TY - CHAP A1 - Koch, Thorsten A1 - Pfetsch, Marc A1 - Rövekamp, Jessica T1 - Introduction T2 - Evaluating Gas Network Capacities Y1 - 2015 SN - 9781611973686 SP - 3 EP - 16 PB - Society for Industrial and Applied Mathematics ER - TY - GEN A1 - Gamrath, Gerald A1 - Fischer, Tobias A1 - Gally, Tristan A1 - Gleixner, Ambros A1 - Hendel, Gregor A1 - Koch, Thorsten A1 - Maher, Stephen J. A1 - Miltenberger, Matthias A1 - Müller, Benjamin A1 - Pfetsch, Marc A1 - Puchert, Christian A1 - Rehfeldt, Daniel A1 - Schenker, Sebastian A1 - Schwarz, Robert A1 - Serrano, Felipe A1 - Shinano, Yuji A1 - Vigerske, Stefan A1 - Weninger, Dieter A1 - Winkler, Michael A1 - Witt, Jonas T. A1 - Witzig, Jakob T1 - The SCIP Optimization Suite 3.2 N2 - The SCIP Optimization Suite is a software toolbox for generating and solving various classes of mathematical optimization problems. Its major components are the modeling language ZIMPL, the linear programming solver SoPlex, the constraint integer programming framework and mixed-integer linear and nonlinear programming solver SCIP, the UG framework for parallelization of branch-and-bound-based solvers, and the generic branch-cut-and-price solver GCG. It has been used in many applications from both academia and industry and is one of the leading non-commercial solvers. This paper highlights the new features of version 3.2 of the SCIP Optimization Suite. Version 3.2 was released in July 2015. This release comes with new presolving steps, primal heuristics, and branching rules within SCIP. In addition, version 3.2 includes a reoptimization feature and improved handling of quadratic constraints and special ordered sets. SoPlex can now solve LPs exactly over the rational number and performance improvements have been achieved by exploiting sparsity in more situations. UG has been tested successfully on 80,000 cores. A major new feature of UG is the functionality to parallelize a customized SCIP solver. GCG has been enhanced with a new separator, new primal heuristics, and improved column management. Finally, new and improved extensions of SCIP are presented, namely solvers for multi-criteria optimization, Steiner tree problems, and mixed-integer semidefinite programs. T3 - ZIB-Report - 15-60 KW - mixed-integer linear and nonlinear programming KW - MIP solver KW - MINLP solver KW - linear programming KW - LP solver KW - simplex method KW - modeling KW - parallel branch-and-bound KW - branch-cut-and-price framework KW - generic column generation KW - Steiner tree solver KW - multi-criteria optimization KW - mixed-integer semidefinite programming Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-57675 SN - 1438-0064 ER - TY - JOUR A1 - Eisenblätter, Andreas A1 - Fügenschuh, Armin A1 - Fledderus, E. A1 - Geerdes, Hans-Florian A1 - Heideck, B. A1 - Junglas, Daniel A1 - Koch, Thorsten A1 - Kürner, T. A1 - Martin, Alexander ED - Martin, Alexander T1 - Mathematical Methods for Automatic Optimization of UMTS Radio Networks Y1 - 2003 UR - http://momentum.zib.de/paper/momentum-d43.pdf IS - D4.3 PB - IST-2000-28088 MOMENTUM ER - TY - JOUR A1 - Eisenblätter, Andreas A1 - Geerdes, Hans-Florian A1 - Junglas, Daniel A1 - Koch, Thorsten A1 - Kürner, T. A1 - Martin, Alexander T1 - Final Report on Automatic Planning and Optimisation Y1 - 2003 UR - http://momentum.zib.de/paper/momentum-d47.pdf IS - D4.7 PB - IST-2000-28088 MOMENTUM ER - TY - GEN A1 - Koch, Thorsten ED - Achterberg, Tobias ED - Beck, J. Christopher T1 - Which mixed integer programs could a million CPUs solve? T2 - CPAIOR 2011 – Late Breaking Abstracts Y1 - 2011 UR - http://opus4.kobv.de/opus4-zib/files/1294/ZR-11-20.pdf IS - 11-20 SP - 17 EP - 18 PB - Zuse Institute Berlin CY - Takustr. 