90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING
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Mixed-Integer Linear Programming (MILP) is a ubiquitous and practical modelling paradigm that is essential for optimising a broad range of real-world systems. The backbone of all modern MILP solvers is the branch-and-cut algorithm, which is a hybrid of the branch-and-bound and cutting planes algorithms. Cutting planes (cuts) are linear inequalities that tighten the relaxation of a MILP. While a lot of research has gone into deriving valid cuts for MILPs, less emphasis has been put on determining which cuts to select. Cuts in general are generated in rounds, and a subset of the generated cuts must be added to the relaxation. The decision on which subset of cuts to add is called cut selection. This is a crucial task since adding too many cuts makes the relaxation large and slow to optimise over. Conversely, adding too few cuts results in an insufficiently tightened relaxation, and more relaxations need to be enumerated. To further emphasise the difficulty, the effectiveness of an applied cut is both dependent on the other applied cuts, and the state of the MILP solver. In this thesis, we present theoretical results on the importance and difficulty of cut selection, as well as practical results that use cut selection to improve general MILP solver performance. Improving general MILP solver performance is of great importance for practitioners and has many runoff effects. Reducing the solve time of currently solved systems can directly improve efficiency within the application area. In addition, improved performance enables larger systems to be modelled and optimised, and MILP to be used in areas where it was previously impractical due to time restrictions.
Each chapter of this thesis corresponds to a publication on cut selection, where the contributions of this thesis can naturally be divided into four components. The first two components are motivated by instance-dependent performance. In practice, for each subroutine, including cut selection, MILP solvers have adjustable parameters with hard-coded default values. It is ultimately unrealistic to expect these default values to perform well for every instance. Rather, it would be ideal if the parameters were dependent on the given instance. To show this motivation is well founded, we first introduce a family of parametric MILP instances and cuts to showcase worst-case performance of cut selection for any fixed parameter value. We then introduce a graph neural network architecture and reinforcement learning framework for learning instance-dependent cut scoring parameters. In the following component, we formalise language for determining if a cut has theoretical usefulness from a polyhedral point of view in relation to other cuts. In addition, to overcome issues of infeasible projections and dual degeneracy, we introduce analytic center based distance measures. We then construct a lightweight multi-output regression model that predicts relative solver performance of an instance for a set of distance measures. The final two components are motivated by general MILP solver improvement via cut selection. Such improvement was shown to be possible, albeit difficult to achieve, by the first half of this thesis. We relate branch-and-bound and cuts through their underlying disjunctions. Using a history of previously computed Gomory mixed-integer cuts, we reduce the solve time of SCIP over the 67% of affected MIPLIB 2017 instances by 4%. In the final component, we introduce new cut scoring measures and filtering methods based on information from other MILP solving processes. The new cut selection techniques reduce the solve time of SCIP over the 97% of affected MIPLIB 2017 instances by 5%.
In graphical representations of public transportation networks, there is often some degree of uncertainty in the arc values, due to delays or transfer times. This uncertainty can be expressed as a parameterized weight on the transfer arcs. Classical shortest path algorithms often have difficulty handling parameterized arc weights and a tropical geometry approach has been shown as a possible solution. The connection between the classical shortest path problem and tropical geometry is well establish: Tropically multiplying the n × n adjacency matrix of a graph with itself n − 1 times results in the so-called Kleene star, and is a matrix-form solution to the all-pairs shortest path problem. Michael Joswig and Benjamin Schröter showed in their paper The Tropical Geometry of Shortest Paths that the same method can be used to find the solution to the all-pairs shortest path problem even in the case of variable arc weights and they proposed an algorithm to solve the single-target shortest path problem in such a case. The solution takes the form of a polyhedral subdivision of the parameter space. As the number of variable arc weights grows, the time needed to execute an implementation of this algorithm grows exponentially. As the size of a public transportation network grows, the number of variable arc weights grows exponentially as well. However, it has been observed that in public transportation networks, there are usually only a few possible shortest routes. Geometrically, this means that there should be few polyhedra in the polyhedral subdivision. This algorithm is used on an example of a real-world public transportation network and an analysis of the polyhedral subdivision is made. Then a geometrical approach is used to analyze the impact of limiting the number of transfers, and thereby limiting the number of parameterized arcs used, as an estimation of the solution to the all-pairs shortest path problem
Die Planung vom Zugumläufen ist eine der wichtigsten Aufgaben für Eisenbahnun- ternehmen. Dabei spielt auch die Einhaltung von vorgegebenen Wartungsintervallen eine zentrale Rolle für die Sicherheit und Zuverlässigkeit der Schienenfahrzeuge. Wir zeigen, wie man dieses Umlaufplanungsproblem unter Beachtung von Wartungsbe- dingungen mathematisch formuliert, modelliert und löst — sowohl in der Theorie als auch im Anwendungsfall mit Szenarien der DB Fernverkehr AG, einer Konzern- tochter der Deutschen Bahn für den Schienenpersonenfernverkehr.
