prestige: Measuring the impact of individual articles in the web of science JF - Journal of Informetrics N2 - We performed a citation analysis on the Web of Science publications consisting of more than 63 million articles and 1.45 billion citations on 254 subjects from 1981 to 2020. We proposed the Article’s Scientific Prestige (ASP) metric and compared this metric to number of citations (#Cit) and journal grade in measuring the scientific impact of individual articles in the large-scale hierarchical and multi-disciplined citation network. In contrast to #Cit, ASP, that is computed based on the eigenvector centrality, considers both direct and indirect citations, and provides steady-state evaluation cross different disciplines. We found that ASP and #Cit are not aligned for most articles, with a growing mismatch amongst the less cited articles. While both metrics are reliable for evaluating the prestige of articles such as Nobel Prize winning articles, ASP tends to provide more persuasive rankings than #Cit when the articles are not highly cited. The journal grade, that is eventually determined by a few highly cited articles, is unable to properly reflect the scientific impact of individual articles. The number of references and coauthors are less relevant to scientific impact, but subjects do make a difference. Y1 - 2023 U6 - https://doi.org/10.1016/j.joi.2023.101379 VL - 17 IS - 1 SP - 101379 ER - TY - CHAP A1 - Turner, Mark A1 - Berthold, Timo A1 - Besançon, Mathieu A1 - Koch, Thorsten T1 - Cutting Plane Selection with Analytic Centers and Multiregression T2 - Integration of Constraint Programming, Artificial Intelligence, and Operations Research. CPAIOR 2023. N2 - Cutting planes are a crucial component of state-of-the-art mixed-integer programming solvers, with the choice of which subset of cuts to add being vital for solver performance. We propose new distance-based measures to qualify the value of a cut by quantifying the extent to which it separates relevant parts of the relaxed feasible set. For this purpose, we use the analytic centers of the relaxation polytope or of its optimal face, as well as alternative optimal solutions of the linear programming relaxation. We assess the impact of the choice of distance measure on root node performance and throughout the whole branch-and-bound tree, comparing our measures against those prevalent in the literature. Finally, by a multi-output regression, we predict the relative performance of each measure, using static features readily available before the separation process. Our results indicate that analytic center-based methods help to significantly reduce the number of branch-and-bound nodes needed to explore the search space and that our multiregression approach can further improve on any individual method. Y1 - 2023 U6 - https://doi.org/10.1007/978-3-031-33271-5_4 VL - 13884 SP - 52 EP - 68 PB - Springer ER - TY - GEN A1 - Turner, Mark A1 - Berthold, Timo A1 - Besançon, Mathieu A1 - Koch, Thorsten T1 - Cutting Plane Selection with Analytic Centers and Multiregression N2 - Cutting planes are a crucial component of state-of-the-art mixed-integer programming solvers, with the choice of which subset of cuts to add being vital for solver performance. We propose new distance-based measures to qualify the value of a cut by quantifying the extent to which it separates relevant parts of the relaxed feasible set. For this purpose, we use the analytic centers of the relaxation polytope or of its optimal face, as well as alternative optimal solutions of the linear programming relaxation. We assess the impact of the choice of distance measure on root node performance and throughout the whole branch-and-bound tree, comparing our measures against those prevalent in the literature. Finally, by a multi-output regression, we predict the relative performance of each measure, using static features readily available before the separation process. Our results indicate that analytic center-based methods help to significantly reduce the number of branch-and-bound nodes needed to explore the search space and that our multiregression approach can further improve on any individual method. T3 - ZIB-Report - 22-28 KW - cut selection KW - anlalytic center KW - mixed-integer programming Y1 - 2022 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-89065 SN - 1438-0064 ER - TY - JOUR A1 - Koch, Thorsten A1 - Berthold, Timo A1 - Pedersen, Jaap A1 - Vanaret, Charlie T1 - Progress in mathematical programming solvers from 2001 to 2020 JF - EURO Journal on Computational Optimization N2 - This study investigates the progress made in lp and milp solver performance during the last two decades by comparing the solver software from the beginning of the millennium with the codes available today. On average, we found out that for solving lp/milp, computer hardware got about 20 times faster, and the algorithms improved by a factor of about nine for lp and around 50 for milp, which gives a total speed-up of about 180 and 1,000 times, respectively. However, these numbers have a very high variance and they considerably underestimate the progress made on the algorithmic side: many problem instances can nowadays be solved within seconds, which the old codes are not able to solve within any reasonable time. Y1 - 2022 U6 - https://doi.org/10.1016/j.ejco.2022.100031 VL - 10 SP - 100031 ER - TY - GEN A1 - Bley, Andreas A1 - Gleixner, Ambros A1 - Koch, Thorsten A1 - Vigerske, Stefan T1 - Comparing MIQCP solvers to a specialised algorithm for mine production scheduling N2 - In this paper we investigate the performance of several out-of-the box solvers for mixed-integer quadratically constrained programmes (MIQCPs) on an open pit mine production scheduling problem with mixing constraints. We compare the solvers BARON, Couenne, SBB, and SCIP to a problem-specific algorithm on two different MIQCP formulations. The computational results presented show that general-purpose solvers with no particular knowledge of problem structure are able to nearly match the performance of a hand-crafted algorithm. T3 - ZIB-Report - 09-32 Y1 - 2009 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-11507 SN - 1438-0064 ER - TY - GEN A1 - Rehfeldt, Daniel A1 - Fujisawa, Katsuki A1 - Koch, Thorsten A1 - Nakao, Masahiro A1 - Shinano, Yuji T1 - Computing single-source shortest paths on graphs with over 8 trillion edges N2 - This paper introduces an implementation for solving the single-source shortest path problem on distributed-memory machines. It is tailored to power-law graphs and scales to trillions of edges. The new implementation reached 2nd and 10th place in the latest Graph500 benchmark in June 2022 and handled the largest and second-largest graphs among all participants. T3 - ZIB-Report - 22-22 Y1 - 2022 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-88180 SN - 1438-0064 ER - TY - GEN A1 - Vu, Thi Huong A1 - Litzel, Ida A1 - Koch, Thorsten T1 - Similarity-based fuzzy clustering scientific articles: potentials and challenges from mathematical and computational perspectives N2 - Fuzzy clustering, which allows an article to belong to multiple clusters with soft membership degrees, plays a vital role in analyzing publication data. This problem can be formulated as a constrained optimization model, where the goal is to minimize the discrepancy between the similarity observed from data and the similarity derived from a predicted distribution. While this approach benefits from leveraging state-of-the-art optimization algorithms, tailoring them to work with real, massive databases like OpenAlex or Web of Science -- containing about 70 million articles and a billion citations -- poses significant challenges. We analyze potentials and challenges of the approach from both mathematical and computational perspectives. Among other things, second-order optimality conditions are established, providing new theoretical insights, and practical solution methods are proposed by exploiting the problem’s structure. Specifically, we accelerate the gradient projection method using GPU-based parallel computing to efficiently handle large-scale data. T3 - ZIB-Report - 25-09 KW - bibliometrics KW - fuzzy clustering KW - large-scale