7, Berlin ER - TY - CHAP A1 - Shinano, Yuji A1 - Achterberg, Tobias A1 - Berthold, Timo A1 - Heinz, Stefan A1 - Koch, Thorsten ED - Bischof, Christian ED - Hegering, Heinz-Gerd ED - Nagel, Wolfgang ED - Wittum, Gabriel T1 - ParaSCIP: a parallel extension of SCIP T2 - Competence in High Performance Computing 2010 Y1 - 2012 U6 - https://doi.org/10.1007/978-3-642-24025-6_12 SP - 135 EP - 148 PB - Springer ER - TY - JOUR A1 - Koch, Thorsten A1 - Ralphs, Ted A1 - Shinano, Yuji T1 - Could we use a million cores to solve an integer program? JF - Mathematical Methods of Operations Research Y1 - 2012 U6 - https://doi.org/10.1007/s00186-012-0390-9 VL - 76 IS - 1 SP - 67 EP - 93 ER - TY - CHAP A1 - Dorndorf, Ulrich A1 - Droste, Stefan A1 - Koch, Thorsten ED - Kallrath, Josef T1 - Using ZIMPL for Modeling Production Planning Problems T2 - Algebraic Modeling Systems Y1 - 2012 U6 - https://doi.org/10.1007/978-3-642-23592-4 SP - 145 EP - 158 PB - Springer ER - TY - CHAP A1 - Martin, Alexander A1 - Geißler, Björn A1 - Heyn, Christine A1 - Hiller, Benjamin A1 - Humpola, Jesco A1 - Koch, Thorsten A1 - Lehmann, Thomas A1 - Morsi, Antonio A1 - Pfetsch, Marc A1 - Schewe, Lars A1 - Schmidt, Martin A1 - Schultz, Rüdiger A1 - Schwarz, Robert A1 - Schweiger, Jonas A1 - Steinbach, Marc A1 - Willert, Bernhard T1 - Optimierung Technischer Kapazitäten in Gasnetzen T2 - Optimierung in der Energiewirtschaft Y1 - 2011 SP - 105 EP - 114 PB - VDI-Verlag, Düsseldorf ER - TY - CHAP A1 - Koch, Thorsten A1 - Leövey, Hernan A1 - Mirkov, Radoslava A1 - Römisch, Werner A1 - Wegner-Specht, Isabel T1 - Szenariogenerierung zur Modellierung der stochastischen Ausspeiselasten in einem Gastransportnetz T2 - Optimierung in der Energiewirtschaft Y1 - 2011 UR - http://www2.mathematik.hu-berlin.de/%7Eromisch/papers/SzengenVDI11.pdf SP - 115 EP - 125 PB - VDI-Verlag, Düsseldorf ER - TY - CHAP A1 - Cook, William A1 - Koch, Thorsten A1 - Steffy, Daniel A1 - Wolter, Kati ED - Günlük, Oktay ED - Woeginger, Gerhard T1 - An Exact Rational Mixed-Integer Programming Solver T2 - IPCO 2011 Y1 - 2011 U6 - https://doi.org/10.1007/978-3-642-20807-2_9 VL - 6655 SP - 104 EP - 116 ER - TY - GEN A1 - Shinano, Yuji A1 - Achterberg, Tobias A1 - Berthold, Timo A1 - Heinz, Stefan A1 - Koch, Thorsten A1 - Vigerske, Stefan A1 - Winkler, Michael T1 - 制約整数計画ソルバ SCIP の並列化 T1 - Parallelizing the Constraint Integer Programming Solver SCIP N2 - 制約整数計画(CIP: Constraint Integer Programming)は,制約プログラミング(CP: Constraint Programming),混合整数計画(MIP: Mixed Integer Programming), 充足可能性問題(SAT: Satisfiability Problems)の研究分野におけるモデリング技術と解法を統合している.その結果,制約整数計画は,広いクラスの最適化問題を扱うことができる.SCIP (Solving Constraint Integer Programs)は,CIPを解くソルバとして実装され,Zuse Institute Berlin (ZIB)の研究者を中心として継続的に拡張が続けられている.本論文では,著者らによって開発されたSCIP に対する2種類の並列化拡張を紹介する. 一つは,複数計算ノード間で大規模に並列動作するParaSCIP である. もう一つは,複数コアと共有メモリを持つ1台の計算機上で(スレッド)並列で動作するFiberSCIP である. ParaSCIP は,HLRN IIスーパーコンピュータ上で, 一つのインスタンスを解くために最大7,168 コアを利用した動作実績がある.また,統計数理研究所のFujitsu PRIMERGY RX200S5上でも,最大512コアを利用した動作実績がある.統計数理研究所のFujitsu PRIMERGY RX200S5上 では,これまでに最適解が得られていなかったMIPLIB2010のインスタンスであるdg012142に最適解を与えた. N2 - The paradigm of Constraint Integer Programming (CIP) combines modeling and solving techniques from the fields of Constraint Programming (CP), Mixed Integer Programming (MIP) and Satisfiability Problems (SAT). The paradigm allows us to address a wide range of optimization problems. SCIP is an implementation of the idea of CIP and is now continuously extended by a group of researchers centered at Zuse Institute Berlin (ZIB). This paper introduces two parallel extensions of SCIP. One is ParaSCIP, which is intended to run on a large scale distributed memory computing environment, and the other is FiberSCIP, intended to run on shared memory computing environments. ParaSCIP has successfully been run on the HLRN II supercomputer utilizing up to 7,168 cores to solve a single difficult MIP. It has also been tested on an ISM supercomputer (Fujitsu PRIMERGY RX200S5 using up to 512 cores). The previously unsolved instance dg012142 from MIPLIB2010 was solved by using the ISM supercomputer. T2 - Parallelizing the Constraint Integer Programming Solver SCIP T3 - ZIB-Report - 13-22 KW - Mixed Integer Programming KW - Constraint Integer Programming KW - Parallel Computing KW - Distributed Memory Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-18130 SN - 1438-0064 ER - TY - GEN A1 - Cook, William A1 - Koch, Thorsten A1 - Steffy, Daniel A1 - Wolter, Kati T1 - A Hybrid Branch-and-Bound Approach for Exact Rational Mixed-Integer Programming N2 - We present an exact rational solver for mixed-integer linear programming that avoids the numerical inaccuracies inherent in the floating-point