TY - GEN A1 - Fügenschuh, Armin A1 - Hayn, Christine A1 - Michaels, Dennis T1 - Mixed-Integer Linear Methods for Layout-Optimization of Screening Systems in Recovered Paper Production N2 - The industrial treatment of waste paper in order to regain valuable fibers from which recovered paper can be produced, involves several steps of preparation. One important step is the separation of stickies that are normally attached to the paper. If not properly separated, remaining stickies reduce the quality of the recovered paper or even disrupt the production process. For the mechanical separation process of fibers from stickies a separator screen is used. This machine has one input feed and two output streams, called the accept and the reject. In the accept the fibers are concentrated, whereas the reject has a higher concentration of stickies. The machine can be controlled by setting its reject rate. But even when the reject rate is set properly, after just a single screening step, the accept still has too many stickies, or the reject too many fibers. To get a proper separation, several separators have to be assembled into a network. From a mathematical point of view this problem can be seen as a multi-commodity network flow design problem with a nonlinear, controllable distribution function at each node. We present a nonlinear mixed-integer programming model for the simultaneous selection of a subset of separators, the network's topology, and the optimal setting of each separator. Numerical results are obtained via different types of linearization of the nonlinearities and the use of mixed-integer linear solvers, and compared with state-of-the-art global optimization software. T3 - ZIB-Report - 12-44 KW - Mixed-Integer Linear Programming KW - Nonlinear Programming KW - Piecewise Linear Approximation KW - Topology Optimization KW - Network Design Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-16862 SN - 1438-0064 ER - TY - GEN A1 - Ehlke, Moritz A1 - Ramm, Heiko A1 - Lamecker, Hans A1 - Zachow, Stefan T1 - Efficient projection and deformation of volumetric intensity models for accurate simulation of X-ray images N2 - We present an efficient GPU-based method to generate virtual X-ray images from tetrahedral meshes which are associated with attenuation values. In addition, a novel approach is proposed that performs the model deformation on the GPU. The tetrahedral grids are derived from volumetric statistical shape and intensity models (SSIMs) and describe anatomical structures. Our research targets at reconstructing 3D anatomical shapes by comparing virtual X-ray images generated using our novel approach with clinical data while varying the shape and density of the SSIM in an optimization process. We assume that a deformed SSIM adequately represents an anatomy of interest when the similarity between the virtual and the clinical X-ray image is maximized. The OpenGL implementation presented here generates accurate (virtual) X-ray images at interactive rates, thus qualifying it for its use in the reconstruction process. T3 - ZIB-Report - 12-40 KW - Digitally Reconstructed Radiograph (DRR), Anatomy Reconstruction, Statistical Shape and Intensity Model (SSIM), GPU acceleration Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-16580 SN - 1438-0064 ER - TY - GEN A1 - Pfetsch, Marc A1 - Fügenschuh, Armin A1 - Geißler, Björn A1 - Geißler, Nina A1 - Gollmer, Ralf A1 - Hiller, Benjamin A1 - Humpola, Jesco A1 - Koch, Thorsten A1 - Lehmann, Thomas A1 - Martin, Alexander A1 - Morsi, Antonio A1 - Rövekamp, Jessica A1 - Schewe, Lars A1 - Schmidt, Martin A1 - Schultz, Rüdiger A1 - Schwarz, Robert A1 - Schweiger, Jonas A1 - Stangl, Claudia A1 - Steinbach, Marc A1 - Vigerske, Stefan A1 - Willert, Bernhard T1 - Validation of Nominations in Gas Network Optimization: Models, Methods, and Solutions N2 - In this article we investigate methods to solve a fundamental task in gas transportation, namely the validation of nomination problem: Given a gas transmission network consisting of passive pipelines and active, controllable elements and given an amount of gas at every entry and exit point of the network, find operational settings for all active elements such that there exists a network state meeting all physical, technical, and legal constraints. We describe a two-stage approach to solve the resulting complex and numerically difficult mixed-integer non-convex nonlinear feasibility problem. The first phase consists of four distinct algorithms facilitating mixed-integer linear, mixed-integer nonlinear, reduced nonlinear, and complementarity constrained methods to compute possible settings for the discrete decisions. The second phase employs a precise continuous nonlinear programming model of the gas network. Using this setup, we are able to compute high quality solutions to real-world industrial instances whose size is significantly larger than networks that have appeared in the literature previously. T3 - ZIB-Report - 12-41 Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-16531 SN - 1438-0064 ER - TY - GEN A1 - Hiller, Benjamin A1 - Klug, Torsten A1 - Tuchscherer, Andreas T1 - An Exact Reoptimization Algorithm for the Scheduling of Elevator Groups N2 - The task of an elevator control is to schedule the elevators of a group such that small waiting and travel times for the passengers are obtained. We present an exact reoptimization algorithm for this problem. A reoptimization algorithm computes a new schedule for the elevator group each time a new passenger arrives. Our algorithm uses column generation techniques and is, to the best of our knowledge, the first exact reoptimization algorithms for a group of passenger elevators. To solve the column generation problem, we propose a Branch & Bound method. T3 - ZIB-Report - 12-43 KW - elevator control, online optimization, reoptimization algorithms, column generation Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-16485 SN - 1438-0064 ER - TY - GEN A1 - Hiller, Benjamin A1 - Vredeveld, Tjark T1 - Stochastic dominance analysis of Online Bin Coloring algorithms N2 - This paper proposes a new method for probabilistic analysis of online algorithms. It is based on the notion of stochastic dominance. We develop the method for the online bin coloring problem introduced by Krumke et al (2008). Using methods for the stochastic comparison of Markov chains we establish the result that the performance of the online algorithm GreedyFit is stochastically better than the performance of the algorithm OneBin for any number of items processed. This result