TY - JOUR A1 - Gleixner, Ambros A1 - Steffy, Daniel A1 - Wolter, Kati T1 - Iterative Refinement for Linear Programming JF - INFORMS Journal on Computing N2 - We describe an iterative refinement procedure for computing extended precision or exact solutions to linear programming problems (LPs). Arbitrarily precise solutions can be computed by solving a sequence of closely related LPs with limited precision arithmetic. The LPs solved share the same constraint matrix as the original problem instance and are transformed only by modification of the objective function, right-hand side, and variable bounds. Exact computation is used to compute and store the exact representation of the transformed problems, while numeric computation is used for solving LPs. At all steps of the algorithm the LP bases encountered in the transformed problems correspond directly to LP bases in the original problem description. We show that this algorithm is effective in practice for computing extended precision solutions and that it leads to a direct improvement of the best known methods for solving LPs exactly over the rational numbers. Our implementation is publically available as an extension of the academic LP solver SoPlex. Y1 - 2016 U6 - https://doi.org/10.1287/ijoc.2016.0692 VL - 28 IS - 3 SP - 449 EP - 464 ER - TY - CHAP A1 - Hendel, Gregor T1 - Exploiting Solving Phases for Mixed-Integer Programs T2 - Operations Research Proceedings 2015 N2 - Modern MIP solving software incorporates dozens of auxiliary algorithmic components for supporting the branch-and-bound search in finding and improving solutions and in strengthening the relaxation. Intuitively, a dynamic solving strategy with an appropriate emphasis on different solving components and strategies is desirable during the search process. We propose an adaptive solver behavior that dynamically reacts on transitions between the three typical phases of a MIP solving process: The first phase objective is to find a feasible solution. During the second phase, a sequence of incumbent solutions gets constructed until the incumbent is eventually optimal. Proving optimality is the central objective of the remaining third phase. Based on the MIP-solver SCIP, we demonstrate the usefulness of the phase concept both with an exact recognition of the optimality of a solution, and provide heuristic alternatives to make use of the concept in practice. Y1 - 2016 U6 - https://doi.org/10.1007/978-3-319-42902-1_1 SP - 3 EP - 9 ER - TY - CHAP A1 - Shinano, Yuji A1 - Achterberg, Tobias A1 - Berthold, Timo A1 - Heinz, Stefan A1 - Koch, Thorsten A1 - Winkler, Michael T1 - Solving Open MIP Instances with ParaSCIP on Supercomputers using up to 80,000 Cores T2 - Proc. of 30th IEEE International Parallel & Distributed Processing Symposium N2 - This paper describes how we solved 12 previously unsolved mixed-integer program- ming (MIP) instances from the MIPLIB benchmark sets. To achieve these results we used an enhanced version of ParaSCIP, setting a new record for the largest scale MIP computation: up to 80,000 cores in parallel on the Titan supercomputer. In this paper we describe the basic parallelization mechanism of ParaSCIP, improvements of the dynamic load balancing and novel techniques to exploit the power of parallelization for MIP solving. We give a detailed overview of computing times and statistics for solving open MIPLIB instances. Y1 - 2016 U6 - https://doi.org/10.1109/IPDPS.2016.56 ER - TY - CHAP A1 - Bargmann, Dagmar A1 - Ebbers, Mirko A1 - Heinecke, Nina A1 - Koch, Thorsten A1 - Kühl, Veronika A1 - Pelzer, Antje A1 - Pfetsch, Marc A1 - Rövekamp, Jessica A1 - Spreckelsen, Klaus T1 - State-of-the-art in evaluating gas network capacities T2 - Evaluating Gas Network Capacities Y1 - 2015 SN - 9781611973686 SP - 65 EP - 84 PB - Society for Industrial and Applied Mathematics ER - TY - JOUR A1 - Leitner, Markus A1 - Ljubic, Ivana A1 - Sinnl, Markus A1 - Werner, Axel T1 - ILP heuristics and a new exact method for bi-objective 0/1 ILPs: Application to FTTx-network design JF - Computers & Operations Research Y1 - 2016 U6 - https://doi.org/10.1016/j.cor.2016.02.006 ER - TY - CHAP A1 - Schewe, Lars A1 - Koch, Thorsten A1 - Martin, Alexander A1 - Pfetsch, Marc T1 - Mathematical optimization for evaluating gas network capacities T2 - Evaluating Gas Network Capacities Y1 - 2015 SN - 9781611973686 SP - 87 EP - 102 PB - Society for Industrial and Applied Mathematics ER - TY - GEN A1 - Humpola, Jesco T1 - Sufficient Pruning Conditions for MINLP in Gas Network Design N2 - One quarter of Europe’s energy demand is provided by natural gas distributed through a vast pipeline network covering the whole of Europe. At a cost of 1 million Euros per kilometer the extension of the European pipeline network is already a multi billion Euro business. Therefore, automatic planning tools that support the decision process are desired. We model the topology extension problem in gas networks by a mixed-integer nonlinear program (MINLP). This gives rise to a so-called active transmission problem, a continuous nonlinear non-convex feasibility problem which emerges from the MINLP model by fixing all integral variables. In this article we offer novel sufficient conditions for proving the infeasibility of this active transmission problem. These conditions can be expressed in the form of a mixed-integer program (MILP), i.e., the infeasibility of a non-convex NLP can be certified by solving an MILP. These results provide an efficient bounding procedure in a branch-and-bound algorithm. Our computational results demonstrate a substantial speed-up for the necessary computations. T3 - ZIB-Report - 15-04 KW - Network Design KW - Mixed-Integer Nonlinear Programming KW - Infeasibility Detection Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-53489 ER - TY - GEN A1 - D'Andreagiovanni, Fabio A1 - Krolikowski, Jonatan A1 - Pulaj, Jonad T1 - A Fast Hybrid Primal Heuristic for Multiband Robust Capacitated Network Design with Multiple Time Periods N2 - We investigate the Robust Multiperiod Network Design Problem, a generalization of the Capacitated Network Design Problem (CNDP) that, besides establishing flow routing and network capacity installation as in a canonical CNDP, also considers a planning horizon made up of multiple time periods and protection against fluctuations in traffic volumes. As a remedy against traffic volume uncertainty, we propose a Robust Optimization model based on Multiband Robustness (Büsing and D'Andreagiovanni, 2012), a refinement of classical Gamma-Robustness by Bertsimas and Sim (2004) that uses a system of multiple deviation bands. Since the resulting optimization problem may prove very challenging even for instances of moderate size solved by a state-of-the-art optimization solver, we propose a hybrid primal heuristic that combines a randomized fixing strategy inspired by ant colony optimization and an exact large neighbourhood search. Computational experiments on a set of realistic instances from the SNDlib (2010) show that our original heuristic can run fast and produce solutions of extremely high quality associated with low optimality gaps. T3 - ZIB-Report - 14-40 KW - Capacitated Network Design KW - Multiperiod Design KW - Multiband Robust Optimization KW - Traffic Uncertainty KW - Metaheuristic KW - Ant Colony Optimization KW - Exact Large Neighborhood Search Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-52862 SN - 1438-0064 ER - TY - GEN A1 - Brett, Charles A1 - Hoberg, Rebecca A1 - Pacheco, Meritxell A1 - Smith, Kyle A1 - Borndörfer, Ralf A1 - Euler, Ricardo A1 - Gamrath, Gerwin A1 - Grimm, Boris A1 - Heismann, Olga A1 - Reuther, Markus A1 - Schlechte, Thomas A1 - Tesch, Alexander T1 - G-RIPS 2014 RailLab - Towards robust rolling stock rotations N2 - The Graduate-Level Research in Industrial Projects (G-RIPS) Program provides an opportunity for high-achieving graduate-level students to work in teams on a real-world research project proposed by a sponsor from industry or the public sector. Each G-RIPS team consists of four international students (two from the US and two from European universities), an academic mentor, and an industrial sponsor. This is the report of the Rail-Lab project on the definition and integration of robustness aspects into optimizing rolling stock schedules. In general, there is a trade-off for complex systems between robustness and efficiency. The ambitious goal was to explore this trade-off by implementing numerical simulations and developing analytic models. In rolling stock planning a very large set of industrial railway requirements, such as vehicle composition, maintenance constraints, infrastructure capacity, and regularity aspects, have to be considered in an integrated model. General hypergraphs provide the modeling power to tackle those requirements. Furthermore, integer programming approaches are able to produce high quality solutions for the deterministic problem. When stochastic time delays are considered, the mathematical programming problem is much more complex and presents additional challenges. Thus, we started with a basic variant of the deterministic case, i.e., we are only considering hypergraphs representing vehicle composition and regularity. We transfered solution approaches for robust optimization from the airline industry to the setting of railways and attained a reasonable measure of robustness. Finally, we present and discuss different methods to optimize this robustness measure. T3 - ZIB-Report - 14-34 KW - robust optimization, rolling stock planning Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-53475 SN - 1438-0064 N1 - ZIB-Report 14-34 ER - TY - THES A1 - Humpola, Jesco T1 - Gas Network Optimization by MINLP N2 - One quarter of Europe's energy demand is provided by natural gas distributed through a vast pipeline network covering the whole of Europe. At a cost of 1 million Euros per kilometer the extension of the European pipeline network is already a multi billion Euro business. The challenging question is how to expand and operate the network in order to facilitate the transportation of specified gas quantities at minimum cost. This task can be formulated as a mathematical optimization problem that reflects to real-world instances of enormous size and complexity. The aim of this thesis is the development of novel theory and optimization algorithms which make it possible to solve these problems. Gas network topology optimization problems can be modeled as nonlinear mixed-integer programs (MINLPs). Such an MINLP gives rise to a so-called active transmission problem (ATP), a continuous nonlinear non-convex feasibility problem which emerges from the MINLP model by fixing all integral variables. The key to solving the ATP as well as the overall gas network topology optimization problem and the main contribution of this thesis is a novel domain relaxation of the variable bounds and constraints in combination with a penalization in the objective function. In case the domain relaxation does not yield a primal feasible solution for the ATP we offer novel sufficient conditions for proving the infeasibility of the ATP. These conditions can be expressed in the form of an MILP, i.e., the infeasibility of a non-convex NLP can be certified by solving an MILP. These results provide an efficient bounding procedure in a branch-and-bound algorithm. If the gas network consists only of pipes and valves, the ATP turns into a passive transmission problem (PTP). Although its constraints are non-convex, its domain relaxation can be proven to be convex. Consequently, the feasibility of the PTP can be checked directly in an efficient way. Another advantage of the passive case is that the solution of the domain relaxation gives rise to a cutting plane for the overall topology optimization problem that expresses the infeasibility of the PTP. This cut is obtained by a Benders argument from the Lagrange function of the domain relaxation augmented by a specially tailored pc-regularization. These cuts provide tight lower bounds for the passive gas network topology optimization problem. The domain relaxation does not only provide certificates of infeasibility and cutting planes, it can also be used to construct feasible primal solutions. We make use of parametric sensitivity analysis in order to identify binary variables to be switched based on dual information. This approach allows for the first time to compute directly MINLP solutions for large-scale gas network topology optimization problems. All the research in this thesis has been realized within the collaborative research project "Forschungskooperation Netzoptimierung (ForNe)". The developed software is in use by the cooperation partner Open Grid Europe GmbH. Parts of this thesis have been published in book chapters, journal articles and technical reports. An overview of the topics and