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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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.
Time series classification mimics the human understanding of similarity. When it comes to larger datasets, state of the art classifiers reach their limits in terms of unreasonable training or testing times. One representative example is the 1-nearest-neighbor DTW classifier (1-NN DTW) that is commonly used as the benchmark to compare to and has several shortcomings: it has a quadratic time and it degenerates in the presence of noise. To reduce the computational complexity lower bounding techniques or recently a nearest centroid classifier have been introduced. Still, execution times to classify moderately sized datasets on a single core are in the order of hours. We present our Bag-Of-SFA-Symbols in Vector Space (BOSS VS) classifier that is robust and accurate due to invariance to noise, phase shifts, offsets, amplitudes and occlusions. We show that it is as accurate while being multiple orders of magnitude faster than state of the art classifiers. Using the BOSS VS allows for mining massive time series datasets and real-time analytics.
Many optimization problems can be modeled as Mixed Integer Programs (MIPs). In general, MIPs cannot be solved efficiently, since solving MIPs is NP-hard, see, e.g., Schrijver, 2003. Common methods for solving NP-hard problems are branch-and-bound and column generation. In the case of column generation, the original problem
becomes decomposed or re-formulated into one ore more smaller subproblems, which are easier to solve. Each of these subproblems is solved separately and recurrently, which can be interpreted as solving a sequence of optimization problems.
In this thesis, we consider a sequence of MIPs which only differ in the respective objective functions. Furthermore, we assume each of these MIPs get solved with a branch-and-bound algorithm. This thesis aims to figure out whether the solving process of a given sequence of MIPs can be accelerated by reoptimization. As reoptimization we understand starting the solving process
of a MIP of this sequence at a given frontier of a search tree corresponding to another MIP of this sequence.
At the beginning we introduce an LP-based branch-and-bound algorithm. This algorithm is inspired by the reoptimizing algorithm of Hiller, Klug, and the author of this
thesis, 2013. Since most of the state-of-the-art MIP
solvers come to decisions based on dual information, which leads to the loss of feasible solutions after changing the objective function, we present a technique to guarantee optimality despite using these information. A decision is based on a dual information if this decision is valid for at least one feasible solution, whereas a decision is based on a primal information if this decision is valid for all feasible solutions. Afterwards, we consider representing the search frontier of the tree by a set of nodes of a given size. We call this the Tree Compression Problem. Moreover, we present a criterion characterizing the similarity of two objective functions. To evaluate our approach of reoptimization we extend the well-known and well-maintained MIP solver SCIP to an LP-based branch-and-bound framework, introduce two heuristics for solving the Tree Compression Problem, and a primal heuristic which is especially fitted to column generation. Finally, we present computational experiments on several problem classes, e.g., the Vertex Coloring and k-Constrained Shortest Path. Our experiments show, that a straightforward reoptimization, i.e., without additional heuristics, provides no benefit in general. However, in combination with the techniques and methods presented in this thesis, we can accelerate the solving of a given sequence up to the factor 14. For this purpose it is essential to take the differences of the objective functions into account and to restart the reoptimization, i.e., solve the subproblem from scratch, if the objective functions are not similar enough. Finally, we discuss the possibility to parallelize the solving process of the search frontier at the beginning of each solving process.
Reversible Markov chains are the basis of many applications. However, computing transition probabilities by a finite sampling of a Markov chain can lead to truncation errors. Even if the original Markov chain is reversible, the approximated Markov chain might be non-reversible and will lose important properties, like the real valued spectrum. In this paper, we show how to find the closest reversible Markov chain to a given transition matrix. It turns out that this matrix can be computed by solving a convex minimization problem.
Reversible Markov chains are the basis of many applications. However, computing transition probabilities by a finite sampling of a Markov chain can lead to truncation errors. Even if the original Markov chain is reversible, the approximated Markov chain might be non-reversible and will lose important properties, like the real valued spectrum. In this paper, we show how to find the closest reversible Markov chain to a given transition matrix. It turns out that this matrix can be computed by solving a convex minimization problem.