gives a more realistic picture than competitive analysis and explains the behavior observed in simulations. T3 - ZIB-Report - 12-42 KW - online algorithms, stochastic dominance, algorithm analysis, Markov chains Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-16502 SN - 1438-0064 ER - TY - GEN A1 - Reuther, Markus A1 - Borndörfer, Ralf A1 - Schlechte, Thomas A1 - Weider, Steffen T1 - Integrated Optimization of Rolling Stock Rotations for Intercity Railways N2 - This paper provides a highly integrated solution approach for rolling stock planning problems in the context of intercity passenger traffic. The main contributions are a generic hypergraph based mixed integer programming model and an integrated algorithm for the considered rolling stock rotation planning problem. The new developed approach is able to handle a very large set of industrial railway requirements, such as vehicle composition, maintenance constraints, infrastructure capacity, and regularity aspects. By the integration of this large bundle of technical railway aspects, we show that our approach has the power to produce implementable rolling stock rotations for our industrial cooperation partner DB Fernverkehr. This is the first time that the rolling stock rotations at DB Fernverkehr could be optimized by an automated system utilizing advanced mathematical programming techniques. T3 - ZIB-Report - 12-39 KW - Mixed Integer Programming KW - Railway Optimization KW - Rolling Stock Rostering Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-16424 SN - 1438-0064 ER - TY - GEN A1 - Schlechte, Thomas T1 - Railway Track Allocation N2 - This article gives an overview of the results of the author's PhD thesis. The thesis deals with the mathematical optimization for the efficient use of railway infrastructure. We address the optimal allocation of the available railway track capacity - the track allocation problem. This track allocation problem is a major challenge for a railway company, independent of whether a free market, a private monopoly, or a public monopoly is given. 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 sizes of the problem instances. Mathematical models and optimization techniques can result in huge gains for both railway customers and operators, e.g., in terms of cost reductions or service quality improvements. We tackle this challenge by developing novel mathematical models and associated innovative algorithmic solution methods for large scale instances. We made considerable progress on solving track allocation problems by two main features - a novel modeling approach for the macroscopic track allocation problem and algorithmic improvements based on the utilization of the bundle method. This allows us to produce for the first time reliable solutions for a real world instance, i.e., the Simplon corridor in Switzerland. T3 - ZIB-Report - 12-38 KW - large-scale integer programming KW - network aggregation KW - configuration models KW - rapid branching Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-16402 SN - 1438-0064 ER - TY - GEN A1 - Gleixner, Ambros T1 - Factorization and update of a reduced basis matrix for the revised simplex method N2 - In this paper, we describe a method to enhance the FTRAN and BTRAN operations in the revised simplex algorithm by using a reduced basis matrix defined by basic columns and nonbasic rows. This submatrix of the standard basis matrix is potentially much smaller, but may change its dimension dynamically from iteration to iteration. For the classical product form update ("eta update"), the idea has been noted already by Zoutendijk, but only preliminarily tested by Powell in the early 1970s. We extend these ideas to Forrest-Tomlin type update formulas for an LU factorization of the reduced basis matrix, which are suited for efficient implementation within a state-of-the-art simplex solver. The computational advantages of the proposed method apply to pure LP solving as well as to LP-based branch-and-cut algorithms. It can easily be integrated into existing simplex codes. T3 - ZIB-Report - 12-36 Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-16349 SN - 1438-0064 ER - TY - GEN A1 - Heinz, Stefan A1 - Schulz, Jens A1 - Beck, J. Christopher T1 - Using dual presolving reductions to reformulate cumulative constraints N2 - Dual presolving reductions are a class of reformulation techniques that remove feasible or even optimal solutions while guaranteeing that at least one optimal solution remains, as long as the original problem was feasible. Presolving and dual reductions are important components of state-of-the-art mixed-integer linear programming solvers. In this paper, we introduce them both as unified, practical concepts in constraint programming solvers. Building on the existing idea of variable locks, we formally define and justify the use of dual information for cumulative constraints during a presolving phase of a solver. In particular, variable locks are used to decompose cumulative constraints, detect irrelevant variables, and infer variable assignments and domain reductions. Since the computational complexity of propagation algorithms typically depends on the number of variables and/or domain size, such dual reductions are a source of potential computational speed-up. Through experimental evidence on resource constrained project scheduling problems, we demonstrate that the conditions for dual reductions are present in well-known benchmark instances and that a substantial proportion of them can be solved to optimality in presolving -- without search. While we consider this result very promising, we do not observe significant change in overall run-time from the use of our novel dual reductions. T3 - ZIB-Report - 12-37 KW - dual reductions KW - cumulative constraints KW - presolving KW - variable locks Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-16321 SN - 1438-0064 ER - TY - GEN A1 - Anco, Stephen A1 - Mohiuddin, Mohammad A1 - Wolf, Thomas T1 - Travelling waves and conservation laws for complex mKdV-type equations N2 - Travelling waves and conservation laws are studied for a wide class of $U(1)$-invariant complex mKdV equations containing the two known integrable generalizations of the ordinary (real) mKdV equation. The main results on travelling waves include deriving new complex solitary waves and kinks that generalize the well-known mKdV $\sech$ and $\tanh$ solutions. The main results on conservation laws consist of explicitly finding all 1st order conserved densities that yield phase-invariant counterparts of the well-known