solution approaches within the research project is given by Martin et al. (2011) and Fügenschuh et al. (2013). Gas network operation approaches and solution methods are described in detail by Pfetsch et al. (2014) and with a special focus on topology optimization in Fügenschuh et al. (2011). The primal heuristic presented in this thesis is published by Humpola et al. (2014b). The method for pruning nodes of the branch-and-bound tree for an approximation of the original problem is described in Fügenschuh and Humpola (2013) and Humpola et al. (2014a). The Benders like inequality is introduced by Humpola and Fügenschuh (2013). N2 - Ein Viertel des europäischen Energiebedarfs wird durch Gas gedeckt, das durch ein europaweites Pipelinesystem verteilt wird. Aufgrund von Ausbaukosten von 1 Mio. Euro pro Kilometer ist der Netzausbau ein Milliardenunterfangen. Die größte Herausforderung besteht darin zu entscheiden, wie das Netzwerk kostengünstig ausgebaut und genutzt werden kann, um notwendige Gasmengen zu transportieren. Diese Aufgabe kann mit Hilfe eines mathematischen Optimierungsproblems formuliert werden, wobei anwendungsnahe Instanzen eine enorme Größe und Komplexität aufweisen. Ziel der vorliegenden Arbeit ist die Entwicklung neuer mathematischer Theorien und damit einhergehender Optimierungsalgorithmen, die es ermöglichen, derartige Probleme zu lösen. Die Optimierung der Topologie eines Gasnetzwerks kann mit Hilfe eines nichtlinearen gemischt-ganzzahligen Programms (MINLP) modelliert werden. Durch Fixierung aller ganzzahligen Variablen ergibt sich ein kontinuierliches Zulässigkeitsproblem, das als aktives Transmissionsproblem (ATP) bezeichnet wird. Die zentrale Methode um dieses ATP zu lösen, ist eine neuartige Relaxierung, welche Variablenschranken und einige Nebenbedingungen relaxiert und in der Zielfunktion bestraft. Diese Relaxierung bildet den Kern der in dieser Arbeit vorgestellten Theorie und ermöglicht so die effiziente Lösung der Topologieoptimierung eines Gasnetzwerkes. Für den Fall, dass die Relaxierung keine Primallösung für das ATP liefert, ist es uns gelungen, hinreichende Bedingungen für die Unzulässigkeit des ATP zu formulieren, die durch ein MILP dargestellt werden. Kurz gefasst kann die Unzulässigkeit eines nicht-konvexen NLP durch Lösung eines MILP bewiesen werden. Beide Methoden liefern effiziente Schranken in einem branch-and-bound Lösungsverfahren. Besteht ein Gasnetzwerk nur aus Rohren und Schiebern, dann wird das ATP als passives Transmissionsproblem (PTP) bezeichnet. Obwohl die Nebenbedingungen des PTP nicht konvex sind, konnten wir zeigen, dass seine Relaxierung konvex ist. Daher kann die Unzulässigkeit des PTP direkt auf effiziente Weise geprüft werden. Außerdem können mit Hilfe der Relaxierung in diesem speziellen Fall Schnittebenen für das Topologieoptimierungsproblem aufgestellt werden. Diese repräsentieren die Unzulässigkeit des PTP und folgen aus der Lagrange Funktion der Relaxierung zusammen mit einer speziellen Erweiterung, der sogenannten pc-Regularisierung. Abgesehen von den genannten Klassifizierungen kann die Relaxierung auch genutzt werden, um primale Lösungen zu konstruieren. Hier nutzen wir die parametrische Sensitivitätsanalyse, um mit Hilfe dualer Informationen Binärvariablen des ATP zu identifizieren, deren Werte angepasst werden müssen. Dieser Ansatz erlaubt es zum ersten Mal, direkt MINLP Lösungen für das Topologieoptimierungsproblem realer Gasnetzwerke zu berechnen. Die Resultate dieser Arbeit wurden im Rahmen des Forschungsprojekts "Forschungskooperation Netzoptimierung (ForNe)" erarbeitet. Die entwickelte Software wird vom Kooperationspartner Open Grid Europe GmbH aktiv genutzt. Teile dieser Arbeit sind in Buchkapiteln, Journalen und technischen Berichten publiziert. Eine Übersicht über die Themen und Lösungsansätze im ForNe-Projekt veröffentlichten Martin u. a. (2011) und Fügenschuh u. a. (2013). Für Lösungsmethoden für die operative Nutzung von Gasnetzwerken verweisen wir auf Pfetsch u. a. (2014). Ansätze für eine Topologieoptimierung wurden von Fügenschuh u. a. (2011) beschrieben. Die in dieser Arbeit präsentierte primale Heuristik ist publiziert von Humpola u. a. (2014b). Die genannte Methode, um Knoten innerhalb des branch-and-bound Baums abzuschneiden, wurde für eine Approximation des Topologieproblems von Fügenschuh und Humpola (2013) und Humpola u. a. (2014a) beschrieben. Ein Bericht über die Ungleichungen nach Benders ist in Humpola und Fügenschuh (2013) nachzulesen. T2 - Gas Netzwerk Optimierung mittels MINLP Y1 - 2014 UR - http://opus4.kobv.de/opus4-tuberlin/frontdoor/index/index/docId/5904 ER - TY - THES A1 - Dovica, Ivan T1 - Robust tail assignment N2 - The first part of this thesis is devoted to the general problem of stochastic shortest path problem. It is about searching for the shortest path in a graph in which arc lengths are uncertain and specified by continuous random variables. This problem is at the core of various applications, especially in robust transportation planning where paths correspond to aircraft, train, or bus rotations, crew duties or rosters, etc. We propose a novel solution method based on a discretisation of random variables which is applicable to any class of continuous random variables. We also give bounds on the approximation error of the discretised path lengths compared to the continuous path lengths. In addition, we provide theoretical results for the computational complexity of this method. In the second part we apply this method to a real world airline transportation problem: the so-called tail assignment problem. The goal of the tail assignment problem is to construct aircraft rotations, routes consisting of flight segments, for a set of individual aircraft in order to cover a set of flight segments (legs) while considering operational constraints of each individual aircraft as well as short- to long-term individual maintenance requirements. We state a stochastic programming formulation of this problem and we show how to solve it efficiently by using our method within a column generation framework. We show the gain of our stochastic approach in comparison to standard KPI in terms of less propagated delay and thus less operational costs without growth of computational complexity. A key point of our complex approach to robust optimisation problem is the fit of the underlying stochastic model with reality. We propose a delay propagation model that is realistic, not overfitted, and can therefore be used for forecasting purposes. We benchmark our results using extensive simulation. We show a significant decrease of arrival delays and thus monetary savings on average as well as in the majority of our disruption scenarios. We confirm these benefits in even more life-like benchmarks as simulation where recovery actions are taken and in scenarios which use historical delays directly instead of the stochastic model. KW - Flugzeug-Umlaufplanung KW - Spaltenerzeugung KW - Verspätungspropagation KW - column generation KW - delay propagation KW - stochastic shortest path problem KW - tail assignment Y1 - 2014 UR - http://opus4.kobv.de/opus4-tuberlin/frontdoor/index/index/docId/5664 ER - TY - CHAP A1 - Hiller, Benjamin A1 - Humpola, Jesco A1 - Lehmann, Thomas A1 - Lenz, Ralf A1 - Morsi, Antonio A1 - Pfetsch, Marc A1 - Schewe, Lars A1 - Schmidt, Martin A1 - Schwarz, Robert A1 - Schweiger, Jonas A1 - Stangl, Claudia A1 - Willert, Bernhard T1 - Computational results for validation of nominations T2 - Evaluating Gas Network Capacities N2 - The different approaches to solve the validation of nomination problem presented in the previous chapters are evaluated computationally in this chapter. Each approach is analyzed individually, as well as the complete solvers for these problems. We demonstrate that the presented approaches can successfully solve large-scale real-world instances. Y1 - 2015 SN - 9781611973686 VL - SIAM-MOS series on Optimization ER - TY - CHAP A1 - Humpola, Jesco A1 - Fügenschuh, Armin A1 - Hiller, Benjamin A1 - Koch, Thorsten A1 - Lehmann, Thomas A1 - Lenz, Ralf A1 - Schwarz, Robert A1 - Schweiger, Jonas T1 - The Specialized MINLP Approach T2 - Evaluating Gas Network Capacities N2 - We propose an approach to solve the validation of nominations problem using mixed-integer nonlinear programming (MINLP) methods. Our approach handles both the discrete settings and the nonlinear aspects of gas physics. Our main contribution is an innovative coupling of mixed-integer (linear) programming (MILP) methods with nonlinear programming (NLP) that exploits the special structure of a suitable approximation of gas physics, resulting in a global optimization method for this type of problem. Y1 - 2015 SN - 9781611973686 VL - SIAM-MOS series on Optimization ER - TY - JOUR A1 - Borndörfer, Ralf A1 - Dittbrenner, Bastian A1 - Langenhan, Andreas A1 - Seidl, Stephan A1 - Weider, Steffen T1 - Integrierte Dienst- und Dienstreihenfolgeplanung zur Erhöhung der Fahrerzufriedenheit JF - Straßenverkehrstechnik Y1 - 2014 IS - 9 SP - 583 EP - 591 ER - TY - BOOK A1 - Koch, Thorsten A1 - Hiller, Benjamin A1 - Pfetsch, Marc A1 - Schewe, Lars T1 - Evaluating Gas Network Capacities Y1 - 2015 SN - 978-1-611973-68-6 PB - SIAM ER - TY - GEN A1 - Witzig, Jakob T1 - Conflict Driven Diving for Mixed Integer Programming N2 - The analysis of infeasibility plays an important role in solving satisfiability problems (SAT) and mixed integer programs (MIPs). In mixed integer programming, this procedure is called conflict analysis. So far, modern MIP solvers use conflict analysis only for propagation and improving the dual bound, i.e., fathoming nodes that cannot contain feasible solutions. In this short paper, we present a new approach which uses conflict information to improve the primal bound during a MIP solve. To derive new improving primal solutions we use a conflict driven diving heuristic called conflict diving that uses the information obtained by conflict analysis. Conflict diving pursues a twofold strategy. By using conflict information the new diving approach is guided into parts of the search space that are usually not explored by other diving heuristics. At the same time, conflict diving has a fail-fast-strategy to reduce the time spent if it cannot find a new primal solution. As a byproduct, additional valid conflict constraints can be derived, from which a MIP solver can gain benefit to improve the dual bound as well. To show the added-value of conflict diving within a MIP solver, conflict diving has been implemented within the non-commercial MIP solver SCIP. Experiments are carried out on general MIP instances from standard public test sets, like MIPLIB2010 or Cor@l. T3 - ZIB-Report - 17-69 Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-66116 SN - 1438-0064 ER - TY - GEN A1 - Achterberg, Tobias A1 - Bixby, Robert E. A1 - Gu, Zonghao A1 - Rothberg, Edward A1 - Weninger, Dieter T1 - Presolve Reductions in Mixed Integer Programming N2 - Mixed integer programming has become a very powerful tool for modeling and solving real-world planning and scheduling problems, with the breadth of applications appearing to be almost unlimited. A critical component in the solution of these mixed-integer programs is a set of routines commonly referred to as presolve. Presolve can be viewed as a collection of preprocessing techniques that reduce the size of and, more importantly, improve the ``strength'' of the given model formulation, that is, the degree to which the constraints of the formulation accurately describe the underlying polyhedron of integer-feasible solutions. As our computational results will show, presolve is a key factor in the speed with which we can solve mixed-integer programs, and is often the difference between a model being intractable and solvable, in some cases easily solvable. In this paper we describe the presolve functionality in the Gurobi commercial mixed-integer programming code. This includes an overview, or taxonomy of the different methods that are employed, as well as more-detailed descriptions of several of the techniques, with some of them appearing, to our knowledge, for the first time in the literature. T3 - ZIB-Report - 16-44 KW - integer programming KW - presolving KW - Gurobi Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-60370 SN - 1438-0064 ER - TY - GEN A1 - Rehfeldt, Daniel A1 - Koch, Thorsten A1 - Maher, Stephen J. T1 - Reduction Techniques for the Prize-Collecting Steiner Tree Problem and the Maximum-Weight Connected Subgraph Problem N2 - The concept of reduction has frequently distinguished itself as a pivotal ingredient of exact solving approaches for the Steiner tree problem in graphs. In this paper we broaden the focus and consider reduction techniques for three Steiner problem variants that have been extensively discussed in the literature and entail various practical applications: The prize-collecting Steiner tree problem, the rooted prize-collecting Steiner tree problem and the maximum-weight connected subgraph problem. By introducing and subsequently deploying numerous new reduction methods, we are able to drastically decrease the size of a large number of benchmark instances, already solving more than 90 percent of them to optimality. Furthermore, we demonstrate the impact of these techniques on exact solving, using the example of the state-of-the-art Steiner problem solver SCIP-Jack. T3 - ZIB-Report - 16-47 KW - Steiner tree problems KW - reduction techniques KW - prize-collecting Steiner tree problem KW - maximum-weight connected subgraph problem Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-60420 SN - 1438-0064 ER - TY - GEN A1 - Pulaj, Jonad T1 - Cutting Planes for Families Implying Frankl's Conjecture N2 - We find previously unknown families which imply Frankl’s conjecture using an algorithmic framework. The conjecture states that for any non-empty union-closed (or Frankl) family there exists an element in at least half of the sets. Poonen’s Theorem characterizes the existence of weights which determine whether a given Frankl family implies the conjecture for all Frankl families which contain it. A Frankl family is Non–Frankl-Complete (Non–FC), if it does not imply the conjecture in its elements for some Frankl family that contains it. We design a cutting-plane method that computes the explicit weights which imply the existence conditions of Poonen’s Theorem. This method allows us to find a counterexample to a ten-year-old conjecture by R. Morris about the structure of generators for Non–FC-families. T3 - ZIB-Report - 16-51 KW - extremal combinatorics, extremal set theory, cutting plane, exact integer programming Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-60626 SN - 1438-0064 ER - TY - GEN A1 - Witzig, Jakob A1 - Beckenbach, Isabel A1 - Eifler, Leon A1 - Fackeldey, Konstantin A1 - Gleixner, Ambros A1 - Grever, Andreas A1 - Weber, Marcus T1 - Mixed-Integer Programming for Cycle Detection in Non-reversible Markov Processes N2 - In this paper, we present a new, optimization-based method to exhibit cyclic behavior in non-reversible stochastic processes. While our method is general, it is strongly motivated by discrete simulations of ordinary differential equations representing non-reversible biological processes, in particular molecular simulations. Here, the discrete time steps of the simulation are often very small compared to the time scale of interest, i.e., of the whole process. In this setting, the detection of a global cyclic behavior of the process becomes difficult because transitions between individual states may appear almost reversible on the small time scale of the simulation. We address this difficulty using a mixed-integer programming model that allows us to compute a cycle of clusters with maximum net flow, i.e., large forward and small backward probability. For a synthetic genetic regulatory network consisting of a ring-oscillator with three genes, we show that this approach can detect the most productive overall cycle, outperforming classical spectral analysis methods. Our method applies to general non-equilibrium steady state systems such as catalytic reactions, for which the objective value computes the effectiveness of the catalyst. T3 - ZIB-Report - 16-39 KW - Non-reversible Markov Processes KW - NESS KW - Mixed-Integer Programming KW - Markov State Models Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-60353 SN - 1438-0064 ER - TY - GEN A1 - Fischer, Frank A1 - Grimm, Boris A1 - Klug, Torsten A1 - Schlechte, Thomas T1 - A Re-optimization Approach for Train Dispatching N2 - The Train Dispatching Problem (TDP) is to schedule trains through a network in a cost optimal way. Due to disturbances during operation existing track allocations often have to be re-scheduled and integrated into the timetable. This has to be done in seconds and with minimal timetable changes to guarantee smooth and conflict free operation. We present an integrated modeling approach for the re-optimization task using Mixed Integer Programming. Finally, we provide computational results for scenarios provided by the INFORMS RAS Problem Soling Competition 2012. T3 - ZIB-Report - 16-49 Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-60493 SN - 1438-0064 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Hoppmann, Heide A1 - Karbstein, Marika A1 - Löbel, Fabian T1 - The Modulo Network Simplex with Integrated Passenger Routing N2 - Periodic timetabling is an important strategic planning problem in public transport. The task is to determine periodic arrival and departure times of the lines in a given network, minimizing the travel time of the passengers. We extend the modulo network simplex method, a well-established heuristic for the periodic timetabling problem, by integrating a passenger (re)routing step into the pivot operations. Computations on real-world networks show that we can indeed find timetables with much shorter total travel time, when we take the passengers' travel paths into consideration. T3 - ZIB-Report - 16-43 KW - periodic timetabling, modulo network simplex, passenger routing Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-60319 SN - 1438-0064 ER - TY - JOUR A1 - Witzig, Jakob A1 - Beckenbach, Isabel A1 - Eifler, Leon A1 - Fackeldey, Konstantin A1 - Gleixner, Ambros A1 - Grever, Andreas A1 - Weber, Marcus T1 - Mixed-Integer Programming for Cycle Detection in Non-reversible Markov Processes JF - Multiscale Modeling and Simulation N2 - In this paper, we present a new, optimization-based method to exhibit cyclic behavior in non-reversible stochastic processes. While our method is general, it is strongly motivated by discrete simulations of ordinary differential equations representing non-reversible biological processes, in particular molecular simulations. Here, the discrete time steps of the simulation are often very small compared to the time scale of interest, i.e., of the whole process. In this setting, the detection of a global cyclic behavior of the process becomes difficult because transitions between individual states may appear almost reversible on the small time scale of the simulation. We address this difficulty using a mixed-integer programming model that allows us to compute a cycle of clusters with maximum net flow, i.e., large forward and small backward probability. For a synthetic genetic regulatory network consisting of a ring-oscillator with three genes, we show that this approach can detect the most productive overall cycle, outperforming classical spectral analysis methods. Our method applies to general non-equilibrium steady state systems such as catalytic reactions, for which the objective value computes the effectiveness of the catalyst. KW - Markov State Models KW - NESS KW - Non-reversible Markov Processes KW - Mixed-Integer Programming Y1 - 2018 U6 - https://doi.org/10.1137/16M1091162 SN - 1438-0064 VL - 16 IS - 1 SP - 248 EP - 265 ER - TY - CHAP A1 - Schade, Stanley A1 - Strehler, Martin ED - Goerigk, Marc ED - Werneck, Renato T1 - The Maximum Flow Problem for Oriented Flows T2 - 16th Workshop on Algorithmic Approaches for Transportation Modelling, Optimization, and Systems (ATMOS 2016) N2 - In several applications of network flows, additional constraints have to be considered. In this paper, we study flows, where the flow particles have an orientation. For example, cargo containers with doors only on one side and train coaches with 1st and 2nd class compartments have such an orientation. If the end position has a mandatory orientation, not every path from source to sink is feasible for routing or additional transposition maneuvers have to be made. As a result, a source-sink path may visit a certain vertex several times. We describe structural properties of optimal solutions, determine the computational complexity, and present an approach for approximating such flows. Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0030-drops-65318 UR - http://drops.dagstuhl.de/opus/volltexte/2016/6531 SN - 978-3-95977-021-7 SN - 2190-6807 N1 - Keywords: network flow with orientation, graph expansion, approximation, container logistics, train routing VL - 54 SP - 1 EP - 13 PB - Schloss Dagstuhl--Leibniz-Zentrum fuer Informatik CY - Dagstuhl, Germany ER - TY - CHAP A1 - Maher, Stephen J. A1 - Miltenberger, Matthias A1 - Pedroso, João Pedro A1 - Rehfeldt, Daniel A1 - Schwarz, Robert A1 - Serrano, Felipe T1 - PySCIPOpt: Mathematical Programming in Python with the SCIP Optimization Suite T2 - Mathematical Software – ICMS 2016 N2 - SCIP is a solver for a wide variety of mathematical optimization problems. It is written in C and extendable due to its plug-in based design. However, dealing with all C specifics when extending SCIP can be detrimental to development and testing of new ideas. This paper attempts to provide a remedy by introducing PySCIPOpt, a Python interface to SCIP that enables users to write new SCIP code entirely in Python. We demonstrate how to intuitively model mixed-integer linear and quadratic optimization problems and moreover provide examples on how new Python plug-ins can be added to SCIP. Y1 - 2016 U6 - https://doi.org/10.1007/978-3-319-42432-3_37 VL - 9725 SP - 301 EP - 307 PB - Springer ER - TY - GEN A1 - Borndörfer, Ralf A1 - Klug, Torsten A1 - Lamorgese, Leonardo A1 - Mannino, Carlo A1 - Reuther, Markus A1 - Schlechte, Thomas T1 - Recent Success Stories on Optimization of Railway Systems N2 - Planning and operating railway transportation systems is an extremely hard task due to the combinatorial complexity of the underlying discrete optimization problems, the technical intricacies, and the immense size of the problem instances. Because of that, however, mathematical models and optimization techniques can result in large gains for both railway cus- tomers and operators, e.g., in terms of cost reductions or service quality improvements. In the last years a large and growing group of researchers in the OR community have devoted their attention to this domain devel- oping mathematical models and optimization approaches to tackle many of the relevant problems in the railway planning process. However, there is still a gap to bridge between theory and practice, with a few notable exceptions. In this paper we address three success stories, namely, long-term freight train routing (part I), mid-term rolling stock rotation planning (part II), and real-time train dispatching (part III). In each case, we describe real-life, successful implementations. We will dis- cuss the individual problem setting, survey the optimization literature, and focus on particular aspects addressed by the mathematical models. We demonstrate on concrete applications how mathematical optimization can support railway planning and operations. This gives proof that math- ematical optimization can support the planning of rolling stock resources. Thus, mathematical models and optimization can lead to a greater effi- ciency of railway operations and will serve as a powerful and innovative tool to meet recent challenges of the railway industry. T3 - ZIB-Report - 14-47 KW - railway planning KW - railway operations KW - capacity optimization Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-53726 SN - 1438-0064 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Karbstein, Marika T1 - Metric Inequalities for Routings on Direct Connections with Application in Line Planning N2 - We consider multi-commodity flow problems in which capacities are installed on paths. In this setting, it is often important to distinguish between flows on direct connection routes, using single paths, and flows that include path switching. We derive a feasibility condition for path capacities supporting such direct connection flows similar to the feasibility condition for arc capacities in ordinary multi-commodity flows. The concept allows to solve large-scale real-world line planning problems in public transport including a novel passenger routing model that favors direct connections over connections with transfers. T3 - ZIB-Report - 15-07 KW - combinatorial optimization KW - integer programming KW - line planning KW - transfers KW - direct connection KW - metric inequalities Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-53507 SN - 1438-0064 ER - TY - GEN A1 - Draegert, Andreas A1 - Eisenblätter, Andreas A1 - Gamrath, Inken A1 - Werner, Axel T1 - Optimal Battery Controlling for Smart Grid Nodes N2 - Energy storages can be of great value when added to power grids. They introduce the possibility to store and release energy whenever this is favorable. This is particularly relevant, for example, if power supply is volatile (as is the case with renewable energy) and the network is small (so that there are few other nodes that might balance