Tracing microtubule centerlines in serial section electron tomography requires microtubules to be stitched across sections, that is lines from different sections need to be aligned, endpoints need to be matched at section boundaries to establish a correspondence between neighboring sections, and corresponding lines need to be connected across multiple sections. We present computational methods for these tasks: 1) An initial alignment is computed using a distance compatibility graph. 2) A fine alignment is then computed with a probabilistic variant of the iterative closest points algorithm, which we extended to handle the orientation of lines by introducing a periodic random variable to the probabilistic formulation. 3) Endpoint correspondence is established by formulating a matching problem in terms of a Markov random field and computing the best matching with belief propagation. Belief propagation is not generally guaranteed to converge to a minimum. We show how convergence can be achieved, nonetheless, with minimal manual input. In addition to stitching microtubule centerlines, the correspondence is also applied to transform and merge the electron tomograms. We applied the proposed methods to samples from the mitotic spindle in C. elegans, the meiotic spindle in X. laevis, and sub-pellicular microtubule arrays in T. brucei. The methods were able to stitch microtubules across section boundaries in good agreement with experts’ opinions for the spindle samples. Results, however, were not satisfactory for the microtubule arrays. For certain experiments, such as an analysis of the spindle, the proposed methods can replace manual expert tracing and thus enable the analysis of microtubules over long distances with reasonable manual effort.
We provide an overview of new theoretical results that we obtained while further investigating multiband robust optimization, a new model for robust optimization that we recently proposed to tackle uncertainty in mixed-integer linear programming. This new model extends and refines the classical Gamma-robustness model of Bertsimas and Sim and is particularly useful in the common case of arbitrary asymmetric distributions of the uncertainty. Here, we focus on uncertain 0-1 programs and we analyze their robust counterparts when the uncertainty is represented through a multiband set. Our investigations were inspired by the needs of our industrial partners in the research project ROBUKOM.
We investigate the Robust Multiperiod Network Design Problem, a generalization of the classical Capacitated Network Design Problem that additionally considers multiple design periods and provides solutions protected against traffic uncertainty.
Given the intrinsic difficulty of the problem, which proves challenging even for state-of-the art commercial solvers, we propose a hybrid primal heuristic based on the combination of ant colony optimization and an exact large neighborhood search. Computational experiments on a set of realistic instances from the SNDlib show that our heuristic can find solutions of extremely good quality with low optimality gap.
A central assumption in classical optimization is that all the input data of a
problem are exact. However, in many real-world problems, the input data are subject
to uncertainty. In such situations, neglecting uncertainty may lead to nominally optimal
solutions that are actually suboptimal or even infeasible. Robust optimization
offers a remedy for optimization under uncertainty by considering only the subset of
solutions protected against the data deviations. In this paper, we provide an overview
of the main theoretical results of multiband robustness, a new robust optimization
model that extends and refines the classical theory introduced by Bertsimas and Sim.
After introducing some new results for the special case of pure binary programs, we
focus on the harvest scheduling problem and show how multiband robustness can
be adopted to tackle the uncertainty affecting the volume of produced timber and
grant a reduction in the price of robustness.
Neuroanatomical analysis, such as classification of cell types, depends on reliable reconstruction of large numbers of complete 3D dendrite and axon morphologies. At present, the majority of neuron reconstructions are obtained from preparations in a single tissue slice in vitro, thus suffering from cut off dendrites and, more dramatically, cut off axons. In general, axons can innervate volumes of several cubic millimeters and may reach path lengths of tens of centimeters. Thus, their complete reconstruction requires in vivo labeling, histological sectioning and imaging of large fields of view. Unfortunately, anisotropic background conditions across such large tissue volumes, as well as faintly labeled thin neurites, result in incomplete or erroneous automated tracings and even lead experts to make annotation errors during manual reconstructions. Consequently, tracing reliability renders the major bottleneck for reconstructing complete 3D neuron morphologies. Here, we present a novel set of tools, integrated into a software environment named ‘Filament Editor’, for creating reliable neuron tracings from sparsely labeled in vivo datasets. The Filament Editor allows for simultaneous visualization of complex neuronal tracings and image data in a 3D viewer, proof-editing of neuronal tracings, alignment and interconnection across sections, and morphometric analysis in relation to 3D anatomical reference structures. We illustrate the functionality of the Filament Editor on the example of in vivo labeled axons and demonstrate that for the exemplary dataset the final tracing results after proof-editing are independent of the expertise of the human operator.
