TY - GEN A1 - Heinz, Stefan A1 - Krumke, Sven A1 - Megow, Nicole A1 - Rambau, Jörg A1 - Tuchscherer, Andreas A1 - Vredeveld, Tjark T1 - The Online Target Date Assignment Problem N2 - Many online problems encountered in real-life involve a two-stage decision process: upon arrival of a new request, an irrevocable first-stage decision (the assignment of a specific resource to the request) must be made immediately, while in a second stage process, certain ``subinstances'' (that is, the instances of all requests assigned to a particular resource) can be solved to optimality (offline) later. We introduce the novel concept of an \emph{Online Target Date Assignment Problem} (\textsc{OnlineTDAP}) as a general framework for online problems with this nature. Requests for the \textsc{OnlineTDAP} become known at certain dates. An online algorithm has to assign a target date to each request, specifying on which date the request should be processed (e.\,g., an appointment with a customer for a washing machine repair). The cost at a target date is given by the \emph{downstream cost}, the optimal cost of processing all requests at that date w.\,r.\,t.\ some fixed downstream offline optimization problem (e.\,g., the cost of an optimal dispatch for service technicians). We provide general competitive algorithms for the \textsc{OnlineTDAP} independently of the particular downstream problem, when the overall objective is to minimize either the sum or the maximum of all downstream costs. As the first basic examples, we analyze the competitive ratios of our algorithms for the par ticular academic downstream problems of bin-packing, nonpreemptive scheduling on identical parallel machines, and routing a traveling salesman. T3 - ZIB-Report - 05-61 KW - Online Algorithms KW - Online Target Date Assignment Problem Y1 - 2005 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-8945 ER - TY - GEN A1 - Heinz, Stefan A1 - Kaibel, Volker A1 - Peinhardt, Matthias A1 - Rambau, Jörg A1 - Tuchscherer, Andreas T1 - LP-Based Local Approximation for Markov Decision Problems N2 - The standard computational methods for computing the optimal value functions of Markov Decision Problems (MDP) require the exploration of the entire state space. This is practically infeasible for applications with huge numbers of states as they arise, e.\,g., from modeling the decisions in online optimization problems by MDPs. Exploiting column generation techniques, we propose and apply an LP-based method to determine an $\varepsilon$-approximation of the optimal value function at a given state by inspecting only states in a small neighborhood. In the context of online optimization problems, we use these methods in order to evaluate the quality of concrete policies with respect to given initial states. Moreover, the tools can also be used to obtain evidence of the impact of single decisions. This way, they can be utilized in the design of policies. T3 - ZIB-Report - 06-20 KW - Markov decision problem KW - linear programming KW - column generation Y1 - 2006 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-9131 ER - TY - CHAP A1 - Achterberg, Tobias A1 - Heinz, Stefan A1 - Koch, Thorsten ED - Perron, Laurent ED - Trick, Michael T1 - Counting Solutions of Integer Programs Using Unrestricted Subtree Detection T2 - Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problems, 5th International Conference, CPAIOR 2008 Y1 - 2008 UR - http://opus.kobv.de/zib/volltexte/2008/1092/ VL - 5015 SP - 278 EP - 282 PB - Springer ER - TY - GEN A1 - Witzig, Jakob A1 - Berthold, Timo A1 - Heinz, Stefan T1 - Computational Aspects of Infeasibility Analysis in Mixed Integer Programming N2 - The analysis of infeasible subproblems plays an important role in solving mixed integer programs (MIPs) and is implemented in most major MIP solvers. There are two fundamentally different concepts to generate valid global constraints from infeasible subproblems. The first is to analyze the sequence of implications, obtained by domain propagation, that led to infeasibility. The result of this analysis is one or more sets of contradicting variable bounds from which so-called conflict constraints can be generated. This concept is called conflict graph analysis and has its origin in solving satisfiability problems and is similarly used in constraint programming. The second concept is to analyze infeasible linear programming (LP) relaxations. Every ray of the dual LP provides a set of multipliers that can be used to generate a single new globally valid linear constraint. This method is called dual proof analysis. The main contribution of this paper is twofold. Firstly, we present three enhancements of dual proof analysis: presolving via variable cancellation, strengthening by applying mixed integer rounding functions, and a filtering