publication data KW - non-convex optimization KW - second-order optimality KW - gradient projection methods KW - Nesterov acceleration KW - GPU-based parallel computing Y1 - 2025 UR - https://opus4.kobv.de/opus4-zib/frontdoor/index/index/docId/10036 ER - TY - GEN A1 - Vu, Thi Huong A1 - Koch, Thorsten T1 - Clustering scientific publications: lessons learned through experiments with a real citation network N2 - Clustering scientific publications helps uncover research structures within bibliographic databases. Graph-based methods such as spectral, Louvain, and Leiden clustering are commonly used due to their ability to model citation networks. However, their effectiveness can diminish when applied to real-world data. This study evaluates these clustering algorithms on a citation graph of about 700,000 articles and 4.6 million citations from the Web of Science. The results show that while scalable methods like Louvain and Leiden perform efficiently, their default settings often yield poor partitioning. Meaningful outcomes require careful parameter tuning, especially for large networks with uneven structures, including a dense core and loosely connected papers. These findings highlight practical lessons about the challenges of large-scale data, method selection and tuning based on specific structures of bibliometric clustering tasks. T3 - ZIB-Report - 25-05 KW - graph clustering KW - citation networks KW - Web of Science KW - bibliometric analysis KW - unsupervised learning Y1 - 2025 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-100418 ER - TY - JOUR A1 - Kempke, Nils-Christian A1 - Rehfeldt, Daniel A1 - Koch, Thorsten T1 - A Massively Parallel Interior-Point-Method for Arrowhead Linear Programs JF - SIAM Journal on Scientific Computing Y1 - 2025 ER - TY - JOUR A1 - Rong, Guoyang A1 - Chen, Ying A1 - Ma, Feicheng A1 - Koch, Thorsten T1 - Exploring Interdisciplinary Research Trends through Critical Years for Interdisciplinary Citation JF - Journal of Informetrics Y1 - 2025 U6 - https://doi.org/10.1016/j.joi.2025.101726 VL - 19 IS - 4 ER - TY - GEN A1 - Pedersen, Jaap A1 - Lindner, Niels A1 - Rehfeldt, Daniel A1 - Koch, Thorsten T1 - Integrated Wind Farm Design: Optimizing Turbine Placement and Cable Routing with Wake Effects N2 - An accelerated deployment of renewable energy sources is crucial for a successful transformation of the current energy system, with wind energy playing a key role in this transition. This study addresses the integrated wind farm layout and cable routing problem, a challenging nonlinear optimization problem. We model this problem as an extended version of the Quota Steiner Tree Problem (QSTP), optimizing turbine placement and network connectivity simultaneously to meet specified expansion targets. Our proposed approach accounts for the wake effect - a region of reduced wind speed induced by each installed turbine - and enforces minimum spacing between turbines. We introduce an exact solution framework in terms of the novel Quota Steiner Tree Problem with interference (QSTPI). By leveraging an interference-based splitting strategy, we develop an advanced solver capable of tackling large-scale problem instances. The presented approach outperforms generic state-of-the-art mixed integer programming solvers on our dataset by up to two orders of magnitude. Moreover, we demonstrate that our integrated method significantly reduces the costs in contrast to a sequential approach. Thus, we provide a planning tool that enhances existing planning methodologies for supporting a faster and cost-efficient expansion of wind energy. T3 - ZIB-Report - 25-01 Y1 - 2025 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-99218 SN - 1438-0064 ER - TY - GEN A1 - Kempke, Nils-Christian A1 - Kunt, Tim A1 - Katamish, Bassel A1 - Vanaret, Charlie A1 - Sasanpour, Shima A1 - Clarner, Jan-Patrick A1 - Koch, Thorsten T1 - Developing heuristic solution techniques for large-scale unit commitment models N2 - Shifting towards renewable energy sources and reducing carbon emissions necessitate sophisticated energy system planning, optimization, and extension. Energy systems optimization models (ESOMs) often form the basis for political and operational decision-making. ESOMs are frequently formulated as linear (LPs) and mixed-integer linear (MIP) problems. MIPs allow continuous and discrete decision variables. Consequently, they are substantially more expressive than LPs but also more challenging to solve. The ever-growing size and complexity of ESOMs take a toll on the computational time of state-of-the-art commercial solvers. Indeed, for large-scale ESOMs, solving the LP relaxation -- the basis of modern MIP solution algorithms -- can be very costly. These time requirements can render ESOM MIPs impractical for real-world applications. This article considers a set of large-scale decarbonization-focused unit commitment models with expansion decisions based on the REMix framework (up to 83 million variables and 900,000 discrete decision variables). For these particular instances, the solution to the LP relaxation and the MIP optimum lie close. Based on this observation, we investigate the application of relaxation-enforced neighborhood search (RENS), machine learning guided rounding, and a fix-and-propagate (FP) heuristic as a standalone solution method. Our approach generated feasible solutions 20 to 100 times faster than GUROBI, achieving comparable solution quality with primal-dual gaps as low as 1% and up to 35%. This enabled us to solve numerous scenarios without lowering the quality of our models. For some instances that Gurobi could not solve within two days, our FP method provided feasible solutions in under one hour. T3 - ZIB-Report - 25-03 KW - Energy system optimization models KW - Unit commitment KW - Mixed-integer programming KW - Large-scale optimization KW - Primal heuristics Y1 - 2025 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-99555 SN - 1438-0064 ER - TY - CHAP A1 - Stompor, Tomasz A1 - Zittel, Janina A1 - Koch, Thorsten A1 - Rusch, Beate T1 - Fully Algorithmic Librarian: Large-Scale Citation Experiments T2 - 20th International Society of Scientometrics and Informetrics Conference 2025, June 23-27, 2025 | Yerevan, Armenia N2 - The Fully Algorithmic Librarian (FAN) project explores application scenarios for algorithmic-intelligence(AI)-supported methods in academic libraries as central institutions for research support. To this end, the study builds on two algorithmic approaches for analyzing large-scale citation networks. A comparison of Web of Science (WoS) and OpenAlex structures using the PageRank algorithm reveals key differences. Additionally, a multi-label clustering technique designed for large-scale citation networks accounts for disciplinary variations in publication practices. Y1 - 2025 U6 - https://doi.org/10.51408/issi2025_204 ER - TY - JOUR A1 - Chen, Ying A1 - Koch, Thorsten A1 - Peng, Hanqui A1 - Zhang, Hongrui T1 - Benchmarking of Quantum and Classical Computing in Large-Scale Dynamic Portfolio Optimization Under Market Frictions Y1 - 2025 ER - TY - JOUR A1 - Chen, Ying A1 - Xu, Xiuqin A1 - Koch, Thorsten T1 - Day-ahead high-resolution forecasting of natural gas demand and supply in Germany with a hybrid model JF - Applied Energy N2 - As the natural gas market is moving towards short-term planning, accurate and robust short-term forecasts of the demand and supply of natural gas is of fundamental importance for a stable energy supply, a natural gas control schedule, and transport operation on a daily basis. We propose a hybrid forecast model, Functional AutoRegressive and Convolutional Neural Network model, based on state-of-the-art statistical modeling and artificial neural networks. We conduct short-term forecasting of the hourly natural gas flows of 92 distribution nodes in the German high-pressure gas pipeline network, showing that the proposed model provides nice and stable accuracy for different types of nodes. It outperforms all the alternative models, with an improved relative accuracy up to twofold for plant nodes and up to fourfold for municipal nodes. For the border nodes with rather flat gas flows, it has an accuracy that is comparable to the best