„Ich mache ihm ein Angebot, das er nicht ablehnen kann.” Diese Aussage aus einem gänzlich anderen Kontext lässt sich recht treffend übertragen als Wunsch von Dienstleistern und Zweck von Dienstleistungen für Datenproduzenten im Forschungsdatenmanagement. Zwar wirkt Druck zur Datenübergabe nicht förderlich, die Eröffnung einer Option aber sehr wohl. Im vorliegenden Artikel geht es um das Verständnis der Nachhaltigkeit von Forschung und ihren Daten anhand der Erkenntnisse und Erfahrungen aus der ersten Phase des DFG-Projekts EWIG. [Fn 01] Eine Auswahl von Fallstricken beim Forschungsdatenmanagement wird anhand der Erkenntnisse aus Expertengesprächen und eigenen Erfahrungen beim Aufbau von LZA-Workflows vorgestellt. Erste Konzepte in EWIG zur Datenübertragung aus unterschiedlich strukturierten Datenquellen in die „Langfristige Domäne” werden beschrieben.
We provide an overview of our main results about studying Linear Programming Problems whose coefficient matrix is subject to uncertainty and the uncertainty is modeled through a multi-band set. Such an uncertainty set generalizes the classical one proposed by Bertsimas and Sim and is particularly suitable in the common case of arbitrary non-symmetric distributions of the parameters. Our investigations were inspired by practical needs of our industrial partner in ongoing projects with focus on the design of robust telecommunications networks.
The rapid technological evolution of telecommunication networks demands service providers to regularly update their technology, with the aim of remaining competitive in the marketplace. However, upgrading the technology in a network is not a trivial task. New hardware components need to be installed in the network and during the installation network connectivity may be temporarily compromised. The Wavelength Division Multiplexing (WDM) technology, whose upgrade is considered in here, shares fiber links among several optical connections and tearing down a single link may disrupt several optical connections at once. When the upgrades involve large parts of a network, typically not all links can be upgraded in parallel, which may lead to an unavoidable longer disruption of some connections. A bad scheduling of the overall endeavor, however, can dramatically increase the disconnection time of parts of the networks, causing extended service disruption. In this contribution, we study the problem of finding a schedule of the fiber link upgrades that minimizes the total service disruption time. To the best of our knowledge, this problem has not yet been formalized and investigated. The aim of our work is to close this gap by presenting a mathematical optimization model for the problem and an innovative solution algorithm that tackles the intrinsic difficulties of the problem. Computational experience on realistic instances completes our study. Our original investigations have been driven by real needs of DFN, operator of the German National Research and Education Network and our partner in the BMBF research project ROBUKOM (http://www.robukom.de/).
We propose a novel optimization model for resource assignment in heterogeneous wireless network. The model adopts two objective functions maximizing the number of served users and the minimum granted utility at once. A distinctive feature of our new model is to consider two consecutive time slots, in order to include handover as an additional decision dimension.
Furthermore, the solution algorithm that we propose refines a heuristic solution approach recently proposed in literature, by considering a real joint optimization of the considered resources. The simulation study shows that the new model leads to a significant reduction in handover frequency, when compared to a traditional scheme based on maximum SNR.
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.
The planning of a communication network is inevitably depending on the quality of both the planning tool and the demand forecast used. In this article, we show exemplarily how the emerging area of Robust Optimization can advance the network planning by a more accurate mathematical description of the demand uncertainty. After a general introduction of the concept and its application to a basic network design problem, we present two applications: multi-layer and mixed-line-rate network design. We conclude with a discussion of extensions of the robustness concept to increase the accuracy of handling uncertainties.