fluctuations in consumption or production). We present models and methods from mathematical optimization for computing an optimized storage schedule for this purpose. We look at alternative optimization objectives, such as smallest possible peak load, low energy costs, or the close approximation of a prescribed load curve. The optimization needs to respect general operational and economic constraints as well as limitations in the use of storage, which are imposed by the chosen storage technology. We therefore introduce alternative approaches for modeling the non-linear properties of energy storages and study their impact on the efficiency of the optimization process. Finally, we present a computational study with batteries as storage devices. We use this to highlight the trade-off between solution quality and computational tractability. A version of the model for the purpose of leveling peaks and instabilities has been implemented into a control system for an office-building smart grid scenario. T3 - ZIB-Report - 15-06 KW - energy optimization, non-linear optimization, smart grid Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-53550 SN - 1438-0064 ER - TY - GEN A1 - Fügenschuh, Armin A1 - Junosza-Szaniawski, Konstanty A1 - Klug, Torsten A1 - Kwasiborski, Slawomir A1 - Schlechte, Thomas T1 - Fastest, average and quantile schedule N2 - We consider problems concerning the scheduling of a set of trains on a single track. For every pair of trains there is a minimum headway, which every train must wait before it enters the track after another train. The speed of each train is also given. Hence for every schedule - a sequence of trains - we may compute the time that is at least needed for all trains to travel along the track in the given order. We give the solution to three problems: the fastest schedule, the average schedule, and the problem of quantile schedules. The last problem is a question about the smallest upper bound on the time of a given fraction of all possible schedules. We show how these problems are related to the travelling salesman problem. We prove NP-completeness of the fastest schedule problem, NP-hardness of quantile of schedules problem, and polynomiality of the average schedule problem. We also describe some algorithms for all three problems. In the solution of the quantile problem we give an algorithm, based on a reverse search method, generating with polynomial delay all Eulerian multigraphs with the given degree sequence and a bound on the number of such multigraphs. A better bound is left as an open question. T3 - ZIB-Report - 14-49 KW - eulerian multigraphs KW - scheduling Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-53592 SN - 1438-0064 ER - TY - GEN A1 - Harman, Radoslav A1 - Sagnol, Guillaume T1 - Computing D-optimal experimental designs for estimating treatment contrasts under the presence of a nuisance time trend N2 - We prove a mathematical programming characterisation of approximate partial D-optimality under general linear constraints. We use this characterisation with a branch-and-bound method to compute a list of all exact D-optimal designs for estimating a pair of treatment contrasts in the presence of a nuisance time trend up to the size of 24 consecutive trials. T3 - ZIB-Report - 15-02 KW - optimal design of experiments KW - nuisance trend KW - branch and bound Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-53640 SN - 1438-0064 ER - TY - JOUR A1 - Maher, Stephen J. T1 - A novel passenger recovery approach for the integrated airline recovery problem JF - Computers & Operations Research N2 - Schedule disruptions require airlines to intervene through the process of recovery; this involves modifications to the planned schedule, aircraft routings, crew pairings and passenger itineraries. Passenger recovery is generally considered as the final stage in this process, and hence passengers experience unnecessarily large impacts resulting from flight delays and cancellations. Most recovery approaches considering passengers involve a separately defined module within the problem formulation. However, this approach may be overly complex for recovery in many aviation and general transportation applications. This paper presents a unique description of the cancellation variables that models passenger recovery by prescribing the alternative travel arrangements for passengers in the event of flight cancellations. The results will demonstrate that this simple, but effective, passenger recovery approach significantly reduces the operational costs of the airline and increases passenger flow through the network. The integrated airline recovery problem with passenger reallocation is solved using column-and-row generation to achieve high quality solutions in short runtimes. An analysis of the column-and-row generation solution approach is performed, identifying a number of enhancement techniques to further improve the solution runtimes. Y1 - 2015 U6 - https://doi.org/10.1016/j.cor.2014.11.005 VL - 57 SP - 123 EP - 137 ER - TY - GEN A1 - Coniglio, Stefano A1 - Grimm, Boris A1 - Koster, Arie M.C.A. A1 - Tieves, Martin A1 - Werner, Axel T1 - Optimal offline virtual network embedding with rent-at-bulk aspects N2 - Network virtualization techniques allow for the coexistence of many virtual networks (VNs) jointly sharing the resources of an underlying substrate network. The Virtual Network Embedding problem (VNE) arises when looking for the most profitable set of VNs to embed onto the substrate. In this paper, we address the offline version of the problem. We propose a Mixed-Integer Linear Programming formulation to solve it to optimality which accounts for acceptance and rejection of virtual network requests, allowing for both splittable and unsplittable (single path) routing schemes. Our formulation also considers a Rent-at-Bulk (RaB) model for the rental of substrate capacities where economies of scale apply. To better emphasize the importance of RaB, we also compare our method to a baseline one which only takes RaB into account a posteriori, once a solution to VNE, oblivious to RaB, has been found. Computational experiments show the viability of our approach, stressing the relevance of addressing RaB directly with an exact formulation. Y1 - 2015 ER - TY - CHAP A1 - Sagnol, Guillaume A1 - Harman, Radoslav ED - Steland, Ansgar ED - Rafajłowicz, Ewaryst ED - Szajowski, Krzysztof T1 - Optimal Designs for Steady-state Kalman filters T2 - Stochastic Models, Statistics and Their Applications N2 - We consider a stationary discrete-time linear process that can be observed by a finite number of sensors. The experimental design for the observations consists of an allocation of available resources to these sensors. We formalize the problem of selecting a design that maximizes the information matrix of the steady-state of the Kalman filter, with respect to a standard optimality criterion, such as $D-$ or $A-$optimality. This problem generalizes the optimal experimental design problem for a linear regression model with a finite design space and uncorrelated errors. Finally, we show that under natural assumptions, a steady-state optimal design can be computed by semidefinite programming. Y1 - 2015 U6 - https://doi.org/10.1007/978-3-319-13881-7_17 VL - 122 SP - 149 EP - 157 PB - Springer ER - TY - CHAP A1 - Harman, Radoslav A1 - Sagnol, Guillaume ED - Steland, Ansgar ED - Rafajłowicz, Ewaryst ED - Szajowski, Krzysztof T1 - Computing D-optimal experimental designs for estimating treatment contrasts under the presence of a nuisance time trend T2 - Stochastic Models, Statistics and Their Applications N2 - We prove a mathematical programming characterisation of approximate partial D-optimality under general linear constraints. We use this characterisation with a branch-and-bound method to compute a list of all exact D-optimal designs for estimating a pair of treatment contrasts in the presence of a nuisance time trend up to the size of 24 consecutive trials. Y1 - 2015 U6 - https://doi.org/10.1007/978-3-319-13881-7_10 VL - 122 SP - 83 EP - 91 PB - Springer ER - TY - THES A1 - Walther, Tom T1 - A SCIP Constraint Handler for Piecewise Linear Functions N2 - In this thesis, we study different modelling approaches for piecewise linear functions, in particular with respect to their occurrence in mathematical optimization problems. Reviewing the quality of the classical MIP models from the literature, we will see that all but the disaggregated convex combination method yield both sharp and locally ideal formulations. In the main part, we will present an alternative approach for modelling constraints involving piecewise linear functions, based on ideas of constraint programming and using a convex hull relaxation. For the purpose of developing a branch-and-bound procedure specifically adapted to our constraint formulation within SCIP, all required components such as propagation, branching and separation will be discussed. In particular, we will focus on adapting well-known MIP strategies for the selection of branching variables to our type of piecewise linear constraints. Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-49112 ER - TY - THES A1 - Cardonha, Carlos T1 - Applied Methods for the Vehicle Positioning Problem N2 - This dissertation is dedicated to the Vehicle Positioning Problem (VPP), a classical combinatorial optimization problem in public transport in which vehicles should be assigned to parking positions in a depot in such a way that shunting moves are minimized. We investigate several models and solution methods to solve the VPP and the VPPp, a multi-periodic extension of the problem which was not previously studied. In the first part of the thesis, the basic version of the problem is introduced and several formulations, theoretical properties, and concepts are investigated. In particular, we propose a mixed integer quadratic constrained formulation of the VPP whose QP relaxation produces the first known nontrivial lower bound on the number of shunting moves. The second part of our work describes two advanced solution methods. In the first approach, a set partitioning formulation is solved by a branch-and-price framework. We present efficient algorithms for the pricing problem and in order to improve the performance of the framework, we introduce heuristics and discuss strategies to reduce symmetry. The second approach consists of an iterative technique in which we try to optimize an ILP by solving some of its projections, which are smaller and therefore easier to compute. Both techniques are able to produce satisfactory solutions for large-scale instances of the VPPp. In the third part, advanced aspects of the problem are investigated. We propose and analyze several solution methods for the VPP+ and for the VPPp+, which are extended and more challenging versions of the VPP and of the VPPp, respectively. Finally, the role of uncertainty in the problem is discussed. In particular, we introduce a new criteria to evaluate the robustness of assignment plans, a formulation based on this concept, and a new online algorithm for the VPP. Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:83-opus-34211 ER - TY - THES A1 - Warszawski, Maciej T1 - Lagrange-Relaxierungen der Multi-Fluss-Formulierung für das Distance-Constrained-Vehicle-Routing-Problem und das Travelling-Salesman-Problem Y1 - 2010 ER - TY - THES A1 - Trillhaase, Anja T1 - Hierarchische Telekommunikationsnetze: ein Überblick zu Methoden der gemeinsamen Planung von Zugangs- und Kernnetzen Y1 - 2009 ER - TY - THES A1 - Klähne, Roman T1 - Models for Survivable Multi-layer Network Reconfiguration Y1 - 2009 ER - TY - THES A1 - Spiegelberg, Ingo T1 - Cardinality Constrained Polymatroids and LP Decoding Y1 - 2009 ER - TY - THES A1 - Schumann, Christian T1 - Multikriterielle Umlaufplanung im ÖPNV Y1 - 2009 ER - TY - THES A1 - Koch, Thorsten T1 - Progress in computational integer programming Y1 - 2013 ER - TY - THES A1 - Erdogan, Cemil T1 - Computing Prices for Track Allocations Y1 - 2009 ER - TY - THES A1 - Erol, Berkan T1 - Models For The Train Timetabling Problem Y1 - 2009 ER - TY - THES A1 - Paetsch, Nils T1 - Multiobjective Duty Scheduling Y1 - 2009 ER - TY - THES A1 - Dammer, René T1 - Integrierte und robuste Planung von Flugzeugen und Personal im Luftverkehr Y1 - 2010 ER - TY - THES A1 - Hansknecht, Christoph T1 - Valid Cuts for Mixed-Integer Programming Y1 - 2011 ER - TY - THES A1 - Opel, Katharina T1 - Experimente in der multikriteriellen linearen Optimierung Y1 - 2011 ER - TY - THES A1 - Meirich, Robert T1 - Polyedrische Untersuchungen eines Linienplanungsproblems Y1 - 2010 ER - TY - THES A1 - Schulz, Christof T1 - Eine parallele Variante des Netzwerksimplexalgorithmus Y1 - 2010 ER - TY - THES A1 - Simon, Felix T1 - Postoptimierung bei der Planung von FTTx-Netzen Y1 - 2011 ER - TY - THES A1 - Hennig, Kai T1 - Sensor networks: Localizing nodes from noisy data Y1 - 2011 ER - TY - THES A1 - Traverso, Laura T1 - Autobahn Toll: Heuristic Control Methods Y1 - 2012 ER - TY - THES A1 - Uwazie, Daniel T1 - Approaches to Makespan Y1 - 2012 ER - TY - THES A1 - Seidl, Stephan T1 - Ein Benders-Dekompositionsverfahren zur Lösung integrierter Dienst- und Dienstreihenfolgeprobleme Y1 - 2014 ER - TY - THES A1 - Richter, Stephanie T1 - Mathematische Behandlung von Dienstreihenfolgeregeln in der Wochenschemaoptimierung Y1 - 2013 ER - TY - THES A1 - Bolik, Tsima T1 - Netzwerk-Design von Schleimpilzen im Performance-Vergleich mit Methoden der kombinatorischen Optimierung Y1 - 2013 ER - TY - THES A1 - Rockstroh, Tina T1 - Die Primal-Dual-Methode: Überblick und Anwendung auf Netzwerk- und Approximationsalgorithmen Y1 - 2012 ER - TY - THES A1 - Rehfeldt, Daniel T1 - Zweistufige Zielfunktionen in gemischt-ganzzahligen Programmen Y1 - 2013 ER - TY - THES A1 - Pins, Sonja T1 - Optimizing the energy consumption in optical networks by flexible bit rates and lightpath reconfiguration Y1 - 2013 ER - TY - THES A1 - Zymolka, Adrian T1 - Design of Survivable Optical Networks by Mathematical Optimization N2 - Abstract The cost-efficient design of survivable optical telecommunication networks is the topic of this thesis. In cooperation with network operators, we have developed suitable concepts and mathematical optimization methods to solve this comprehensive planning task in practice. Optical technology is more and more employed in modern telecommunication networks. Digital information is thereby transmitted as short light pulses through glass fibers. Moreover, the optical medium allows for simultaneous transmissions on a single fiber by use of different wavelengths. Recent optical switches enable a direct forwarding of optical channels in the network nodes without the previously required signal retransformation to electronics. Their integration creates ongoing optical connections,which are called lightpaths. We study the problem of finding cost-efficient configurations of optical networks which meet specified communication requirements. A configuration comprises the determination of all lightpaths to establish as well as the detailed allocation of all required devices and systems. We use a flexible modeling framework for a realistic representation of the networks and their composition. For different network architectures, we formulate integer linear programs which model the design task in detail. Moreover, network survivability is an important issue due to the immense bandwidths offered by optical technology. Operators therefore request for designs which perpetuate protected connections and guarantee for a defined minimum throughput in case of malfunctions. In order to achieve an effective realization of scalable protection, we present a novel survivability concept tailored to optical networks and integrate several variants into the models. Our solution approach is based on a suitable model decomposition into two subtasks which separates two individually hard subproblems and enables this way to compute cost-efficient designs with approved quality guarantee. The first subtask consists of routing the connections with corresponding dimensioning of capacities and constitutes a common core task in the area of network planning. Sophisticated methods for such problems have already been developed and are deployed by appropriate integration. The second subtask is characteristic for optical networks and seeks for a conflict-free assignment of available wavelengths to the lightpaths using a minimum number of involved wavelength converters. For this coloring-like task, we derive particular models and study methods to estimate the number of unavoidable conversions. As constructive approach, we develop heuristics and an exact branch-and-price algorithm. Finally, we carry out an extensive computational study on realistic data, provided by our industrial partners. As twofold purpose, we demonstrate the potential of our approach for computing good solutions with quality guarantee, and we exemplify its flexibility for application to network design and analysis. KW - network design KW - optical networks KW - integer programming KW - mathematical optimization Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-10408 ER - TY - GEN A1 - Kaibel, Volker A1 - Stephan, Rüdiger T1 - On cardinality constrained cycle and path polytopes N2 - We consider polytopes associated with cardinality constrained path and cycle problems defined on a directed or undirected graph. We present integer characterizations of these polytopes by facet defining linear inequalities for which the separation problem can be solved in polynomial time. Moreover, we give further facet defining inequalities, in particular those that are specific to odd/even paths and cycles. T3 - ZIB-Report - 07-25 KW - path KW - cycles KW - integer characterizations KW - facets Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-10093 SN - 1438-0064 ER - TY - GEN A1 - Harks, Tobias A1 - Heinz, Stefan A1 - Pfetsch, Marc A1 - Vredeveld, Tjark T1 - Online Multicommodity Routing with Time Windows N2 - We consider a multicommodity routing problem, where demands are released \emph{online} and have to be routed in a network during specified time windows. The objective is to minimize a time and load dependent convex cost function of the aggregate arc flow. First, we study the fractional routing variant. We present two online algorithms, called Seq and Seq$^2$. Our first main result states that, for cost functions defined by polynomial price functions with nonnegative coefficients and maximum degree~$d$, the competitive ratio of Seq and Seq$^2$ is at most $(d+1)^{d+1}$, which is tight. We also present lower bounds of $(0.265\,(d+1))^{d+1}$ for any online algorithm. In the case of a network with two nodes and parallel arcs, we prove a lower bound of $(2-\frac{1}{2} \sqrt{3})$ on the competitive ratio for Seq and Seq$^2$, even for affine linear price functions. Furthermore, we study resource augmentation, where the online algorithm has to route less demand than the offline adversary. Second, we consider unsplittable routings. For this setting, we present two online algorithms, called U-Seq and U-Seq$^2$. We prove that for polynomial price functions with nonnegative coefficients and maximum degree~$d$, the competitive ratio of U-Seq and U-Seq$^2$ is bounded by $O{1.77^d\,d^{d+1}}$. We present lower bounds of $(0.5307\,(d+1))^{d+1}$ for any online algorithm and $(d+1)^{d+1}$ for our algorithms. Third, we consider a special case of our framework: online load balancing in the $\ell_p$-norm. For the fractional and unsplittable variant of this problem, we show that our online algorithms are $p$ and $O{p}$ competitive, respectively. Such results where previously known only for scheduling jobs on restricted (un)related parallel machines. T3 - ZIB-Report - 07-22 KW - Online Optimization KW - Routing KW - Telecommunications Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-9654 SN - 1438-0064 ER - TY - GEN A1 - Koster, Arie M.C.A. A1 - Orlowski, Sebastian A1 - Raack, Christian A1 - Bayer, Georg A1 - Engel, Thomas T1 - Single-layer Cuts for Multi-layer Network Design Problems N2 - We study a planning problem arising in SDH/WDM multi-layer telecommunication network design. The goal is to find a minimum cost installation of link and node hardware of both network layers such that traffic demands can be realized via grooming and a survivable routing. We present a mixed-integer programming formulation that takes many practical side constraints into account, including node hardware, several bitrates, and survivability against single physical node or link failures. This model is solved using a branch-and-cut approach with problem-specific preprocessing and cutting planes based on either of the two layers. On several realistic two-layer planning scenarios, we show that these cutting planes are still useful in the multi-layer context, helping to increase the dual bound and to reduce the optimality gaps. T3 - ZIB-Report - 07-21 KW - telecommunication network KW - multi-layer network design KW - mixed-integer programming KW - cutting planes Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-9641 SN - 1438-0064 ER - TY - GEN A1 - Orlowski, Sebastian A1 - Pioro, Michal A1 - Tomaszewski, Artur A1 - Wessäly, Roland T1 - SNDlib 1.0--Survivable Network Design Library N2 - We provide information on the Survivable Network Design Library (SNDlib), a data library for fixed telecommunication network design that can be accessed at http://sndlib.zib.de. In version 1.0, the library contains data related to 22 networks which, combined with a set of selected planning parameters, leads to 830 network planning problem instances. In this paper, we provide a mathematical model for each planning problem considered in the library and describe the data concepts of the SNDlib. Furthermore, we provide statistical information and details about the origin of the data sets. T3 - ZIB-Report - 07-15 KW - telecommunication network design KW - data library KW - optimization Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-9582 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Schlechte, Thomas T1 - Models for Railway Track Allocation N2 - This article is about the optimal track allocation problem (OPTRA) to find, in a given railway network, a conflict free set of train routes of maximum value. We study two types of integer programming formulations: a standard formulation that models block conflicts in terms of packing constraints, and a new extended formulation that is based on additional configuration' variables. We show that the packing constraints in the standard formulation stem from an interval graph, and that they can be separated in polynomial time. It follows that the LP relaxation of a strong version of this model, including all clique inequalities from block conflicts, can be solved in polynomial time. We prove that the extended formulation produces the same LP bound, and that it can also be computed with this model in polynomial time. Albeit the two formulations are in this sense equivalent, the extended formulation has advantages from a computational point of view, because it features a constant number of rows and is therefore amenable to standard column generation techniques. Results of an empirical model comparison on mesoscopic data for the Hannover-Fulda-Kassel region of the German long distance railway network are reported. T3 - ZIB-Report - 07-02 KW - Railway Slot Allocation KW - Train Timetabling KW - Combinatorial Optimization KW - Linear and Integer Programming Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-9451 ER - TY - GEN A1 - Hiller, Benjamin A1 - Tuchscherer, Andreas T1 - Real-Time Destination-Call Elevator Group Control on Embedded Microcontrollers N2 - Algorithmic control of elevator systems has been studied for a long time. More recently, a new paradigm for elevator control has emerged. In destination call systems, the passenger specifies not only the direction of his ride, but the destination floor. Such a destination call system is very interesting from an optimization point of view, since more information is available earlier, which should allow improved planning. However, the real-world destination call system envisioned by our industry partner requires that each destination call (i.e. passenger) is assigned to a serving elevator immediately. This early assignment restricts the potential gained from the destination information. Another aspect is that there is no way to specify the destination floor in the cabin. Therefore, the elevator has to stop on every destination floor of an assigned call, although the passenger may not have boarded the cabin, e.g. due to insufficient capacity. In this paper we introduce a new destination call control algorithm suited to this setting. Since the control algorithm for an entire elevator group has to run on embedded microprocessors, computing resources are very scarce. Since exact optimization is not feasible on such hardware, the algorithm is an insertion heuristic using a non-trivial data structure to maintain a set of tours. To assess the performance of our algorithm, we compare it to similar and more powerful algorithms by simulation. We also compare to algorithms for a conventional system and with a more idealized destination call system. This gives an indication of the relative potentials of these systems. In particular, we assess how the above real-world restrictions influence performance. The algorithm introduced has been implemented by our industry partner for real-world use. T3 - ZIB-Report - 07-26 KW - Aufzugsgruppensteuerung KW - Zielrufsteuerung KW - Echzeitoptimierung KW - Online-Optimierung KW - elevator group control KW - destination call system KW - real