mKdV conserved densities for momentum, energy, and Galilean energy, and a new conserved density describing the angular twist of complex kink solutions. T3 - ZIB-Report - 12-34 Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-16124 SN - 1438-0064 ER - TY - GEN A1 - Anco, Stephen A1 - MacNaughton, Steven A. A1 - Wolf, Thomas T1 - Conservation laws and symmetries of quasilinear radial wave equations in multi-dimensions N2 - Symmetries and conservation laws are studied for two classes of physically and analytically interesting radial wave equations with power nonlinearities in multi-dimensions. The results consist of two main classifications: all symmetries of point type and all conservation laws of a general energy-momentum type are explicitly determined, including those such as dilations, inversions, similarity energies and conformal energies that exist only for special powers or dimensions. In particular, all variational cases (when a Lagrangian formulation exists) and non-variational cases (when no Lagrangian exists) for these wave equations are considered. As main results, the classification yields generalized energies and radial momenta in certain non-variational cases, which are shown to arise from a new type of Morawetz dilation identity that produces conservation laws for each of the two classes of wave equations in a different way than Noether's theorem. T3 - ZIB-Report - 12-33 Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-16111 SN - 1438-0064 ER - TY - GEN A1 - Wolf, Thomas A1 - Schrüfer, Eberhard A1 - Webster, Kenneth T1 - Solving large linear algebraic systems in the context of integrable non-abelian Laurent ODEs N2 - The paper reports on a computer algebra program {\sc LSSS} (Linear Selective Systems Solver) for solving linear algebraic systems with rational coefficients. The program is especially efficient for very large sparse systems that have a solution in which many variables take the value zero. The program is applied to the symmetry investigation of a non-abelian Laurent ODE introduced recently by M.\ Kontsevich. The computed symmetries confirmed that a Lax pair found for this system earlier generates all first integrals of degree at least up to 14. T3 - ZIB-Report - 12-32 KW - linear algebraic systems, integrability, Lax pairs, noncommutative ODE, Laurent ODE Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-16102 SN - 1438-0064 ER - TY - GEN A1 - Odesskii, Alexander A1 - Wolf, Thomas T1 - Compatible quadratic Poisson brackets related to a family of elliptic curves N2 - We construct nine pairwise compatible quadratic Poisson structures such that a generic linear combination of them is associated with an elliptic algebra in $n$ generators. Explicit formulas for Casimir elements of this elliptic Poisson structure are obtained. T3 - ZIB-Report - 12-31 Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-16097 SN - 1438-0064 ER - TY - GEN A1 - Euler, Marianna A1 - Euler, Norbert A1 - Wolf, Thomas T1 - The Two-Component Camassa-Holm Equations CH(2,1) and CH(2,2): First-Order Integrating Factors and Conservation Laws N2 - Recently, Holm and Ivanov, proposed and studied a class of multi-component generalisations of the Camassa-Holm equations [D D Holm and R I Ivanov, Multi-component generalizations of the CH equation: geometrical aspects, peakons and numerical examples, {\it J. Phys A: Math. Theor} {\bf 43}, 492001 (20pp), 2010]. We consider two of those systems, denoted by Holm and Ivanov by CH(2,1) and CH(2,2), and report a class of integrating factors and its corresponding conservation laws for these two systems. In particular, we obtain the complete sent of first-order integrating factors for the systems in Cauchy-Kovalevskaya form and evaluate the corresponding sets of conservation laws for CH(2,1) and CH(2,2). T3 - ZIB-Report - 12-30 Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-16087 SN - 1438-0064 ER - TY - GEN A1 - Tunga, Burcu A1 - Weber, Marcus T1 - Free Energy Calculation Using Mayer Cluster Expansion and Fluctuation Free Integration N2 - This work aims to develop a new algorithm to calculate the free energy of water molecules by using a deterministic way. For this purpose, we assume a closed system confined to a physical volume, having water molecules in gas phase. To calculate the free energy of this sytem we utilized Mayer cluster expansion and the fluctuation free integration method. T3 - ZIB-Report - 12-35 Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-16031 SN - 1438-0064 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Karbstein, Marika ED - Delling, Daniel ED - Liberti, Leo T1 - A Direct Connection Approach to Integrated Line Planning and Passenger Routing T2 - ATMOS 2012 - 12th Workshop on Algorithmic Approaches for Transportation Modeling, Optimization, and Systems N2 - The treatment of transfers is a major challenge in line planning. Existing models either route passengers and lines sequentially, and hence disregard essential degrees of freedom, or they are of extremely large scale, and seem to be computationally intractable. We propose a novel direct connection approach that allows an integrated optimization of line and passenger routing, including accurate estimates of the number of direct travelers, for large-scale real-world instances. T3 - ZIB-Report - 12-29 KW - combinatorial optimization KW - integer programming KW - line planning KW - transfers Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-15812 SN - 1438-0064 VL - 25 SP - 47 EP - 57 PB - Schloss Dagstuhl - Leibniz-Zentrum für Informatik ER - TY - GEN A1 - Scheumann, Rene A1 - Fügenschuh, Armin A1 - Schenker, Sebastian A1 - Vierhaus, Ingmar A1 - Borndörfer, Ralf A1 - Finkbeiner, Matthias T1 - Global Manufacturing: How to Use Mathematical Optimisation Methods to Transform to Sustainable Value Creation N2 - It is clear that a transformation to sustainable value creation is needed, because business as usual is not an option for preserving competitive advantages of leading industries. What does that mean? This contribution proposes possible approaches for a shift in existing manufacturing paradigms. In a first step, sustainability aspects from the German Sustainability Strategy and from the tools of life cycle sustainability assessment are chosen to match areas of a value creation process. Within these aspects are indicators, which can be measured within a manufacturing process. Once these data are obtained they can be used to set up a mathematical linear pulse model of manufacturing in order to analyse the evolution of the system