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The steel mill slab design problem from the CSPLIB is a combinatorial
optimization problem motivated by an application of the steel industry. It
has been widely studied in the constraint programming community. Several
methods were proposed to solve this problem. A steel mill slab library was
created which contains 380 instances. A closely related binpacking problem
called the multiple knapsack problem with color constraints, originated
from the same industrial problem, was discussed in the integer programming
community. In particular, a simple integer program for this problem has
been given by Forrest et al. The aim of this paper is to bring these
different studies together. Moreover, we adapt the model of Forrest et
al. for the steel mill slab design problem. Using this model and a
state-of-the-art integer program solver all instances of the steel mill
slab library can be solved efficiently to optimality. We improved,
thereby, the solution values of 76 instances compared to previous results.
Finally, we consider a recently introduced variant of the steel mill slab
design problem, where within all solutions which minimize the leftover one
is interested in a solution which requires a minimum number of slabs. For
that variant we introduce two approaches and solve all instances of the
steel mill slab library with this slightly changed objective function to
optimality.

制約整数計画ソルバ SCIP の並列化
(2013)

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．

Recently, parallel computing environments have become significantly popular. In order to obtain the benefit of using parallel computing environments, we have to deploy our programs for these effectively. This paper focuses on a parallelization of SCIP (Solving Constraint Integer Programs), which is a MIP solver and constraint integer programming framework available in source code. There is a parallel extension of SCIP named ParaSCIP, which parallelizes SCIP on massively parallel distributed memory computing environments. This paper describes FiberSCIP, which is yet another parallel extension of SCIP to utilize multi-threaded parallel computation on shared memory computing environments, and has the following contributions: First, the basic concept of having two parallel extensions and the relationship between them and the parallelization framework provided by UG (Ubiquity Generator) is presented, including an implementation of deterministic parallelization. Second, the difficulties to achieve a good performance that utilizes all resources on an actual computing environment and the difficulties of performance evaluation of the parallel solvers are discussed. Third, a way to evaluate the performance of new algorithms and parameter settings of the parallel extensions is presented. Finally, current performance of FiberSCIP for solving mixed-integer linear programs (MIPs) and mixed-integer non-linear programs (MINLPs) in parallel is demonstrated.

Contemporary supercomputers can easily provide years of
CPU time per wall-clock hour. One challenge of today's software
development is how to harness this wast computing power in order to solve
really hard mixed integer programming instances. In 2010, two out of
six open MIPLIB2003 instances could be solved by ParaSCIP in more than
ten consecutive runs, restarting from checkpointing files.
The contribution of this paper is threefold:
For the first time, we present computational results of single runs for
those two instances. Secondly, we provide new improved upper and lower
bounds for all of the remaining four open MIPLIB2003 instances.
Finally, we explain which new developments led to these results and
discuss the current progress of ParaSCIP. Experiments were conducted on
HLRNII, on HLRN III, and on the Titan supercomputer, using up to 35,200 cores.

Primal heuristics play an important role in the solving of mixed integer programs (MIPs). They help to reach optimality faster and provide good feasible solutions early in the solving process. In this paper, we present two new primal heuristics which take into account global structures available within MIP solvers to construct feasible solutions at the beginning of the solving process. These heuristics follow a large neighborhood search (LNS) approach and use global structures to define a neighborhood that is with high probability significantly easier to process while (hopefully) still containing good feasible solutions. The definition of the neighborhood is done by iteratively fixing variables and propagating these fixings. Thereby, fixings are determined based on the predicted impact they have on the subsequent domain propagation. The neighborhood is solved as a sub-MIP and solutions are transferred back to the original problem. Our computational experiments on standard MIP test sets show that the proposed heuristics find solutions for about every third instance and therewith help to improve the average solving time.

Recently, parallel computing environments have become significantly popular. In order to obtain the benefit of using parallel computing environments, we have to deploy our programs for these effectively. This paper focuses on a parallelization of SCIP (Solving Constraint Integer Programs), which is a mixed-integer linear programming solver and constraint integer programming framework available in source code. There is a parallel extension of SCIP named ParaSCIP, which parallelizes SCIP on massively parallel distributed memory computing environments. This paper describes FiberSCIP, which is yet another parallel extension of SCIP to utilize multi-threaded parallel computation on shared memory computing environments, and has the following contributions: First, we present the basic concept of having two parallel extensions, and the relationship between them and the parallelization framework provided by UG (Ubiquity Generator), including an implementation of deterministic parallelization. Second, we discuss the difficulties in achieving a good performance that utilizes all resources on an actual computing environment, and the difficulties of performance evaluation of the parallel solvers. Third, we present a way to evaluate the performance of new algorithms and parameter settings of the parallel extensions. Finally, we demonstrate the current performance of FiberSCIP for solving mixed-integer linear programs (MIPs) and mixed-integer nonlinear programs (MINLPs) in parallel.

The steel mill slab design problem from the CSPLIB is a combinatorial optimization problem motivated by an application of the steel industry. It has been widely studied in the constraint programming community. Several methods were proposed to solve this problem. A steel mill slab library was created which contains 380 instances. A closely related binpacking problem called the multiple knapsack problem with color constraints, originated from the same industrial problem, was discussed in the integer programming community. In particular, a simple integer program for this problem has been given by Forrest et al. (INFORMS J Comput 18:129–134, 2006). The aim of this paper is to bring these different studies together. Moreover, we adapt the model of Forrest et al. (INFORMS J Comput 18:129–134, 2006) for the steel mill slab design problem. Using this model and a state-of-the-art integer program solver all instances of the steel mill slab library can be solved efficiently to optimality. We improved, thereby, the solution values of 76 instances compared to previous results (Schaus et al., Constraints 16:125–147, 2010). Finally, we consider a recently introduced variant of the steel mill slab design problem, where within all solutions which minimize the leftover one is interested in a solution which requires a minimum number of slabs. For that variant we introduce two approaches and solve all instances of the steel mill slab library with this slightly changed objective function to optimality.

This paper describes how we solved 12 previously unsolved mixed-integer program- ming (MIP) instances from the MIPLIB benchmark sets. To achieve these results we used an enhanced version of ParaSCIP, setting a new record for the largest scale MIP computation: up to 80,000 cores in parallel on the Titan supercomputer. In this paper we describe the basic parallelization mechanism of ParaSCIP, improvements of the dynamic load balancing and novel techniques to exploit the power of parallelization for MIP solving. We give a detailed overview of computing times and statistics for solving open MIPLIB instances.