68-XX COMPUTER SCIENCE (For papers involving machine computations and programs in a specific mathematical area, see Section -04 in that area)
Refine
Year of publication
Document Type
- ZIB-Report (49)
- Master's Thesis (6)
- Software (4)
- Article (1)
- Bachelor's Thesis (1)
Keywords
- Ubiquity Generator Framework (3)
- Computational Diagnosis (2)
- Convex Optimization (2)
- Discrete optimization (2)
- Knee Osteoarthritis (2)
- Lattice problem (2)
- Lattice-based cryptography (2)
- MSM (2)
- Machine Learning (2)
- Parallel algorithms (2)
Institute
- Applied Optimization (33)
- Mathematical Optimization (23)
- Visual and Data-centric Computing (14)
- Visual Data Analysis (11)
- Applied Algorithmic Intelligence Methods (9)
- Mathematics of Telecommunication (7)
- Numerical Mathematics (5)
- Distributed Algorithms and Supercomputing (4)
- Mathematical Optimization Methods (3)
- Computational Molecular Design (2)
In this paper, we develop distributed and parallel general-purpose solvers for combinatorial optimization through the framework of domain-independent dynamic programming (DIDP), a model-based paradigm based on dynamic programming. In particular, we parallelize heuristic state space search algorithms to develop such solvers. Benefiting from the general-purpose nature of DIDP, we apply our solvers to four problem classes: the traveling salesperson problem with time windows (TSPTW), the type1 simple assembly line balancing problem (SALBP-1), the one-to-one multi-commodity pickup and delivery traveling salesperson problem (m-PDTSP), and the type2 assembly line balancing problem with sequence-dependent setup times (SUALBP-2). We demonstrate the scalability of our solvers using up to 192 TB of RAM and 49,152 CPU cores. Using the developed solvers, we close 14 open instances of TSPTW, 49 of m-PDTSP, and 152 of SUALBP-2.
Mixed-Integer Linear Programming (MIP) is applicable to such a wide range of real-world decision problems that the competition for the best code to solve such problems has lead to tremendous progress over the last decades. While current solvers can solve some of the problems that seemed completely out-of-reach just 10 years ago, there are always relevant MIP problems that currently cannot be solved. With the Smoothie solver we intend to solve extremely hard MIP problems by building on the many years that went into the development of several state-of-the-art MIP solvers and by utilizing some of the largest computing resources available. The high-level task parallelization framework UG (Ubiquity Generator) is used and extended by Smoothie to build a solver that uses large-scale parallelization to distribute the solution of a single MIP on a shared- or distributed-memory computing infrastructure, thereby employing several established MIP solvers simultaneously. For the first development phase, which is the topic of this report, both FICO Xpress and Gurobi are used in concurrent mode on a single machine, while information on incumbent solutions and explored branch-and-bound subtrees is exchanged. A dynamic restarting mechanism ensures that solver configurations are selected that promise most suitable for the MIP to be solved. We report on initial findings using this early version of Smoothie on unsolved problems from MIPLIB 2017.
Shifting towards renewable energy sources and reducing carbon emissions necessitate sophisticated energy system planning, optimization, and extension. Energy systems optimization models (ESOMs) often form the basis for political and operational decision-making. ESOMs are frequently formulated as linear (LPs) and mixed-integer linear (MIP) problems. MIPs allow continuous and discrete decision variables. Consequently, they are substantially more expressive than LPs but also more challenging to solve. The ever-growing size and complexity of ESOMs take a toll on the computational time of state-of-the-art commercial solvers. Indeed, for large-scale ESOMs, solving the LP relaxation -- the basis of modern MIP solution algorithms -- can be very costly. These time requirements can render ESOM MIPs impractical for real-world applications. This article considers a set of large-scale decarbonization-focused unit commitment models with expansion decisions based on the REMix framework (up to 83 million variables and 900,000 discrete decision variables). For these particular instances, the solution to the LP relaxation and the MIP optimum lie close. Based on this observation, we investigate the application of relaxation-enforced neighborhood search (RENS), machine learning guided rounding, and a fix-and-propagate (FP) heuristic as a standalone solution method. Our approach generated feasible solutions 20 to 100 times faster than GUROBI, achieving comparable solution quality with primal-dual gaps as low as 1% and up to 35%. This enabled us to solve numerous scenarios without lowering the quality of our models. For some instances that Gurobi could not solve within two days, our FP method provided feasible solutions in under one hour.
Tai256c is the largest unsolved quadratic assignment problem (QAP) instance in QAPLIB. It is known that QAP tai256c 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. As the BQOP is much simpler than the original QAP, the conversion increases the possibility to solve the QAP. Solving exactly the BQOP, however, is still very difficult. Indeed, a 1.48% gap remains between the best known upper bound (UB) and lower bound (LB) of the unknown optimal value. This paper shows that the BQOP admits a nontrivial symmetry, a property that makes the BQOP very hard to solve. The symmetry induces equivalent subproblems in branch and bound (BB) methods. To effectively improve the LB, we propose an efficient BB method that incorporates a doubly nonnegative relaxation, the standard orbit branching and a technique to prune equivalent subproblems. With this BB method, a new LB with 1.25% gap is successfully obtained, and computing an LB with 1.0% gap is shown to be still quite difficult.
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.
Consolidation of commodities and coordination of vehicle routes are fundamental features of supply chain management problems. While locations for consolidation and coordination are typically known a priori, in adaptive transportation networks this is not the case. The identification of such consolidation locations forms part of the decision making process. Supply chain management problems integrating the designation of consolidation locations with the coordination of long haul and local vehicle routing is not only challenging to solve, but also very difficult to formulate mathematically. In this paper, the first mathematical model integrating location clustering with long haul and local vehicle routing is proposed. This mathematical formulation is used to develop algorithms to find high quality solutions. A novel parallel framework is developed that combines exact and heuristic methods to improve the search for high quality solutions and provide valid bounds. The results demonstrate that using exact methods to guide heuristic search is an effective approach to find high quality solutions for difficult supply chain management problems.
Estimating 3D Shape of the Head Skeleton of Basking Sharks Using Annotated Landmarks on a 2D Image
(2022)
Basking sharks are thought to be one of the most efficient filter-feeding fish in terms of the throughput of water filtered through their gills. Details about the underlying morphology of their branchial region have not been studied due to various challenges in acquiring real-world data. The present thesis aims to facilitate this, by developing a mathematical shape model which constructs the 3D structure of the head skeleton of a basking shark using annotated landmarks on a single 2D image. This is an ill-posed problem as estimating the depth of a 3D object from a single 2D view is, in general, not possible. To reduce this ambiguity, we create a set of pre-defined training shapes in 3D from CT scans of basking sharks. First, the damaged structures of the sharks in the scans are corrected via solving a set of optimization problems, before using them as accurate 3D representations of the object. Then, two approaches are employed for the 2D-to-3D shape fitting problem–an Active Shape Model approach and a Kendall’s Shape Space approach. The former represents a shape as a point on a high-dimensional Euclidean space, whereas the latter represents a shape as an equivalence class of points in this Euclidean space. Kendall’s shape space approach is a novel technique that has not yet been applied in this context, and a comprehensive comparison of the two approaches suggests this approach to be superior for the problem at hand. This can be credited to an improved interpolation of the training shapes.
大規模二次割当問題への挑戦
(2022)
Morphomatics is an open-source Python library for (statistical) shape analysis developed within the geometric data analysis and processing research group at Zuse Institute Berlin. It contains prototype implementations of intrinsic manifold-based methods that are highly consistent and avoid the influence of unwanted effects such as bias due to arbitrary choices of coordinates.