computations used by existing software. This allows the solver to be used for establishing theoretical results and in applications where correct solutions are critical due to legal and financial consequences. Our solver is a hybrid symbolic/numeric implementation of LP-based branch-and-bound, using numerically-safe methods for all binding computations in the search tree. Computing provably accurate solutions by dynamically choosing the fastest of several safe dual bounding methods depending on the structure of the instance, our exact solver is only moderately slower than an inexact floating-point branch-and-bound solver. The software is incorporated into the SCIP optimization framework, using the exact LP solver QSopt_ex and the GMP arithmetic library. Computational results are presented for a suite of test instances taken from the MIPLIB and Mittelmann libraries and for a new collection of numerically difficult instances. T3 - ZIB-Report - 12-49 Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-17171 SN - 1438-0064 ER - TY - GEN A1 - Cook, William A1 - Koch, Thorsten A1 - Steffy, Daniel A1 - Wolter, Kati T1 - An Exact Rational Mixed-Integer Programming Solver N2 - We present an exact rational solver for mixed-integer linear programming that avoids the numerical inaccuracies inherent in the floating-point computations used by existing software. This allows the solver to be used for establishing theoretical results and in applications where correct solutions are critical due to legal and financial consequences. Our solver is a hybrid symbolic/numeric implementation of LP-based branch-and-bound, using numerically-safe methods for all binding computations in the search tree. Computing provably accurate solutions by dynamically choosing the fastest of several safe dual bounding methods depending on the structure of the instance, our exact solver is only moderately slower than an inexact floating-point branch-and-bound solver. The software is incorporated into the SCIP optimization framework, using the exact LP solver QSopt_ex and the GMP arithmetic library. Computational results are presented for a suite of test instances taken from the MIPLIB and Mittelmann collections. T3 - ZIB-Report - 11-07 KW - mixed integer programming KW - branch-and-bound KW - exact computation Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-12329 ER - TY - JOUR A1 - Gamrath, Gerald A1 - Koch, Thorsten A1 - Maher, Stephen J. A1 - Rehfeldt, Daniel A1 - Shinano, Yuji T1 - SCIP-Jack – A solver for STP and variants with parallelization extensions JF - Mathematical Programming Computation N2 - The Steiner tree problem in graphs is a classical problem that commonly arises in practical applications as one of many variants. While often a strong relationship between different Steiner tree problem variants can be observed, solution approaches employed so far have been prevalently problem-specific. In contrast, this paper introduces a general-purpose solver that can be used to solve both the classical Steiner tree problem and many of its variants without modification. This versatility is achieved by transforming various problem variants into a general form and solving them by using a state-of-the-art MIP-framework. The result is a high-performance solver that can be employed in massively parallel environments and is capable of solving previously unsolved instances. Y1 - 2017 U6 - https://doi.org/10.1007/s12532-016-0114-x VL - 9 IS - 2 SP - 231 EP - 296 ER - TY - BOOK A1 - Greuel, Martin A1 - Koch, Thorsten A1 - Paule, Peter A1 - Sommese, Andrew T1 - Mathematical Software - ICMS 2016, 5th Int. Conf. Berlin, Germany, July 11-14, 2016, Proceedings T3 - Lecture Notes in Computer Science (LNCS) Y1 - 2016 SN - 978-3-319-42431-6 U6 - https://doi.org/10.1007/978-3-319-42432-3 VL - 9725 PB - Springer ER - TY - JOUR A1 - Hiller, Benjamin A1 - Koch, Thorsten A1 - Schewe, Lars A1 - Schwarz, Robert A1 - Schweiger, Jonas T1 - A System to Evaluate Gas Network Capacities: Concepts and Implementation JF - European Journal of Operational Research N2 - In 2005 the European Union liberalized the gas market with a disruptive change and decoupled trading of natural gas from its