TY - GEN A1 - Lie, Han Cheng A1 - Sullivan, T. J. A1 - Teckentrup, Aretha T1 - Random forward models and log-likelihoods in Bayesian inverse problems T2 - SIAM/ASA Journal on Uncertainty Quantification N2 - We consider the use of randomised forward models and log-likelihoods within the Bayesian approach to inverse problems. Such random approximations to the exact forward model or log-likelihood arise naturally when a computationally expensive model is approximated using a cheaper stochastic surrogate, as in Gaussian process emulation (kriging), or in the field of probabilistic numerical methods. We show that the Hellinger distance between the exact and approximate Bayesian posteriors is bounded by moments of the difference between the true and approximate log-likelihoods. Example applications of these stability results are given for randomised misfit models in large data applications and the probabilistic solution of ordinary differential equations. T3 - ZIB-Report - 18-03 KW - Bayesian inverse problem KW - random likelihood KW - surrogate model KW - posterior consistency KW - probabilistic numerics KW - uncertainty quantification KW - randomised misfit Y1 - 2018 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-66324 SN - 1438-0064 VL - 6 IS - 4 SP - 1600 EP - 1629 ER - TY - GEN A1 - Shinano, Yuji T1 - UG - Ubiquity Generator Framework v0.9.1 N2 - UG is a generic framework to parallelize branch-and-bound based solvers (e.g., MIP, MINLP, ExactIP) in a distributed or shared memory computing environment. It exploits the powerful performance of state-of-the-art "base solvers", such as SCIP, CPLEX, etc. without the need for base solver parallelization. UG framework, ParaSCIP(ug[SCIP,MPI]) and FiberSCIP (ug[SCIP,Pthreads]) are available as a beta version. For MIP solving, ParaSCIP and FiberSCIP are well debugged and should be stable. For MINLP solving, they are relatively stable, but not as thoroughly debugged. This release version should handle branch-and-cut approaches where subproblems are defined by variable bounds and also by constrains for ug[SCIP,*] ParaSCIP and FiberSCIP). Therefore, problem classes other than MIP or MINLP can be handled, but they have not been tested yet. v0.9.1: Update orbitope cip files. KW - parallelization framework KW - branch-and-bound parallelization KW - integer optimization Y1 - 2020 U6 - https://doi.org/10.12752/8508 ER - TY - GEN A1 - Ribera Borrell, Enric A1 - Quer, Jannes A1 - Richter, Lorenz A1 - Schütte, Christof T1 - Improving control based importance sampling strategies for metastable diffusions via adapted metadynamics N2 - Sampling rare events in metastable dynamical systems is often a computationally expensive task and one needs to resort to enhanced sampling methods such as importance sampling. Since we can formulate the problem of finding optimal importance sampling controls as a stochastic optimization problem, this then brings additional numerical challenges and the convergence of corresponding algorithms might as well suffer from metastabilty. In this article we address this issue by combining systematic control approaches with the heuristic adaptive metadynamics method. Crucially, we approximate the importance sampling control by a neural network, which makes the algorithm in principle feasible for high dimensional applications. We can numerically demonstrate in relevant metastable problems that our algorithm is more effective than previous attempts and that only the combination of the two approaches leads to a satisfying convergence and therefore to an efficient sampling in certain metastable settings. T3 - ZIB-Report - 21-40 KW - importance sampling KW - stochastic optimal control KW - rare event simulation KW - metastability KW - neural networks KW - metadynamics Y1 - 2021 SN - 1438-0064 ER - TY - THES A1 - Paskin, Martha T1 - Estimating 3D Shape of the Head Skeleton of Basking Sharks Using Annotated Landmarks on a 2D Image N2 - Basking sharks are thought to be one of the most efficient filter-feeding fish in terms of the throughput of water filtered through their gills. Details about the underlying morphology of their branchial region have not been studied due to various challenges in acquiring real-world data. The present thesis aims to facilitate this, by developing a mathematical shape model which constructs the 3D structure of the head skeleton of a basking shark using annotated landmarks on a single 2D image. This is an ill-posed problem as estimating the depth of a 3D object from a single 2D view is, in general, not possible. To reduce this ambiguity, we create a set of pre-defined training shapes in 3D from CT scans of basking sharks. First, the damaged structures of the sharks in the scans are corrected via solving a set of optimization problems, before using them as