mechanism. Further, we provide an intense computational study evaluating the impact of every presented component regarding dual proof analysis. Secondly, this paper presents the first integrated approach to use both conflict graph and dual proof analysis simultaneously within a single MIP solution process. All experiments are carried out on general MIP instances from the standard public test set MIPLIB 2017; the presented algorithms have been implemented within the non-commercial MIP solver SCIP and the commercial MIP solver FICO Xpress. T3 - ZIB-Report - 19-54 Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-74962 SN - 1438-0064 ER - TY - JOUR A1 - Berthold, Timo A1 - Farmer, James A1 - Heinz, Stefan A1 - Perregaard, Michael T1 - Parallelization of the FICO Xpress Optimizer JF - Optimization Methods and Software N2 - Computing hardware has mostly thrashed out the physical limits for speeding up individual computing cores. Consequently, the main line of progress for new hardware is growing the number of computing cores within a single CPU. This makes the study of efficient parallelization schemes for computation-intensive algorithms more and more important. A natural precondition to achieving reasonable speedups from parallelization is maintaining a high workload of the available computational resources. At the same time, reproducibility and reliability are key requirements for software that is used in industrial applications. In this paper, we present the new parallelization concept for the state-of-the-art MIP solver FICO Xpress-Optimizer. MIP solvers like Xpress are expected to be deterministic. This inevitably results in synchronization latencies which render the goal of a satisfying workload a challenge in itself. We address this challenge by following a partial information approach and separating the concepts of simultaneous tasks and independent threads from each other. Our computational results indicate that this leads to a much higher CPU workload and thereby to an improved, almost linear, scaling on modern high-performance CPUs. As an added value, the solution path that Xpress takes is not only deterministic in a fixed environment, but also, to a certain extent, thread-independent. This paper is an extended version of Berthold et al. [Parallelization of the FICO Xpress-Optimizer, in Mathematical Software – ICMS 2016: 5th International Conference, G.-M. Greuel, T. Koch, P. Paule, and A. Sommere, eds., Springer International Publishing, Berlin, 2016, pp. 251–258] containing more detailed technical descriptions, illustrative examples and updated computational results. Y1 - 2018 U6 - https://doi.org/10.1080/10556788.2017.1333612 VL - 33 IS - 3 SP - 518 EP - 529 ER - TY - CHAP A1 - Witzig, Jakob A1 - Berthold, Timo A1 - Heinz, Stefan T1 - A Status Report on Conflict Analysis in Mixed Integer Nonlinear Programming T2 - Integration of AI and OR Techniques in Constraint Programming. CPAIOR 2019 N2 - Mixed integer nonlinear programs (MINLPs) are arguably among the hardest optimization problems, with a wide range of applications. MINLP solvers that are based on linear relaxations and spatial branching work similar as mixed integer programming (MIP) solvers in the sense that they are based on a branch-and-cut algorithm, enhanced by various heuristics, domain propagation, and presolving techniques. However, the analysis of infeasible subproblems, which is an important component of most major MIP solvers, has been hardly studied in the context of MINLPs. There are two main approaches for infeasibility analysis in MIP solvers: conflict graph analysis, which originates from artificial intelligence and constraint programming, and dual ray analysis. The main contribution of this short paper is twofold. Firstly, we present the first computational study regarding the impact of dual ray analysis on convex and nonconvex MINLPs. In that context, we introduce a modified generation of infeasibility proofs that incorporates linearization cuts that are only locally valid. Secondly, we describe an extension of conflict analysis that works directly with the nonlinear relaxation of convex MINLPs instead of considering a linear relaxation. This is work-in-progress, and this short paper is meant to present first theoretical considerations without a computational study for that part. Y1 - 2019 U6 - https://doi.org/10.1007/978-3-030-19212-9_6 VL - 11494 SP - 84 EP - 94 PB - Springer ER - TY - JOUR A1 - Gamrath, Gerald A1 - Berthold, Timo A1 - Heinz, Stefan A1 - Winkler, Michael T1 - Structure-driven fix-and-propagate heuristics for mixed integer programming JF - Mathematical Programming Computation N2 - Primal heuristics play an important role in the solving of mixed integer programs (MIPs). They often provide good feasible solutions early and help to reduce the time