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65-XX NUMERICAL ANALYSIS

  • 65-00 General reference works (handbooks, dictionaries, bibliographies, etc.) subscribe to RSS feed
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The SCIP Optimization Suite 7.0 (2020)
Gamrath, Gerald ; Anderson, Daniel ; Bestuzheva, Ksenia ; Chen, Wei-Kun ; Eifler, Leon ; Gasse, Maxime ; Gemander, Patrick ; Gleixner, Ambros ; Gottwald, Leona ; Halbig, Katrin ; Hendel, Gregor ; Hojny, Christopher ; Koch, Thorsten ; Le Bodic, Pierre ; Maher, Stephen J. ; Matter, Frederic ; Miltenberger, Matthias ; Mühmer, Erik ; Müller, Benjamin ; Pfetsch, Marc ; Schlösser, Franziska ; Serrano, Felipe ; Shinano, Yuji ; Tawfik, Christine ; Vigerske, Stefan ; Wegscheider, Fabian ; Weninger, Dieter ; Witzig, Jakob
The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming frame- work SCIP. This paper discusses enhancements and extensions contained in version 7.0 of the SCIP Optimization Suite. The new version features the parallel presolving library PaPILO as a new addition to the suite. PaPILO 1.0 simplifies mixed-integer linear op- timization problems and can be used stand-alone or integrated into SCIP via a presolver plugin. SCIP 7.0 provides additional support for decomposition algorithms. Besides im- provements in the Benders’ decomposition solver of SCIP, user-defined decomposition structures can be read, which are used by the automated Benders’ decomposition solver and two primal heuristics. Additionally, SCIP 7.0 comes with a tree size estimation that is used to predict the completion of the overall solving process and potentially trigger restarts. Moreover, substantial performance improvements of the MIP core were achieved by new developments in presolving, primal heuristics, branching rules, conflict analysis, and symmetry handling. Last, not least, the report presents updates to other components and extensions of the SCIP Optimization Suite, in particular, the LP solver SoPlex and the mixed-integer semidefinite programming solver SCIP-SDP.
Mixed finite elements in cloth simulation (2020)
Semler, Phillip
This master thesis investigates the use and behaviour of a mixed finite element formulation for the simulation of garments. The garment is modelled as an isotropic shell and is related to its mid-surface by energetic degeneration. Based on this, an energy functional is constructed, which contains the deformation and the mid-surface vector as degree of freedom. It is then shown why this problem does not correspond to a saddle point problem, but to a non-convex energy minimization. The implementation of the energy minimization takes place with the ZIB-internal FE framework Kaskade7.4, whereby a geometric linear and different geometric non-linear problems are examined, whereby for a selected, non-linear example a comparison is made with an existing implementation on basis of Morley elements. The further evaluations include the analysis of the quantitative and qualitative results, the used solution method, the behaviour of the system energy as well as the used CPU time.
Impact of Contact Surfaces on the Death Estimation (2020)
Baumann, Felix
The determination of time of death is one of the central tasks in forensic medicine. A standard method of time of death estimation elies on matching temperature measurements of the corpse with a post-mortem cooling model. In addition to widely used empirical post-mortem models, modelling based on a precise mathematical simulation of the cooling process have been gaining popularity. The simulation based cooling models and the resulting time of death estimates dependon a large variety of parameters. These include hermal properties for different body tissue types, environmental conditions such as temperature and air flow, and the presence of clothing and coverings. In this thesis we focus on a specific arameter - the contact between corpse and underground - and investigate its influence on the time of death estimation. Resulting we aim to answer the question whether it is necessary to consider contact mechanics in the underlying mathematical cooling model.
Quantitative PA tomography of high resolution 3-D images: experimental validation in tissue phantoms (2019)
Buchmann, Jens ; Kaplan, Bernhard ; Powell, Samuel ; Prohaska, Steffen ; Laufer, Jan
Quantitative photoacoustic tomography aims recover the spatial distribution of absolute chromophore concentrations and their ratios from deep tissue, high-resolution images. In this study, a model-based inversion scheme based on a Monte-Carlo light transport model is experimentally validated on 3-D multispectral images of a tissue phantom acquired using an all-optical scanner with a planar detection geometry. A calibrated absorber allowed scaling of the measured data during the inversion, while an acoustic correction method was employed to compensate the effects of limited view detection. Chromophore- and fluence-dependent step sizes and Adam optimization were implemented to achieve rapid convergence. High resolution 3-D maps of absolute concentrations and their ratios were recovered with high accuracy. Potential applications of this method include quantitative functional and molecular photoacoustic tomography of deep tissue in preclinical and clinical studies.
A Geodesic Mixed Effects Model in Kendall's Shape Space (2019)
Nava-Yazdani, Esfandiar ; Hege, Hans-Christian ; von Tycowicz, Christoph
In many applications, geodesic hierarchical models are adequate for the study of temporal observations. We employ such a model derived for manifold-valued data to Kendall's shape space. In particular, instead of the Sasaki metric, we adapt a functional-based metric, which increases the computational efficiency and does not require the implementation of the curvature tensor. We propose the corresponding variational time discretization of geodesics and apply the approach for the estimation of group trends and statistical testing of 3D shapes derived from an open access longitudinal imaging study on osteoarthritis.