performing alternative model. KW - Natural gas flow forecasting KW - Neural network KW - Hybrid model KW - Functional autoregressive Y1 - 2020 U6 - https://doi.org/https://doi.org/10.1016/j.apenergy.2019.114486 VL - 262 IS - 114486 ER - TY - JOUR A1 - Tjusila, Gennesaret A1 - Besançon, Mathieu A1 - Turner, Mark A1 - Koch, Thorsten T1 - How Many Clues To Give? A Bilevel Formulation For The Minimum Sudoku Clue Problem JF - Operations Research Letters N2 - It has been shown that any 9 by 9 Sudoku puzzle must contain at least 17 clues to have a unique solution. This paper investigates the more specific question: given a particular completed Sudoku grid, what is the minimum number of clues in any puzzle whose unique solution is the given grid? We call this problem the Minimum Sudoku Clue Problem (MSCP). We formulate MSCP as a binary bilevel linear program, present a class of globally valid inequalities, and provide a computational study on 50 MSCP instances of 9 by 9 Sudoku grids. Using a general bilevel solver, we solve 95% of instances to optimality, and show that the solution process benefits from the addition of a moderate amount of inequalities. Finally, we extend the proposed model to other combinatorial problems in which uniqueness of the solution is of interest. Y1 - 2024 U6 - https://doi.org/10.1016/j.orl.2024.107105 VL - 54 SP - 107105 ER - TY - GEN A1 - Turner, Mark A1 - Berthold, Timo A1 - Besançon, Mathieu A1 - Koch, Thorsten T1 - Branching via Cutting Plane Selection: Improving Hybrid Branching N2 - Cutting planes and branching are two of the most important algorithms for solving mixed-integer linear programs. For both algorithms, disjunctions play an important role, being used both as branching candidates and as the foundation for some cutting planes. We relate branching decisions and cutting planes to each other through the underlying disjunctions that they are based on, with a focus on Gomory mixed-integer cuts and their corresponding split disjunctions. We show that selecting branching decisions based on quality measures of Gomory mixed-integer cuts leads to relatively small branch-and-bound trees, and that the result improves when using cuts that more accurately represent the branching decisions. Finally, we show how the history of previously computed Gomory mixed-integer cuts can be used to improve the performance of the state-of-the-art hybrid branching rule of SCIP. Our results show a 4% decrease in solve time, and an 8% decrease in number of nodes over affected instances of MIPLIB 2017. T3 - ZIB-Report - 23-17 KW - cutting plane selection KW - variable selection KW - mixed-integer programming Y1 - 2023 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-91120 SN - 1438-0064 ER - TY - JOUR A1 - Le, Thi Thai A1 - Fukumoto, Yasuhide A1 - Koch, Thorsten T1 - Linear stability of a simple shear layer between two parallel streams in a shallow water flow JF - Physics Letters A N2 - The stability of shear layers in fluid flows is a crucial factor in forming vortices and jets and plays a fundamental role in the development of turbulence. Such shear layer instabilities are ubiquitous in natural phenomena, such as atmospheric and oceanic flows, contributing to the formation of weather systems and predicting tsunamis. This study specifically focuses on the stability of a shear layer sandwiched between two semi-infinite layers within a two-dimensional flow. The velocity profile of the shear layer is assumed to be linearly dependent on the vertical coordinate, while the velocity of the other layers remains uniform with differing strengths. The effect of viscosity and surface tension is ignored to simplify the analysis. The shallow water equations are used to analyze the interface stability of the shear layer, and the resulting dispersion relation between wave frequency and other wave characteristics is obtained. This relation incorporates Whittaker functions and their first derivatives and is used to derive appropriate limits corresponding to various physical conditions. Our study thus contributes to a deeper understanding of the stability of shear layers and their implications for natural phenomena. Y1 - 2024 U6 - https://doi.org/10.1016/j.physleta.2023.129264 VL - 493 PB - Elservier ER - TY - GEN A1 - Tjusila, Gennesaret A1 - Besancon, Mathieu A1 - Turner, Mark A1 - Koch, Thorsten T1 - How Many Clues To Give? A Bilevel Formulation For The Minimum Sudoku Clue Problem N2 - It has been shown that any 9 by 9 Sudoku puzzle must contain at least 17 clues to have a unique solution. This paper investigates the more specific question: given a particular completed Sudoku grid, what is the minimum number of clues in any puzzle whose unique solution is the given grid? We call this problem the Minimum Sudoku Clue Problem (MSCP). We formulate MSCP as a binary bilevel linear program, present a class of globally valid inequalities, and provide a computational study on 50 MSCP instances of 9 by 9 Sudoku grids. Using a general bilevel solver, we solve 95\% of instances to optimality, and show that the solution process benefits from the addition of a moderate amount of inequalities. Finally, we extend the proposed model to other combinatorial problems in which uniqueness of the solution is of interest. T3 - ZIB-Report - 23-15 Y1 - 2023 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-90902 ER - TY - GEN A1 - Prause, Felix A1 - Hoppmann-Baum, Kai A1 - Defourny, Boris A1 - Koch, Thorsten T1 - The Maximum Diversity Assortment Selection Problem N2 - In this paper, we introduce the Maximum Diversity Assortment Selection Problem (MADASS), which is a generalization of the 2-dimensional Cutting Stock Problem (2CSP). Given a set of rectangles and a rectangular container, the goal of 2CSP is to determine a subset of rectangles that can be placed in the container without overlapping, i.e., a feasible assortment, such that a maximum area is covered. In MADASS, we need to determine a set of feasible assortments, each of them covering a certain minimum threshold of the container, such that the diversity among them is maximized. Thereby, diversity is defined as minimum or average normalized Hamming-Distance of all assortment pairs. The MADASS Problem was used in the 11th AIMMS-MOPTA Competition in 2019. The methods we describe in this article and the computational results won the contest. In the following, we give a definition of the problem, introduce a mathematical model and solution approaches, determine upper bounds on the diversity, and conclude with computational experiments conducted on test instances derived from the 2CSP literature. T3 - ZIB-Report - 20-34 KW - Combinatorial Optimization KW - Mixed Integer Programming KW - 2-dim Cutting Stock Problem KW - Maximum Diversity Problem Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-81039 SN - 1438-0064 ER - TY - GEN A1 - Anderson, Lovis A1 - Turner, Mark A1 - Koch, Thorsten T1 - Generative deep learning for decision making in gas networks N2 - A decision support system relies on frequent re-solving of similar problem instances. While the general structure remains the same in corresponding applications, the input parameters are updated on a regular basis. We propose a generative neural network design for learning integer decision variables of mixed-integer linear programming (MILP) formulations of these problems. We utilise a deep neural network discriminator and a MILP solver as our oracle to train our generative neural network. In this article, we present the results of our design applied to the transient gas optimisation problem. With the trained network we produce a feasible solution in 2.5s, use it as a warm-start solution, and thereby decrease global optimal solution solve time by 60.5%. T3 - ZIB-Report - 20-38 Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-81103 SN - 1438-0064 ER - TY - GEN A1 - Petkovic, Milena A1 - Koch, Thorsten A1 - Zittel, Janina T1 - Deep learning for spatio-temporal supply and demand forecasting in natural gas transmission networks N2 - Germany is the largest market for natural gas in the European Union, with an annual consumption of approx. 