over time, that is the transition process, by using a system dynamics approach. An increase of technology development by a factor of 2 leads to an increase of manufacturing but also to an increase of climate change. Compensation measures need to be taken. This can be done by e.g. taking money from the GDP (as an indicator of the aspect ``macroeconomic performance''). The value of the arc from that building block towards climate change must then be increased by a factor of 10. The choice of independent and representative indicators or aspects shall be validated and double-checked for their significance with the help of multi-criteria mixed-integer programming optimisation methods. T3 - ZIB-Report - 12-28 KW - Multi-Criteria Optimisation KW - Sustainability Indicator KW - System Dynamics KW - Value Creation Process Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-15703 SN - 1438-0064 ER - TY - GEN A1 - Berthold, Timo A1 - Gamrath, Gerald A1 - Gleixner, Ambros A1 - Heinz, Stefan A1 - Koch, Thorsten A1 - Shinano, Yuji T1 - Solving mixed integer linear and nonlinear problems using the SCIP Optimization Suite 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 these can be used in concert 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 of available interfaces, and outline plans for future development. T3 - ZIB-Report - 12-27 KW - LP, MIP, CIP, MINLP, modeling, optimization, SCIP, SoPlex, Zimpl Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-15654 SN - 1438-0064 ER - TY - GEN A1 - Bondouy, Manon A1 - Röblitz, Susanna T1 - Mathematical modeling of follicular development in bovine estrous cycles N2 - Normal follicular growth is a prerequisite for successful fertilization of dairy cows. However, submission rates have been decreasing during the last decades because animals are not ovulating at the planned time of mating or insemination. In this study we use a mathematical model to investigate mechanisms that lead to anestrus. This model is derived by coupling two previously published models: a small model for the development of multiple follicles (Smith et al., 2004), and a large estrous cycle model (St\"otzel et al., 2012). We first investigate the influence of synchronization protocols on the time-shift of ovulation. In a second scenario we simulate an extended period of anestrus as it typically occurs after calving. T3 - ZIB-Report - 12-26 KW - ordinary differential equations KW - systems biology KW - reproduction KW - dairy cows Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-15585 SN - 1438-0064 ER - TY - GEN A1 - Gleixner, Ambros A1 - Held, Harald A1 - Huang, Wei A1 - Vigerske, Stefan T1 - Towards globally optimal operation of water supply networks N2 - This paper is concerned with optimal operation of pressurized water supply networks at a fixed point in time. We use a mixed-integer nonlinear programming (MINLP) model incorporating both the nonlinear physical laws and the discrete decisions such as switching pumps on and off. We demonstrate that for instances from our industry partner, these stationary models can be solved to ε-global optimality within small running times using problem-specific presolving and state-of-the-art MINLP algorithms. In our modeling, we emphasize the importance of distinguishing between what we call real and imaginary flow, i.e., taking into account that the law of Darcy-Weisbach correlates pressure difference and flow along a pipe if and only if water is available at the high pressure end of a pipe. Our modeling solution extends to the dynamic operative planning problem. T3 - ZIB-Report - 12-25 KW - MINLP, global optimization, operative planning, water supply networks Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-15603 SN - 1438-0064 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 - TY - GEN A1 - Dreßler, Sebastian A1 - Steinke, Thomas T1 - A Novel Hybrid Approach to Automatically Determine Kernel Interface Data Volumes N2 - Scheduling algorithms for heterogeneous platforms make scheduling decisions based on several metrics. One of these metrics is the amount of data to be transferred from and to the accelerator. However, the automated determination of this metric is not a simple task. A few schedulers and runtime systems solve this problem by using regression models, which are imprecise though. Our novel approach for the determination of data volumes removes this limitation and thus provides a solution to obtain exact information. T3 - ZIB-Report - 12-23 KW - function parameter analysis KW - function parameter sizes KW - heterogeneous systems KW - scheduling metrics KW - tool flow Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-15569 SN - 1438-0064 ER - TY - GEN A1 - Golas, Ulrike T1 - A General Attribution Concept for Models in M- adhesive Transformation Systems: Long Version N2 - Attributes are an important concept for modeling data in practical applications. Up to now there is no adequate way to define attributes for different kinds of models used in M-adhesive transformation systems, which are a special kind of graph transformation systems based on M-adhesive categories. Especially a proper representation and definition of attributes and their values as well as a suitable handling of the data does not fit well with other graph transformation formalisms. In this paper, we propose a new method to define attributes in a natural, but still formally precise and widely applicable way. We define a new kind of adhesive category, called W-adhesive, that can be used for transformations of attributes, while the underlying models are still M-adhesive ones. As a result, attributed models can be used as they are intended to be, but with a formal background and proven well-behavior. T3 - ZIB-Report - 12-22 KW - graph transformation KW - attribution KW - adhesive categories Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-15547 SN - 1438-0064 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Sagnol, Guillaume A1 - Swarat, Elmar T1 - A Case Study on Optimizing Toll Enforcements on Motorways N2 - In this paper we present the problem of computing optimal tours of toll inspectors on German motorways. This problem is a special type of vehicle routing problem and builds up an integrated model, consisting of a tour planning and a duty rostering part. The tours should guarantee a network-wide control whose intensity is proportional to given spatial and time dependent traffic distributions. We model this using a space-time network and formulate the associated optimization problem by an integer program (IP). Since