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Constraint Programs and Mixed Integer Programs are closely related optimization problems originating from different scientific areas. Today's state-of-the-art algorithms of both fields have several strategies in common, in particular the branch-and-bound process to recursively divide the problem into smaller sub problems. On the other hand, the main techniques to process each sub problem are different, and it was observed that they have complementary strenghts. We propose a programming framework {\sffamily SCIP} that integrates techniques from both fields in order to exploit the strenghts of both, Constraint Programming and Mixed Integer Programming. In contrast to other proposals of recent years to combine both fields, {\sffamily SCIP} does not focus on easy implementation and rapid prototyping, but is tailored towards expert users in need of full, in-depth control and high performance.
Mixed integer programs ($MIPs$) are commonly solved with branch and bound algorithms based on linear programming. The success and the speed of the algorithm strongly depends on the strategy used to select the branching variables. Today's state-of-the-art strategy is called \emph{pseudocost branching} and uses information of previous branchings to determine the current branching. We propose a modification of \emph{pseudocost branching} which we call \emph{history branching}. This strategy has been implemented in $SIP$, a state-of-the-art $MIP$ solver. We give computational results that show the superiority of the new strategy.
MIPLIB 2003
(2005)
This paper reports on the fourth version of the Mixed Integer Programming Library. Since ({\sc miplib}) is to provide a concise set of challenging problems, it became necessary to purge instances that became too easy. We present an overview of the 27 new problems and statistical data for all 60 instances.
Network Spot Checking Games: Theory and Application to Toll Enforcing in Transportation Networks
(2014)
We introduce the class of spot-checking games (SC games). These games model
problems where the goal is to distribute fare inspectors over a toll network.
In an SC game, the pure strategies of network users correspond to
paths in a graph, and the pure strategies of the inspectors
are subset of edges to be controlled.
Although SC games are not zero-sum, we show that a Nash equilibrium
can be computed by linear programming.
The computation of a strong Stackelberg equilibrium is
more relevant for this problem, but we show that this is NP-hard.
However, we give some bounds on the \emph{price of spite},
which measures how the
payoff of the inspector
degrades when committing to a Nash equilibrium.
Finally, we demonstrate the quality of these bounds for a real-world application,
namely the enforcement of a truck toll on German motorways.
We present a game-theoretic approach to optimize the strategies of toll enforcement
on a motorway network. In contrast to previous approaches,
we consider a network with an arbitrary
topology, and we handle the fact that
users may choose their Origin-Destination path; in particular they may take a detour to
avoid sections with a high control rate. We show that a Nash equilibrium can be
computed with an LP (although the game is not zero-sum), and we give a MIP for the computation
of a Stackelberg equilibrium. Experimental results based on an application to the
enforcement of a truck toll on German motorways are presented.
We introduce a concurrent solver for the periodic event scheduling problem (PESP). It combines mixed integer programming techniques, the modulo network simplex method, satisfiability approaches, and a new heuristic based on maximum cuts. Running these components in parallel speeds up the overall solution process. This enables us to significantly improve the current upper and lower bounds for all benchmark instances of the library PESPlib.
This thesis represents a game-theoretic investigation of the allocation of inspectors in a transportation network, comparing Nash and Stackelberg equilibrium strategies to a strategy in which inspections are conducted proportionally to the traffic volume. It contains specifications for the integration of space and time dependencies and extensive experimental tests for the application on the transportation network of German motorways using real data. Main results are that - although the formulated spot-checking game is not zero-sum - we are able to compute a Nash equilibrium using linear programming and secondly, that experimental results yield that a Nash equilibrium strategy represents a good trade-off for the Stackelberg equilibrium strategy between efficiency of controls and computation time.
This study examines the usability of a real-world, large-scale natural gas transport infrastructure for hydrogen transport. We investigate whether a converted network can transport the amounts of hydrogen necessary to satisfy current energy demands. After introducing an optimization model for the robust transient control of hydrogen networks, we conduct computational experiments based on real-world demand scenarios. Using a representative network, we demonstrate that replacing each turbo compressor unit by four parallel hydrogen compressors, each of them comprising multiple serial compression stages, and imposing stricter rules regarding the balancing of in- and outflow suffices to realize transport in a majority of scenarios. However, due to the reduced linepack there is an increased need for technical and non-technical measures leading to a more dynamic network control. Furthermore, the amount of energy needed for compression increases by 364% on average.
The thesis deals with the implementation and application of out-of-the-box tools in linear and mixed integer programming. It documents the lessons learned and conclusions drawn from five years of implementing, maintaining, extending, and using several computer codes to solve real-life industrial problems. By means of several examples it is demonstrated how to apply algebraic modeling languages to rapidly devise mathematical models of real-world problems. It is shown that today's MIP solvers are capable of solving the resulting mixed integer programs, leading to an approach that delivers results very quickly. Even though, problems are tackled that not long ago required the implementation of specialized branch-and-cut algorithms. In the first part of the thesis the modeling language Zimpl is introduced. Chapter 2 contains a complete description of the language. In the subsequent chapter details of the implementation are described. Both theoretical and practical considerations are discussed. Aspects of software engineering, error prevention, and detection are addressed. In the second part several real-world projects are examined that employed the methodology and the tools developed in the first part. Chapter 4 presents three projects from the telecommunication industry dealing with facility location problems. Chapter 5 characterizes questions that arise in UMTS planning. Problems, models, and solutions are discussed. Special emphasis is put on the dependency of the precision of the input data and the results. Possible reasons for unexpected and undesirable solutions are explained. Finally, the Steiner tree packing problem in graphs, a well-known hard combinatorial problem, is revisited. A formerly known, but not yet used model is applied to combine switchbox wire routing and via minimization. All instances known from the literature are solved by this approach, as are some newly generated bigger problem instances.
MIPLIB 2010
(2010)
This paper reports on the fifth version of the Mixed Integer Programming Library.
The MIPLIB 2010 is the first MIPLIB release that has been assembled by a large group from academia and from industry, all of whom work in integer programming. There was mutual consent that the concept of the library had to be expanded in order to fulfill the needs of the community. The new version comprises 361 instances sorted into several groups.
This includes the main benchmark test set of 87 instances, which
are all solvable by today's codes, and also the challenge test set with 164 instances, many of which are currently unsolved.
For the first time, we include scripts to run automated tests in a predefined way. Further, there is a solution checker to
test the accuracy of provided solutions using exact arithmetic.