needed to prove optimality. In this paper, we present a scheme for start heuristics that can be executed without previous knowledge of an LP solution or a previously found integer feasible solution. It uses global structures available within MIP solvers to iteratively fix integer variables and propagate these fixings. Thereby, fixings are determined based on the predicted impact they have on the subsequent domain propagation. If sufficiently many variables can be fixed that way, the resulting problem is solved first as an LP, and then as an auxiliary MIP if the rounded LP solution does not provide a feasible solution already. We present three primal heuristics that use this scheme based on different global structures. Our computational experiments on standard MIP test sets show that the proposed heuristics find solutions for about 60 % of the instances and by this, help to improve several performance measures for MIP solvers, including the primal integral and the average solving time. Y1 - 2019 U6 - https://doi.org/10.1007/s12532-019-00159-1 VL - 11 IS - 4 SP - 675 EP - 702 PB - Springer CY - Berlin Heidelberg ER - TY - GEN A1 - Witzig, Jakob A1 - Berthold, Timo A1 - Heinz, Stefan T1 - A Status Report on Conflict Analysis in Mixed Integer Nonlinear Programming N2 - Mixed integer nonlinear programs (MINLPs) are arguably among the hardest optimization problems, with a wide range of applications. MINLP solvers that are based on linear relaxations and spatial branching work similar as mixed integer programming (MIP) solvers in the sense that they are based on a branch-and-cut algorithm, enhanced by various heuristics, domain propagation, and presolving techniques. However, the analysis of infeasible subproblems, which is an important component of most major MIP solvers, has been hardly studied in the context of MINLPs. There are two main approaches for infeasibility analysis in MIP solvers: conflict graph analysis, which originates from artificial intelligence and constraint programming, and dual ray analysis. The main contribution of this short paper is twofold. Firstly, we present the first computational study regarding the impact of dual ray analysis on convex and nonconvex MINLPs. In that context, we introduce a modified generation of infeasibility proofs that incorporates linearization cuts that are only locally valid. Secondly, we describe an extension of conflict analysis that works directly with the nonlinear relaxation of convex MINLPs instead of considering a linear relaxation. This is work-in-progress, and this short paper is meant to present first theoretical considerations without a computational study for that part. T3 - ZIB-Report - 18-57 Y1 - 2018 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-71170 SN - 1438-0064 ER - TY - GEN A1 - Berthold, Timo A1 - Gleixner, Ambros A1 - Heinz, Stefan A1 - Vigerske, Stefan T1 - Analyzing the computational impact of MIQCP solver components N2 - We provide a computational study of the performance of a state-of-the-art solver for nonconvex mixed-integer quadratically constrained programs (MIQCPs). Since successful general-purpose solvers for large problem classes necessarily comprise a variety of algorithmic techniques, we focus especially on the impact of the individual solver components. The solver SCIP used for the experiments implements a branch-and-cut algorithm based on a linear relaxation to solve MIQCPs to global optimality. Our analysis is based on a set of 86 publicly available test instances. T3 - ZIB-Report - 13-08 KW - mixed-integer quadratically constrained programming KW - mixed-integer programming KW - branch-and-cut KW - nonconvex KW - global optimization Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-17754 SN - 1438-0064 ER - TY - GEN A1 - Berthold, Timo A1 - Gleixner, Ambros A1 - Heinz, Stefan A1 - Vigerske, Stefan T1 - On the computational impact of MIQCP solver components N2 - We provide a computational study of the performance of a state-of-the-art solver for nonconvex mixed-integer quadratically constrained programs (MIQCPs). Since successful general-purpose solvers for large problem classes necessarily comprise a variety of algorithmic techniques, we focus especially on the impact of the individual solver components. The solver SCIP used for the experiments implements a branch-and-cut algorithm based on linear outer approximation to solve MIQCPs to global optimality. Our analysis is based on a set of 86 publicly available test instances. T3 - ZIB-Report - 11-01 KW - MIQCP KW - MIP KW - mixed-integer quadratically constrained programming KW - computational KW - nonconvex Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-11998 ER - TY - GEN A1 - Shinano, Yuji A1 - Achterberg, Tobias A1 - Berthold, Timo A1 - Heinz, Stefan A1 - Koch, Thorsten A1 - Winkler, Michael