TY - JOUR A1 - Serrano, Felipe A1 - Schwarz, Robert A1 - Gleixner, Ambros T1 - On the relation between the extended supporting hyperplane algorithm and Kelley’s cutting plane algorithm JF - Journal of Global Optimization N2 - Recently, Kronqvist et al. (J Global Optim 64(2):249–272, 2016) rediscovered the supporting hyperplane algorithm of Veinott (Oper Res 15(1):147–152, 1967) and demonstrated its computational benefits for solving convex mixed integer nonlinear programs. In this paper we derive the algorithm from a geometric point of view. This enables us to show that the supporting hyperplane algorithm is equivalent to Kelley’s cutting plane algorithm (J Soc Ind Appl Math 8(4):703–712, 1960) applied to a particular reformulation of the problem. As a result, we extend the applicability of the supporting hyperplane algorithm to convex problems represented by a class of general, not necessarily convex nor differentiable, functions. Y1 - 2020 U6 - https://doi.org/10.1007/s10898-020-00906-y VL - 78 SP - 161 EP - 179 ER - TY - GEN A1 - Shinano, Yuji T1 - UG - Ubiquity Generator Framework v0.9.1 N2 - UG is a generic framework to parallelize branch-and-bound based solvers (e.g., MIP, MINLP, ExactIP) in a distributed or shared memory computing environment. It exploits the powerful performance of state-of-the-art "base solvers", such as SCIP, CPLEX, etc. without the need for base solver parallelization. UG framework, ParaSCIP(ug[SCIP,MPI]) and FiberSCIP (ug[SCIP,Pthreads]) are available as a beta version. For MIP solving, ParaSCIP and FiberSCIP are well debugged and should be stable. For MINLP solving, they are relatively stable, but not as thoroughly debugged. This release version should handle branch-and-cut approaches where subproblems are defined by variable bounds and also by constrains for ug[SCIP,*] ParaSCIP and FiberSCIP). Therefore, problem classes other than MIP or MINLP can be handled, but they have not been tested yet. v0.9.1: Update orbitope cip files. KW - parallelization framework KW - branch-and-bound parallelization KW - integer optimization Y1 - 2020 U6 - https://doi.org/10.12752/8508 ER - TY - JOUR A1 - Gemander, Patrick A1 - Chen, Wei-Kun A1 - Weninger, Dieter A1 - Gottwald, Leona A1 - Gleixner, Ambros T1 - Two-row and two-column mixed-integer presolve using hashing-based pairing methods JF - EURO Journal on Computational Optimization N2 - In state-of-the-art mixed-integer programming solvers, a large array of reduction techniques are applied to simplify the problem and strengthen the model formulation before starting the actual branch-and-cut phase. Despite their mathematical simplicity, these methods can have significant impact on the solvability of a given problem. However, a crucial property for employing presolve techniques successfully is their speed. Hence, most methods inspect constraints or variables individually in order to guarantee linear complexity. In this paper, we present new hashing-based pairing mechanisms that help to overcome known performance limitations of more powerful presolve techniques that consider pairs of rows or columns. Additionally, we develop an enhancement to one of these presolve techniques by exploiting the presence of set-packing structures on binary variables in order to strengthen the resulting reductions without increasing runtime. We analyze the impact of these methods on the MIPLIB 2017 benchmark set based on an implementation in the MIP solver SCIP. Y1 - 2020 U6 - https://doi.org/10.1007/s13675-020-00129-6 VL - 8 IS - 3-4 SP - 205 EP - 240 ER - TY - JOUR A1 - Pokutta, Sebastian A1 - Spiegel, Christoph A1 - Zimmer, Max T1 - Deep Neural Network Training with Frank-Wolfe N2 - This paper studies the empirical efficacy and benefits of using projection-free first-order methods in the form of Conditional Gradients, a.k.a. Frank-Wolfe methods, for training Neural Networks with constrained parameters. We draw comparisons both to current state-of-the-art stochastic Gradient Descent methods as well as across different variants of stochastic Conditional Gradients. In particular, we show the general feasibility of training Neural Networks whose parameters are constrained by a convex feasible region using Frank-Wolfe algorithms and compare different stochastic variants. We then show that, by choosing an appropriate region, one can achieve performance exceeding that of unconstrained stochastic Gradient Descent and matching state-of-the-art results relying on L2-regularization. Lastly, we also demonstrate that, besides impacting performance, the particular choice of constraints can have a drastic impact on the learned representations. Y1 - 2020 ER - TY - JOUR A1 - Cryille W., Combettes A1 - Spiegel, Christoph A1 - Pokutta, Sebastian T1 - Projection-Free Adaptive Gradients for Large-Scale Optimization N2 - The complexity in large-scale optimization can lie in both handling the objective function and handling the constraint set. In this respect, stochastic Frank-Wolfe algorithms occupy a unique position as they alleviate both computational burdens, by querying only approximate first-order information from the objective and by maintaining feasibility of the iterates without using projections. In this paper, we improve the quality of their first-order information by blending in adaptive gradients. We derive convergence