TY - GEN A1 - Berthold, Timo A1 - Witzig, Jakob T1 - Conflict Analysis for MINLP N2 - The generalization of MIP techniques to deal with nonlinear, potentially non-convex, constraints have been a fruitful direction of research for computational MINLP in the last decade. In this paper, we follow that path in order to extend another essential subroutine of modern MIP solvers towards the case of nonlinear optimization: the analysis of infeasible subproblems for learning additional valid constraints. To this end, we derive two different strategies, geared towards two different solution approaches. These are using local dual proofs of infeasibility for LP-based branch-and-bound and the creation of nonlinear dual proofs for NLP-based branch-and-bound, respectively. We discuss implementation details of both approaches and present an extensive computational study, showing that both techniques can significantly enhance performance when solving MINLPs to global optimality. T3 - ZIB-Report - 20-20 Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-78964 SN - 1438-0064 ER - TY - GEN A1 - Witzig, Jakob A1 - Berthold, Timo T1 - Conflict-Free Learning for Mixed Integer Programming N2 - Conflict learning plays an important role in solving mixed integer programs (MIPs) and is implemented in most major MIP solvers. A major step for MIP conflict learning is to aggregate the LP relaxation of an infeasible subproblem to a single globally valid constraint, the dual proof, that proves infeasibility within the local bounds. Among others, one way of learning is to add these constraints to the problem formulation for the remainder of the search. We suggest to not restrict this procedure to infeasible subproblems, but to also use global proof constraints from subproblems that are not (yet) infeasible, but can be expected to be pruned soon. As a special case, we also consider learning from integer feasible LP solutions. First experiments of this conflict-free learning strategy show promising results on the MIPLIB2017 benchmark set. T3 - ZIB-Report - 19-59 KW - mixed integer programming KW - conflict analysis KW - dual proof analysis KW - no-good learning KW - solution learning Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-75338 SN - 1438-0064 ER - TY - CHAP A1 - Witzig, Jakob A1 - Berthold, Timo T1 - Conflict-Free Learning for Mixed Integer Programming T2 - Integration of AI and OR Techniques in Constraint Programming. CPAIOR 2020 N2 - Conflict learning plays an important role in solving mixed integer programs (MIPs) and is implemented in most major MIP solvers. A major step for MIP conflict learning is to aggregate the LP relaxation of an infeasible subproblem to a single globally valid constraint, the dual proof, that proves infeasibility within the local bounds. Among others, one way of learning is to add these constraints to the problem formulation for the remainder of the search. We suggest to not restrict this procedure to infeasible subproblems, but to also use global proof constraints from subproblems that are not (yet) infeasible, but can be expected to be pruned soon. As a special case, we also consider learning from integer feasible LP solutions. First experiments of this conflict-free learning strategy show promising results on the MIPLIB2017 benchmark set. Y1 - 2020 U6 - https://doi.org/10.1007/978-3-030-58942-4_34 IS - 12296 SP - 521 EP - 530 PB - Springer, Cham. 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 - TY - GEN A1 - Rehfeldt, Daniel A1 - Koch, Thorsten T1 - On the exact solution of prize-collecting Steiner tree problems T3 - ZIB-Report - 20-11 Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-78174 SN - 1438-0064 ER - TY - GEN A1 - Hendel, Gregor A1 - Anderson, Daniel A1 - Le Bodic, Pierre A1 - Pfetsch, Marc T1 - Estimating the Size of Branch-And-Bound Trees N2 - This paper investigates the estimation of the size of Branch-and-Bound (B&B) trees for solving mixed-integer programs. We first prove that the size of the B&B tree cannot be approximated within a factor of~2 for general binary programs, unless P equals NP. Second, we review measures of the progress of the B&B search, such as the gap, and propose a new measure, which we call leaf frequency. We study two simple ways to transform these progress measures into B&B tree size estimates, either as a direct projection, or via double-exponential smoothing, a standard time-series forecasting technique. We then combine different progress measures and their trends into nontrivial estimates using Machine Learning techniques, which yields more precise estimates than any individual measure. The best method we have identified uses all individual measures as features of a random forest model. In a large computational study, we train and validate all methods on the publicly available MIPLIB and Coral general purpose benchmark sets. On average, the best method estimates B&B tree sizes within a factor of 3 on the set of unseen test instances even during the early stage of the search, and improves in accuracy as the search progresses. It