sequential approaches fail, we integrated the assignment of crews to the tours in our model. In this process all duties of a crew member must fit in a feasible roster. It is modeled as a Multi-Commodity Flow Problem in a directed acyclic graph, where specific paths correspond to feasible rosters for one month. We present computational results in a case-study on a German subnetwork which documents the practicability of our approach. T3 - ZIB-Report - 12-21 KW - Vehicle Routing Problem KW - Duty Rostering KW - Integer Programming KW - Operations Research Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-15498 SN - 1438-0064 ER - TY - GEN A1 - Götschel, Sebastian A1 - Weiser, Martin A1 - Maierhofer, Christiane A1 - Richter, Regina T1 - Data Enhancement for Active Thermography N2 - Pulse thermography is a non-destructive testing method based on infrared imaging of transient thermal patterns. Heating the surface of the structure under test for a short period of time generates a non-stationary temperature distribution and thus a thermal contrast between the defect and the sound material. Due to measurement noise, preprocessing of the experimental data is necessary, before reconstruction algorithms can be applied. We propose a decomposition of the measured temperature into Green's function solutions to eliminate noise. T3 - ZIB-Report - 12-20 KW - data enhancement KW - active thermography KW - quantitative reconstruction KW - Green's functions Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-15243 UR - http://qirt.gel.ulaval.ca/archives/qirt2012/papers/QIRT-2012-167.pdf SN - 1438-0064 ER - TY - GEN A1 - Gleixner, Ambros A1 - Steffy, Daniel A1 - Wolter, Kati T1 - Improving the Accuracy of Linear Programming Solvers with Iterative Refinement 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 demonstrate that this algorithm is effective in practice for computing extended precision solutions and that this leads to direct improvement of the best known methods for solving LPs exactly over the rational numbers. T3 - ZIB-Report - 12-19 KW - Linear programming KW - Iterative refinement KW - Exact linear programming Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-15451 SN - 1438-0064 ER - TY - GEN A1 - Klapproth, Corinna T1 - The Contact-Stabilized Newmark Method - Consistency Error of a Spatiotemporal Discretization N2 - The paper considers an improved variant of the contact-stabilized Newmark method by Deuflhard et al., which provides a spatiotemporal numerical integration of dynamical contact problems between viscoelastic bodies in the frame of the Signorini condition. Up no now, the question of consistency in the case of contact constraints has been discussed for time integrators in function space under the assumption of bounded total variation of the solution. Here, interest focusses on the consistency error of the Newmark scheme in physical energy norm after discretization both in time and in space. The resulting estimate for the local discretization error allows to prove global convergence of the Newmark scheme under an additional assumption on the active contact boundaries. T3 - ZIB-Report - 12-18 KW - dynamical contact problems, contact-stabilized Newmark method, consistency error Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-15198 SN - 1438-0064 ER - TY - GEN A1 - Berthold, Timo T1 - RENS – the optimal rounding N2 - This article introduces RENS, the relaxation enforced neighborhood search, a large neighborhood search algorithm for mixed integer nonlinear programming (MINLP) that uses a sub-MINLP to explore the set of feasible roundings of an optimal solution x' of a linear or nonlinear relaxation. The sub-MINLP is constructed by fixing integer variables x_j with x'_j in Z and bounding the remaining integer variables to x_j in {floor(x'_j), ceil(x'_j)}. We describe two different applications of RENS: as a standalone algorithm to compute an optimal rounding of the given starting solution and as a primal heuristic inside a complete MINLP solver. We use the former to compare different kinds of relaxations and the impact of cutting planes on the roundability of the corresponding optimal solutions. We further utilize RENS to analyze the performance of three rounding heuristics implemented in the branch-cut-and-price framework SCIP. Finally, we study the impact of RENS when it is applied as a primal heuristic inside SCIP. All experiments were performed on three publically available test sets of mixed integer linear programs (MIPs), mixed integer quadratically constrained programs (MIQCPs), and MINLPs, using solely software which is available in source code. It turns out that for these problem classes 60% to 70% of the instances have roundable relaxation optima and that the success rate of RENS does not depend on the percentage of fractional variables. Last but not least, RENS applied as primal heuristic complements nicely with existing root node heuristics in SCIP and improves the overall performance. T3 - ZIB-Report - 12-17 KW - Primal Heuristic KW - Mixed-Integer Nonlinear Programming KW - Large Neighborhood Search KW - Mixed-Integer Quadratically Constrained Programming KW - Mixed-Intger Programming Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-15203 SN - 1438-0064 ER - TY - GEN A1 - Schiela, Anton T1 - A cubic regularization algorithm for nonconvex optimization in function space (in preparation) N2 - We propose a cubic regularization algorithm that is constructed to deal with nonconvex minimization problems in function space. It allows for a flexible choice of the regularization term and thus accounts for the fact that in such problems one often has to deal with more than one norm. Global and local convergence results are established in a general framework. Moreover, several variants of step computations are compared. In the context of nonlinear elasticity it turns out the a cg method applied to an augmented Hessian is more robust than truncated cg. T3 - ZIB-Report - 12-16 KW - nonconvex optimization KW - optimization in function space KW - nonlinear elasticity Y1 - 2012 SN - 1438-0064 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Omont, Bertrand A1 - Sagnol, Guillaume A1 - Swarat, Elmar T1 - A Stackelberg game to optimize the distribution of controls in transportation networks N2 - We propose a game theoretic model for the spatial distribution of inspectors on a transportation network. The problem is to spread out the controls so as to enforce the payment of a transit toll. We formulate a linear program to find the control distribution which