accurate 3D representations of the object. Then, two approaches are employed for the 2D-to-3D shape fitting problem–an Active Shape Model approach and a Kendall’s Shape Space approach. The former represents a shape as a point on a high-dimensional Euclidean space, whereas the latter represents a shape as an equivalence class of points in this Euclidean space. Kendall’s shape space approach is a novel technique that has not yet been applied in this context, and a comprehensive comparison of the two approaches suggests this approach to be superior for the problem at hand. This can be credited to an improved interpolation of the training shapes. N2 - Riesenhaie zählen zu den effizientesten Filtrierern hinsichtlich des durch die Kiemen gefilterten Wasservolumens. Die Kiemenregion dieser Tiere besitzt eine markante Morphologie, die jedoch bisher nicht umfassend erforscht werden konnte, da es schwierig ist, reale Daten dieser Tiere zu erheben. Die vorliegende Arbeit zielt darauf ab, dies durch die Entwicklung eines mathematischen Formmodels zu ermöglichen, das es erlaubt, die 3D-Struktur des Schädelskeletts anhand von Landmarken, die auf einem 2D-Bild platziert werden, zu rekonstruieren. Die hierzu benötigte Tiefenbestimmung der Landmarken aus einer 2D-Projektion ist ein unterbestimmtes Problem. Wir lösen dies durch die Hinzunahme von Trainingsformen, welche wir aus CT-Scans von Riesenhaien gewinnen. Der Zustand der tomografierten Exemplare erfordert jedoch einen vorhergehenden Korrekturschritt, den wir mit Hilfe eines Optimierungsansatzes lösen, bevor die extrahierten Strukturen als 3D-Trainingsformen dienen können. Um die 3D-Struktur des Schädelskelettes aus 2D-Landmarken zu rekonstruieren, vergleichen wir zwei Ansätze – den sogenannten Active-Shape-Model (ASM)-Ansatz und einen Ansatz basierend auf Kendalls Formenraum. Während eine Form des ASM-Ansatzes durch einen Punkt in einem hochdimensionalen Euklidischen Raum repräsentiert ist, repräsentiert eine Form im Kendall-Formenraum eine Äquivalenzklasse von Punkten des Euklidischen Raumes. Die Anwendung des Kendall-Formenraumes für das beschriebene Problem ist neu und ein umfassender Vergleich der Methoden hat ergeben, dass dieser Ansatz für die spezielle Anwendung zu besseren Ergebnissen führt. Wir führen dies auf die überlegene Interpolation der Trainingsformen in diesem Raum zurück. Y1 - 2022 UR - https://arxiv.org/abs/2207.12687 ER - TY - GEN A1 - Hiller, Benjamin A1 - Vredeveld, Tjark T1 - Probabilistic alternatives for competitive analysis N2 - In the last 20 years competitive analysis has become the main tool for analyzing the quality of online algorithms. Despite of this, competitive analysis has also been criticized: It sometimes cannot discriminate between algorithms that exhibit significantly different empirical behavior, or it even favors an algorithm that is worse from an empirical point of view. Therefore, there have been several approaches to circumvent these drawbacks. In this survey, we discuss probabilistic alternatives for competitive analysis. T3 - ZIB-Report - 11-55 KW - online algorithms KW - probabilistic analysis KW - competitive analysis KW - survey Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-15131 SN - 1438-0064 ER - TY - GEN A1 - D'Andreagiovanni, Fabio A1 - Krolikowski, Jonatan A1 - Pulaj, Jonad T1 - A hybrid primal heuristic for Robust Multiperiod Network Design N2 - We investigate the Robust Multiperiod Network Design Problem, a generalization of the classical Capacitated Network Design Problem that additionally considers multiple design periods and provides solutions protected against traffic uncertainty. Given the intrinsic difficulty of the problem, which proves challenging even for state-of-the art commercial solvers, we propose a hybrid primal heuristic based on the combination of ant colony optimization and an exact large neighborhood search. Computational experiments on a set of realistic instances from the SNDlib show that our heuristic can find solutions of extremely good quality with low optimality gap. T3 - ZIB-Report - 13-78 KW - Multiperiod Network Design, Traffic Uncertainty, Robust Optimization, Multiband Robustness, Hybrid Heuristics Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-44081 SN - 1438-0064 ER - TY - GEN A1 - D'Andreagiovanni, Fabio A1 - Raymond, Annie T1 - Multiband Robust Optimization and its Adoption in Harvest Scheduling N2 - A central assumption in classical optimization is that all the input data of a problem are exact. However, in many real-world problems, the input data are subject to uncertainty. In such situations, neglecting uncertainty may lead to nominally optimal solutions that are actually suboptimal or even infeasible. Robust optimization offers a remedy for optimization under uncertainty by considering