also achieves a factor 2 over the entire search on each out of six additional sets of homogeneous instances we have tested. All techniques are available in version 7 of the branch-and-cut framework SCIP. T3 - ZIB-Report - 20-02 KW - mixed integer programming KW - machine learning KW - branch and bound KW - forecasting Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-78144 SN - 1438-0064 ER - TY - GEN A1 - D'Andreagiovanni, Fabio A1 - Mett, Fabian A1 - Pulaj, Jonad T1 - An (MI)LP-based Primal Heuristic for 3-Architecture Connected Facility Location in Urban Access Network Design N2 - We investigate the 3-architecture Connected Facility Location Problem arising in the design of urban telecommunication access networks integrating wired and wireless technologies. We propose an original optimization model for the problem that includes additional variables and constraints to take into account wireless signal coverage represented through signal-to-interference ratios. Since the problem can prove very challenging even for modern state-of-the art optimization solvers, we propose to solve it by an original primal heuristic that combines a probabilistic fixing procedure, guided by peculiar Linear Programming relaxations, with an exact MIP heuristic, based on a very large neighborhood search. Computational experiments on a set of realistic instances show that our heuristic can find solutions associated with much lower optimality gaps than a state-of-the-art solver. T3 - ZIB-Report - 15-62 Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-57139 SN - 1438-0064 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Grimm, Boris A1 - Reuther, Markus A1 - Schlechte, Thomas T1 - Optimization of Handouts for Rolling Stock Rotations Visualization N2 - A railway operator creates (rolling stock) rotations in order to have a precise master plan for the operation of a timetable by railway vehicles. A rotation is considered as a cycle that multiply traverses a set of operational days while covering trips of the timetable. As it is well known, the proper creation of rolling stock rotations by, e.g., optimization algorithms is challenging and still a topical research subject. Nevertheless, we study a completely different but strongly related question in this paper, i.e.: How to visualize a rotation? For this purpose, we introduce a basic handout concept, which directly leads to the visualization, i.e., handout of a rotation. In our industrial application at DB Fernverkehr AG, the handout is exactly as important as the rotation itself. Moreover, it turns out that also other European railway operators use exactly the same methodology (but not terminology). Since a rotation can have many handouts of different quality, we show how to compute optimal ones through an integer program (IP) by standard software. In addition, a construction as well as an improvement heuristic are presented. Our computational results show that the heuristics are a very reliable standalone approach to quickly find near-optimal and even optimal handouts. The efficiency of the heuristics is shown via a computational comparison to the IP approach. T3 - ZIB-Report - ZR-16-73 Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-61430 SN - 1438-0064 ER - TY - JOUR A1 - Gamrath, Gerald A1 - Gleixner, Ambros A1 - Koch, Thorsten A1 - Miltenberger, Matthias A1 - Kniasew, Dimitri A1 - Schlögel, Dominik A1 - Martin, Alexander A1 - Weninger, Dieter T1 - Tackling Industrial-Scale Supply Chain Problems by Mixed-Integer Programming JF - Journal of Computational Mathematics N2 - The modeling flexibility and the optimality guarantees provided by mixed-integer programming greatly aid the design of robust and future-proof decision support systems. The complexity of industrial-scale supply chain optimization, however, often poses limits to the application of general mixed-integer programming solvers. In this paper we describe algorithmic innovations that help to ensure that MIP solver performance matches the complexity of the large supply chain problems and tight time limits encountered in practice. Our computational evaluation is based on a diverse set, modeling real-world scenarios supplied by our industry partner SAP. Y1 - 2019 U6 - https://doi.org/10.4208/jcm.1905-m2019-0055 VL - 37 SP - 866 EP - 888 ER - TY - JOUR A1 - Harrod, Steven A1 - Schlechte, Thomas T1 - A Direct Comparison of Physical Block Occupancy Versus Timed Block Occupancy in Train Timetabling Formulations JF - Transportation Research Part E: Logistics and Transportation Review N2 - Two fundamental mathematical formulations for railway timetabling are compared on a common set of sample problems, representing both multiple track high density services in Europe and single track bidirectional operations in North America. One formulation, ACP, enforces against conflicts by constraining time intervals between trains, while the other formulation, RCHF, monitors physical occupation of controlled track segments. The results demonstrate that both ACP and RCHF return comparable solutions