maximizes the expected toll revenue, and a mixed integer program for the problem of minimizing the number of evaders. Furthermore, we show that the problem of finding an optimal mixed strategy for a coalition of $N$ inspectors can be solved efficiently by a column generation procedure. Finally, we give experimental results from an application to the truck toll on German motorways. T3 - ZIB-Report - 12-15 KW - Stackelberg game KW - Polymatrix game KW - Controls in transportation networks Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14995 SN - 1438-0064 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Heismann, Olga T1 - The Hypergraph Assignment Problem N2 - The hypergraph assignment problem (HAP) is the generalization of assignments from directed graphs to directed hypergraphs. It serves, in particular, as a universal tool to model several train composition rules in vehicle rotation planning for long distance passenger railways. We prove that even for problems with a small hyperarc size and hypergraphs with a special partitioned structure the HAP is NP-hard and APX-hard. Further, we present an extended integer linear programming formulation which implies, e. g., all clique inequalities. T3 - ZIB-Report - 12-14 KW - directed hypergraphs KW - hyperassignment KW - assignment Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14822 SN - 1438-0064 ER - TY - GEN A1 - Grötschel, Martin A1 - Neumann, Gerald T1 - 10 Jahre TELOTA N2 - Das TELOTA-Projekt - zunächst nur für zwei Jahre gestartet - feierte am 15. Juni 2011 sein 10-jähriges Bestehen im Rahmen eines Workshops mit einem abschließenden Festvortrag von Richard Stallmann zum Thema „Copyright versus community in the age of computer networks“. Diese Veranstaltung zeigte, wie aktuell die TELOTA-Themen weiterhin sind und dass diese eine große Resonanz in der allgemeinen Öffentlichkeit finden. Die TELOTA-Aktivitäten haben sich als wichtiger Bestandteil der IT-Infrastruktur der BBAW erwiesen, gehen aber weit über reinen Service hinaus. Sie beeinflussen die Forschung selbst und führen zu neuen interessanten wissenschaftlichen Fragestellungen. Der Rückblick auf die ersten zehn Jahre der TELOTA-Initiative in diesem Artikel soll einen kleinen Eindruck von dem geben, was bisher geleistet wurde. T3 - ZIB-Report - 12-13 KW - BBAW KW - Telota Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14799 SN - 1438-0064 ER - TY - GEN A1 - Weber, Marcus T1 - The funnel trap paradox N2 - In this article, an illustrative example is given for the coarse-graining of a Markov process which leads to a shift in the statistical weights of a two-states-system. The example is based on a 2D-funnel trap. The funnel trap is constructed in such a way, that the area inside and outside of the trap is identical. However, observing the flight of the insect as a Markov process, the probability for being “in the trap” is higher. This example can be transferred to several kinds of processes (like receptor-ligandbinding processes in chemistry) and describes the influence of “re-entering events”. T3 - ZIB-Report - 12-12 KW - Markov process KW - Robust Perron Cluster Analysis KW - Conformation Dynamics Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14765 SN - 1438-0064 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Reuther, Markus A1 - Schlechte, Thomas A1 - Weider, Steffen T1 - Vehicle Rotation Planning for Intercity Railways N2 - This paper provides a generic formulation for rolling stock planning problems in the context of intercity passenger traffic. The main contributions are a graph theoretical model and a Mixed-Integer-Programming formulation that integrate all main requirements of the considered Vehicle-Rotation-Planning problem (VRPP). We show that it is possible to solve this model for real-world instances provided by our industrial partner DB Fernverkehr AG using modern algorithms and computers. T3 - ZIB-Report - 12-11 KW - rolling-stock-planning KW - mixed-integer-programming KW - hypergraphs KW - column generation KW - rapid branching Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14731 SN - 1438-0064 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Löbel, Andreas A1 - Reuther, Markus A1 - Schlechte, Thomas A1 - Weider, Steffen T1 - Rapid Branching N2 - We propose rapid branching (RB) as a general branch-and-bound heuristic for solving large scale optimization problems in traffic and transport. The key idea is to combine a special branching rule and a greedy node selection strategy in order to produce solutions of controlled quality rapidly and efficiently. We report on three successful applications of the method for integrated vehicle and crew scheduling, railway track allocation, and railway vehicle rotation planning. T3 - ZIB-Report - 12-10 KW - large scale optimization KW - rapid branching KW - column generation Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14728 SN - 1438-0064 ER - TY - GEN A1 - Borndörfer, Ralf A1 - Langenhan, Andreas A1 - Löbel, Andreas A1 - Schulz, Christof A1 - Weider, Steffen T1 - Duty Scheduling Templates N2 - We propose duty templates as a novel concept to produce similar duty schedules for similar days of operation in public transit. Duty templates can conveniently handle various types of similarity requirements, and they can be implemented with ease using standard algorithmic techniques. They have produced good results in practice. T3 - ZIB-Report - 12-09 KW - duty scheduling KW - duty templates Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14699 SN - 1438-0064 ER - TY - GEN A1 - Lubkoll, Lars A1 - Schiela, Anton A1 - Weiser, Martin T1 - An optimal control problem in polyconvex hyperelasticity N2 - We consider a shape implant design problem that arises in the context of facial surgery. We introduce a reformulation as an optimal control problem, where the control acts as a boundary force. The state is modelled as a minimizer of a polyconvex hyperelastic energy functional. We show existence of optimal solutions and derive - on a formal level - first order optimality conditions. Finally, preliminary numerical results are presented. T3 - ZIB-Report - 12-08 KW - polyconvex elasticity KW - implant design KW - optimal control Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14745 SN - 1438-0064 ER - TY - GEN A1 - Berthold, Timo A1 - Gleixner, Ambros T1 - Undercover: a primal MINLP heuristic exploring a largest sub-MIP N2 - We present Undercover, a primal heuristic for nonconvex mixed-integer nonlinear programming (MINLP) that explores a mixed-integer linear subproblem (sub-MIP) of a