95 billion cubic meters. Germany's high-pressure gas pipeline network is roughly 40,000 km long, which enables highly fluctuating quantities of gas to be transported safely over long distances. Considering that similar amounts of gas are also transshipped through Germany to other EU states, it is clear that Germany's gas transport system is essential to the European energy supply. Since the average velocity of gas in a pipeline is only 25km/h, an adequate high-precision, high-frequency forecasting of supply and demand is crucial for efficient control and operation of such a transmission network. We propose a deep learning model based on spatio-temporal convolutional neural networks (DLST) to tackle the problem of gas flow forecasting in a complex high-pressure transmission network. Experiments show that our model effectively captures comprehensive spatio-temporal correlations through modeling gas networks and consistently outperforms state-of-the-art benchmarks on real-world data sets by at least 21$\%$. The results demonstrate that the proposed model can deal with complex nonlinear gas network flow forecasting with high accuracy and effectiveness. T3 - ZIB-Report - 21-01 Y1 - 2021 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-81221 SN - 1438-0064 ER - TY - JOUR A1 - Le, Thi Thai A1 - Koch, Thorsten T1 - Instability of a tangential discontinuity surface in a three-dimensional compressible medium JF - Physics of Fluids N2 - Compressible flows appear in many natural and technological processes, for instance, the flow of natural gases in a pipe system. Thus, a detailed study of the stability of tangential velocity discontinuity in compressible media is relevant and necessary. The first early investigation in two-dimensional (2D) media was given more than 70 years ago. In this article, we continue investigating the stability in three-dimensional (3D) media. The idealized statement of this problem in an infinite spatial space was studied by Syrovatskii in 1954. However, the omission of the absolute sign of cos θ with θ being the angle between vectors of velocity and wave number in a certain inequality produced the inaccurate conclusion that the flow is always unstable for entire values of the Mach number M. First, we revisit this case to arrive at the correct conclusion, namely that the discontinuity surface is stabilized for a large Mach number with a given value of the angle θ. Next, we introduce a real finite spatial system such that it is bounded by solid walls along the flow direction. We show that the discontinuity surface is stable if and only if the dispersion relation equation has only real roots, with a large value of the Mach number; otherwise, the surface is always unstable. In particular, we show that a smaller critical value of the Mach number is required to make the flow in a narrow channel stable. Y1 - 2021 U6 - https://doi.org/10.1063/5.0033753 VL - 33 IS - 1 SP - 016106 ER - TY - JOUR A1 - Hoppmann-Baum, Kai A1 - Hennings, Felix A1 - Zittel, Janina A1 - Gotzes, Uwe A1 - Spreckelsen, Eva-Maria A1 - Spreckelsen, Klaus A1 - Koch, Thorsten T1 - An Optimization Approach for the Transient Control of Hydrogen Transport Networks JF - Mathematical Methods of Operations Research Y1 - 2021 IS - Special Issue on Energy Networks ER - TY - GEN A1 - Hoppmann-Baum, Kai A1 - Mexi, Gioni A1 - Burdakov, Oleg A1 - Casselgren, Carl Johan A1 - Koch, Thorsten T1 - Length-Constrained Cycle Partition with an Application to UAV Routing N2 - In this article, we discuss the Length-Constrained Cycle Partition Problem (LCCP). Besides edge weights, the undirected graph in LCCP features an individual critical weight value for each vertex. A cycle partition, i.e., a vertex disjoint cycle cover, is a feasible solution if the length of each cycle is not greater than the critical weight of each of the vertices in the cycle. The goal is to find a feasible partition with the minimum number of cycles. In this article, we discuss theoretical properties, preprocessing techniques, and two mixed-integer programming models (MIP) for LCCP both inspired by formulations for the closely related Travelling Salesperson Problem (TSP). Further, we introduce conflict hypergraphs, whose cliques yield valid constraints for the MIP models. We conclude with a report on computational experiments conducted on (A)TSPLIB-based instances. As an example, we use a routing problem in which a fleet of uncrewed aerial vehicles (UAVs) patrols a set of areas. T3 - ZIB-Report - 20-30 Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-80489 SN - 1438-0064 ER - TY - JOUR A1 - Koch, Thorsten A1 - Schmidt, Martin A1 - Hiller, Benjamin A1 - Pfetsch, Marc A1 - Geißler, Björn A1 - Henrion, René A1 - Joormann, Imke A1 - Martin, Alexander A1 - Morsi, Antonio A1 - Römisch, Werner A1 - Schewe, Lars A1 - Schultz, Rüdiger T1 - Capacity Evaluation for Large-Scale Gas Networks JF - German Success Stories in Industrial Mathematics Y1 - 2020 SN - 978-3-030-81454-0 U6 - https://doi.org/10.1007/978-3-030-81455-7 VL - 35 SP - 23 EP - 28 ER - TY - JOUR A1 - Chen, Ying A1 - Zakiyeva, Nazgul A1 - Zhu, Bangzhu A1 - Koch, Thorsten T1 - Modeling and Forecasting the Dynamics of the Natural Gas Transmission Network in Germany with the Demand and Supply Balance Constraint JF - Applied Energy Y1 - 2020 U6 - https://doi.org/10.1016/j.apenergy.2020.115597 N1 - https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3646636 IS - 278 ER - TY - JOUR A1 - Koch, Thorsten A1 - Chen, Ying A1 - Lim, Kian Guan A1 - Xu, Xiaofei A1 - Zakiyeva, Nazgul T1 - A review study of functional autoregressive models with application to energy forecasting JF - WIREs Computational Statistics Y1 - 2020 U6 - https://doi.org/10.1002/wics.1525 N1 - https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=7693&context=lkcsb_research ER - TY - CHAP A1 - Koch, Thorsten A1 - Rehfeldt, Daniel A1 - Shinano, Yuji T1 - An exact high performance solver for Steiner tree problems in graphs and related problems T2 - Modeling, Simulation and Optimization of Complex Processes HPSC 2018 Y1 - 2020 PB - Springer ER - TY - GEN A1 - Rehfeldt, Daniel A1 - Koch, Thorsten T1 - Implications, conflicts, and reductions for Steiner trees T3 - ZIB-Report - 20-28 Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-80039 SN - 1438-0064 ER - TY - GEN A1 - Hoppmann-Baum, Kai A1 - Hennings, Felix A1 - Zittel, Janina A1 - Gotzes, Uwe A1 - Spreckelsen, Eva-Maria A1 - Spreckelsen, Klaus A1 - Koch, Thorsten T1 - From Natural Gas towards Hydrogen - A Feasibility Study on Current Transport Network Infrastructure and its Technical Control N2 - This study examines the usability of a real-world, large-scale natural gas transport infrastructure for hydrogen transport. We investigate whether a converted network can transport the amounts of hydrogen necessary to satisfy current energy demands. After introducing an optimization model for the robust transient control of hydrogen networks, we conduct computational experiments based on real-world demand scenarios. Using a representative network, we demonstrate that replacing each turbo compressor unit by four parallel hydrogen compressors, each of them comprising multiple serial compression stages, and imposing stricter rules regarding the balancing of in- and outflow suffices to realize transport in a majority of scenarios. However, due to the reduced linepack there is an increased need for technical and non-technical measures leading to a more dynamic network control. Furthermore, the amount of energy needed for compression increases by 364% on average. T3 - ZIB-Report - 20-27 KW - Hydrogen Transport KW - Hydrogen Infrastructure KW - Network Flows KW - Mixed Integer Programming KW - Energiewende Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-79901 SN - 1438-0064 ER - TY - JOUR A1 - Hoppmann-Baum, Kai A1 - Hennings, Felix A1 - Lenz, Ralf A1 - Gotzes, Uwe A1 - Heinecke, Nina A1 - Spreckelsen, Klaus A1 - Koch, Thorsten T1 - Optimal Operation of Transient Gas Transport Networks JF - Optimization and Engineering N2 - In this paper, we describe an algorithmic framework for the optimal operation of transient gas transport networks consisting of a hierarchical MILP formulation together with a sequential linear programming inspired post-processing routine. Its