TY - GEN A1 - Schiela, Anton A1 - Wachsmuth, Daniel T1 - Convergence Analysis of Smoothing Methods for Optimal Control of Stationary Variational Inequalities N2 - In the article an optimal control problem subject to a stationary variational inequality is investigated. The optimal control problem is complemented with pointwise control constraints. The convergence of a smoothing scheme is analyzed. There, the variational inequality is replaced by a semilinear elliptic equation. It is shown that solutions of the regularized optimal control problem converge to solutions of the original one. Passing to the limit in the optimality system of the regularized problem allows to prove C-stationarity of local solutions of the original problem. Moreover, convergence rates with respect to the regularization parameter for the error in the control are obtained. These rates coincide with rates obtained by numerical experiments, which are included in the paper. T3 - ZIB-Report - 11-23 KW - Variational inequalities KW - optimal control KW - control constraints KW - path-following KW - C-stationarity Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-13125 ER - TY - GEN A1 - Harks, Tobias T1 - Nash Equilibria in Online Sequential Routing Games N2 - In this paper, we study the efficiency of Nash equilibria for a sequence of nonatomic routing games. We assume that the games are played consecutively in time in an online fashion: by the time of playing game $i$, future games $i+1,\dots,n$ are not known, and, once players of game $i$ are in equilibrium, their corresponding strategies and costs remain fixed. Given a sequence of games, the cost for the sequence of Nash equilibria is defined as the sum of the cost of each game. We analyze the efficiency of a sequence of Nash equilibria in terms of competitive analysis arising in the online optimization field. Our main result states that the online algorithm $\sl {SeqNash}$ consisting of the sequence of Nash equilibria is $\frac{4n}{2+n}$-competitive for affine linear latency functions. For $n=1$, this result contains the bound on the price of anarchy of $\frac{4}{3}$ for affine linear latency functions of Roughgarden and Tardos [2002] as a special case. Furthermore, we analyze a problem variant with a modified cost function that reflects the total congestion cost, when all games have been played. In this case, we prove an upper bound of $\frac{4n}{2+n}$ on the competitive ratio of $\sl {SeqNash}$. We further prove a lower bound of $\frac{3n-2}{n}$ of $\sl {SeqNash}$ showing that for $n=2$ our upper bound is tight. T3 - ZIB-Report - 06-43 KW - Congestion Game KW - Online Optimization KW - Nash equilibria Y1 - 2006 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-9376 ER - TY - GEN A1 - Eifler, Leon A1 - Gleixner, Ambros T1 - A Computational Status Update for Exact Rational Mixed Integer Programming N2 - The last milestone achievement for the roundoff-error-free solution of general mixed integer programs over the rational numbers was a hybrid-precision branch-and-bound algorithm published by Cook, Koch, Steffy, and Wolter in 2013. We describe a substantial revision and extension of this framework that integrates symbolic presolving, features an exact repair step for solutions from primal heuristics, employs a faster rational LP solver based on LP iterative refinement, and is able to produce independently verifiable certificates of optimality. We study the significantly improved performance and give insights into the computational behavior of the new algorithmic components. On the MIPLIB 2017 benchmark set, we observe an average speedup of 6.6x over the original framework and 2.8 times as many instances solved within a time limit of two hours. T3 - ZIB-Report - 21-04 Y1 - 2021 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-81298 SN - 1438-0064 ER - TY - GEN A1 - Pedersen, Jaap A1 - Lindner, Niels A1 - Rehfeldt, Daniel A1 - Koch, Thorsten T1 - Comparing Branching Rules for the Quota Steiner Tree Problem with Interference N2 - Branching decisions play a crucial role in branch-and-bound algorithms for solving combinatorial optimization problems. In this paper, we investigate several branching rules applied to the Quota Steiner Tree Problem with Interference (QSTPI). The Quota Steiner Tree Problem (QSTP) generalizes the classical Steiner Tree Problem (STP) in graphs by seeking a minimum-cost tree that connects a subset of profit-associated vertices to meet a given quota. The extended version, QSTPI, introduces interference among vertices: Selecting certain vertices simultaneously reduces their individual contributions to the overall profit. This problem arises, for example, in positioning