given MINLP. We solve a vertex covering problem to identify a minimal set of variables that need to be fixed in order to linearize each constraint, a so-called cover. Subsequently, these variables are fixed to values obtained from a reference point, e.g., an optimal solution of a linear relaxation. We apply domain propagation and conflict analysis to try to avoid infeasibilities and learn from them, respectively. Each feasible solution of the sub-MIP corresponds to a feasible solution of the original problem. We present computational results on a test set of mixed-integer quadratically constrained programs (MIQCPs) and general MINLPs from MINLPLib. It turns out that the majority of these instances allow for small covers. Although general in nature, the heuristic appears most promising for MIQCPs, and complements nicely with existing root node heuristics in different state-of-the-art solvers. T3 - ZIB-Report - 12-07 KW - Primal Heuristic KW - Mixed-Integer Nonlinear Programming KW - Large Neighborhood Search KW - Mixed-Integer Quadratically Constrained Programming KW - Nonconvex Optimization Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14631 SN - 1438-0064 ER - TY - GEN A1 - Sander, Oliver A1 - Klapproth, Corinna A1 - Youett, Jonathan A1 - Kornhuber, Ralf A1 - Deuflhard, Peter T1 - Towards an Efficient Numerical Simulation of Complex 3D Knee Joint Motion N2 - We present a time-dependent finite element model of the human knee joint of full 3D geometric complexity. Its efficient numerical simulation requires advanced numerical algorithms that have been developed just recently. Up to now, the model comprises bones, cartilage, and the major ligaments (patella and menisci are still missing). Bones (femur, tibia, and fibula) are modelled by linear elastic materials, cartilage by viscoelastic materials, ligaments by one-dimensional so-called Cosserat rods. In order to capture the dynamical contact problems correctly, we solve the full PDEs of elasticity in the presence of strict contact inequalities. For the total spatio-temporal discretization we apply a method of layers approach (first time, then space discretization). For the time discretization of the elastic and viscoelastic parts, we apply a new contact-stabilized Newmark method, while for the Cosserat rods we choose an energy-momentum method. For the space discretization, we use linear finite elements for the elastic and viscoelastic parts and novel geodesic finite elements for the Cosserat rods. The coupled system is solved by a Dirichlet-Neumann method, and the arising large algebraic systems are solved by a recent fast multigrid solver, the truncated non-smooth Newton multigrid method. T3 - ZIB-Report - 12-06 KW - contact problem KW - contact-stabilized Newmark method KW - domain decomposition KW - energy-momentum method KW - geodesic finite elements KW - knee model Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14512 SN - 1438-0064 ER - TY - GEN A1 - Heinz, Stefan A1 - Beck, J. Christopher T1 - Reconsidering Mixed Integer Programming and MIP-based Hybrids for Scheduling N2 - Despite the success of constraint programming (CP) for scheduling, the much wider penetration of mixed integer programming (MIP) technology into business applications means that many practical scheduling problems are being addressed with MIP, at least as an initial approach. Furthermore, there has been impressive and well-documented improvements in the power of generic MIP solvers over the past decade. We empirically demonstrate that on an existing set of resource allocation and scheduling problems standard MIP and CP models are now competitive with the state-of-the-art manual decomposition approach. Motivated by this result, we formulate two tightly coupled hybrid models based on constraint integer programming (CIP) and demonstrate that these models, which embody advances in CP and MIP, are able to out-perform the CP, MIP, and decomposition models. We conclude that both MIP and CIP are technologies that should be considered along with CP for solving scheduling problems. T3 - ZIB-Report - 12-05 KW - constraint integer programming KW - constraint programming KW - cumulative constraint KW - mixed integer programming KW - optional activities Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14660 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 - 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 - GEN A1 - Hoang, Nam-Dung A1 - Koch, Thorsten T1 - Steiner Tree Packing Revisited N2 - The Steiner tree packing problem (STPP) in graphs is a long studied problem in combinatorial optimization. In contrast to many other problems, where there have been tremendous advances in practical problem solving, STPP remains very difficult. Most heuristics schemes are ineffective and even finding feasible solutions is already NP-hard. What makes this problem special is that in order to reach the overall optimal solution non-optimal solutions to the underlying NP-hard Steiner tree problems must be used. Any non-global approach to the STPP is likely to fail. Integer programming is currently the best approach for computing optimal solutions. In this paper we review some “classical” STPP instances which model the underlying real world application only in a reduced form. Through improved modelling, including some new cutting planes, and by emplyoing recent advances in solver technology we are for the first time able to solve those instances in the original 3D grid graphs to optimimality. T3 - ZIB-Report - 12-02 KW - Steiner tree packing KW - Integer Programming KW - grid graphs Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14625 SN - 1438-0064 ER - TY - GEN A1 - Grötschel, Martin T1 - Einblicke in die Diskrete Mathematik N2 - „Diskrete Mathematik, was ist das?“, ist eine typische Frage von Lehrern mit traditioneller Mathematikausbildung, denn dort kam und kommt diskrete Mathematik kaum vor. Die etwas Aufgeschlosseneren fragen: „Wenn (schon wieder) etwas Neues unterrichtet werden soll, was soll denn dann im Lehrplan gestrichen werden?