in the aggregate, with some significant differences in select instances, and a pattern of significant differences in performance and constraint enforcement overall. Y1 - 2013 U6 - https://doi.org/10.1016/j.tre.2013.04.003 VL - 54 SP - 50 EP - 66 ER - TY - JOUR A1 - Borndörfer, Ralf A1 - Karbstein, Marika A1 - Pfetsch, Marc T1 - Models for Fare Planning in Public Transport JF - Discrete Applied Mathematics Y1 - 2012 U6 - https://doi.org/10.1016/j.dam.2012.02.027 VL - 160 IS - 18 SP - 2591 EP - 2605 ER - TY - JOUR A1 - Dür, Mirjam A1 - Fügenschuh, Armin A1 - Huhn, Petra A1 - Klamroth, Kathrin A1 - Saliba, Sleman A1 - Tammer, Christiane T1 - EURO Summer Institute 2006 in Wittenberg JF - OR News Y1 - 2006 VL - 28 SP - 71 EP - 72 ER - TY - THES A1 - Eifler, Leon T1 - Algorithms and Certificates for Exact Mixed Integer Programming N2 - Mixed Integer Programming (MIP) is a powerful tool for solving optimization problems with discrete decisions. Although the problem class of mixed integer programs is NP-hard, MIP solvers have made significant progress in solving large-scale instances through decades of dedicated research and complex algorithmic improvements. In practice, virtually all algorithms to solve MIP problems are based on floating-point arithmetic due to its rapid computation times and robust numerical capabilities. Using error tolerances, MIP solvers avoid numerical issues and maintain a solution quality that is sufficient for most practical applications. There are, however, applications where exact solutions are required, such as when MIPs are employed as a tool in computer-assisted proofs. In such cases, exact, certified MIP solvers are a necessity. This thesis delves into the study and development of exact, certified mixed integer programming methods. The primary contribution of this thesis is an algorithmic framework for exact rational mixed integer programming. This framework incorporates safe dual bounding techniques, exact rational presolving, an exact repair step for heuristic solutions, and a novel exact Gomory mixed integer cut generator. We validate the effectiveness of our framework through experiments on a diverse set of benchmark instances. We take great care to measure the similarities and differences with corresponding techniques in the floating-point setting. Furthermore, we incorporate certification techniques into the framework to provide rigorous guarantees on the correctness of the computed solutions. We also provide a comprehensive algorithmic and computational study of the solver-independent verification of these certficates. We also present a framework for applying exact MIP as a tool for computer-assisted mathematics, using Chvátals conjecture as an illustrative example. Another significant contribution of this thesis is a new algorithm for solving linear programs exactly. This algorithm combines two state-of-the-art techniques for exact linear programming: precision boosting and LP iterative refinement. Combining these techniques can significantly improve the performance of exact linear programming solvers, and we prove that the algorithm is theoretically guaranteed to terminate with an exact solution. Y1 - 2024 U6 - https://doi.org/https://doi.org/10.14279/depositonce-23941 ER - TY - CHAP A1 - Berthold, Timo A1 - Gleixner, Ambros ED - Bonifaci, Vincenzo ED - Demetrescu, Camil ED - Marchetti-Spaccamela, Alberto T1 - Undercover Branching T2 - Experimental Algorithms, 12th International Symposium, SEA 2013, Rome, Italy, June 5-7, 2013, Proceedings N2 - In this paper, we present a new branching strategy for nonconvex MINLP that aims at driving the created subproblems towards linearity. It exploits the structure of a minimum cover of an MINLP, a smallest set of variables that, when fixed, render the remaining system linear: whenever possible, branching candidates in the cover are preferred. Unlike most branching strategies for MINLP, Undercover branching is not an extension of an existing MIP branching rule. It explicitly regards the nonlinearity of the problem while branching on integer variables with a fractional relaxation solution. Undercover branching can be naturally combined with any variable-based branching rule. We present computational results on a test set of general MINLPs from MINLPLib, using the new strategy in combination with reliability branching and pseudocost branching. The computational cost of Undercover branching itself proves negligible. While it turns out that it can influence the variable selection only on a smaller set of instances, for those that are affected, significant improvements in performance are achieved. Y1 - 2013 U6 - https://doi.org/10.1007/978-3-642-38527-8_20 VL - 7933 SP - 212 EP - 223 ER - TY - GEN ED - COMPASS '18, T1 - Two Approximate Dynamic Programming Algorithms for Managing Complete SIS Networks N2 - Inspired by the problem of best managing the invasive mosquito Aedes albopictus across the 17 Torres Straits islands of Australia, we aim at solving a Markov decision process on large Susceptible-Infected-Susceptible (SIS) networks that are highly connected. While dynamic programming approaches can solve sequential decision-making problems on sparsely connected networks, these approaches are intractable for highly connected networks. Inspired by our case study, we focus on problems where the probability of nodes changing state is low and propose two approximate dynamic programming approaches. The first approach is a modified version of value iteration where only those future states that are similar to the current state are accounted for. The second approach models the state space as continuous instead of binary, with an on-line algorithm that takes advantage of Bellman's adapted equation. We evaluate the resulting policies through simulations and provide a priority order to manage the 17 infested Torres Strait islands. Both algorithms show promise, with the continuous state approach being able to scale up to high dimensionality (50 nodes). This work provides a successful example of how AI algorithms can be designed to tackle challenging computational sustainability problems. Y1 - 2018 SN - 978-1-4503-5816-3 U6 - https://doi.org/10.1145/3209811.3209814 PB - ACM New York, NY, USA ER - TY - CHAP A1 - Gleixner, Ambros A1 - Weltge, Stefan T1 - Learning and Propagating Lagrangian Variable Bounds for Mixed-Integer Nonlinear Programming T2 - Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problems, 10th International Conference, CPAIOR 2013, Yorktown Heights, NY, USA, May 18-22, 2013 N2 - Optimization-based bound tightening (OBBT) is a domain reduction technique commonly used in nonconvex mixed-integer nonlinear programming that solves a sequence of auxiliary linear programs. Each variable is minimized and maximized to obtain the tightest bounds valid for a global linear relaxation. This paper shows how the dual solutions of the auxiliary linear programs can be used to learn what we call Lagrangian variable bound constraints. These are linear inequalities that explain OBBT's domain reductions in terms of the bounds on other variables and the objective value of the incumbent solution. Within a spatial branch-and-bound algorithm, they can be learnt a priori (during OBBT at the root node) and propagated within the search tree at very low computational cost. Experiments with an implementation inside the MINLP solver SCIP show that this reduces the number of branch-and-bound nodes and speeds up solution times. Y1 - 2013 U6 - https://doi.org/10.1007/978-3-642-38171-3_26 VL - 7874 SP - 355 EP - 361 ER - TY - CHAP A1 - Gleixner, Ambros A1 - Steffy, Daniel A1 - Wolter, Kati T1 - Improving the Accuracy of Linear Programming Solvers with Iterative Refinement T2 - ISSAC '12. Proceedings of the 37th International Symposium on Symbolic and Algebraic Computation Y1 - 2012 U6 - https://doi.org/10.1145/2442829.2442858 SP - 187 EP - 194 ER - TY - JOUR A1 - Raack, Christian A1 - Koster, Arie M.C.A. A1 - Orlowski, Sebastian A1 - Wessäly, Roland T1 - On cut-based inequalities for capacitated network design polyhedra JF - Networks Y1 - 2011 UR - http://onlinelibrary.wiley.com/doi/10.1002/net.20395/abstract VL - 57 IS - 2 SP - 141 EP - 156 ER - TY - CHAP A1 - Sofranac, Boro A1 - Gleixner, Ambros A1 - Pokutta, Sebastian T1 - An Algorithm-Independent Measure of Progress for Linear Constraint Propagation T2 - 27th International Conference on Principles and Practice of Constraint Programming (CP 2021) N2 - Propagation of linear constraints has become a crucial sub-routine in modern Mixed-Integer Programming (MIP) solvers. In practice, iterative algorithms with tolerance-based stopping criteria are used to avoid problems with slow or infinite convergence. However, these heuristic stopping criteria can pose difficulties for fairly comparing the efficiency of different implementations of iterative propagation algorithms in a real-world setting. Most significantly, the presence of unbounded variable domains in the problem formulation makes it difficult to quantify the relative size of reductions performed on them. In this work, we develop a method to measure -- independently of the algorithmic design -- the progress that a given iterative propagation procedure has made at a given point in time during its execution. Our measure makes it possible to study and better compare the behavior of bounds propagation algorithms for linear constraints. We apply the new measure to answer two questions of practical relevance: (i) We investigate to what extent heuristic stopping criteria can lead to premature termination on real-world MIP instances. (ii) We compare a GPU-parallel propagation algorithm against a sequential state-of-the-art implementation and show that the parallel version is even more competitive in a real-world setting than originally reported. Y1 - 2021 U6 - https://doi.org/10.4230/LIPIcs.CP.2021.52 VL - 210 SP - 52:1 EP - 52:17 ER - TY - JOUR A1 - Frank, A. A1 - Chi Lau, L. A1 - Szabó, Jácint T1 - A note on degree-constrained subgraphs JF - Discrete Mathematics Y1 - 2008 VL - 308 IS - 12 SP - 2647 EP - 2648 PB - Elsevier ER -