implementation is part of the KOMPASS decision support system, which is currently used in an industrial setting. Real-world gas transport networks are controlled by operating complex pipeline intersection areas, which comprise multiple compressor units, regulators, and valves. In the following, we introduce the concept of network stations to model them. Thereby, we represent the technical capabilities of a station by hand-tailored artificial arcs and add them to network. Furthermore, we choose from a predefined set of flow directions for each network station and time step, which determines where the gas enters and leaves the station. Additionally, we have to select a supported simple state, which consists of two subsets of artificial arcs: Arcs that must and arcs that cannot be used. The goal is to determine a stable control of the network satisfying all supplies and demands. The pipeline intersections, that are represented by the network stations, were initially built centuries ago. Subsequently, due to updates, changes, and extensions, they evolved into highly complex and involved topologies. To extract their basic properties and to model them using computer-readable and optimizable descriptions took several years of effort. To support the dispatchers in controlling the network, we need to compute a continuously updated list of recommended measures. Our motivation for the model presented here is to make fast decisions on important transient global control parameters, i.e., how to route the flow and where to compress the gas. Detailed continuous and discrete technical control measures realizing them, which take all hardware details into account, are determined in a subsequent step. In this paper, we present computational results from the KOMPASS project using detailed real-world data. Y1 - 2020 U6 - https://doi.org/10.1007/s11081-020-09584-x VL - 22 SP - 735 EP - 781 ER - TY - CHAP A1 - Hoppmann-Baum, Kai A1 - Mexi, Gioni A1 - Burdakov, Oleg A1 - Casselgren, Carl Johan A1 - Koch, Thorsten ED - Hebrard, Emmanuel ED - Musliu, Nysret T1 - Minimum Cycle Partition with Length Requirements T2 - Integration of Constraint Programming, Artificial Intelligence, and Operations Research N2 - In this article we introduce a Minimum Cycle Partition Problem with Length Requirements (CPLR). This generalization of the Travelling Salesman Problem (TSP) originates from routing Unmanned Aerial Vehicles (UAVs). Apart from nonnegative edge weights, CPLR has an individual critical weight value associated with each vertex. A cycle partition, i.e., a vertex disjoint cycle cover, is regarded as a feasible solution if the length of each cycle, which is the sum of the weights of its edges, is not greater than the critical weight of each of its vertices. The goal is to find a feasible partition, which minimizes the number of cycles. In this article, a heuristic algorithm is presented together with a Mixed Integer Programming (MIP) formulation of CPLR. We furthermore introduce a conflict graph, whose cliques yield valid constraints for the MIP model. Finally, we report on computational experiments conducted on TSPLIB-based test instances. Y1 - 2020 SN - 978-3-030-58941-7 U6 - https://doi.org/10.1007/978-3-030-58942-4_18 VL - 12296 SP - 273 EP - 282 PB - Springer International Publishing CY - Cham ER - TY - JOUR A1 - Prause, Felix A1 - Hoppmann-Baum, Kai A1 - Defourny, Boris A1 - Koch, Thorsten T1 - The maximum diversity assortment selection problem JF - Mathematical Methods of Operations Research N2 - In this article, we introduce the Maximum Diversity Assortment Selection Problem (MDASP), which is a generalization of the two-dimensional Knapsack Problem (2D-KP). Given a set of rectangles and a rectangular container, the goal of 2D-KP is to determine a subset of rectangles that can be placed in the container without overlapping, i.e., a feasible assortment, such that a maximum area is covered. MDASP is to determine a set of feasible assortments, each of them covering a certain minimum threshold of the container, such that the diversity among them is maximized. Thereby, diversity is defined as the minimum or average normalized Hamming distance of all assortment pairs. MDASP was the topic of the 11th AIMMS-MOPTA Competition in 2019. The methods described in this article and the resulting computational results won the contest. In the following, we give a definition of the problem, introduce a mathematical model and solution approaches, determine upper bounds on the diversity, and conclude with computational experiments conducted on test instances derived from the 2D-KP literature. Y1 - 2021 U6 - https://doi.org/https://doi.org/10.1007/s00186-021-00740-2 VL - 93 SP - 521 EP - 554 PB - Mathematical Methods of Operations Research ER - TY - GEN A1 - Yueksel-Erguen, Inci A1 - Zittel, Janina A1 - Wang, Ying A1 - Hennings, Felix A1 - Koch, Thorsten T1 - Lessons learned from gas network data preprocessing N2 - The German high-pressure natural gas transport network consists of thousands of interconnected elements spread over more than 120,000 km of pipelines built during the last 100 years. During the last decade, we have spent many person-years to extract consistent data out of the available sources, both public and private. Based on two case studies, we present some of the challenges we encountered. Preparing consistent, high-quality data is surprisingly hard, and the effort necessary can hardly be overestimated. Thus, it is particularly important to decide which strategy regarding data curation to adopt. Which precision of the data is necessary? When is it more efficient to work with data that is just sufficiently correct on average? In the case studies we describe our experiences and the strategies we adopted to deal with the obstacles and to minimize future effort. Finally, we would like to emphasize that well-compiled data sets, publicly available for research purposes, provide the grounds for building innovative algorithmic solutions to the challenges of the future. T3 - ZIB-Report - 20-13 Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-78262 SN - 1438-0064 ER - TY - GEN A1 - Rehfeldt, Daniel A1 - Franz, Henriette A1 - Koch, Thorsten T1 - Optimal Connected Subgraphs: Formulations and Algorithms T3 - ZIB-Report - 20-23 Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-79094 SN - 1438-0064 ER - TY - GEN A1 - Shinano, Yuji A1 - Achterberg, Tobias A1 - Berthold, Timo A1 - Heinz, Stefan A1 - Koch, Thorsten A1 - Winkler, Michael T1 - Solving Previously Unsolved MIP Instances with ParaSCIP on Supercomputers by using up to 80,000 Cores N2 - Mixed-integer programming (MIP) problem is arguably among the hardest classes of optimization problems. This paper describes how we solved 21 previously unsolved 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. T3 - ZIB-Report - 20-16 KW - Mixed Integer Programming, Parallel processing, Node merging, Racing, ParaSCIP, Ubiquity Generator Framework, MIPLIB Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-78393 SN - 1438-0064 ER - TY - BOOK A1 - Hadjidimitriou, Natalia Selini A1 - Frangioni, Antonio A1 - Lodi, Andrea A1 - Koch, Thorsten ED - Hadjidimitriou, Natalia Selini ED - Frangioni, Antonio ED - Lodi, Andrea ED - Koch, Thorsten T1 - Mathematical Optimization for Efficient and Robust Energy Networks Y1 - 2020 SN - 978-3-030-57441-3 U6 - https://doi.org/10.1007/978-3-030-57442-0 VL - 4 PB - Springer ER - TY - GEN A1 - Gamrath, Gerald A1 - Koch, Thorsten A1 - Martin, Alexander A1 - Miltenberger, Matthias A1 - Weninger, Dieter T1 - Progress in Presolving for Mixed Integer Programming N2 - 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. T3 - ZIB-Report - 13-48 KW - mixed-integer programming KW - presolving KW - preprocessing Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42530 SN - 1438-0064 ER - TY - GEN A1 - Clarner, Jan-Patrick A1 - Tawfik, Christine A1 - Koch, Thorsten A1 - Zittel, Janina T1 - Network-induced Unit Commitment - A model class for investment and production portfolio planning for multi-energy systems N2 - In light of the energy transition production planning of future decarbonized energy systems lead to very large and complex optimization problems. A widely used