## G. Mathematics of Computing

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Mixed-integer linear programming (MILP) plays a crucial role in the field of mathematical optimization and is especially relevant for practical applications due to the broad range of problems that can be modeled in that fashion. The vast majority of MILP solvers employ the LP-based branch-and-cut approach. As the name suggests, the linear programming (LP) subproblems that need to be solved therein influence their behavior and performance significantly.
This thesis explores the impact of various LP solvers as well as LP solving techniques on the constraint integer programming framework SCIP Optimization Suite. SCIP allows for comparisons between academic and open-source LP solvers like Clp and SoPlex, as well as commercially developed, high-end codes like CPLEX, Gurobi, and Xpress.
We investigate how the overall performance and stability of an MILP solver can be improved by new algorithmic enhancements like LP solution polishing and persistent scaling that we have implemented in the LP solver SoPlex. The former decreases the fractionality of LP solutions by selecting another vertex on the optimal hyperplane of the LP relaxation, exploiting degeneracy. The latter provides better numerical properties for the LP solver throughout the MILP solving process by preserving and extending the initial scaling factors, effectively also improving the overall performance of SCIP. Both enhancement techniques are activated by default in the SCIP Optimization Suite.
Additionally, we provide an analysis of numerical conditions in SCIP through the lens of the LP solver by comparing different measures and how these evolve during the different stages of the solving process. A side effect of our work on this topic was the development of TreeD: a new and convenient way of presenting the search tree interactively and animated in the three-dimensional space. This visualization technique facilitates a better understanding of the MILP solving process of SCIP.
Furthermore, this thesis presents the various algorithmic techniques like the row representation and iterative refinement that are implemented in SoPlex and that distinguish the solver from other simplex-based codes. Although it is often not as performant as its competitors, SoPlex demonstrates the ongoing research efforts in the field of linear programming with the simplex method.
Aside from that, we demonstrate the rapid prototyping of algorithmic ideas and modeling approaches via PySCIPOpt, the Python interface to the SCIP Optimization Suite. This tool allows for convenient access to SCIP's internal data structures from the user-friendly Python programming language to implement custom algorithms and extensions without any prior knowledge of SCIP's programming language C. TreeD is one such example, demonstrating the use of several Python libraries on top of SCIP. PySCIPOpt also provides an intuitive modeling layer to formulate problems directly in the code without having to utilize another modeling language or framework.
All contributions presented in this thesis are readily accessible in source code in SCIP Optimization Suite or as separate projects on the public code-sharing platform GitHub.

The optimization of periodic timetables is an indispensable planning task in public transport. Although the periodic event scheduling problem (PESP) provides an elegant mathematical formulation of the periodic timetabling problem that led to many insights for primal heuristics, it is notoriously hard to solve to optimality. One reason is that for the standard mixed-integer linear programming formulations, linear programming relaxations are weak and the integer variables are of pure technical nature and in general do not correlate with the objective value. While the first problem has been addressed by developing several families of cutting planes, we focus on the second aspect. We discuss integral forward cycle bases as a concept to compute improved dual bounds for PESP instances. To this end, we develop the theory of forward cycle bases on general digraphs. Specifically for the application of timetabling, we devise a generic procedure to construct line-based event-activity networks, and give a simple recipe for an integral forward cycle basis on such networks. Finally, we analyze the 16 railway instances of the benchmark library PESPlib, match them to the line-based structure and use forward cycle bases to compute better dual bounds for 14 out of the 16 instances.

Tai256c is the largest unsolved quadratic assignment problem (QAP) instance in QAPLIB; a 1.48% gap remains between the best known feasible objective value and lower bound of the unknown optimal value. This paper shows that the instance can be converted into a 256 dimensional binary quadratic optimization problem (BQOP) with a single cardinality constraint which requires the sum of the binary variables to be 92.The converted BQOP is much simpler than the original QAP tai256c and it also inherits some of the symmetry properties. However, it is still very difficult to solve. We present an efficient branch and bound method for improving the lower bound effectively. A new lower bound with 1.36% gap is also provided.