“ Auf die zweite Frage wird hier nicht eingegangen. Das Ziel dieses Aufsatzes ist es, in diskrete Mathematik einzuführen, Interesse an diesem Fachgebiet zu wecken und dazu anzuregen, dieses auch im Schulunterricht (ein wenig) zu berücksichtigen. Die Schüler und Schülerinnen werden dafür dankbar sein – eine Erfahrung, die in vielen Unterrichtsreihen gemacht wurde. T3 - ZIB-Report - 12-01 KW - diskrete Mathematik Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14399 SN - 1438-0064 ER - TY - GEN A1 - Martin, Alexander A1 - Geißler, Björn A1 - Hayn, 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 N2 - Die mittel- und längerfristige Planung für den Gastransport hat sich durch Änderungen in den regulatorischen Rahmenbedingungen stark verkompliziert. Kernpunkt ist die Trennung von Gashandel und -transport. Dieser Artikel diskutiert die hieraus resultierenden mathematischen Planungsprobleme, welche als Validierung von Nominierungen und Buchungen, Bestimmung der technischen Kapazität und Topologieplanung bezeichnet werden. Diese mathematischen Optimierungsprobleme werden vorgestellt und Lösungsansätze skizziert. T3 - ZIB-Report - 11-56 KW - Gasnetzplanung KW - Technische Kapazitäten KW - Nominierungsvalidierung KW - Buchungsvalidierung KW - Topologieplanung Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-15121 SN - 1438-0064 ER - TY - GEN A1 - Hiller, Benjamin A1 - Vredeveld, Tjark T1 - Probabilistic alternatives for competitive analysis N2 - In the last 20 years competitive analysis has become the main tool for analyzing the quality of online algorithms. Despite of this, competitive analysis has also been criticized: It sometimes cannot discriminate between algorithms that exhibit significantly different empirical behavior, or it even favors an algorithm that is worse from an empirical point of view. Therefore, there have been several approaches to circumvent these drawbacks. In this survey, we discuss probabilistic alternatives for competitive analysis. T3 - ZIB-Report - 11-55 KW - online algorithms KW - probabilistic analysis KW - competitive analysis KW - survey Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-15131 SN - 1438-0064 ER - TY - GEN A1 - Grötschel, Martin A1 - Stephan, Rüdiger T1 - Characterization of Facets of the Hop Constrained Chain Polytope via Dynamic Programming N2 - In this paper, we study the hop constrained chain polytope, that is, the convex hull of the incidence vectors of (s,t)-chains using at most k arcs of a given digraph, and its dominant. We use extended formulations (implied by the inherent structure of the Moore-Bellman-Ford algorithm) to derive facet defining inequalities for these polyhedra via projection. Our findings result into characterizations of all facet defining {0,+1,-1}-inequalities for the hop constrained chain polytope and all facet defining {0,1}-inequalities for its dominant. Although the derived inequalities are already known, such classifications were not previously given to the best of our knowledge. Moreover, we use this approach to generalize so called jump inequalities, which have been introduced in a paper of Dahl and Gouveia in 2004. T3 - ZIB-Report - 11-54 KW - hop constraints KW - chains KW - dynamic programming KW - facets Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14914 SN - 1438-0064 ER - TY - GEN A1 - Sagnol, Guillaume T1 - Approximation of a Maximum-Submodular-Coverage problem involving spectral functions, with application to Experimental Design N2 - We study a family of combinatorial optimization problems defined by a parameter $p\in[0,1]$, which involves spectral functions applied to positive semidefinite matrices, and has some application in the theory of optimal experimental design. This family of problems tends to a generalization of the classical maximum coverage problem as $p$ goes to $0$, and to a trivial instance of the knapsack problem as $p$ goes to $1$. In this article, we establish a matrix inequality which shows that the objective function is submodular for all $p\in[0,1]$, from which it follows that the greedy approach, which has often been used for this problem, always gives a design within $1-1/e$ of the optimum. We next study the design found by rounding the solution of the continuous relaxed problem, an approach which has been applied by several authors. We prove an inequality which generalizes a classical result from the theory of optimal designs, and allows us to give a rounding procedure with an approximation factor which tends to $1$ as $p$ goes to $1$. T3 - ZIB-Report - 11-53 KW - Maximum Coverage KW - Optimal Experimental Design KW - Polynomial Time Approximability KW - Kiefer's p-criterion Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14956 SN - 1438-0064 VL - 151 IS - 1--2 SP - 258 EP - 276 ER - TY - GEN A1 - Sagnol, Guillaume T1 - Network-related problems in Optimal Experimental Design and Second Order Cone Programming N2 - In the past few years several applications of optimal experimental designs have emerged to optimize the measurements in communication networks. The optimal design problems arising from this kind of applications share three interesting properties: (i) measurements are only available at a small number of locations of the network; (ii) each monitor can simultaneously measure several quantities, which can be modeled by ``multiresponse experiments"; (iii) the observation matrices depend on the topology of the network. In this paper, we give an overview of these experimental design problems and recall recent results for the computation of optimal designs by Second Order Cone Programming (SOCP). New results for the network-monitoring of a discrete time process are presented. In particular, we show that the optimal design problem for the monitoring of an AR1 process can be reduced to the standard form and we give experimental results. T3 - ZIB-Report - 11-52 KW - Optimal Experimental Design KW - Second Order Cone Programming KW - Network measurements Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14942 SN - 1438-0064 VL - 51 IS - 51 SP - 161 EP - 171 ER - TY - GEN A1 - Sagnol, Guillaume T1 - A Class of Semidefinite Programs with rank-one solutions N2 - We show that a class of semidefinite programs (SDP) admits a solution that is a positive semidefinite matrix of rank at most $r$, where $r$ is the rank of the matrix involved in the objective function of the SDP. The optimization problems of this class are semidefinite packing problems, which are the SDP analogs to vector packing problems. Of particular interest is the case in which our result guarantees the existence of a solution of rank one: we show that the computation of this solution actually reduces to a Second Order Cone Program (SOCP). We point out an application in statistics, in the optimal design of experiments. T3 - ZIB-Report - 11-51 KW - SDP KW - Semidefinite Packing Problem KW - rank 1-solution KW - Low-rank solutions KW - SOCP KW - Optimal Experimental Design KW - Multiresponse experiments Y1 - 2012 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14933 SN - 1438-0064 ER -