transport. The gas is now trans- ported by independent so-called transmissions system operators or TSOs. The market model established by the European Union views the gas transmission network as a black box, providing shippers (gas traders and consumers) the opportunity to transport gas from any entry to any exit. TSOs are required to offer the maximum possible capacities at each entry and exit such that any resulting gas flow can be realized by the network. The revenue from selling these capacities more than one billion Euro in Germany alone, but overestimating the capacity might compromise the security of supply. Therefore, evaluating the available transport capacities is extremely important to the TSOs. This is a report on a large project in mathematical optimization, set out to develop a new toolset for evaluating gas network capacities. The goals and the challenges as they occurred in the project are described, as well as the developments and design decisions taken to meet the requirements. Y1 - 2018 VL - 270 IS - 3 SP - 797 EP - 808 ER - TY - GEN A1 - Gamrath, Gerald A1 - Gleixner, Ambros A1 - Koch, Thorsten A1 - Miltenberger, Matthias A1 - Kniasew, Dimitri A1 - Schlögel, Dominik A1 - Martin, Alexander A1 - Weninger, Dieter T1 - Tackling Industrial-Scale Supply Chain Problems by Mixed-Integer Programming N2 - SAP's decision support systems for optimized supply network planning rely on mixed-integer programming as the core engine to compute optimal or near-optimal solutions. The modeling flexibility and the optimality guarantees provided by mixed-integer programming greatly aid the design of a robust and future-proof decision support system for a large and diverse customer base. In this paper we describe our coordinated efforts to ensure that the performance of the underlying solution algorithms matches the complexity of the large supply chain problems and tight time limits encountered in practice. T3 - ZIB-Report - 16-45 KW - supply chain management, supply network optimization, mixed-integer linear programming, primal heuristics, numerical stability, large-scale optimization Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-61107 SN - 1438-0064 ER - TY - GEN A1 - Gamrath, Gerald A1 - Koch, Thorsten A1 - Maher, Stephen J. A1 - Rehfeldt, Daniel A1 - Shinano, Yuji T1 - SCIP-Jack - A solver for STP and variants with parallelization extensions N2 - The Steiner tree problem in graphs is a classical problem that commonly arises in practical applications as one of many variants. While often a strong relationship between different Steiner tree problem variants can be observed, solution approaches employed so far have been prevalently problem specific. In contrast, this paper introduces a general purpose solver that can be used to solve both the classical Steiner tree problem and many of its variants without modification. This is achieved by transforming various problem variants into a general form and solving them using a state-of-the-art MIP-framework. The result is a high-performance solver that can be employed in massively parallel environments and is capable of solving previously unsolved instances. T3 - ZIB-Report - 15-27 Y1 - 2015 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-54648 SN - 1438-0064 N1 - A revised version is provided here: http://nbn-resolving.de/urn:nbn:de:0297-zib-60170. ER - TY - CHAP A1 - Hayn, Christine A1 - Humpola, Jesco A1 - Koch, Thorsten A1 - Schewe, Lars A1 - Schweiger, Jonas A1 - Spreckelsen, Klaus T1 - Perspectives T2 - Evaluating Gas Network Capacities N2 - After we discussed approaches to validate nominations and to verify bookings, we consider possible future research paths. This includes determining technical capacities and planning of network extensions. Y1 - 2015 SN - 9781611973686 VL - SIAM-MOS series on Optimization ER - TY - GEN 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 T1 - Solving mixed integer linear and nonlinear problems using the SCIP Optimization Suite 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. T3 - ZIB-Report - 12-24 KW - SCIP, MIP, MINLP, CIP, LP, modeling, optimization Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-15598 SN - 1438-0064 ER -