大規模二次割当問題への挑戦
(2022)

For cryptanalysis in lattice-based schemes, the performance evaluation of lattice basis reduction using high-performance computers is becoming increasingly important for the determination of the security level. We propose a distributed and asynchronous parallel reduction algorithm based on randomization and DeepBKZ, which is an improved variant of the block Korkine-Zolotarev (BKZ) reduction algorithm. Randomized copies of a lattice basis are distributed to up to 103,680 cores and independently reduced in parallel, while some basis vectors are shared asynchronously among all processes via MPI. There is a trade-off between randomization and information sharing; if a substantial amount of information is shared, all processes will work on the same problem, thereby diminishing the benefit of parallelization. To monitor this balance between randomness and sharing, we propose a metric to quantify the variety of lattice bases. We empirically find an optimal parameter of sharing for high-dimensional lattices. We demonstrate the efficacy of our proposed parallel algorithm and implementation with respect to both performance and scalability through our experiments.

Balanced separators are node sets that split the graph into size bounded components. They find applications in different theoretical and practical problems. In this paper we discuss how to find a minimum set of balanced separators in node weighted graphs. Our contribution is a new and exact algorithm that solves Minimum Balanced Separators by a sequence of Hitting Set problems. The only other exact method appears to be a mixed-integer program (MIP) for the edge weighted case. We adapt this model to node weighted graphs and compare it to our approach on a set of instances, resembling transit networks. It shows that our algorithm is far superior on almost all test instances.

Periodic timetable optimization problems in public transport can be modeled as mixed-integer linear programs by means of the Periodic Event Scheduling Problem (PESP). In order to keep the branch-and-bound tree small, minimum integral cycle bases have been proven successful. We examine forward cycle bases, where no cycle is allowed to contain a backward arc. After reviewing the theory of these bases, we describe the construction of an integral forward cycle basis on a line-based event-activity network. Adding turnarounds to the instance \texttt{R1L1} of the benchmark library PESPlib, we computationally evaluate three types of forward cycle bases in the Pareto sense, and come up with significant improvements concerning dual bounds.

We investigate preprocessing for single-source shortest path queries in digraphs, where arc costs are only known to lie in an interval. More precisely, we want to decide for each arc whether it is part of some shortest path tree for some realization of costs. We show that this problem is solvable in polynomial time by giving a combinatorial algorithm, using optimal structures that we call forks. Our algorithm turns out to be very efficient in practice, and is sometimes even superior in quality to a heuristic developed for the one-to-one shortest path problem in the context of passenger routing in public transport.

The covering of a graph with (possibly disjoint) connected subgraphs is a fundamental problem in graph theory. In this paper, we study a version to cover a graph's vertices by connected subgraphs subject to lower and upper weight bounds, and propose a column generation approach to dynamically generate feasible and promising subgraphs. Our focus is on the solution of the pricing problem which turns out to be a variant of the NP-hard Maximum Weight Connected Subgraph Problem. We compare different formulations to handle connectivity, and find that a single-commodity flow formulation performs best. This is notable since the respective literature seems to have dismissed this formulation. We improve it to a new coarse-to-fine flow formulation that is theoretically and computationally superior, especially for large instances with many vertices of degree 2 like highway networks, where it provides a speed-up factor of 10 over the non-flow-based formulations. We also propose a preprocessing method that exploits a median property of weight constrained subgraphs, a primal heuristic, and a local search heuristic. In an extensive computational study we evaluate the presented connectivity formulations on different classes of instances, and demonstrate the effectiveness of the proposed enhancements. Their speed-ups essentially multiply to an overall factor of 20. Overall, our approach allows the reliabe solution of instances with several hundreds of nodes in a few minutes. These findings are further corroborated in a comparison to existing districting models on a set of test instances from the literature.