time optimation KW - online optimization Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-10108 SN - 1438-0064 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Schlechte, Thomas T1 - Solving Railway Track Allocation Problems N2 - The \emph{optimal track allocation problem} (\textsc{OPTRA}), also known as the train routing problem or the train timetabling problem, is to find, in a given railway network, a conflict-free set of train routes of maximum value. We propose a novel integer programming formulation for this problem that is based on additional configuration' variables. Its LP-relaxation can be solved in polynomial time. These results are the theoretical basis for a column generation algorithm to solve large-scale track allocation problems. Computational results for the Hanover-Kassel-Fulda area of the German long distance railway network involving up to 570 trains are reported. T3 - ZIB-Report - 07-20 KW - railway track allocation KW - timetabling KW - column generation Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-9631 SN - 1438-0064 ER - TY - THES A1 - Borndörfer, Ralf T1 - Mathematical Optimization and Public Transportation N2 - This cumulative thesis collects the following six papers for obtaining the habilitation at the Technische Universität Berlin, Fakultät II – Mathematik und Naturwissenschaften: (1) Set packing relaxations of some integer programs. (2) Combinatorial packing problems. (3) Decomposing matrices into blocks. (4) A bundle method for integrated multi-depot vehicle and duty scheduling in public transit. (5) Models for railway track allocation. (6) A column-generation approach to line planning in public transport. Some changes were made to the papers compared to the published versions. These pertain to layout unifications, i.e., common numbering, figure, table, and chapter head layout. There were no changes with respect to notation or symbols, but some typos have been eliminated, references updated, and some links and an index was added. The mathematical content is identical. The papers are about the optimization of public transportation systems, i.e., bus networks, railways, and airlines, and its mathematical foundations, i.e., the theory of packing problems. The papers discuss mathematical models, theoretical analyses, algorithmic approaches, and computational aspects of and to problems in this area. Papers 1, 2, and 3 are theoretical. They aim at establishing a theory of packing problems as a general framework that can be used to study traffic optimization problems. Indeed, traffic optimization problems can often be modelled as path packing, partitioning, or covering problems, which lead directly to set packing, partitioning, and covering models. Such models are used in papers 4, 5, and 6 to study a variety of problems concerning the planning of line systems, buses, trains, and crews. The common aim is always to exploit as many degrees of freedom as possible, both at the level of the individual problems by using large-scale integer programming techniques, as well as on a higher level by integrating hitherto separate steps in the planning process. KW - set packing KW - set partitioning KW - set covering KW - polyhedral combinatorics KW - public transport KW - railways Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-13613 ER - TY - GEN A1 - Koster, Arie M.C.A. A1 - Kutschka, Manuel A1 - Raack, Christian T1 - Robust Network Design: Formulations, Valid Inequalities, and Computations N2 - Traffic in communication networks fluctuates heavily over time. Thus, to avoid capacity bottlenecks, operators highly overestimate the traffic volume during network planning. In this paper we consider telecommunication network design under traffic uncertainty, adapting the robust optimization approach of Bertsimas and Sim [2004]. We present three different mathematical formulations for this problem, provide valid inequalities, study the computational implications, and evaluate the realized robustness. To enhance the performance of the mixed-integer programming solver we derive robust cutset inequalities generalizing their deterministic counterparts. Instead of a single cutset inequality for every network cut, we derive multiple valid inequalities by exploiting the extra variables available in the robust formulations. We show that these inequalities define facets under certain conditions and that they completely describe a projection of the robust cutset polyhedron if the cutset consists of a single edge. For realistic networks and live traffic measurements we compare the formulations and report on the speed up by the valid inequalities. We study the "price of robustness" and evaluate the approach by analyzing the real network load. The results show that the robust optimization approach has the potential to support network planners better than present methods. T3 - ZIB-Report - 11-34 KW - robust network design KW - cutset inequalities Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-13890 SN - 1438-0064 ER - TY - GEN A1 - Koch, Thorsten A1 - Ralphs, Ted A1 - Shinano, Yuji T1 - What could a million CPUs do to solve Integer Programs? N2 - Given the steady increase in cores per CPU, it is only a matter of time until supercomputers will have a million or more cores. In this article, we investigate the opportunities and challenges that will arise when trying to utilize this vast computing power to solve a single integer linear optimization problem. We also raise the question of whether best practices in sequential solution of ILPs will be effective in massively parallel environments. T3 - ZIB-Report - 11-40 Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14222 SN - 1438-0064 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Schlechte, Thomas A1 - Swarat, Elmar T1 - Railway Track Allocation - Simulation, Aggregation, and Optimization N2 - Today the railway timetabling process and the track allocation is one of the most challenging problems to solve by a railway company. Especially due to the deregulation of the transport market in the recent years several suppliers of railway traffic have entered the market in Europe. This leads to more potential conflicts between trains caused by an increasing demand of train paths. Planning and operating railway transportation systems is extremely hard due to the combinatorial complexity of the underlying discrete optimization problems, the technical intricacies, and the immense size of the problem instances. In order to make best use of the infrastructure and to ensure economic operation, efficient planning of the railway operation is indispensable. Mathematical optimization models and algorithms can help to automatize and tackle these challenges. Our contribution in this paper is to present a renewed planning process due to the liberalization in Europe and an associated concept for track allocation, that consists of three important parts, simulation, aggregation, and optimization. Furthermore, we present results of our general framework for real world data. T3 - ZIB-Report - 11-35 KW - railway models, railway capacity, track allocation framework Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14031 SN - 1438-0064 ER - TY - GEN A1 - Grötschel, Martin T1 - Mathematik, Politik und Recht N2 - Politiker müssten doch in der Lage sein, faire Wahlverfahren, rationale gesellschaftliche Entscheidungsprozesse und schlupflochfreie Marktregulierungen zu finden. Und wenn sie sich nicht einigen können, so denkt fast jeder, dann sollen das eben unsere Gerichte regeln. Dies ist im Allgemeinen unerfüllbares Wunschdenken. Die Gründe dafür sind oft mathematischer Natur. Man kann z. B. mathematisch beweisen, dass es (in einem präzisierbaren Sinn) gar keine „fairen“ Wahlverfahren und nur in seltenen Fällen „rationale“ Entscheidungsprozesse gibt. Ein anderer Sachverhalt liegt z. B. bei Regulierungs- oder Deregulierungsmaßnahmen vor. Die dabei zu berücksichtigenden technischen Restriktionen sind häufig so kompliziert (man denke u. a. an die technischen Vorschriften im Schienen- oder Luftverkehr oder zum Betrieb von Pipelines), dass sie einfach nicht in juristischer Sprache formuliert werden können. Gut gemeinte Verordnungen sind nicht selten mathematisch widersprüchlich, führen auf praktisch unlösbare Probleme oder überfordern das Verständnis aller Beteiligten. Diese Beispiele legen nahe, dass bei einigen Gesetzgebungsprozessen und Verordnungen mathematischer Sachverstand erforderlich ist. Dieser wird derzeit aber nur sehr selten genutzt. T3 - ZIB-Report - 11-33 KW - Mathematik als Entscheidungshilfe KW - Spieltheorie KW - Kostenaufteilungsprobleme KW - Wahlverfahren und Mathematik Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-13845 SN - 1438-0064 ER - TY - GEN A1 - Brandt, Andreas A1 - Brandt, Manfred T1 - Workload and busy period for M/GI/1 with a general impatience mechanism N2 - The paper deals with the workload and busy period for the M/GI/1 system under FCFS discipline, where the customers may become impatient during their waiting for service with generally distributed maximal waiting times and also during their service with generally distributed maximal service times depending on the time waited for service. This general impatience mechanism, originally introduced by Kovalenko (1961) and considered by Daley (1965), too, covers the special cases of impatience on waiting times as well as impatience on sojourn times, for which Boxma et al. (2010), (2011) gave new results and outlined special cases recently. Our unified approach bases on the vector process of workload and busy time. Explicit representations for the LSTs of workload and busy period are given in case of phase-type distributed impatience. T3 - ZIB-Report - 11-43 KW - impatient customers KW - workload KW - busy period KW - waiting time dependent service Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14304 SN - 1438-0064 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Friedow, Isabel A1 - Karbstein, Marika T1 - Optimierung des Linienplans 2010 in Potsdam N2 - Im Zuge der Übernahme von 6 Linien der Havelbus Verkehrsgesellschaft mbH durch die ViP Verkehr in Potsdam GmbH ergab sich 2009 die Notwendigkeit der Entwicklung eines neuen Linien- und Taktplans für das Jahr 2010. Das Konrad-Zuse-Zentrum für Informationstechnik Berlin (ZIB) entwickelt in einem Projekt des DFG-Forschungszentrums Matheon ein Verfahren zur mathematischen Linienoptimierung. Dieses Tool wurde bei der Optimierung des ViP Linienplans 2010 in einer projektbegleitenden Studie eingesetzt, um Alternativen bei verschiedenen Planungs- und Zielvorgaben auszuloten. In dem Artikel wird eine Auswertung der Ergebnisse mit dem Verkehrsanalysesystem Visum der PTV AG beschrieben. Die Auswertungen bestätigen, dass mit Hilfe von mathematischer Optimierung eine weitere Verkürzung der Reisezeit um 1%, eine als um 6% verkürzt empfundene Reisezeit, 10% weniger Fahrzeit im Fahrzeug und eine gleichzeitige Kostenreduktion um 5% möglich sind. T3 - ZIB-Report - 12-04 KW - Fallstudie KW - Linienplan KW - Optimierung Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14486 SN - 1438-0064 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Heismann, Olga T1 - Minimum Cost Hyperassignments with Applications to ICE/IC Rotation Planning N2 - Vehicle rotation planning is a fundamental problem in rail transport. It decides how the railcars, locomotives, and carriages are operated in order to implement the trips of the timetable. One important planning requirement is operational regularity, i.e., using the rolling stock in the same way on every day of operation. We propose to take regularity into account by modeling the vehicle rotation planning problem as a minimum cost hyperassignment problem (HAP). Hyperassignments are generalizations of assignments from directed graphs to directed hypergraphs. Finding a minimum cost hyperassignment is NP-hard. Most instances arising from regular vehicle rotation planning, however, can be solved well in practice. We show that, in particular, clique inequalities strengthen the canonical LP relaxation substantially. T3 - ZIB-Report - 11-46 KW - hyperassignments KW - vehicle rotation planning Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14564 UR - http://link.springer.com/chapter/10.1007%2F978-3-642-29210-1_10 SN - 1438-0064 ER - TY - GEN A1 - Orlowski, Sebastian A1 - Werner, Axel A1 - Wessäly, Roland T1 - Estimating trenching costs in FTTx network planning N2 - In this paper we assess to which extent trenching costs of an FTTx network are unavoidable, even if technical side constraints are neglected. For that purpose we present an extended Steiner tree model. Using a variety of realistic problem instances we demonstrate that the total trenching cost can only be reduced by about 5 percent in realistic scenarios. This work has been funded by BMBF (German Federal Ministry of