modeling paradigm for modeling and solving such problems is mathematical programming. While there are various scientific energy system models and modeling tools, most of them do not provide the necessary level of detail or the modeling flexibility to be applicable for industrial usage. Industrial modeling tools, on the other hand, provide a high level of detail and modeling flexibility. However, those models often exhibit a size and complexity that restricts their scope to a time horizon of several months, severely complicating long-term planning. As a remedy, we propose a model class that is detailed enough for real-world usage but still compact enough for long-term planning. The model class is based on a generalized unit commitment problem on a network with investment decisions. The focus lies on the topological dependency of different energy production and transportation units. T3 - ZIB-Report - 22-16 KW - Multi-energy systems KW - Unit commitment KW - Investment planning Y1 - 2022 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-87607 SN - 1438-0064 ER - TY - GEN A1 - Pedersen, Jaap A1 - Le, Thi Thai A1 - Koch, Thorsten A1 - Zittel, Janina T1 - Optimal discrete pipe sizing for tree-shaped CO2 networks N2 - While energy-intensive industries like the steel industry plan to switch to renewable energy sources, other industries, such as the cement industry, have to rely on carbon capture storage and utilization technologies to reduce the inevitable carbon dioxide (CO2) emissions of their production processes. In this context, we investigate the problem of finding optimal pipeline diameters from a discrete set of diameters for a tree-shaped network transporting captured CO2 from multiple sources to a single sink. The general problem of optimizing arc capacities in potential-based fluid networks is a challenging mixed-integer nonlinear program. Additionally, the behaviour of CO2 is highly sensitive and nonlinear regarding temperature and pressure changes. We propose an iterative algorithm splitting the problem into two parts: a) the pipe-sizing problem under a fixed supply scenario and temperature distribution and b) the thermophysical modelling including mixing effects, the Joule-Thomson effect, and heat exchange with the surrounding environment. We show the effectiveness of our approach by applying our algorithm to a real-world network planning problem for a CO2 network in Western Germany. T3 - ZIB-Report - 22-15 KW - CO2 Transport KW - Network Design KW - Pipeline Sizing Y1 - 2022 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-87574 SN - 1438-0064 ER - TY - JOUR A1 - Le, Thi Thai A1 - Koch, Thorsten T1 - Viscosity and porosity effects on tangential-discontinuity surface stability in 3D Compressible Media JF - Physics of Fluids N2 - The stability of a flow in porous media relates to the velocity rate of injecting and withdrawing natural gases inside porous storage. We thus aim to analyze the stability of flows in porous media to accelerate the energy transition process. This research examines a flow model of a tangential--velocity discontinuity with porosity and viscosity changes in a three-dimensional (3D) compressible medium because of a co-existence of different gases in a storage. The fluids are assumed to move in a relative motion where the plane y=0 is a tangential-velocity discontinuity surface. We obtain that the critical value of the Mach number to stabilize a tangential discontinuity surface of flows via porous media is smaller than the one of flows in a plane. The critical value of the Mach number M to stabilize a discontinuity surface of the 3D flow is different by a factor |cosθ| compared to the two-dimensional (2D) flow. Here, θ is the angle between velocity and wavenumber vectors. Our results also show that the flow model with viscosity and porosity effects is stable faster than those without these terms. Our analysis is done for both infinite and finite flows. The effect of solid walls along the flow direction could suppress the instability, i.e., the tangential-discontinuity surface is stabilized faster Y1 - 2022 U6 - https://doi.org/10.1063/5.0095970 VL - 34 IS - 7 PB - AIP Publishing ER - TY - JOUR A1 - Chen, Ying A1 - Koch, Thorsten A1 - Zakiyeva, Nazgul A1 - Liu, Kailiang A1 - Xu, Zhitong A1 - Chen, Chun-houh A1 - Nakano, Junji A1 - Honda, Keisuke T1 - Article's Scientific Prestige: Measuring the Impact of Individual Articles in the Web of Science N2 - We performed a citation analysis on the Web of Science publications consisting of more than 63 million articles and 1.45 billion citations on 254 subjects from 1981 to 2020. We proposed the Article’s Scientific Prestige (ASP) metric and compared this metric to number of citations (#Cit) and journal grade in measuring the scientific impact of individual articles in the large-scale hierarchical and multi-disciplined citation network. In contrast to #Cit, ASP, that is computed based on the eigenvector centrality, considers both direct and indirect citations, and provides steady-state evaluation cross different disciplines. We found that ASP and #Cit are not aligned for most articles, with a growing mismatch amongst the less cited articles. While both metrics are reliable for evaluating the prestige of articles such as Nobel Prize winning articles, ASP tends to provide more persuasive rankings than #Cit when the articles are not highly cited. The journal grade, that is eventually determined by a few highly cited articles, is unable to properly reflect the scientific impact of individual articles. The number of references and coauthors are less relevant to scientific impact, but subjects do make a difference. T3 - ZIB-Report - 22-07 Y1 - 2022 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-86380 VL - 17 IS - 1 SP - 101379 ER - TY - GEN A1 - Turner, Mark A1 - Koch, Thorsten A1 - Serrano, Felipe A1 - Winkler, Michael T1 - Adaptive Cut Selection in Mixed-Integer Linear Programming N2 - Cut selection is a subroutine used in all modern mixed-integer linear programming solvers with the goal of selecting a subset of generated cuts that induce optimal solver performance. These solvers have millions of parameter combinations, and so are excellent candidates for parameter tuning. Cut selection scoring rules are usually weighted sums of different measurements, where the weights are parameters. We present a parametric family of mixed-integer linear programs together with infinitely many family-wide valid cuts. Some of these cuts can induce integer optimal solutions directly after being applied, while others fail to do so even if an infinite amount are applied. We show for a specific cut selection rule, that any finite grid search of the parameter space will always miss all parameter values, which select integer optimal inducing cuts in an infinite amount of our problems. We propose a variation on the design of existing graph convolutional neural networks, adapting them to learn cut selection rule parameters. We present a reinforcement learning framework for selecting cuts, and train our design using said framework over MIPLIB 2017. Our framework and design show that adaptive cut selection does substantially improve performance over a diverse set of instances, but that finding a single function describing such a rule is difficult. Code for reproducing all experiments is available at https://github.com/Opt-Mucca/Adaptive-Cutsel-MILP. T3 - ZIB-Report - 22-04 KW - cut selection KW - mixed-integer linear programming KW - reinforcement learning Y1 - 2022 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-86055 SN - 1438-0064 ER - TY - GEN A1 - Rehfeldt, Daniel A1 - Koch, Thorsten A1 - Shinano, Yuji T1 - Faster exact solution of sparse MaxCut and QUBO problems T3 - ZIB-Report - 22-02 Y1 - 2022 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-85715 SN - 1438-0064 ER - TY - JOUR A1 - Hoppmann-Baum, Kai A1 - Burdakov, Oleg A1 - Mexi, Gioni A1 - Casselgren, Carl Johan A1 - Koch, Thorsten T1 - Length-Constrained Cycle Partition with an Application to UAV Routing JF - Optimization Methods and Software N2 - This article discusses the Length-Constrained Cycle Partition Problem (LCCP), which constitutes a new generalization of the