68-XX COMPUTER SCIENCE (For papers involving machine computations and programs in a specific mathematical area, see Section -04 in that area)
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Mixed-integer programming (MIP) problem is arguably among the hardest classes of optimization problems. This paper describes how we solved 21 previously unsolved 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.
Public transportation networks are typically operated with a periodic timetable. The Periodic Event Scheduling Problem (PESP) is the standard mathematical modelling tool for periodic timetabling. Since PESP can be solved in linear time on trees, it is a natural question to ask whether there are polynomial-time algorithms for input networks of bounded treewidth. We show that deciding the feasibility of a PESP instance is NP-hard even when the treewidth is 2, the branchwidth is 2, or the carvingwidth is 3. Analogous results hold for the optimization of reduced PESP instances, where the feasibility problem is trivial. To complete the picture, we present two pseudo-polynomial-time dynamic programming algorithms solving PESP on input networks with bounded tree- or branchwidth. We further analyze the parameterized complexity of PESP with bounded cyclomatic number, diameter, or vertex cover number. For event-activity networks with a special -- but standard -- structure, we give explicit and sharp bounds on the branchwidth in terms of the maximum degree and the carvingwidth of an underlying line network. Finally, we investigate several parameters on the smallest instance of the benchmarking library PESPlib.
In a recent paper, Conte et al. [CGMR2017] presented an algorithm for enumerating all acyclic orientations of a graph G=(V,E) with a single source (and related orientations) with delay O(|V||E|). In this paper we revisit the problem by going back to an early paper by de Fraysseix et al. [FMR1995], who proposed an algorithm for enumerating all bipolar orientations of a graph based on a recursion formula. We first formalize de Fraysseix et al.'s algorithm for bipolar orientations and determine that its delay is also O(|V||E|). We then apply their recursion formula to the case of Conte et al.'s enumeration problem and show that this yields a more efficient enumeration algorithm with delay O(\sqrt(|V|)|E|). Finally, a way to further streamline the algorithm that leads to a particularly simple implementation is suggested.
SCIP-JACK is a customized, branch-and-cut based solver for Steiner tree and related problems. ug [SCIP-JACK, MPI] extends SCIP-JACK to a massively par- allel solver by using the Ubiquity Generator (UG) framework. ug [SCIP-JACK, MPI] was the only solver that could run on a distributed environment at the (latest) 11th DIMACS Challenge in 2014. Furthermore, it could solve three well-known open instances and updated 14 best known solutions to instances from the bench- mark libary STEINLIB. After the DIMACS Challenge, SCIP-JACK has been con- siderably improved. However, the improvements were not reflected on ug [SCIP- JACK, MPI]. This paper describes an updated version of ug [SCIP-JACK, MPI], especially branching on constrains and a customized racing ramp-up. Furthermore, the different stages of the solution process on a supercomputer are described in detail. We also show the latest results on open instances from the STEINLIB.
Calculation of clinch and elimination numbers for sports leagues with multiple tiebreaking criteria
(2018)
The clinch (elimination) number is a minimal number of future wins (losses) needed to clinch (to be eliminated from) a specified place in a sports league. Several optimization models and computational results are shown in this paper for calculating clinch and elimination numbers in the presence of predefined multiple tiebreaking criteria. The main subject of this paper is to provide a general algorithmic framework based on integer programming with utilizing possibly multilayered upper and lower bounds.
Mixed integer linear programming (MIP) is a general form to model combinatorial optimization problems and has many industrial applications. The performance of MIP solvers has improved tremendously in the last two decades and these solvers have been used to solve many real-word problems. However, against the backdrop of modern computer technology, parallelization is of pivotal importance. In this way, ParaSCIP is the most successful parallel MIP solver in terms of solving previously unsolvable instances from the well-known benchmark instance set MIPLIB by using supercomputers. It solved two instances from MIPLIB2003 and 12 from MIPLIB2010 for the first time to optimality by using up to 80,000 cores on supercomputers. ParaSCIP has been developed by using the Ubiquity Generator (UG) framework, which is a general software package to parallelize any state-of-the-art branch-and-bound based solver. This paper discusses 7 years of progress in parallelizing branch-and-bound solvers with UG.
PIPS-SBB is a distributed-memory parallel solver with a scalable data distribution paradigm. It is designed to solve MIPs with a dual-block angular structure, which is characteristic of deterministic-equivalent Stochastic Mixed-Integer Programs (SMIPs). In this paper, we present two different parallelizations of Branch & Bound (B&B), implementing both as extensions of PIPS-SBB, thus adding an additional layer of parallelism. In the first of the proposed frameworks, PIPS-PSBB, the coordination and load-balancing of the different optimization workers is done in a decentralized fashion. This new framework is designed to ensure all available cores are processing the most promising parts of the B&B tree. The second, ug[PIPS-SBB,MPI], is a parallel implementation using the Ubiquity Generator (UG), a universal framework for parallelizing B&B tree search that has been successfully applied to other MIP solvers. We show the effects of leveraging multiple levels of parallelism in potentially improving scaling performance beyond thousands of cores.
It is shown how piecewise differentiable functions \(F: R^n → R^m\) that are defined by evaluation programs can be approximated locally by a piecewise linear model based on a pair of sample points x̌ and x̂. We show that the discrepancy between function and model at any point x is of the bilinear order O(||x − x̌|| ||x − x̂||). This is a little surprising since x ∈ R^n may vary over the whole Euclidean space, and we utilize only two function samples F̌ = F(x̌) and F̂ = F(x̂), as well as the intermediates computed during their evaluation. As an application of the piecewise linearization procedure we devise a generalized Newton’s method based on successive piecewise linearization and prove for it sufficient conditions for convergence and convergence rates equaling those of semismooth Newton. We conclude with the derivation of formulas for the numerically stable implementation of the aforedeveloped piecewise linearization methods.
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.
Rising traffic in telecommunication networks lead to rising energy costs for the network operators. Meanwhile, increased flexibility of the networking hardware may help to realize load-adaptive operation of the networks to cut operation costs. To meet network operators’ concerns over stability, we propose to switch network configurations only a limited number of times per day. We present a method for the integrated computation of optimal switching times and network configurations that alternatingly solves mixed-integer programs and constrained shortest cycle problems in a certain graph. Similarly to the Branch & Bound Algorithm, it uses lower and upper bounds on the optimum value and allows for pivoting strategies to guide the computation and avoid the solution of irrelevant subproblems. The algorithm can act as a framework to be adapted and applied to suitable problems of different origin.