TY - GEN A1 - Koster, Arie M.C.A. A1 - Zymolka, Adrian A1 - Kutschka, Manuel T1 - Algorithms to Separate {0,1/2}-Chvatal-Gomory Cuts N2 - Chvatal-Gomory cuts are among the most well-known classes of cutting planes for general integer linear programs (ILPs). In case the constraint multipliers are either 0 or $\frac{1}{2}$, such cuts are known as $\{0,\frac{1}{2}\}$-cuts. It has been proven by Caprara and Fischetti (1996) that separation of $\{0,\frac{1}{2}\}$-cuts is NP-hard. In this paper, we study ways to separate $\{0,\frac{1}{2}\}$-cuts effectively in practice. We propose a range of preprocessing rules to reduce the size of the separation problem. The core of the preprocessing builds a Gaussian elimination-like procedure. To separate the most violated $\{0,\frac{1}{2}\}$-cut, we formulate the (reduced) problem as integer linear program. Some simple heuristic separation routines complete the algorithmic framework. Computational experiments on benchmark instances show that the combination of preprocessing with exact and/or heuristic separation is a very vital idea to generate strong generic cutting planes for integer linear programs and to reduce the overall computation times of state-of-the-art ILP-solvers. T3 - ZIB-Report - 07-10 KW - {0 KW - 1/2}-Chvatal-Gomory cuts KW - separation algorithms KW - integer programming Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-9531 ER - TY - GEN A1 - Geerdes, Hans-Florian A1 - Eisenblätter, Andreas T1 - Reconciling Theory and Practice: A Revised Pole Equation for W-CDMA Cell Powers N2 - The performance evaluation of W-CDMA networks is intricate as cells are strongly coupled through interference. Pole equations have been developed as a simple tool to analyze cell capacity. Numerous scientific contributions have been made on their basis. In the established forms, the pole equations rely on strong assumptions such as homogeneous traffic, uniform users, and constant downlink orthogonality factor. These assumptions are not met in realistic scenarios. Hence, the pole equations are typically used during initial network dimensioning only. Actual network (fine-) planning requires a more faithful analysis of each individual cell's capacity. Complex analytical analysis or Monte-Carlo simulations are used for this purposes. In this paper, we generalize the pole equations to include inhomogeneous data. We show how the equations can be parametrized in a cell-specific way provided the transmit powers are known. This allows to carry over prior results to realistic settings. This is illustrated with an example: Based on the pole equation, we investigate the accuracy of average snapshot'' approximations for downlink transmit powers used in state-of-the-art network optimization schemes. We confirm that the analytical insights apply to practice-relevant settings on the basis of results from detailed Monte-Carlo simulation on realistic datasets. T3 - ZIB-Report - 07-11 Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-9543 ER - TY - GEN A1 - Ruprecht, Daniel A1 - Schädle, Achim A1 - Schmidt, Frank A1 - Zschiedrich, Lin T1 - Transparent boundary conditons for time-dependent problems N2 - A new approach to derive transparent boundary conditions (TBCs) for wave, Schrödinger, heat and drift-diffusion equations is presented. It relies on the pole condition and distinguishes between physical reasonable and unreasonable solutions by the location of the singularities of the spatial Laplace transform of the exterior solution. To obtain a numerical algorithm, a Möbius transform is applied to map the Laplace transform onto the unit disc. In the transformed coordinate the solution is expanded into a power series. Finally, equations for the coefficients of the power series are derived. These are coupled to the equation in the interior, and yield transparent boundary conditions. Numerical results are presented in the last section, showing that the error introduced by the new approximate TBCs decays exponentially in the number of coefficients. T3 - ZIB-Report - 07-12 KW - transparent boundary condition KW - non-reflecting boundary condition KW - pole condition KW - wave equation KW - Schrödinger equation KW - drift diffusion equation Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-9558 ER - TY - GEN A1 - Vater, Stefan A1 - Klein, Rupert T1 - Stability of a Cartesian Grid Projection Method for Zero Froude Number Shallow Water Flows N2 - In this paper a Godunov-type projection method for computing approximate solutions of the zero Froude number (incompressible) shallow water equations is presented. It is second-order accurate and locally conserves height (mass) and momentum. To enforce the underlying divergence constraint on the velocity field, the predicted numerical fluxes, computed with a standard second order method for hyperbolic conservation laws, are corrected in two steps. First, a MAC-type projection adjusts the advective velocity divergence. In a second projection step, additional momentum flux corrections are computed to obtain new time level cell-centered velocities, which satisfy another discrete version of the divergence constraint. The scheme features an exact and stable second projection. It is obtained by a Petrov-Galerkin finite element ansatz with piecewise bilinear trial