and connecting wind turbines, where turbines possibly shadow other turbines, reducing their energy yield. While exact solvers for standard STP-related problems often rely heavily on reduction techniques and cutting-plane methods – rarely generating large branch-and-bound trees – experiments reveal that large instances of QSTPI require significantly more branching to compute provably optimal solutions. In contrast to branching on variables, we utilize the combinatorial structure of the QSTPI by branching on the graph’s vertices. We adapt classical and problem-specific branching rules and present a comprehensive computational study comparing the effectiveness of these branching strategies. T3 - ZIB-Report - 25-16 Y1 - 2025 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-101250 SN - 1438-0064 ER - TY - GEN A1 - Kempke, Nils-Christian A1 - Koch, Thorsten T1 - A GPU accelerated variant of Schroeppel-Shamir's algorithm for solving the market split problem N2 - The market split problem (MSP), introduced by Cornuéjols and Dawande (1998), is a challenging binary optimization problem that performs poorly on state-of-the-art linear programming-based branch-and-cut solvers. We present a novel algorithm for solving the feasibility version of this problem, derived from Schroeppel–Shamir's algorithm for the one-dimensional subset sum problem. Our approach is based on exhaustively enumerating one-dimensional solutions of MSP and utilizing GPUs to evaluate candidate solutions across the entire problem. The resulting hybrid CPU-GPU implementation efficiently solves instances with up to 10 constraints and 90 variables. We demonstrate the algorithm's performance on benchmark problems, solving instances of size (9, 80) in less than fifteen minutes and (10, 90) in up to one day. T3 - ZIB-Report - 25-10 Y1 - 2025 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-100554 SN - 1438-0064 ER - TY - GEN A1 - Mehl, Lukas A1 - Lindner, Niels A1 - Bartoszuk, Karolina A1 - Zittel, Janina T1 - Prototypical warm-starts for demand-robust LP-based energy system optimization N2 - The expressiveness of energy system optimization models (ESOMs) depends on a multitude of exogenous parameters. For example, sound estimates of the future energy demand are essential to enable qualified decisions on long-term investments. However, the enormous demand fluctuations even on a fine-grained scale diminish the computational performance of large-scale ESOMs. We therefore propose a clustering-and-decomposition method for linear programming based ESOMs that first identifies and solves prototypical demand scenarios with the dual simplex algorithm, and then composes dual optimal prototype bases to a warm-start basis for the full model. We evaluate the feasibility and computational efficiency our approach on a real-world case study, using a sector-coupled ESOM with hourly resolution for the Berlin-Brandenburg area in Germany, based on the oemof framework. T3 - ZIB-Report - 25-15 Y1 - 2025 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-101242 SN - 1438-0064 ER - TY - GEN A1 - Hosoda, Junko A1 - Maher, Stephen J. A1 - Shinano, Yuji A1 - Villumsen, Jonas Christoffer T1 - A parallel branch-and-bound heuristic for the integrated long-haul and local vehicle routing problem on an adaptive transportation network N2 - Consolidation of commodities and coordination of vehicle routes are fundamental features of supply chain management problems. While locations for consolidation and coordination are typically known a priori, in adaptive transportation networks this is not the case. The identification of such consolidation locations forms part of the decision making process. Supply chain management problems integrating the designation of consolidation locations with the coordination of long haul and local vehicle routing is not only challenging to solve, but also very difficult to formulate mathematically. In this paper, the first mathematical model integrating location clustering with long haul and local vehicle routing is proposed. This mathematical formulation is used to develop algorithms to find high quality solutions. A novel parallel framework is developed that combines exact and heuristic methods to improve the search for high quality solutions and provide valid bounds. The results demonstrate that using exact methods to guide heuristic search is an effective approach to find high quality solutions for difficult supply chain management problems. T3 - ZIB-Report - 23-02 Y1 - 2023 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-89700 SN - 1438-0064 ER - TY - GEN A1 - Fujii, Koichi A1 - Ito, Naoki A1 - Kim, Sunyoung A1 - Kojima, Masakazu A1 - Shinano, Yuji