Peer-to-peer (P2P) systems form a special class of distributed systems. Typically, nodes in a P2P system are flat and share the same responsabilities. In this thesis we focus on three problems that occur in P2P systems: the storage of data replicates, quantile computation on distributed data streams, and churn rate estimation. Data replication is one of the oldest techniques to maintain stored data in a P2P system and to reply to read requests. Applications, which use data replication are distributed databases. They are part of an abstract overlay network and do not see the underlying network topology. The question is how to place a set of data replicates in a distributed system such that response times and failure probabilities become minimal without a priori knowledge of the topology of the underlying hardware nodes? We show how to utilize an agglomerative clustering procedure to reach this goal. State-of-the-art algorithms for aggregation of distributed data or data streams require at some point synchronization, or merge data aggregates hierarchically, which does not accompany the basic principle of P2P systems. We test whether randomized communication and merging of data aggregates are able to produce the same results. These data aggregates serve for quantile queries. Constituting and maintaining a P2P overlay network requires frequent message passing. It is a goal to minimize the number of maintenance messages since they consume bandwidth which might be missing for other applications. The lower bound of the frequency for mainte- nance messages is highly dependent on the churn rate of peers. We show how to estimate the mean lifetime of peers and to reduce the frequency for maintenance messages without destabilizing the infrastructure of the constituting overlay.
Snapshots in Scalaris
(2013)
Eines der größten Hindernisse beim praktischen Einsatz von Scalaris, einer skalierbaren Implementierung einer verteilten Hashtabelle mit Unterstützung für Transaktionen, ist das Fehlen eines Verfahrens zur Aufnahme eines konsistenten Zustandes des gesamten Systems. Wir stellen in dieser Arbeit ein einfaches Protokoll vor, dass diese Aufgabe erfüllt und sich, auf Grund der von uns gewählten Herangehensweise, leicht implementieren lässt.
Als Ausgangspunkt dafür wählen wir aus einer Reihe von „klassischen“ Snapshot-Algorithmen ein 1993 von Mattern entworfenes Verfahren, welches auf dem Algorithmus von Lai und Yang basiert, aus. Diese Entscheidung basiert auf einer gründlichen Analyse der Protokolle unter Berücksichtigung der Architektur der existierenden Software.
Im nächsten Arbeitsschritt benutzen wir unser vollständiges Wissen über die Interna des Transaktionssystems von Scalaris und vereinfachen damit das Verfahren hinsichtlich Benutzbarkeit und Implementierungskomplexität, ohne die Anforderungen an den aufgenommenen Zustand aufzuweichen. Statt einer losen Anhäufung lokaler Zustände der einzelnen Teilnehmerknoten können wir am Ende eine große Schlüssel-Wert-Tabelle als Ergebnis erzeugen, die konsistent ist, sich leicht weiterverarbeiten lässt und die einem Zustand entspricht, in dem sich das System einmal befunden haben könnte.
Nachdem wir das Verfahren dann in Software umgesetzt haben, werten wir die Ergebnisse hinsichtlich des Einflusses auf die Performanz des Gesamtsystems aus und diskutieren mögliche Weiterentwicklungen.
Heutzutage ist eine Vielzahl der mehrstöckigen Gebäude mit Personenaufzugsgruppen
ausgestattet. Uns wohl bekannt sind die sogenannten konventionellen Systeme. Bei
diesen Systemen betätigt jeder ankommende Passagier eine der beiden Richtungstasten
und teilt dem dahinterstehenden Steuerungsalgorithmus seine gewünschte Startetage
und Fahrtrichtung mit. Betreten wird der zuerst auf der Startetage ankommende Aufzug
mit gleicher Fahrtrichtung und ausreichend Kapazität. Die entsprechende Zieletage
wird dem System erst nach dem Betreten der Fahrgastkabine mitgeteilt. Neben diesen
konventionellen Systemen gibt es Aufzugsgruppen mit Zielrufsteuerung. Die Besonderheit
eines zielrufgesteuerten Systems ist, dass ein ankommender Passagier bereits auf
der Startetage seine gewünschte Zieletage angibt und eine Rückmeldung vom System
erhält, welchen Aufzug er nutzen soll. Diese Zuweisung durch das System hat das Ziel,
die Warte- und Reisezeiten der Passagiere zu minimieren. Ein wesentlicher Faktor bei
der Berechnung warte- und reisezeitminimaler Fahrpläne ist das momentane Verkehrsmuster.