only the subset of solutions protected against the data deviations. In this paper, we provide an overview of the main theoretical results of multiband robustness, a new robust optimization model that extends and refines the classical theory introduced by Bertsimas and Sim. After introducing some new results for the special case of pure binary programs, we focus on the harvest scheduling problem and show how multiband robustness can be adopted to tackle the uncertainty affecting the volume of produced timber and grant a reduction in the price of robustness. T3 - ZIB-Report - 13-76 KW - Data Uncertainty KW - Robust Optimization KW - Multiband Robustness KW - Harvest Scheduling Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-43380 SN - 1438-0064 ER - TY - GEN A1 - Büsing, Christina A1 - D'Andreagiovanni, Fabio A1 - Raymond, Annie T1 - 0-1 Multiband Robust Optimization N2 - We provide an overview of new theoretical results that we obtained while further investigating multiband robust optimization, a new model for robust optimization that we recently proposed to tackle uncertainty in mixed-integer linear programming. This new model extends and refines the classical Gamma-robustness model of Bertsimas and Sim and is particularly useful in the common case of arbitrary asymmetric distributions of the uncertainty. Here, we focus on uncertain 0-1 programs and we analyze their robust counterparts when the uncertainty is represented through a multiband set. Our investigations were inspired by the needs of our industrial partners in the research project ROBUKOM. T3 - ZIB-Report - 13-77 KW - Combinatorial Optimization, Robust Optimization, Multiband Robustness, Network Design Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-44093 SN - 1438-0064 ER - TY - GEN A1 - Bley, Andreas A1 - D'Andreagiovanni, Fabio A1 - Karch, Daniel T1 - Scheduling technology migration in WDM Networks N2 - The rapid technological evolution of telecommunication networks demands service providers to regularly update their technology, with the aim of remaining competitive in the marketplace. However, upgrading the technology in a network is not a trivial task. New hardware components need to be installed in the network and during the installation network connectivity may be temporarily compromised. The Wavelength Division Multiplexing (WDM) technology, whose upgrade is considered in here, shares fiber links among several optical connections and tearing down a single link may disrupt several optical connections at once. When the upgrades involve large parts of a network, typically not all links can be upgraded in parallel, which may lead to an unavoidable longer disruption of some connections. A bad scheduling of the overall endeavor, however, can dramatically increase the disconnection time of parts of the networks, causing extended service disruption. In this contribution, we study the problem of finding a schedule of the fiber link upgrades that minimizes the total service disruption time. To the best of our knowledge, this problem has not yet been formalized and investigated. The aim of our work is to close this gap by presenting a mathematical optimization model for the problem and an innovative solution algorithm that tackles the intrinsic difficulties of the problem. Computational experience on realistic instances completes our study. Our original investigations have been driven by real needs of DFN, operator of the German National Research and Education Network and our partner in the BMBF research project ROBUKOM (http://www.robukom.de/). T3 - ZIB-Report - 13-62 KW - Scheduling, Extended Formulations, Network Migration, WDM Networks Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42654 UR - http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=6507677&isnumber=6507670 SN - 1438-0064 ER - TY - GEN A1 - Büsing, Christina A1 - D'Andreagiovanni, Fabio T1 - A new theoretical framework for Robust Optimization under multi-band uncertainty N2 - We provide an overview of our main results about studying Linear Programming Problems whose coefficient matrix is subject to uncertainty and the uncertainty is modeled through a multi-band set. Such an uncertainty set generalizes the classical one proposed by Bertsimas and Sim and is particularly suitable in the common case of arbitrary non-symmetric distributions of the parameters. Our investigations were inspired by practical needs of our industrial partner in ongoing projects with focus on the design of robust telecommunications networks. T3 - ZIB-Report - 13-61 KW - Robust Optimization, Uncertainty Set, Multiband Robustness, Network Design Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42644 UR - http://www.springer.com/business+%26+management/operations+research/book/978-3-319-00794-6 SN - 1438-0064 ER -