Markus Reuther hat sich in seiner Dissertation [11] mit diesem Problem beschäftigt und es mit Hilfe eines passenden Hypergraphen als gemischt-ganzzahliges Programm modelliert. Neben der Modellierung präsentiert Reuther in seiner Arbeit neuartige algorithmische Ideen, darunter den sogenannten Coarse-to-Fine -Ansatz, bei dem zunächst Teile des Problems auf einer weniger detaillierten ( coarse ) Ebene gelöst werden und diese Lösung dann verwendet wird, um auf effiziente Art und Weise eine Lösung für das ursprüngliche Problem zu finden. Zur Wartungsplanung nutzt Reuther einen Fluss im Hypergraphen, der den Ressourcenverbrauch der Fahrzeuge modelliert. In der linearen Relaxierung des Modells führt dies dazu, dass die Zahl der notwendigen Wartungen systematisch unterschätzt wird. Dadurch bleibt in vielen Fällen eine große Lücke zwischen dem Zielfunktionswert einer optimalen Lösung des ganzzahligen Problems und der untere Schranke, die uns die lineare Relaxierung liefert.
Wir nehmen uns in dieser Arbeit dieses Problems an. Wir entwickeln ein auf Pfaden basierendes ganzzahliges Modell für das Umlaufplanungsproblem und zeigen, dass die untere Schranke mindestens so scharf oder schärfer ist als die untere Schranke, die das Modell von Reuther liefert. Um das Modell zu lösen, entwickeln wir einen Algorithmus, der Spaltengenerierung mit dem Coarse-to-Fine-Ansatz von Reuther verbindet. Weiterhin entwickeln wir eine Spaltenauswahlregel zur Beschleunigung des Algorithmus. Das Modell und alle in der Arbeit vorgestellten Algorithmen wur- den im Rahmen der Arbeit implementiert und mit Anwendungsszenarien der DB Fernverkehr AG getestet. Unsere Tests zeigen, dass unser Modell für fast alle Szena- rien deutlich schärfere untere Schranken liefert als das Modell von Reuther. In den getesteten Instanzen konnten wir durch die Verbesserung der unteren Schranke bis zu 99% der Optimalitätslücke schließen. In einem Drittel der Fälle konnten wir durch unseren Ansatz auch für das ganzzahlige Programm verbesserte Zielfunktionswerte erreichen
Algorithms that solve the shortest path problem can largely be split into the two categories of label setting and label correcting. The Multiobjective Shortest Path (MOSP) problem is a generalization of the classical shortest path problem in terms of the dimension of the cost function. We explore the differences of two similar MOSP label setting algorithms. Furthermore, we present and prove a general method of how to derive Fully Polynomial Time Approximation Schemes (FPTAS) for MOSP label setting algorithms. Finally, we explore two pruning techniques for the one to one variants of exact label setting MOSP algorithms and adapt them to their FPTAS variants.
For this thesis we study the Constrained Horizontal Flightplanning Problem (CHFPP) for which one has to find the path of minimum cost between airports s and t in a directed graph that respects a set of boolean constraints. To this end we give a survey of three different multilabel algorithms that all use a domination subroutine. We summarize an approach by Knudsen, Chiarandini and Larsen to define this domination and afterwards present our own method which builds on that approach. We suggest different implementation techniques to speed up the computation time, most notably a Reoptimization for an iterative method to solve the problem. Furthermore we implemented the different versions of the algorithm and present statistics on their computation as well as an overview of statistics on the set of real-world constraints that we were given. Finally we present two alternative approaches that tackle the problem, a heuristic with similarities to a Lagrangian relaxation and an approach that makes use of an algorithm which finds the k shortest path of a graph such as the ones of Epstein or Yen.
Scheduling ist ein wichtiger Forschungsgegenstand im Bereich der diskreten Optimierung. Es geht darum, einen Schedule, d.h. einen Ablaufplan, für gegebene Ereignisse zu finden. Dieser soll optimal hinsichtlich einer Zielfunktion wie zum Beispiel minimaler Dauer oder Kosten sein. Dabei gibt es in der Regel Nebenbedingungen wie Vorrangbeziehungen zwischen den Ereignissen oder zeitliche Einschränkungen, die zu erfüllen sind. Falls die Ereignisse periodisch wiederkehren, spricht man von periodischem Scheduling. Beispiele sind das Erstellen von Zugfahrplänen, die Schaltungvon Ampelsignalen oder die Planung von Produktionsabläufen.