functions for the unknown incompressible height and piecewise constant test functions. The stability of the projection is proved using the theory of generalized mixed finite elements, which goes back to Nicola{\"i}des (1982). In order to do so, the validity of three different inf-sup conditions has to be shown. Since the zero Froude number shallow water equations have the same mathematical structure as the incompressible Euler equations of isentropic gas dynamics, the method can be easily transfered to the computation of incompressible variable density flow problems. T3 - ZIB-Report - 07-13 KW - incompressible flows KW - shallow water equations KW - projection method KW - stability KW - mixed finite elements KW - inf-sup-condition Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-9562 ER - TY - GEN A1 - Raack, Christian A1 - Koster, Arie M.C.A. A1 - Orlowski, Sebastian A1 - Wessäly, Roland T1 - Capacitated network design using general flow-cutset inequalities N2 - This paper deals with directed, bidirected, and undirected capacitated network design problems. Using mixed integer rounding (MIR), we generalize flow-cutset inequalities to these three link types and to an arbitrary modular link capacity structure, and propose a generic separation algorithm. In an extensive computational study on 54 instances from the Survivable Network Design Library (SNDlib), we show that the performance of cplex can significantly be enhanced by this class of cutting planes. The computations reveal the particular importance of the subclass of cutset-inequalities. T3 - ZIB-Report - 07-14 KW - general flow-cutset inequalities KW - capacitated network design KW - mixed integer rounding KW - SNDlib Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-9576 ER - TY - GEN A1 - Harks, Tobias A1 - Heinz, Stefan A1 - Pfetsch, Marc T1 - Competitive Online Multicommodity Routing N2 - In this paper we study online multicommodity routing problems in networks, in which commodities have to be routed sequentially. The flow of each commodity can be split on several paths. Arcs are equipped with load dependent price functions defining routing costs, which have to be minimized. We discuss a greedy online algorithm that routes each commodity by minimizing a convex cost function that only depends on the demands previously routed. We present a competitive analysis of this algorithm showing that for affine linear price functions this algorithm is 4K2 (1+K)2 -competitive, where K is the number of commodities. For the single-source single-destination case, this algorithm is optimal. Without restrictions on the price functions and network, no algorithm is competitive. Finally, we investigate a variant in which the demands have to be routed unsplittably. T3 - ZIB-Report - 07-16 KW - Online Optimization KW - Routing KW - Telecommunications Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-9599 ER - TY - GEN A1 - Kube, Susanna A1 - Lasser, Caroline A1 - Weber, Marcus T1 - Monte Carlo sampling of Wigner functions and surface hopping quantum dynamics N2 - Wigner transformation provides a one-to-one correspondence between functions on position space (wave functions) and functions on phase space (Wigner functions). Weighted integrals of Wigner functions yield quadratic quantities of wave functions like position and momentum densities or expectation values. For molecular quantum systems, suitably modified classical transport of Wigner functions provides an asymptotic approximation of the dynamics in the high energy regime. The article addresses the computation of Wigner functions by Monte Carlo quadrature. An ad aption of the Metropolis algorithm for the approximation of signed measures with disconnected support is systematically tested in combination with a surface hopping algorithm for non-adiabatic quantum dynamics. The numerical experiments give expectation values and level populations with an error of two to three percent, which agrees with the theoretically expected accuracy. T3 - ZIB-Report - 07-17 KW - Metropolis Monte Carlo KW - approximation KW - quadrature KW - oscillating functions Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-9604 ER - TY - GEN T1 - Annual Report 2019 T3 - Jahresbericht - 2019 KW - Jahresbericht Y1 - 2022 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-85594 SN - 0934-5892 VL - 2019 ER - TY - GEN T1 - Annual Report 2020 T3 - Jahresbericht - 2020 KW - Jahresbericht Y1 - 2022 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-85609 SN - 0934-5892 VL - 2020 ER - TY - GEN T1 - Annual Report 2021 T3 - Jahresbericht - 2021 KW - Jahresbericht Y1 - 2022 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-87537 SN - 0934-5892 VL - 2021 ER - TY - THES A1 - Helmberg, Christoph T1 - Semidefinite Programming for Combinatorial Optimization N2 - This book offers a self-contained introduction to the field of semidefinite programming, its applications in combinatorial optimization, and its computational methods. We equip the reader with the basic results from linear algebra on positive semidefinite matrices and the cone spanned by them. Starting from linear programming, we introduce semidefinite programs and discuss the associated duality theory. We then turn to semidefinite relaxations of combinatorial optimization and illustrate