3D quantitative photoacoustic tomography using an adjoint radiance Monte Carlo model and gradient descent (2019)
Buchmann, Jens ; Kaplan, Bernhard ; Powell, Samuel ; Prohaska, Steffen ; Laufer, Jan
Quantitative photoacoustic tomography aims to recover maps of the local concentrations of tissue chromophores from multispectral images. While model-based inversion schemes are promising approaches, major challenges to their practical implementation include the unknown fluence distribution and the scale of the inverse problem. This paper describes an inversion scheme based on a radiance Monte Carlo model and an adjoint-assisted gradient optimization that incorporates fluence-dependent step sizes and adaptive moment estimation. The inversion is shown to recover absolute chromophore concentrations, blood oxygen saturation and the Grüneisen parameter from in silico 3D phantom images for different radiance approximations. The scattering coefficient was assumed to be homogeneous and known a priori.
The SCIP Optimization Suite 6.0 (2018)
Gleixner, Ambros ; Bastubbe, Michael ; Eifler, Leon ; Gally, Tristan ; Gamrath, Gerald ; Gottwald, Robert Lion ; Hendel, Gregor ; Hojny, Christopher ; Koch, Thorsten ; Lübbecke, Marco ; Maher, Stephen J. ; Miltenberger, Matthias ; Müller, Benjamin ; Pfetsch, Marc ; Puchert, Christian ; Rehfeldt, Daniel ; Schlösser, Franziska ; Schubert, Christoph ; Serrano, Felipe ; Shinano, Yuji ; Viernickel, Jan Merlin ; Walter, Matthias ; Wegscheider, Fabian ; Witt, Jonas T. ; Witzig, Jakob
The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming framework SCIP. This paper discusses enhancements and extensions contained in version 6.0 of the SCIP Optimization Suite. Besides performance improvements of the MIP and MINLP core achieved by new primal heuristics and a new selection criterion for cutting planes, one focus of this release are decomposition algorithms. Both SCIP and the automatic decomposition solver GCG now include advanced functionality for performing Benders’ decomposition in a generic framework. GCG’s detection loop for structured matrices and the coordination of pricing routines for Dantzig-Wolfe decomposition has been significantly revised for greater flexibility. Two SCIP extensions have been added to solve the recursive circle packing problem by a problem-specific column generation scheme and to demonstrate the use of the new Benders’ framework for stochastic capacitated facility location. Last, not least, the report presents updates and additions to the other components and extensions of the SCIP Optimization Suite: the LP solver SoPlex, the modeling language Zimpl, the parallelization framework UG, the Steiner tree solver SCIP-Jack, and the mixed-integer semidefinite programming solver SCIP-SDP.
Computational aspects of the Generalized Trapezoidal Rule (2018)
Hasenfelder, Richard ; Lehmann, Lutz ; Radons, Manuel ; Streubel, Tom ; Strohm, Christian ; Griewank, Andreas
In this article we analyze a generalized trapezoidal rule for initial value problems with piecewise smooth right hand side F:IR^n -> IR^n. When applied to such a problem, the classical trapezoidal rule suffers from a loss of accuracy if the solution trajectory intersects a non-differentiability of F. In such a situation the investigated generalized trapezoidal rule achieves a higher convergence order than the classical method. While the asymptotic behavior of the generalized method was investigated in a previous work, in the present article we develop the algorithmic structure for efficient implementation strategies and estimate the actual computational cost of the latter. Moreover, energy preservation of the generalized trapezoidal rule is proved for Hamiltonian systems with piecewise linear right hand side.
Random forward models and log-likelihoods in Bayesian inverse problems (2018)
Lie, Han Cheng ; Sullivan, T. J. ; Teckentrup, Aretha
We consider the use of randomised forward models and log-likelihoods within the Bayesian approach to inverse problems. Such random approximations to the exact forward model or log-likelihood arise naturally when a computationally expensive model is approximated using a cheaper stochastic surrogate, as in Gaussian process emulation (kriging), or in the field of probabilistic numerical methods. We show that the Hellinger distance between the exact and approximate Bayesian posteriors is bounded by moments of the difference between the true and approximate log-likelihoods. Example applications of these stability results are given for randomised misfit models in large data applications and the probabilistic solution of ordinary differential equations.
The SCIP Optimization Suite 5.0 (2017)
Gleixner, Ambros ; Eifler, Leon ; Gally, Tristan ; Gamrath, Gerald ; Gemander, Patrick ; Gottwald, Robert Lion ; Hendel, Gregor ; Hojny, Christopher ; Koch, Thorsten ; Miltenberger, Matthias ; Müller, Benjamin ; Pfetsch, Marc ; Puchert, Christian ; Rehfeldt, Daniel ; Schlösser, Franziska ; Serrano, Felipe ; Shinano, Yuji ; Viernickel, Jan Merlin ; Vigerske, Stefan ; Weninger, Dieter ; Witt, Jonas T. ; Witzig, Jakob
This article describes new features and enhanced algorithms made available in version 5.0 of the SCIP Optimization Suite. In its central component, the constraint integer programming solver SCIP, remarkable performance improvements have been achieved for solving mixed-integer linear and nonlinear programs. On MIPs, SCIP 5.0 is about 41 % faster than SCIP 4.0 and over twice as fast on instances that take at least 100 seconds to solve. For MINLP, SCIP 5.0 is about 17 % faster overall and 23 % faster on instances that take at least 100 seconds to solve. This boost is due to algorithmic advances in several parts of the solver such as cutting plane generation and management, a new adaptive coordination of large neighborhood search heuristics, symmetry handling, and strengthened McCormick relaxations for bilinear terms in MINLPs. Besides discussing the theoretical background and the implementational aspects of these developments, the report describes recent additions for the other software packages connected to SCIP, in particular for the LP solver SoPlex, the Steiner tree solver SCIP-Jack, the MISDP solver SCIP-SDP, and the parallelization framework UG.
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