T1 - Solving Previously Unsolved MIP Instances with ParaSCIP on Supercomputers by using up to 80,000 Cores N2 - Mixed-integer programming (MIP) problem is arguably among the hardest classes of optimization problems. This paper describes how we solved 21 previously unsolved 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. T3 - ZIB-Report - 20-16 KW - Mixed Integer Programming, Parallel processing, Node merging, Racing, ParaSCIP, Ubiquity Generator Framework, MIPLIB Y1 - 2020 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-78393 SN - 1438-0064 ER - TY - CHAP A1 - Gamrath, Gerald A1 - Berthold, Timo A1 - Heinz, Stefan A1 - Winkler, Michael T1 - Structure-Based Primal Heuristics for Mixed Integer Programming T2 - Optimization in the Real World N2 - Primal heuristics play an important role in the solving of mixed integer programs (MIPs). They help to reach optimality faster and provide good feasible solutions early in the solving process. In this paper, we present two new primal heuristics which take into account global structures available within MIP solvers to construct feasible solutions at the beginning of the solving process. These heuristics follow a large neighborhood search (LNS) approach and use global structures to define a neighborhood that is with high probability significantly easier to process while (hopefully) still containing good feasible solutions. The definition of the neighborhood is done by iteratively fixing variables and propagating these fixings. Thereby, fixings are determined based on the predicted impact they have on the subsequent domain propagation. The neighborhood is solved as a sub-MIP and solutions are transferred back to the original problem. Our computational experiments on standard MIP test sets show that the proposed heuristics find solutions for about every third instance and therewith help to improve the average solving time. Y1 - 2015 SN - 978-4-431-55419-6 U6 - https://doi.org/10.1007/978-4-431-55420-2_3 VL - 13 SP - 37 EP - 53 PB - Springer Japan ER - TY - GEN A1 - Witzig, Jakob A1 - Berthold, Timo A1 - Heinz, Stefan T1 - Experiments with Conflict Analysis in Mixed Integer Programming N2 - The analysis of infeasible subproblems plays an import role in solving mixed integer programs (MIPs) and is implemented in most major MIP solvers. There are two fundamentally different concepts to generate valid global constraints from infeasible subproblems. The first is to analyze the sequence of implications obtained by domain propagation that led to infeasibility. The result of the analysis is one or more sets of contradicting variable bounds from which so-called conflict constraints can be generated. This concept has its origin in solving satisfiability problems and is similarly used in constraint programming. The second concept is to analyze infeasible linear programming (LP) relaxations. The dual LP solution provides a set of multipliers that can be used to generate a single new globally valid linear constraint. The main contribution of this short paper is an empirical evaluation of two ways to combine both approaches. Experiments are carried out on general MIP instances from standard public test sets such as Miplib2010; the presented algorithms have been implemented within the non-commercial MIP solver SCIP. Moreover, we present a pool-based approach to manage conflicts which addresses the way a MIP solver traverses the search tree better than aging strategies known from SAT solving. T3 - ZIB-Report - 16-63 Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-61087 SN - 1438-0064 ER - TY - GEN A1 - Harks, Tobias A1 - Heinz, Stefan A1 - Pfetsch, Marc T1 - Competitive Online Multicommodity Routing N2 - We study online multicommodity minimum cost routing problems in networks, where commodities have to be routed sequentially. Arcs are equipped with load dependent price functions defining the routing weights. We discuss an online algorithm that routes each commodity by minimizing a convex cost function that depends on the demands that are previously routed. We present a competitive analysis of this algorithm showing that for affine linear price functions this algorithm is $4K/2+K$-competitive, where $K$ is the number of commodities. For the parallel arc 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 - 06-27 KW - Online Optimization KW - Routing KW - Telecommunications Y1 - 2006 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-9212 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 - JOUR 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 JF - Mathematical Programming Computation Y1 - 2011 UR - http://mpc.zib.de/index.php/MPC/article/view/56 U6 - https://doi.org/10.1007/s12532-011-0025-9 VL - 3 IS - 2 SP - 103 EP - 163 ER - TY - GEN A1 - Heinz, Stefan A1 - Schlechte, Thomas A1 - Stephan, Rüdiger