their interrelation. In the second half we deal with computational methods for solving semidefinite programs. First, the interior point approach, its iteration complexity, and implementational issues are discussed. Next, we explain in great detail the spectral bundle method, which is particularly suited for large scale semidefinite programming. One of the most successful techniques in integer linear programming is the cutting plane approach which improves an initial relaxation by adding violated inequalities. We explore possibilities to combine the two solution methods with the cutting plane approach in order to strengthen semidefinite relaxations of combinatorial optimization problems. T3 - ZIB-Report - 00-34 KW - positive semidefinite matrices KW - semidefinite cone KW - semidefinite Programming KW - semidefinite duality KW - combinatorial optimization KW - max-cut KW - quadrati Y1 - 2000 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6022 ER - TY - THES A1 - Martin, Alexander T1 - Integer Programs with Block Structure N2 - In this thesis we study and solve integer programs with block structure, i.\,e., problems that after the removal of certain rows (or columns) of the constraint matrix decompose into independent subproblems. The matrices associated with each subproblem are called blocks and the rows (columns) to be removed linking constraints (columns). Integer programs with block structure come up in a natural way in many real-world applications. The methods that are widely used to tackle integer programs with block structure are decomposition methods. The idea is to decouple the linking constraints (variables) from the problem and treat them at a superordinate level, often called master problem. The resulting residual subordinate problem then decomposes into independent subproblems that often can be solved more efficiently. Decomposition methods now work alternately on the master and subordinate problem and iteratively exchange information to solve the original problem to optimality. In Part I we follow a different approach. We treat the integer programming problem as a whole and keep the linking constraints in the formulation. We consider the associated polyhedra and investigate the polyhedral consequences of the involved linking constraints. The variety and complexity of the new inequalities that come into play is illustrated on three different types of real-world problems. The applications arise in the design of electronic circuits, in telecommunication and production planning. We develop a branch-and-cut algorithm for each of these problems, and our computational results show the benefits and limits of the polyhedral approach to solve these real-world models with block structure. Part II of the thesis deals with general mixed integer programming problems, that is integer programs with no apparent structure in the constraint matrix. We will discuss in Chapter 5 the main ingredients of an LP based branch-and-bound algorithm for the solution of general integer programs. Chapter 6 then asks the question whether general integer programs decompose into certain block structures and investigate whether it is possible to recognize such a structure. The remaining two chapters exploit information about the block structure of an integer program. In Chapter 7 we parallelize parts of the dual simplex algorithm, the method that is commonly used for the solution of the underlying linear programs within a branch-and-cut algorithm. In Chapter 8 we try to detect small blocks in the constraint matrix and to derive new cutting planes that strengthen the integer programming formulation. These inequalities may be associated with the intersection of several knapsack problems. We will see that they significantly improve the quality of the general integer programming solver introduced in Chapter 5. T3 - ZIB-Report - SC-99-03 KW - integer programming KW - cutting planes KW - block structure Y1 - 1999 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-3911 ER - TY - THES A1 - Krumke, Sven T1 - Online Optimization: Competitive Analysis and Beyond N2 - Traditional optimization techniques assume, in general, knowledge of all data of a problem instance. There are many cases in practice, however, where decisions have to be made before complete information about the data is available. In fact, it may be necessary to produce a part of the problem solution as soon as a new piece of information becomes known. This is called an \emph{online situation}, and an algorithm is termed \emph{online}, if it makes a decision (computes a partial solution) whenever a new piece of data requests an action. \emph{Competitive analysis} has become a standard yardstick to measure the quality of online algorithms. One compares the solution produced by an online algorithm to that of an optimal (clairvoyant) offline algorithm. An online algorithm is called $c$-competitive if on every input the solution it produces has cost'' at most $c$~times that of the optimal offline algorithm. This situation can be imagined as a game between an online player and a malicious adversary. Although competitive analysis is a worst-case analysis and henceforth pessimistic, it often allows important insights into the problem structure. One can obtain an idea about what