Education and Research) within the program "KMU-innovativ". T3 - ZIB-Report - 11-49 KW - Optical access networks KW - Optimization KW - Steiner trees Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14884 SN - 1438-0064 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Karbstein, Marika T1 - A Note on Menger's Theorem for Hypergraphs N2 - We prove the companion Theorem to Menger's Theorem for hypergraphs. This result gives rise to a new class of blocking pairs of ideal matrices, that generalize the incidence matrices of cuts and paths. T3 - ZIB-Report - 12-03 KW - ideal matrices Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14471 SN - 1438-0064 ER - TY - THES A1 - Hendel, Gregor T1 - New Rounding and Propagation Heuristics for Mixed Integer Programming N2 - Die vorliegende Arbeit befasst sich mit Primalheuristiken für gemischt-ganzzahlige, lineare Optimierungsprobleme (engl.: mixed integer program MIP). Zahlreiche Optimierungsprobleme aus der Praxis lassen sich als MIP modellieren, Beispiele hierfür sind u. a. Optimierungsprobleme im öffentlichen Nah- und Fernverkehr, bei logistischen Fragestellungen oder im Bereich der Chip-Verifikation. Das Lösen von MIP ist NP-schwer und wird heutzutage meistens mit Hilfe von Branch-and-Bound-basierenden Algorithmen versucht. Das Branch-and-Bound-Ver\-fah\-ren profitiert unter Umständen von bereits frühzeitig zur Verfügung stehenden Lösungen, daher sind wir sehr an heuristischen Verfahren interessiert, die in der Praxis schnell eine gute Lösung für eine große Zahl an MIPs liefern und somit die Lösezeit des Branch-and-Bound-Verfahrens erheblich beschleunigen können. Primalheuristiken sind Suchverfahren zum Auffinden zulässiger Lösungen eines MIP. Verschiedene Typen von Primalheuristiken sollen dabei den jeweiligen Bedarf des Anwenders zu unterschiedlichen Zeiten während der Branch-and-Bound-Suche decken. Während Start- und Rundeheuristiken zu Beginn des Löseprozesses eine große Rolle bei der Suche nach der ersten zulässigen Lösung haben, arbeiten Verbesserungs-heuristiken auf schon bekannten Lösungen, um neue, bessere Lösungen zu produzieren. Diese Arbeit beschäftigt sich mit Primalheuristiken, welche Teil des MIP-Lösers SCIP sind. Im ersten Kapitel werden nach der Erarbeitung grundlegender Definitionen viele der durch Tobias Achterberg und Timo Berthold in SCIP integrierten heuristischen Verfahren vorgestellt und kategorisiert. Auf dieser Grundlage bauen dann die Kapitel 2-4 der Arbeit auf. In diesen werden drei zusätzliche Heuristiken vorgestellt, im Einzelnen sind dies ZI Round, eine Rundeheuristik, welche zuerst von Wallace beschrieben wurde, außerdem eine 2-Opt-Heuristik für MIP und eine neue Startheuristik, Shift-And-Propagate. Großer Wert wird in jedem Kapitel auf die algorithmische Beschreibung der Heuristiken gelegt, die stets anhand von motivierenden Beispielen eingeführt und anhand von Pseudocode-Algorithmen begleitet werden. Zusätzlich enthält jedes Kapitel Auswertungen der mit den neuen Heuristiken gemessenen Ergebnisse von SCIP. Eine kurze Zusammenfassung in Kapitel 5 schließt diese Arbeit ab. N2 - Many practically relevant problems can be formulated in terms of a mixed integer programming (MIP) model. MIP denotes the optimization of a linear objective function under a certain number of linear side constraints including the need for some of the involved variables to take integral solution values. Applications of MIP based optimization can be found in the area of public transit, scheduling, automatic vehicle routing, network design, etc. From a complexity point of view, MIP solving is known to be NP-hard and most commonly tried to be solved via Branch-and-Bound based algorithms. Branch-and-Bound algorithms benefit from early and good feasible solutions of a MIP in various ways. Primal heuristics are aimed at finding new solutions during the MIP solving process. There are different types of primal heuristics: while start heuristics are particularly valuable to find an early solution, improvement heuristics hopefully drive a given solution further towards optimality. This thesis focusses on primal heuristics which are part of the MIP-solving framework SCIP. The first chapter comes with basic definitions and a brief description of SCIP and the test set which we used. The remainder of the first chapter is an overview of the existing heuristics in SCIP which have been implemented by Achterberg and Berthold. In the following chapters we introduce three new heuristics which apply rounding or propagation techniques for their specific purpose, namely the new rounding heuristic ZI Round, taken from Wallace, a 2-Opt improvement heuristic for MIP and the propagation heuristic Shift-and-Propagate. It is characteristic of all three heuristics that they mainly apply computationally inexpensive algorithms. Each of them is presented in an own chapter, starting with an algorithmic description, followed by implementational details. All chapters close with a discussion of the computational results obtained with the respective implementations in SCIP. KW - Primal Heuristics, MIP, mixed integer programming, ZI Round, Shift-and-Propagate, optimization Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-13322 ER - TY - GEN A1 - Koch, Thorsten A1 - Achterberg, Tobias A1 - Andersen, Erling A1 - Bastert, Oliver A1 - Berthold, Timo A1 - Bixby, Robert E. A1 - Danna, Emilie A1 - Gamrath, Gerald A1 - Gleixner, Ambros A1 - Heinz, Stefan A1 - Lodi, Andrea A1 - Mittelmann, Hans A1 - Ralphs, Ted A1 - Salvagnin, Domenico A1 - Steffy, Daniel A1 - Wolter, Kati T1 - MIPLIB 2010 N2 - This paper reports on the fifth version of the Mixed Integer Programming Library. The MIPLIB 2010 is the first MIPLIB release that has been assembled by a large group from academia and from industry, all of whom work in integer programming. There was mutual consent that the concept of the library had to be expanded in order to fulfill the needs of the community. The new version comprises 361 instances sorted into several groups. This includes the main benchmark test set of 87 instances, which are all solvable by today's codes, and also the challenge test set with 164 instances, many of which are currently unsolved. For the first time, we include scripts to run automated tests in a predefined way. Further, there is a solution checker to test the accuracy of provided solutions using exact arithmetic. T3 - ZIB-Report - 10-31 KW - Mixed Integer Programming KW - Problem Instances KW - IP KW - MIP KW - MIPLIB Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-12953 ER - TY - GEN ED - Achterberg, Tobias ED - Beck, J. Christopher T1 - CPAIOR 2011 - Late Breaking Abstracts N2 - As part of the CPAIOR 2011 a call was made for late breaking abstracts for presentation at the conference. These abstracts were meant to represent work in process, recent work, or work appearing in other academic areas but of interest to the CPAIOR community. A total of 19 submissions were received of which 16 were selected by the program chairs for presentation. This document is a compilation of the presented abstracts. T3 - ZIB-Report - 11-20 KW - CPAIOR KW - Late Breaking Abstracts Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-12947 ER - TY - THES A1 - Heismann, Olga T1 - Minimum Cost Hyperassignments N2 - Vehicle rotation planning for long distance passenger railways is a fundamental problem in rail transport. It deals with the allocation of vehicles to trips in a cyclic weekly schedule. Its result is an assignment of each trip to a follow-on trip which will be serviced by the same vehicle. To take so-called regularity, which is an important requirement, into account, vehicle rotation planning can be modeled as a hyperassignment problem. This is a generalization of the assignment problem to directed hypergraphs we propose. We prove that the hyperassignment problem is NP-hard for the practically relevant cases and that the canonical integer linear programming (ILP) formulation results in large integrality gaps and arbitrarily high basis matrix determinants. Our main contribution is an extended ILP formulation, which provably implies important classes of inequalities, e. g., all clique inequalities. Clique inequalities are of great importance, because as calculations with practical data show they highly reduce the LP-IP gap. The extended formulation can be solved by column generation. We propose fast combinatorial algorithms for the pricing subproblem. Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-13371 ER - TY - GEN A1 - Manfred, Brandt A1 - Andreas, Brandt T1 - On sojourn times for an infinite-server system in random environment and its application to processor sharing systems N2 - We deal with an infinite-server system where the service speed is governed by a stationary and ergodic process with countably many states. Applying a random time transformation such that the service speed becomes one, the sojourn time of a class of virtual requests with given required service time is equal in distribution to an additive functional defined via a stationary version of the time-changed process. Thus bounds for the expectation of functions of additive functionals yield bounds for the expectation of functions of virtual sojourn times, in particular bounds for fractional moments and the distribution function. Interpreting the $GI(n)/GI(n)/\infty$ system or equivalently the $GI(n)/GI$ system under state-dependent processor sharing as an infinite-server system with random states given by the number $n$ of requests in the system provides results for sojourn times of virtual requests. In case of $M(n)/GI(n)/\infty$, the sojourn times of arriving and added requests are equal in distribution to sojourn times of virtual requests in modified systems, which yields many results for the sojourn times of arriving and added requests. In case of integer moments, the bounds generalize earlier results for $M/GI(n)/\infty$. In particular, the mean sojourn times of arriving and added requests in $M(n)/GI(n)/\infty$ are proportional to the required service time, generalizing Cohen's famous result for $M/GI(n)/\infty$. T3 - ZIB-Report - 11-28 KW - infinite-server KW - random environment KW - time transformation KW - sojourn times KW - state-dependent processor sharing Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-13190 ER - TY - GEN A1 - Achterberg, Tobias A1 - Berthold, Timo A1 - Hendel, Gregor T1 - Rounding and Propagation Heuristics for Mixed Integer Programming N2 - Primal heuristics are an important component of state-of-the-art codes for mixed integer programming. In this paper, we focus on primal heuristics that only employ computationally inexpensive procedures such as rounding and logical deductions (propagation). We give an overview of eight different approaches. To assess the impact of these primal heuristics on the ability to find feasible solutions, in particular early during search, we introduce a new performance measure, the primal integral. Computational experiments evaluate this and other measures on MIPLIB~2010 benchmark instances. T3 - ZIB-Report - 11-29 KW - primal heuristic KW - mixed integer programming KW - domain propagation Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-13255 ER - TY - GEN A1 - Berthold, Timo A1 - Heinz, Stefan A1 - Pfetsch, Marc A1 - Vigerske, Stefan T1 - Large Neighborhood Search beyond MIP N2 - Large neighborhood search (LNS) heuristics are an important component of modern branch-and-cut algorithms for solving mixed-integer linear programs (MIPs). Most of these LNS heuristics use the LP relaxation as the basis for their search, which is a reasonable choice in case of MIPs. However, for more general problem classes, the LP relaxation alone may not contain enough information about the original problem to find feasible solutions with these heuristics, e.g., if the problem is nonlinear or not all constraints are present in the current relaxation. In this paper, we discuss a generic way to extend LNS heuristics that have been developed for MIP to constraint integer programming (CIP), which is a generalization of MIP in the direction of constraint programming (CP). We present computational results of LNS heuristics for three problem classes: mixed-integer quadratically constrained programs, nonlinear pseudo-Boolean optimization instances, and resource-constrained project scheduling problems. Therefore, we have implemented extended versions of the following LNS heuristics in the constraint integer programming framework SCIP: Local Branching, RINS, RENS, Crossover, and DINS. Our results indicate that a generic generalization of LNS heuristics to CIP considerably improves the success rate of these heuristics. T3 - ZIB-Report - 11-21 KW - Large Neighborhood Search KW - Primal Heuristic KW - MIP KW - MIQCP KW - Pseudo-Boolean Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-12989 