rates and demonstrate the computational advantage of our method over the state-of-the-art stochastic Frank-Wolfe algorithms on both convex and nonconvex objectives. The experiments further show that our method can improve the performance of adaptive gradient algorithms for constrained optimization. Y1 - 2020 ER - TY - JOUR A1 - Gamrath, Gerald A1 - Berthold, Timo A1 - Salvagnin, Domenico T1 - An exploratory computational analysis of dual degeneracy in mixed-integer programming JF - EURO Journal on Computational Optimization N2 - Dual degeneracy, i.e., the presence of multiple optimal bases to a linear programming (LP) problem, heavily affects the solution process of mixed integer programming (MIP) solvers. Different optimal bases lead to different cuts being generated, different branching decisions being taken and different solutions being found by primal heuristics. Nevertheless, only a few methods have been published that either avoid or exploit dual degeneracy. The aim of the present paper is to conduct a thorough computational study on the presence of dual degeneracy for the instances of well-known public MIP instance collections. How many instances are affected by dual degeneracy? How degenerate are the affected models? How does branching affect degeneracy: Does it increase or decrease by fixing variables? Can we identify different types of degenerate MIPs? As a tool to answer these questions, we introduce a new measure for dual degeneracy: the variable–constraint ratio of the optimal face. It provides an estimate for the likelihood that a basic variable can be pivoted out of the basis. Furthermore, we study how the so-called cloud intervals—the projections of the optimal face of the LP relaxations onto the individual variables—evolve during tree search and the implications for reducing the set of branching candidates. Y1 - 2020 U6 - https://doi.org/10.1007/s13675-020-00130-z IS - 8 SP - 241 EP - 246 ER - TY - CHAP A1 - Shinano, Yuji A1 - Tateiwa, N. A1 - Nakamura, S. A1 - Yoshida, A. A1 - Yasuda, M. A1 - Kaji, S. A1 - Fujisawa, K. T1 - Massive Parallelization for Finding Shortest Lattice Vectors Based on Ubiquity Generator Framework T2 - 2020 SC20: International Conference for High Performance Computing, Networking, Storage and Analysis (SC) N2 - Lattice-based cryptography has received attention as a next-generation encryption technique, because it is believed to be secure against attacks by classical and quantum computers. Its essential security depends on the hardness of solving the shortest vector problem (SVP). In the cryptography, to determine security levels, it is becoming significantly more important to estimate the hardness of the SVP by high-performance computing. In this study, we develop the world’s first distributed and asynchronous parallel SVP solver, the MAssively Parallel solver for SVP (MAP-SVP). It can parallelize algorithms for solving the SVP by applying the Ubiquity Generator framework, which is a generic framework for branch-and-bound algorithms. The MAP-SVP is suitable for massive-scale parallelization, owing to its small memory footprint, low communication overhead, and rapid checkpoint and restart mechanisms. We demonstrate its performance and scalability of the MAP-SVP by using up to 100,032 cores to solve instances of the Darmstadt SVP Challenge. Y1 - 2020 U6 - https://doi.org/10.1109/SC41405.2020.00064 SP - 834 EP - 848 ER - TY - CHAP A1 - Mortagy, Hassan A1 - Gupta, Swati A1 - Pokutta, Sebastian T1 - Walking in the Shadow: A New Perspective on Descent Directions for Constrained Minimization T2 - Proceedings of NeurIPS Y1 - 2020 N1 - URL of the Code: https://github.com/pokutta/Walking-in-the-Shadow N1 - URL of the Poster: https://app.box.com/s/y266djezdjdidsswaopvdcnsnkp8774i N1 - URL of the Slides: https://app.box.com/s/wjhpe4nh8kv5pw6vl5jbp902v3mksivs ER - TY - JOUR A1 - Gleixner, Ambros A1 - Maher, Stephen A1 - Müller, Benjamin A1 - Pedroso, João Pedro T1 - Price-and-verify: a new algorithm for recursive circle packing using Dantzig–Wolfe decomposition JF - Annals of Operations Research N2 - Packing rings into a minimum number of rectangles is an optimization problem which appears naturally in the logistics operations of the tube industry. It encompasses two major difficulties, namely the positioning of rings in rectangles and the recursive packing of rings into other rings. This problem is known as the Recursive Circle Packing Problem (RCPP). We present the first dedicated method for solving RCPP that provides strong dual bounds based on an exact Dantzig–Wolfe reformulation of a nonconvex mixed-integer nonlinear programming formulation. The key idea of this reformulation is to break symmetry on each recursion level by enumerating one-level packings, i.e., packings of circles into other circles, and by dynamically generating packings of circles into rectangles. We use column generation techniques to design a “price-and-verify” algorithm that solves this reformulation to global optimality. Extensive computational experiments on a large test set show that our method not only computes tight dual bounds, but often produces primal solutions better than those computed by heuristics from the literature. Y1 - 2018 U6 - https://doi.org/10.1007/s10479-018-3115-5 VL - 284 IS - 2 SP - 527 EP - 555 PB - Springer US ER -