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This article introduces constraint integer programming (CIP), which is a novel way to combine constraint programming (CP) and mixed integer programming (MIP) methodologies. CIP is a generalization of MIP that supports the notion of general constraints as in CP. This approach is supported by the CIP framework SCIP, which also integrates techniques for solving satisfiability problems. SCIP is available in source code and free for noncommercial use. We demonstrate the usefulness of CIP on three tasks. First, we apply the constraint integer programming approach to pure mixed integer programs. Computational experiments show that SCIP is almost competitive to current state-of-the-art commercial MIP solvers. Second, we demonstrate how to use CIP techniques to compute the number of optimal solutions of integer programs. Third, we employ the CIP framework to solve chip design verification problems, which involve some highly nonlinear constraint types that are very hard to handle by pure MIP solvers. The CIP approach is very effective here: it can apply the full sophisticated MIP machinery to the linear part of the problem, while dealing with the nonlinear constraints by employing constraint programming techniques.
In the recent years there has been tremendous progress in the development of algorithms to find optimal solutions for integer programs. In many applications it is, however, desirable (or even necessary) to generate all feasible solutions. Examples arise in the areas of hardware and software verification and discrete geometry. In this paper, we investigate how to extend branch-and-cut integer programming frameworks to support the generation of all solutions. We propose a method to detect so-called unrestricted subtrees, which allows us to prune the integer program search tree and to collect several solutions simultaneously. We present computational results of this branch-and-count paradigm which show the potential of the unrestricted subtree detection.
Natural gas is one of the most important energy sources in Germany and Europe. In recent years, political regulations have led to a strict separation of gas trading and gas transport, thereby assigning a central role in energy politics to the transportation and distribution of gas. These newly imposed political requirements influenced the technical processes of gas transport in such a way that the complex task of planning and operating gas networks has become even more intricate. Mathematically, the combination of discrete decisions on the configuration of a gas transport network, the nonlinear equations describing the physics of gas, and the uncertainty in demand and supply yield large-scale and highly complex stochastic mixed-integer nonlinear optimization problems. The Matheon project "Optimization of Gas Transport" takes the key role of making available the necessary core technology to solve the mathematical optimization problems which model the topology planning and the operation of gas networks. An important aspect of the academic impact is the free availability of our framework. As a result of several years of research and development, it is now possible to download a complete state-of-the-art framework for mixed-integer linear and nonlinear programming in source code at http://scip.zib.de
Natural gas is one of the most important energy sources in Germany and Europe. In recent years, political regulations have led to a strict separation of gas trading and gas transport, thereby assigning a central role in energy politics to the transportation and distribution of gas. These newly imposed political requirements influenced the technical processes of gas transport in such a way that the complex task of planning and operating gas networks has become even more intricate.
Mathematically, the combination of discrete decisions on the configuration of a gas transport network, the nonlinear equations describing the physics of gas, and the uncertainty in demand and supply yield large-scale and highly complex stochastic mixed-integer nonlinear optimization problems.
The Matheon project "Optimization of Gas Transport" takes the key role of making available the necessary core technology to solve the mathematical optimization problems which model the topology planning and the operation of gas networks. An important aspect of the academic impact is the free availability of our framework. As a result of several years of research and development, it is now possible to download a complete state-of-the-art framework for mixed-integer linear and nonlinear programming in source code at http://scip.zib.de
Computing hardware has mostly thrashed out the physical limits for speeding up individual computing cores. Consequently, the main line of progress for new hardware is growing the number of computing cores within a single CPU. This makes the study of efficient parallelization schemes for computation-intensive algorithms more and more important. A natural precondition to achieving reasonable speedups from parallelization is maintaining a high workload of the available computational resources. At the same time, reproducibility and reliability are key requirements for software that is used in industrial applications. In this paper, we present the new parallelization concept for the state-of-the-art MIP solver FICO Xpress-Optimizer. MIP solvers like Xpress are expected to be deterministic. This inevitably results in synchronization latencies which render the goal of a satisfying workload a challenge in itself. We address this challenge by following a partial information approach and separating the concepts of simultaneous tasks and independent threads from each other. Our computational results indicate that this leads to a much higher CPU workload and thereby to an improved, almost linear, scaling on modern high-performance CPUs. As an added value, the solution path that Xpress takes is not only deterministic in a fixed environment, but also, to a certain extent, thread-independent. This paper is an extended version of Berthold et al. [Parallelization of the FICO Xpress-Optimizer, in Mathematical Software – ICMS 2016: 5th International Conference, G.-M. Greuel, T. Koch, P. Paule, and A. Sommere, eds., Springer International Publishing, Berlin, 2016, pp. 251–258] containing more detailed technical descriptions, illustrative examples and updated computational results.
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.
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.
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.
We provide a computational study of the performance of a state-of-the-art solver for nonconvex mixed-integer quadratically constrained programs (MIQCPs). Since successful general-purpose solvers for large problem classes necessarily comprise a variety of algorithmic techniques, we focus especially on the impact of the individual solver components. The solver SCIP used for the experiments implements a branch-and-cut algorithm based on a linear relaxation to solve MIQCPs to global optimality. Our analysis is based on a set of 86 publicly available test instances.