Mathematisch können diese Probleme mit dem Periodic Event Scheduling Problem (PESP) modelliert werden, das als gemischt-ganzzahliges Programm formuliert werden kann. In dieser Bachelorarbeit wird ein Ansatz zur Lösung des PESP mittels Zerlegung und Dualisierung entwickelt. In den Kapiteln 2 und 3 werden zunächst die notwendigen graphentheoretischen Grundlagen und das PESP eingeführt. In Kapitel 4 wird das PESP durch Fixierung der ganzzahligen Variablen in lineare Programme zerlegt. Dieses Unterproblem wird dualisiert und wieder in das PESP eingesetzt. Dafür ist eine weitere Nebenbedingung nötig.
Im fünften Kapitel behandeln wir die Lösung des teildualisierten PESP. Eine Möglichkeit ist es, sich auf eine Teilmenge der Nebenbedingungen zu beschränken. Eine weitere Möglichkeit ist ein Algorithmus, derähnlich wie BendersZerlegung die Nebenbedingungen dynamisch erzeugt. Dieser Algorithmus wird in Kapitel 6 implementiert und an vier Beispielen getestet.
We propose a tropical interpretation of the solution space of the Periodic Event Scheduling Problem as a collection of polytropes, making use of the characterization of tropical cones as weighted digraph polyhedra. General and geometric properties of the polytropal collection are inspected and understood in connection with the combinatorial properties of the underlying periodic event scheduling instance. Novel algorithmic
ideas are presented and tested, making use of the aforementioned theoretical results to solve and optimize the problem.
One of the fundamental steps in the optimization of public transport is line planning. It involves determining lines and assigning frequencies of service such that costs are minimized while also maximizing passenger comfort and satisfying travel demands. We formulate the problem as a mixed integer linear program that considers all circuit-like lines in a graph and allows free passenger routing. Traveler and operator costs are included in a linear scalarization in the objective. We apply said programming problem to the Parametric City, which is a graph model introduced by Fielbaum, Jara-Díaz and Gschwender that exibly represents different cities. In his dissertation, Fielbaum solved the line planning problem for various parameter choices in the Parametric City. In a first step, we therefore review his results and make comparative computations. Unlike Fielbaum we arrive at the conclusion that the optimal line plan for this model indeed depends on the demand. Consequently, we analyze the line planning problem in-depth: We find equivalent, but easier to compute formulations and provide a lower bound by LP-relaxation, which we show to be equivalent to a multi-commodity flow problem. Further, we examine what impact symmetry has on the solutions. Supported both by computational results as well as by theoretical analysis, we reach the conclusion that symmetric line plans are optimal or near-optimal in the Parametric City. Restricting the model to symmetric line plans allows for a \kappa-factor approximation algorithm for the line planning problem in the Parametric City.
Growing demand, distributed generation, such as renewable energy sources (RES), and the increasing role of storage systems to mitigate the volatility of RES on a medium voltage level, push existing distribution grids to their limits. Therefore, necessary network expansion needs to be evaluated to guarantee a safe and reliable electricity supply in the future taking these challenges into account. This problem is formulated as an optimal power flow (OPF) problem which combines network expansion, volatile generation and storage systems, minimizing network expansion and generation costs. As storage systems introduce a temporal coupling into the system, a multiperiod OPF problem is needed and analysed in this thesis. To reduce complexity, the network expansion problem is represented in a continuous nonlinear programming formulation by using fundamental properties of electrical engeneering. This formulation is validated succesfully against a common mixed integer programming approach on a 30 and 57 bus network with respect to solution and computing time. As the OPF problem is, in general, a nonconvex, nonlinear problem and, thus, hard to solve, convex relaxations of the power flow equations have gained increasing interest. Sufficient conditions are represented which guarantee exactness of a second-order cone (SOC) relaxation of an operational OPF in radial networks. In this thesis, these conditions are enhanced for the network expansion planning problem. Additionally, nonconvexities introduced by the choice of network expansion variables are relaxed by using McCormick envelopes. These relaxations are then applied on the multiperiod OPF and compared to the original problem on a 30 and a 57 bus network. In particular, the computational time is decreased by an order up to 10^2 by the SOC relaxation while it provides either an exact solution or a sufficient lower bound on the original problem. Finally, a sensitivity study is performed on weights of network expansion costs showing strong dependency of both the solution of performed expansion and solution time on the chosen weights.