Travelling Salesperson Problem (TSP). Apart from nonnegative edge weights, the undirected graph in LCCP features a nonnegative critical length parameter for each vertex. A cycle partition, i.e., a vertex-disjoint cycle cover, is a feasible solution for LCCP if the length of each cycle is not greater than the critical length of each vertex contained in it. The goal is to find a feasible partition having a minimum number of cycles. Besides analyzing theoretical properties and developing preprocessing techniques, we propose an elaborate heuristic algorithm that produces solutions of good quality even for large-size instances. Moreover, we present two exact mixed-integer programming formulations (MIPs) for LCCP, which are inspired by well-known modeling approaches for TSP. Further, we introduce the concept of conflict hypergraphs, whose cliques yield valid constraints for the MIP models. We conclude with a discussion on computational experiments that we conducted using (A)TSPLIB-based problem instances. As a motivating example application, we describe a routing problem where a fleet of uncrewed aerial vehicles (UAVs) must patrol a given set of areas. Y1 - 2022 U6 - https://doi.org/10.1080/10556788.2022.2053972 ER - TY - JOUR A1 - Turner, Mark A1 - Koch, Thorsten A1 - Serrano, Felipe A1 - Winkler, Michael T1 - Adaptive Cut Selection in Mixed-Integer Linear Programming JF - Open Journal of Mathematical Optimization N2 - Cutting plane selection is a subroutine used in all modern mixed-integer linear programming solvers with the goal of selecting a subset of generated cuts that induce optimal solver performance. These solvers have millions of parameter combinations, and so are excellent candidates for parameter tuning. Cut selection scoring rules are usually weighted sums of different measurements, where the weights are parameters. We present a parametric family of mixed-integer linear programs together with infinitely many family-wide valid cuts. Some of these cuts can induce integer optimal solutions directly after being applied, while others fail to do so even if an infinite amount are applied. We show for a specific cut selection rule, that any finite grid search of the parameter space will always miss all parameter values, which select integer optimal inducing cuts in an infinite amount of our problems. We propose a variation on the design of existing graph convolutional neural networks, adapting them to learn cut selection rule parameters. We present a reinforcement learning framework for selecting cuts, and train our design using said framework over MIPLIB 2017 and a neural network verification data set. Our framework and design show that adaptive cut selection does substantially improve performance over a diverse set of instances, but that finding a single function describing such a rule is difficult. Code for reproducing all experiments is available at https://github.com/Opt-Mucca/Adaptive-Cutsel-MILP. Y1 - 2023 U6 - https://doi.org/10.5802/ojmo.25 VL - 4 SP - 5 ER - TY - GEN A1 - Charousset-Brignol, Sandrine A1 - van Ackooij, Wim A1 - Oudjane, Nadia A1 - Daniel, Dominique A1 - Noceir, Slimane A1 - Haus, Utz-Uwe A1 - Lazzaro, Alfio A1 - Frangioni, Antonio A1 - Lobato, Rafael A1 - Ghezelsoflu, Ali A1 - Iardella, Niccolò A1 - Galli, Laura A1 - Gorgone, Enrico A1 - dell’Amico, Mauro A1 - Giannelos, Spyros A1 - Moreira, Alex A1 - Strbac, Goran A1 - Borozan, Stefan A1 - Falugi, Paula A1 - Pudjianto, Danny A1 - Wyrwoll, Lothar A1 - Schmitt, Carlo A1 - Franken, Marco A1 - Beulertz, Daniel A1 - Schwaeppe, Henrik A1 - Most, Dieter A1 - Yüksel-Ergün, Inci A1 - Zittel, Janina A1 - Koch, Thorsten T1 - Synergistic approach of multi-energy models for a European optimal energy system management tool T2 - The Project Repository Journal Y1 - 2021 VL - 9 SP - 113 EP - 116 ER - TY - JOUR A1 - Dell’Amico, M. A1 - Hadjidimitriou, Natalia Selini A1 - Koch, Thorsten A1 - Petkovic, Milena T1 - Forecasting Natural Gas Flows in Large Networks JF - Machine Learning, Optimization, and Big Data. MOD 2017. N2 - Natural gas is the cleanest fossil fuel since it emits the lowest amount of other remains after being burned. Over the years, natural gas usage has increased significantly. Accurate forecasting is crucial for maintaining gas supplies, transportation and network stability. This paper presents two methodologies to identify the optimal configuration o parameters of a Neural Network (NN) to forecast the next 24 h of gas flow for each node of a large gas network. In particular the first one applies a Design Of Experiments (DOE) to obtain a quick initial solution. An orthogonal design, consisting of 18 experiments selected among a total of 4.374 combinations of seven parameters (training algorithm, transfer function, regularization, learning rate, lags, and epochs), is used. The best result is selected as initial solution of an extended experiment for which the Simulated Annealing is run to find the optimal design among 89.100 possible combinations of parameters. The second technique is based on the application of Genetic Algorithm for the selection of the optimal parameters of a recurrent neural network for time series forecast. GA was applied with binary representation of potential solutions, where subsets of bits in the bit string represent different values for several parameters of the recurrent neural network. We tested these methods on three municipal nodes, using one year and half of hourly gas flow to train the network and 60 days for testing. Our results clearly show that the presented methodologies bring promising results in terms of optimal configuration of parameters and forecast error. Y1 - 2018 U6 - https://doi.org/https://doi.org/10.1007/978-3-319-72926-8_14 VL - Lecture Notes in Computer Science IS - vol 10710 SP - 158 EP - 171 ER - TY - JOUR A1 - Rehfeldt, Daniel A1 - Koch, Thorsten T1 - Combining NP-Hard Reduction Techniques and Strong Heuristics in an Exact Algorithm for the Maximum-Weight Connected Subgraph Problem JF - SIAM Journal on Optimization N2 - Borne out of a surprising variety of practical applications, the maximum-weight connected subgraph problem has attracted considerable interest during the past years. This interest has not only led to notable research on theoretical properties, but has also brought about several (exact) solvers-with steadily increasing performance. Continuing along this path, the following article introduces several new algorithms such as reduction techniques and heuristics and describes their integration into an exact solver. The new methods are evaluated with respect to both their theoretical and practical properties. Notably, the new exact framework allows to solve common problem instances from the literature faster than all previous approaches. Moreover, one large-scale benchmark instance from the 11th DIMACS Challenge can be solved for the first time to optimality and the primal-dual gap for two other ones can be significantly reduced. Y1 - 2019 U6 - https://doi.org/10.1137/17M1145963 VL - 29 IS - 1 SP - 369 EP - 398 PB - Society for Industrial and Applied Mathematics ER - TY - GEN A1 - Ralphs, Ted A1 - Shinano, Yuji A1 - Berthold, Timo A1 - Koch, Thorsten ED - Hamadi, Youssef T1 - Parallel Solvers for Mixed Integer Linear Optimization T2 - Handbook of Parallel Constraint Reasoning Y1 - 2018 U6 - https://doi.org/10.1007/978-3-319-63516-3_8 SP - 283 EP - 336 PB - Springer Nature ER - TY - CHAP A1 - Breuer, Thomas A1 - Bussieck, Michael A1 - Cao, Karl-Kien A1 - Cebulla, Felix A1 - Fiand, Frederik A1 - Gils, Hans Christian A1 - Gleixner, Ambros A1 - Khabi, Dmitry A1 - Koch, Thorsten A1 - Rehfeldt, Daniel A1 - Wetzel, Manuel T1 - Optimizing Large-Scale Linear Energy System Problems with Block Diagonal Structure by Using Parallel Interior-Point Methods T2 - Operations Research Proceedings 2017 N2 - Current linear energy system models (ESM) acquiring to provide sufficient detail and reliability frequently bring along problems of both high intricacy and increasing scale. Unfortunately, the size and complexity of these problems often prove to be intractable even for commercial state-of-the-art linear programming solvers. This article describes an interdisciplinary approach to