ER - TY - GEN A1 - Berthold, Timo A1 - Heinz, Stefan A1 - Schulz, Jens T1 - An approximative Criterion for the Potential of Energetic Reasoning N2 - Energetic reasoning is one of the most powerful propagation algorithms in cumulative scheduling. In practice, however, it is not commonly used because it has a high running time and its success highly depends on the tightness of the variable bounds. In order to speed up energetic reasoning, we provide an easy-to-check necessary condition for energetic reasoning to detect infeasibilities. We present an implementation of energetic reasoning that employs this condition and that can be parametrically adjusted to handle the trade-off between solving time and propagation overhead. Computational results on instances from the PSPLIB are provided. These results show that using this condition decreases the running time by more than a half, although more search nodes need to be explored. T3 - ZIB-Report - 11-12 KW - conflict analysis KW - constraint integer programming KW - cumulative constraint KW - resource-constrained project scheduling KW - energetic reasoning Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-12655 ER - TY - GEN A1 - Giovanidis, Anastasios A1 - Pulaj, Jonad T1 - The Multiperiod Network Design Problem: Lagrangian-based Solution Approaches N2 - We present and prove a theorem which gives the optimal dual vector for which a Lagrangian dual problem in the Single Period Design Problem (SPDP) is maximized. Furthermore we give a straightforward generalization to the Multi-Period Design Problem (MPDP). Based on the optimal dual values derived we compute the solution of the Lagrangian relaxation and compare it with the linear relaxation and optimal IP values. T3 - ZIB-Report - 11-31 KW - Network Design KW - Lagrangian Relaxation Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-13367 ER - TY - GEN A1 - Fügenschuh, Armin A1 - Humpola, Jesco T1 - A Unified View on Relaxations for a Nonlinear Network Flow Problem N2 - We consider a nonlinear nonconvex network flow problem that arises, for example, in natural gas or water transmission networks. Given is such network with active and passive components, that is, valves, compressors, pressure regulators (active) and pipelines (passive), and a desired amount of flow at certain specified entry and exit nodes of the network. Besides flow conservation constraints in the nodes the flow must fulfill nonlinear nonconvex pressure loss constraints on the arcs subject to potential values (i.e., pressure levels) in both end nodes of each arc. The problem is how to numerically compute this flow and pressures. We review an existing approach of Maugis (1977) and extend it to the case of networks with active elements (for example, compressors). We further examine different ways of relaxations for the nonlinear network flow model. We compare different approaches based on nonlinear optimization numerically on a set of test instances. T3 - ZIB-Report - 13-31 KW - Nonlinear Network Flow KW - Mixed-Integer Nonlinear Programming KW - Relaxations Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-18857 ER - TY - GEN A1 - Fügenschuh, Armin A1 - Vierhaus, Ingmar T1 - A Global Approach to the Optimal Control of System Dynamics Models N2 - The System Dynamics (SD) methodology is a framework for modeling and simulating the dynamic behavior of socioeconomic systems. Characteristic for the description of such systems is the occurrence of feedback loops together with stocks and flows. The mathematical equations that describe the system are usually ordinary differential equations and nonlinear algebraic constraints. Therefore seemingly simple systems can show a nonintuitive, unpredictable behavior over time. Controlling a dynamical system means to specify potential interventions from outside that should keep the system on the desired track, and to define an evaluation schema to compare different controls among each other, so that a "best" control can be defined in a meaningful way. The central question is how to compute such globally optimal control for a given SD model, that allows the transition of the system into a desired state with minimum effort. We propose a mixed-integer nonlinear programming (MINLP) reformulation of the System Dynamics Optimization (SDO) problem. MINLP problems can be solved by linear programming based branch-and-bound approach. We demonstrate that standard MINLP solvers are not able to solve SDO problem. To overcome this obstacle, we introduce a special-tailored bound propagation method. We apply our new method to a predator-prey model with additional hunting activity as control, and to a mini-world model with the consumption level as control. Numerical results for these test cases are presented. T3 - ZIB-Report - 13-28 KW - System Dynamics KW - Global Optimal Control KW - Mixed-Integer Nonlinear Optimization KW - Bounds Strengthening Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-18600 SN - 1438-0064 ER - TY - GEN A1 - Scheumann, René A1 - Vierhaus, Ingmar A1 - Chang, Ya-Ju A1 - Fügenschuh, Armin A1 - Finkbeiner, Matthias T1 - Identification of trade-offs for sustainable manufacturing of a Bamboo Bike by System Dynamics N2 - We develop a generic System Dynamic model to simulate the production, machines, employees, waste, and capital flows of a manufacturing company. In a second step, this model is specialised by defining suit-able input data to represent a bicycle manufacturing company in a developing country. We monitor a set of sustainability indicators to understand the social, environmental and economic impact of the company, and to estimate managerial decisions to be taken in order to improve on these criteria. We show that the social and environmental situation can be improved over time without sacrificing the economic success of the company's business. T3 - ZIB-Report - 13-32 KW - System Dynamics KW - Modelling KW - Life Cycle Sustainability Assessment KW - Sustainability Indicators Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-18895 ER - TY - GEN A1 - Leitner, Markus A1 - Ljubic, Ivana A1 - Sinnl, Markus A1 - Werner, Axel T1 - On the Two-Architecture Connected Facility Location Problem N2 - We introduce a new variant of the connected facility location problem that allows for modeling mixed deployment strategies (FTTC/FTTB/FTTH) in the design of local access telecommunication networks. Several mixed integer programming models and valid inequalities are presented. Computational studies on realistic instances from three towns in Germany are provided. T3 - ZIB-Report - 13-29 KW - Connected Facility Location, Branch-and-Cut, FTTx Deployment Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-18610 SN - 1438-0064 ER - TY - CHAP A1 - Lindner, Niels A1 - Masing, Berenike A1 - Liebchen, Christian T1 - Integrierte Baufahrplanoptimierung auf dem Netz der S-Bahn Berlin T2 - HEUREKA'24 - Optimierung in Verkehr und Transport N2 - Zur Instandhaltung von Eisenbahnnetzen sind regelmäßig Baumaßnahmen erforderlich. Diese erfordern stets Anpassungen der Fahrpläne. Um den Fahrgästen trotz der Baumaßnahme weiterhin einen möglichst großen Teil des Regelangebotes bieten zu können, bewegen sich die resultierenden Baufahrpläne insbesondere in Schnellbahnnetzen mit ihren dichten Zugfolgen häufig nahe der Kapazitätsgrenze der Infrastruktur. Etablierte Verfahren zur Taktfahrplanoptimierung können diesen Anforderungen nicht genügen, da in der Praxis Anpassungen von Laufwegen der Linien, sowie der Gleisbelegungen häufig Teil der realisierten Lösungen sind. Für diese Aufgabe haben die Autoren zuletzt ein Optimierungsmodell vorgestellt, welches diese Möglichkeiten ausschöpft. In dem vorliegenden Beitrag wird erstmalig dessen Anwendung auf ein unmittelbar der Praxis der Baufahrplanung entnommenes Beispiel aus dem Netz der Berliner S-Bahn im Detail beschrieben. Y1 - 2024 VL - 002/140 ER - TY - CHAP A1 - Lindner, Niels A1 - Masing, Berenike T1 - SAT-Generated Initial Solutions for Integrated Line Planning and Turn-Sensitive Periodic Timetabling with Track Choice T2 - hEART 2024: 12th Symposium of the European Association for Research in Transportation N2 - Periodic timetabling is a challenging planning task in public transport. As safety requirements are crucial, track allocation is indispensable for validating the practical feasibility of a railway timetable. For busy stations with limited capacities, this requires a detailed planning of turn-arounds. It is therefore desirable to integrate timetabling not only with track allocation, but also with vehicle scheduling and line planning. This is captured by the Integrated Line Planning and Turn-Sensitive Periodic Timetabling Problem with Track Choice, whose MIP formulation has been demonstrated to be effective for construction site railway rescheduling, as long as a good quality initial solution is available. In this paper, we discuss how to generate such a solution by extending the SAT formulation of the Periodic Event Scheduling Problem with track choice, track occupation, and minimum service frequency components. The SAT approach is superior to pure MIP on real-world instances of the S-Bahn Berlin network. KW - Periodic Timetabling KW - Railway Timetabling KW - Railway Track Allocation KW - Boolean Satisfiability Problem KW - Rescheduling KW - Line Planning Y1 - 2024 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-98066 UR - https://transp-or.epfl.ch/heart/2024/abstracts/hEART_2024_paper_3685.pdf ER - TY - CHAP A1 - Berthold, Timo A1 - Feydy, Thibaut A1 - Stuckey, Peter ED - Lodi, Andrea ED - Milano, Michela ED - Toth, Paolo T1 - Rapid Learning for Binary Programs T2 - Proc. of CPAIOR 2010 Y1 - 2010 VL - 6140 SP - 51 EP - 55 PB - Springer ER - TY - GEN A1 - Humpola, Jesco A1 - Fügenschuh, Armin T1 - A New Class of Valid Inequalities for Nonlinear Network Design Problems N2 - We consider a nonlinear nonconvex network design problem that arises in the extension of natural gas transmission networks. Given is such network with active and passive components, that is, valves, compressors, pressure regulators (active) and pipelines (passive), and a desired amount of flow at certain specified entry and exit nodes of the network. Besides flow conservation constraints in the nodes the flow must fulfill nonlinear nonconvex pressure loss constraints on the arcs subject to potential values (i.e., pressure levels) in both end nodes of each arc. Assume that there does not exist a feasible flow that fulfills all physical constraints and meets the desired entry and exit amounts. Then a natural question is where to extend the network by adding pipes in the most economic way such that this flow becomes feasible. Answering this question is computationally demanding because of the difficult problem structure. We use mixed-integer nonlinear programming techniques that rely on an outer approximation of the overall problem, and a branching on decision variables. We formulate a new class of valid inequalities (or cutting planes) which reduce the overall solution time when added to the formulation. We demonstrate the computational merits of our approach on test instances. T3 - ZIB-Report - 13-06 KW - Network Design KW - Mixed-Integer Nonlinear Programming KW - Cutting Planes Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-17771 SN - 1438-0064 ER - TY - CHAP A1 - Borndörfer, Ralf A1 - Mura, Annette A1 - Schlechte, Thomas ED - Fleischmann, Bernhard ED - Borgwardt, Karl ED - Klein, Robert ED - Tuma, Axel T1 - Vickrey Auctions for Railway Tracks T2 - Operations Research Proceedings 2008 Y1 - 2009 UR - http://opus.kobv.de/zib/volltexte/2008/1122/ SP - 551 EP - 556 PB - Springer-Verlag ER - TY - CHAP A1 - Borndörfer, Ralf A1 - Neumann, Marika A1 - Pfetsch, Marc ED - Fleischmann, Bernhard ED - Borgwardt, Karl ED - Klein, Robert ED - Tuma, Axel T1 - The Line Connectivity Problem T2 - Operations Research Proceedings 2008 Y1 - 2009 UR - http://opus.kobv.de/zib/volltexte/2008/1117/ SP - 557 EP - 562 PB - Springer-Verlag ER - TY - CHAP A1 - Borndörfer, Ralf A1 - Grötschel, Martin A1 - Löbel, Andreas A1 - Weider, Steffen T1 - Integrierte Umlauf- und Dienstplanung im öffentlichen Nahverkehr T2 - Neue Mathematische Verfahren in Industrie und Dienstleistungen Y1 - 2001 ER - TY - CHAP A1 - Borndörfer, Ralf A1 - Grötschel, Martin A1 - Löbel, Andreas T1 - Dienstplanung im öffentlichen Nahverkehr T2 - Mathematische Verfahren zur Lösung von Problemstellungen in Industrie und Wirtschaft Y1 - 1997 ER - TY - CHAP A1 - Borndörfer, Ralf A1 - Grötschel, Martin A1 - Löbel, Andreas T1 - Umlaufplanung im öffentlichen Nahverkehr T2 - Anwendungsorientierte Verbundprojekte auf dem Gebiet der Mathematik Y1 - 1994 ER - TY - CHAP A1 - Fügenschuh, Armin A1 - Homfeld, Henning A1 - Martin, Alexander T1 - Leitwegeplanung T2 - Mathematik für Innovationen in Industrie und Dienstleistungen Y1 - 2007 ER -