kind of strategies are promising for real-world systems and why. On the other hand there are also cases where the offline adversary is simply too powerful and allows only trivial competitiveness results. This phenomenon is called hitting the triviality barrier''. We investigate several online problems by means of competitive analysis. We also introduce new concepts to overcome the weaknesses of the standard approach and to go beyond the triviality barrier. T3 - ZIB-Report - 02-25 KW - competitive analysis KW - online optimization KW - online algorithm KW - approximation algorithm Y1 - 2002 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6925 ER - TY - THES A1 - Schultz, Rüdiger T1 - Structure and Stability in Two-Stage Stochastic Programming N2 - {\begin{footnotesize} This thesis is concerned with structural properties and the stability behaviour of two-stage stochastic programs. Chapter~1 gives an introduction into stochastic programming and a summary of the main results of the thesis. In Chapter~2 we present easily verifiable sufficient conditions for the strong convexity of the expected-recourse function in a stochastic program with linear complete recourse. Different levels of randomness in the data are considered. We start with models where only the right-hand side of the constraints is random and extend these results to the situation where also the technology matrix contains random entries. The statements on strong convexity imply new stability estimates for sets of optimal solutions when perturbing the underlying probability measure. We work out Hölder estimates (in terms of the $\mbox{L}_1$-Wasserstein distance) for optimal solution sets to linear recourse models with random technology matrix. In Chapter~3 ({\it joint work with Werner Römisch, Berlin}) we are aiming at the Lipschitz stability of optimal solution sets to linear recourse models with random right-hand side. To this end , we first adapt the distance notion for the underlying probability measures to the structure of the model and derive a Lipschitz estimate for optimal solutions based on that distance. Here, the strong convexity established in Chapter~2 turns out as an essential assumption. For applications, however, a Lipschitz estimate with respect to a more accesssible probability distance is desirable. Structural properties of the expected-recourse function finally permit such an estimate in terms of the Kolmogorov-Smirnov distance of linear transforms of the underlying measures. The general analysis is specified to estimation via empirical measures. We obtain a law of iterated logarithm, a large deviation estimate and an estimate for the asymptotic distribution of optimal solution sets. Chapters~4 and~5 deal with two-stage linear stochastic programs where integrality constraints occur in the second stage. In Chapter~4 we study basic continuity properties of the expected-recourse function for models with random right-hand side and random technology matrix. The joint continuity with respect to the decision variable and the underlying probability measure leads to qualitative statements on the stability of local optimal values and local optimal solutions. In Chapter~5 we demonstrate that a variational distance of probability measures based on a suitable Vapnik-\v{C}ervonenkis class of Borel sets leads to convergence rates of the Hölder type for the expected recourse as a function of the underlying probability measure. The rates carry over to the convergence of local optimal values. As an application we again consider estimation via empirical measures. Beside qualitative asymptotic results for optimal values and optimal solutions we obtain a law of iterated logarithm for optimal values. \end{footnotesize}} T3 - ZIB-Report - SC-95-15 Y1 - 1995 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-1819 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Ferreira, Carlos E. A1 - Martin, Alexander T1 - Decomposing Matrices into Blocks N2 - In this paper we investigate whether matrices arising from linear or integer programming problems can be decomposed into so-called {\em bordered block diagonal form}. More precisely, given some matrix $A$, we try to assign as many rows as possible to some number of blocks of limited size such that no two rows assigned to different blocks intersect in a common column. Bordered block diagonal form is desirable because it can guide and speed up the solution process for linear and integer programming problems. We show that various matrices from the LP- and MIP-libraries NETLIB and MITLIB can indeed be decomposed into this form by computing optimal decompositions or decompositions with proven quality. These computations are done with a branch-and-cut algorithm based on polyhedral investigations of the matrix decomposition problem. In practice, however, one would use heuristics to find a good decomposition. We present several heuristic ideas and test their performance. Finally, we investigate the usefulness of optimal matrix decompositions into bordered block diagonal form for integer programming by using such decompositions to guide the branching process in a branch-and-cut code for general mixed integer programs. T3 - ZIB-Report - SC-97-15 Y1 - 1997 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2849 ER -