exploit the intrinsic structure of these large-scale linear problems to be able to solve them on massively parallel high-performance computers. A key aspect are extensions to the parallel interior-point solver PIPS-IPM originally developed for stochastic optimization problems. Furthermore, a newly developed GAMS interface to the solver as well as some GAMS language extensions to model block-structured problems will be described. Y1 - 2018 U6 - https://doi.org/10.1007/978-3-319-89920-6_85 SP - 641 EP - 647 PB - Springer International Publishing ER - TY - CHAP A1 - Rehfeldt, Daniel A1 - Koch, Thorsten T1 - SCIP-Jack—a solver for STP and variants with parallelization extensions: An update T2 - Operations Research Proceedings 2017 N2 - The Steiner tree problem in graphs is a classical problem that commonly arises in practical applications as one of many variants. Although the different Steiner tree problem variants are usually strongly related, solution approaches employed so far have been prevalently problem-specific. Against this backdrop, the solver SCIP-Jack was created as a general-purpose framework that can be used to solve the classical Steiner tree problem and 11 of its variants. This versatility is achieved by transforming various problem variants into a general form and solving them by using a state-of-the-art MIP-framework. Furthermore, SCIP-Jack includes various newly developed algorithmic components such as preprocessing routines and heuristics. The result is a high-performance solver that can be employed in massively parallel environments and is capable of solving previously unsolved instances. After the introduction of SCIP-Jack at the 2014 DIMACS Challenge on Steiner problems, the overall performance of the solver has considerably improved. This article provides an overview on the current state. Y1 - 2018 SP - 191 EP - 196 ER - TY - GEN A1 - Gleixner, Ambros A1 - Bastubbe, Michael A1 - Eifler, Leon A1 - Gally, Tristan A1 - Gamrath, Gerald A1 - Gottwald, Robert Lion A1 - Hendel, Gregor A1 - Hojny, Christopher A1 - Koch, Thorsten A1 - Lübbecke, Marco A1 - Maher, Stephen J. A1 - Miltenberger, Matthias A1 - Müller, Benjamin A1 - Pfetsch, Marc A1 - Puchert, Christian A1 - Rehfeldt, Daniel A1 - Schlösser, Franziska A1 - Schubert, Christoph A1 - Serrano, Felipe A1 - Shinano, Yuji A1 - Viernickel, Jan Merlin A1 - Walter, Matthias A1 - Wegscheider, Fabian A1 - Witt, Jonas T. A1 - Witzig, Jakob T1 - The SCIP Optimization Suite 6.0 N2 - The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming framework SCIP. This paper discusses enhancements and extensions contained in version 6.0 of the SCIP Optimization Suite. Besides performance improvements of the MIP and MINLP core achieved by new primal heuristics and a new selection criterion for cutting planes, one focus of this release are decomposition algorithms. Both SCIP and the automatic decomposition solver GCG now include advanced functionality for performing Benders’ decomposition in a generic framework. GCG’s detection loop for structured matrices and the coordination of pricing routines for Dantzig-Wolfe decomposition has been significantly revised for greater flexibility. Two SCIP extensions have been added to solve the recursive circle packing problem by a problem-specific column generation scheme and to demonstrate the use of the new Benders’ framework for stochastic capacitated facility location. Last, not least, the report presents updates and additions to the other components and extensions of the SCIP Optimization Suite: the LP solver SoPlex, the modeling language Zimpl, the parallelization framework UG, the Steiner tree solver SCIP-Jack, and the mixed-integer semidefinite programming solver SCIP-SDP. T3 - ZIB-Report - 18-26 KW - constraint integer programming KW - linear programming KW - mixed-integer linear programming KW - mixed-integer nonlinear programming KW - optimization solver KW - branch-and-cut KW - branch-and-price KW - column generation framework KW - parallelization KW - mixed-integer semidefinite programming KW - Steiner tree optimization Y1 - 2018 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-69361 SN - 1438-0064 ER - TY - GEN A1 - Koch, Thorsten A1 - Martin, Alexander A1 - Voß, Stefan T1 - SteinLib: An Updated Library on Steiner Tree Problems in Graphs N2 - In this paper we present the {\em SteinLib}, a library of data sets for the Steiner tree problem in graphs. This library extends former libraries on Steiner tree problems by many new interesting and difficult instances, most of them arising from real-world applications. We give a survey on the difficulty of these problem instances by giving references to state-of-the-art software packages that were the first or are currently among the best to solve these instances. T3 - ZIB-Report - 00-37 KW - Steiner Trees KW - Mathematical Programming Testdata Library Y1 - 2000 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6056 ER - TY - GEN A1 - Bley, Andreas A1 - Koch, Thorsten T1 - Integer programming approaches to access and backbone IP-network planning N2 - In this article we study the problem of designing a nation-wide communication network. Such networks usually consist of an access layer, a backbone layer, and maybe several intermediate layers. The nodes of each layer must be connected to those of the next layer in a tree-like fashion. The backbone layer has to satisfy certain survivability and routing constraints. Given the node locations, the demands between them, the possible connections and hardware configurations, and various other technical and administrational constraints, the goal is to decide, which node is assigned to which network level, how the nodes are connected, what hardware must be installed, and how traffic is routed in the backbone. Mixed integer linear programming models and solution methods are presented for both the access and the backbone network design problem. The focus is on the design of IP-over-SDH networks, but the access network design model and large parts of the backbone network design models are general and also applicable for other types of communication networks. Results obtained with these methods in the planning of the German research network are presented. T3 - ZIB-Report - 02-41 KW - Network design KW - Traffic enineering KW - Internet routing KW - Mixed-integer programming Y1 - 2002 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-7081 ER - TY - GEN A1 - Eisenblätter, Andreas A1 - Fügenschuh, Armin A1 - Koch, Thorsten A1 - Koster, Arie M.C.A. A1 - Martin, Alexander A1 - Pfender, Tobias A1 - Wegel, Oliver A1 - Wessäly, Roland T1 - Modelling Feasible Network Configurations for UMTS N2 - A model for the optimisation of the location and configuration of base stations in a UMTS network is described. The focus is primarily on modelling the configuration problem sufficiently accurate using mixed-integer variables and (essentially) linear constraints. These constraints reflect the limited downlink code capacity in each cell, the interference limitations for successful up- and downlink transmissions, the need for sufficiently strong (cell) pilot signals, and the potential gain for mobiles from being in soft(er) hand-over. It is also explained how to use the model as a basis for rating network configurations. T3 - ZIB-Report - 02-16 KW - UMTS KW - radio interface KW - network planning KW - configuration KW - perfect power control KW - mathematical model KW - mixed integer programming KW - MOMENTUM KW - IST-20 Y1 - 2002 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6837 ER - TY - GEN A1 - Koch, Thorsten T1 - The final NETLIB-LP results N2 - The NETLIB has now served for 18 years as a repository of LP problem instances. From the beginning to the present day there was some uncertainness about the precise values of the optimal solutions. We implemented a program using exact rational arithmetic to compute proofs for the feasibility and optimality of an LP solution. This paper reports the \emph{exact} optimal objective values for all NETLIB problems. T3 - ZIB-Report - 03-05 KW - Linear Programming KW - Simplex KW - Netlib KW - rational arithmetic Y1 - 2003 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-7274 ER -