A1 - Winkler, Michael T1 - Solving steel mill slab design problems N2 - The steel mill slab design problem from the CSPLIB is a combinatorial optimization problem motivated by an application of the steel industry. It has been widely studied in the constraint programming community. Several methods were proposed to solve this problem. A steel mill slab library was created which contains 380 instances. A closely related binpacking problem called the multiple knapsack problem with color constraints, originated from the same industrial problem, was discussed in the integer programming community. In particular, a simple integer program for this problem has been given by Forrest et al. The aim of this paper is to bring these different studies together. Moreover, we adapt the model of Forrest et al. for the steel mill slab design problem. Using this model and a state-of-the-art integer program solver all instances of the steel mill slab library can be solved efficiently to optimality. We improved, thereby, the solution values of 76 instances compared to previous results. Finally, we consider a recently introduced variant of the steel mill slab design problem, where within all solutions which minimize the leftover one is interested in a solution which requires a minimum number of slabs. For that variant we introduce two approaches and solve all instances of the steel mill slab library with this slightly changed objective function to optimality. T3 - ZIB-Report - 11-38 KW - steel mill slab design problem KW - multiple knapsack problem with color constraints KW - integer programming KW - set partitioning KW - binpacking with side constraints Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14089 SN - 1438-0064 ER - TY - GEN A1 - Shinano, Yuji A1 - Achterberg, Tobias A1 - Berthold, Timo A1 - Heinz, Stefan A1 - Koch, Thorsten T1 - ParaSCIP - a parallel extension of SCIP N2 - Mixed integer programming (MIP) has become one of the most important techniques in Operations Research and Discrete Optimization. SCIP (Solving Constraint Integer Programs) is currently one of the fastest non-commercial MIP solvers. It is based on the branch-and-bound procedure in which the problem is recursively split into smaller subproblems, thereby creating a so-called branching tree. We present ParaSCIP, an extension of SCIP, which realizes a parallelization on a distributed memory computing environment. ParaSCIP uses SCIP solvers as independently running processes to solve subproblems (nodes of the branching tree) locally. This makes the parallelization development independent of the SCIP development. Thus, ParaSCIP directly profits from any algorithmic progress in future versions of SCIP. Using a first implementation of ParaSCIP, we were able to solve two previously unsolved instances from MIPLIB2003, a standard test set library for MIP solvers. For these computations, we used up to 2048 cores of the HLRN~II supercomputer. T3 - ZIB-Report - 10-27 KW - massive parallization KW - mixed integer programming KW - ParaSCIP KW - branch-and-cut KW - branch-and-bound Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-11921 UR - http://www.springerlink.com/content/t2160206253v7661/ ER - TY - CHAP A1 - Heinz, Stefan A1 - Schulz, Jens T1 - Explanations for the Cumulative Constraint: An Experimental Study T2 - Experimental Algorithms Y1 - 2011 VL - 6630 SP - 400 EP - 409 ER - TY - CHAP A1 - Berthold, Timo A1 - Gleixner, Ambros A1 - Heinz, Stefan A1 - Koch, Thorsten A1 - Shinano, Yuji T1 - SCIP Optimization Suite を利用した 混合整数(線形/非線形) 計画問題の解法 T2 - Proceedings of the 24th RAMP symposium. The Operations Society of Japan, RAMP: Research Association of Mathematical Programming N2 - この論文ではソフトウェア・パッケージSCIP Optimization Suite を紹介し,その3つの構成要素:モデリン グ言語Zimpl, 線形計画(LP: linear programming) ソルバSoPlex, そして,制約整数計画(CIP: constraint integer programming) に対するソフトウェア・フレームワークSCIP, について述べる.本論文では,この3つの 構成要素を利用して,どのようにして挑戦的な混合整数線形計画問題(MIP: mixed integer linear optimization problems) や混合整数非線形計画問題(MINLP: mixed integer nonlinear optimization problems) をモデル化 し解くのかを説明する.SCIP は,現在,最も高速なMIP,MINLP ソルバの1つである.いくつかの例により, Zimpl, SCIP, SoPlex の利用方法を示すとともに,利用可能なインタフェースの概要を示す.最後に,将来の開 発計画の概要について述べる. N2 - This paper introduces the SCIP Optimization Suite and discusses the capabilities of its three components: the modeling language Zimpl, the linear programming solver SoPlex, and the constraint integer programming framework SCIP. We explain how in concert these can be used to model and solve challenging mixed integer linear and nonlinear optimization problems. SCIP is currently one of the fastest non-commercial MIP and MINLP solvers. We demonstrate the usage of Zimpl, SCIP, and SoPlex by selected examples, we give an overview over available interfaces, and outline plans for future development. Y1 - 2012 SP - 165 EP - 192 ER -