A1 - Toh, Kim-Chuan T1 - Solving Challenging Large Scale QAPs N2 - We report our progress on the project for solving larger scale quadratic assignment problems (QAPs). Our main approach to solve large scale NP-hard combinatorial optimization problems such as QAPs is a parallel branch-and-bound method efficiently implemented on a powerful computer system using the Ubiquity Generator(UG) framework that can utilize more than 100,000 cores. Lower bounding procedures incorporated in the branch-and-bound method play a crucial role in solving the problems. For a strong lower bounding procedure, we employ the Lagrangian doubly nonnegative (DNN) relaxation and the Newton-bracketing method developed by the authors’ group. In this report, we describe some basic tools used in the project including the lower bounding procedure and branching rules, and present some preliminary numerical results. Our next target problem is QAPs with dimension at least 50, as we have succeeded to solve tai30a and sko42 from QAPLIB for the first time. T3 - ZIB-Report - 21-02 KW - QAP KW - Parallel Branch-and-Bound Y1 - 2021 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-81303 SN - 1438-0064 ER - TY - GEN A1 - Fujii, Koichi A1 - Kim, Sunyoung A1 - Kojima, Masakazu A1 - Mittelmann, Hans D. A1 - Shinano, Yuji T1 - An Exceptionally Difficult Binary Quadratic Optimization Problem with Symmetry: a Challenge for The Largest Unsolved QAP Instance Tai256c N2 - Tai256c is the largest unsolved quadratic assignment problem (QAP) instance in QAPLIB. It is known that QAP tai256c can be converted into a 256 dimensional binary quadratic optimization problem (BQOP) with a single cardinality constraint which requires the sum of the binary variables to be 92. As the BQOP is much simpler than the original QAP, the conversion increases the possibility to solve the QAP. Solving exactly the BQOP, however, is still very difficult. Indeed, a 1.48% gap remains between the best known upper bound (UB) and lower bound (LB) of the unknown optimal value. This paper shows that the BQOP admits a nontrivial symmetry, a property that makes the BQOP very hard to solve. The symmetry induces equivalent subproblems in branch and bound (BB) methods. To effectively improve the LB, we propose an efficient BB method that incorporates a doubly nonnegative relaxation, the standard orbit branching and a technique to prune equivalent subproblems. With this BB method, a new LB with 1.25% gap is successfully obtained, and computing an LB with 1.0% gap is shown to be still quite difficult. T3 - ZIB-Report - 23-27 Y1 - 2023 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-93072 SN - 1438-0064 ER - TY - GEN A1 - Gamrath, Gerald A1 - Anderson, Daniel A1 - Bestuzheva, Ksenia A1 - Chen, Wei-Kun A1 - Eifler, Leon A1 - Gasse, Maxime A1 - Gemander, Patrick A1 - Gleixner, Ambros A1 - Gottwald, Leona A1 - Halbig, Katrin A1 - Hendel, Gregor A1 - Hojny, Christopher A1 - Koch, Thorsten A1 - Le Bodic, Pierre A1 - Maher, Stephen J. A1 - Matter, Frederic A1 - Miltenberger, Matthias A1 - Mühmer, Erik A1 - Müller, Benjamin A1 - Pfetsch, Marc A1 - Schlösser, Franziska A1 - Serrano, Felipe A1 - Shinano, Yuji A1 - Tawfik, Christine A1 - Vigerske, Stefan A1 - Wegscheider, Fabian A1 - Weninger, Dieter A1 - Witzig, Jakob T1 - The SCIP Optimization Suite 7.0 N2 - The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming frame- work SCIP. This paper discusses enhancements and extensions contained in version 7.0 of the SCIP Optimization Suite. The new version features the parallel presolving library PaPILO as a new addition to the suite. PaPILO 1.0 simplifies mixed-integer linear op- timization problems and can be used stand-alone or integrated into SCIP via a presolver plugin. SCIP 7.0 provides additional support for decomposition algorithms. Besides im- provements in the Benders’ decomposition solver of SCIP, user-defined decomposition structures can be read, which are used by the automated Benders’ decomposition solver and two primal heuristics. Additionally, SCIP 7.0 comes with a tree size estimation that is used to predict the completion of the overall solving process and potentially trigger restarts. Moreover, substantial performance improvements of the MIP core were achieved by new developments in presolving, primal heuristics, branching rules, conflict analysis, and symmetry handling. Last, not least, the report presents updates to other components and extensions of the SCIP Optimization Suite, in particular, the LP solver SoPlex and the mixed-integer semidefinite programming solver SCIP-SDP. T3 - ZIB-Report - 20-10 Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-78023 SN - 1438-0064 ER -