Eine Einteilung der Verkehrsszenarien lässt sich am besten bei Bürogebäuden
vornehmen. So ist es typisch für die Morgenstunden, dass jeder Passagier auf einer
Zugangsebene seine Fahrt beginnt und alle Passagiere die gleiche Fahrtrichtung haben.
Unter einer Zugangsebene ist z. B. der Haupteingang oder ein Parkdeck zu verstehen.
Ein weiterer wesentlicher Punkt bei Zielrufsystemen ist die Art der Zuweisung der Passagiere
durch das System. Zum einen gibt es unmittelbar zuweisende (UZ-) Systeme.
In einem UZ-System wird nach jeder Ankunft eines Passagiers eine Momentaufnahme
des momentanen Verkehrs erstellt und es findet eine Neuplanung und Zuweisung statt.
Eine solche Momentaufnahme werden wir im späteren Verkauf als Schnappschussproblem
bezeichnen. Jeder Passagier bekommt im Anschluss an die Lösung des Schnappschussproblems
eine Mitteilung vom System, z. B. über ein Display, welchen Aufzug
er benutzen soll. Zum anderen gibt es verzögert zuweisende (VZ-) Systeme. In diesen
Systemen wird die Erstellung und Lösung eines Schnappschussproblems bis kurz vor
Ankunft eines Aufzuges auf einer Etage verzögert. In einem VZ-System teilt das System
allen wartenden Passagieren die geplanten Zieletagen des ankommenden Aufzugs mit.
Jeder Passagier, der einen Ruf getätigt hat und zu einer dieser Zieletagen fahren will,
kann jetzt diesen Aufzug betreten. Durch die Verzögerung muss im Vergleich zu einem
UZ-System eine weitaus größere Menge von Passagieren zugewiesen werden. Dadurch
kann der Lösungsprozess bedeutend aufwändiger werden. Vorteil eines VZ-Systems ist
hingegen der größere Freiheitsgrad bei der Optimierung, da aufgrund der späten Zuweisung
die weitere Verkehrsentwicklung mit einbezogen werden kann.
VZ-Systeme sind aufgrund des größeren Freiheitsgrades interessant für die
Praxis ist, wir uns demzufolge in dieser Arbeit mit einer effizienteren Lösung dieser
Art von Schnappschussproblemen befassen. Es genügt dabei den Lösungsprozess eines
Schnappschussproblems zu betrachten. Das Ziel ist eine Reduzierung der benötigten
Rechenzeit. Unter Reoptimierung verstehen wir die Konstruktion
zulässiger Spalten in den jeweiligen Iterationsrunden der Spaltengenerierung
innerhalb eines Schnappschussproblems. Als eine Iterationsrunde bezeichnet wir einer
Menge zulässiger Touren mit negativen reduzierten Kosten. Eine effiziente Reoptimierung
zeichnet sich durch die Wiederverwendung und Aufbereitung von Informationen
aus vorangegangenen Iterationsrunden desselben Schnappschussproblems aus. Zu den
wichtigen Informationen gehört der konstruierte Suchbaum der vorherigen Iterationsrunde
mit seinen ausgeloteten (abgeschnittenen) Blättern sowie konstruierten Touren
bzw. Spalten, welche in der Iterationsrunde ihrer Konstruktion nicht zur Lösung des
Teilproblems der Spaltengenerierung beitrugen. Eine solche Wiederverwendung und
Aufbereitung von Informationen nennen wir Warmstart.