In this dissertation, we study matchings and flows in hypergraphs using combinatorial methods. These two problems are among the best studied in the field of combinatorial optimization. As hypergraphs are a very general concept, not many results on graphs can be generalized to arbitrary hypergraphs. Therefore, we consider special classes of hypergraphs, which admit more structure, to transfer results from graph theory to hypergraph theory. In Chapter 2, we investigate the perfect matching problem on different classes of hypergraphs generalizing bipartite graphs. First, we give a polynomial time approximation algorithm for the maximum weight matching problem on so-called partitioned hypergraphs, whose approximation factor is best possible up to a constant. Afterwards, we look at the theorems of König and Hall and their relation. Our main result is a condition for the existence of perfect matchings in normal hypergraphs that generalizes Hall’s condition for bipartite graphs. In Chapter 3, we consider perfect f-matchings, f-factors, and (g,f)-matchings. We prove conditions for the existence of (g,f)-matchings in unimodular hypergraphs, perfect f-matchings in uniform Mengerian hypergraphs, and f-factors in uniform balanced hypergraphs. In addition, we give an overview about the complexity of the (g,f)-matching problem on different classes of hypergraphs generalizing bipartite graphs. In Chapter 4, we study the structure of hypergraphs that admit a perfect matching. We show that these hypergraphs can be decomposed along special cuts. For graphs it is known that the resulting decomposition is unique, which does not hold for hypergraphs in general. However, we prove the uniqueness of this decomposition (up to parallel hyperedges) for uniform hypergraphs. In Chapter 5, we investigate flows on directed hypergraphs, where we focus on graph-based directed hypergraphs, which means that every hyperarc is the union of a set of pairwise disjoint ordinary arcs. We define a residual network, which can be used to decide whether a given flow is optimal or not. Our main result in this chapter is an algorithm that computes a minimum cost flow on a graph-based directed hypergraph. This algorithm is a generalization of the network simplex algorithm.
This thesis deals with a new algorithm for finding Shortest Paths on Airway Networks. It is about a Bidirectional A* Search, a Greedy algorithm exploring a network from two sides instead of one. We will use it to solve the so-called 'Horizontal Flight Trajectory Problem', where one searches for an aircraft trajectory between two airports of minimal costs on an Airway Network. The given network will be modeled as a directed graph and in order to reflect reality we concentrate on the dynamic version. Here a timedependent cost function for all arcs is integrated, that shall represent the winds blowing. This way we model the Horizontal Flight Trajectory Problem mathematically as a Time-Dependent Shortest Path Problem.
The basic algorithm idea derives from the algorithm presented in 'Bidirectional A* Search on Time-Dependent Road Networks' [1], where a similar setting is elaborated for road networks. The algorithm procedure bears on a modified generalization of Dijkstra's algorithm, made bidirectional and improved in several aspects. As for the backwards search the arrival times are not known in advance, the reversed graph it occurs on has to be weighted by a lower bound. Contrary to the static case the forwards search still has to go on, when they 'meet' in one node. In the static case, the shortest path would have been found at this point.
For road networks the TDSPP is well-studied, for airway networks cannot be found as much in literature. In order to test efficiency, we implement Dijkstra's algorithm, unidirectional A* Search and Bidirectional A* Search. We draw up how potential functions for the static case could look like and that with a suitable potential A* Search with works approx. 7 times faster than Dijkstra in the dynamic case. Our computations lead also to the result, that the unidirectional A* Search works even better on the network than our new bidirectional approach does. On average it labels fewer nodes and also yields 1,7 times faster to the solutions.
For assessing the efficiency of the different algorithms we compare the running times and to exclude processor characteristics we consider also the set labels relative to the labels on the resulting optimal path. In addition, we present examples of routes visually
and explain shortly why there appear local differences regarding performance of A* Search and Bidirectional A* Search.
In dieser Arbeit wird die Platzierung von Ladestationen für Elektrobusse untersucht. Dabei soll für eine Menge an gegebenen Linien eine Menge an Ladestationen gefunden werden, sodass jede Linie mit Nutzung der Ladestationen befahren werden kann und gleichzeitig die Kosten minimal sind. Zunächst wird der Fall betrachtet, dass die Batterie an jeder Station komplett vollgeladen werden könnte. Dieses Problem stellt sich als NP-schwer heraus. Für einige einfachere Fällewerden zudem Algorithmen entwickelt und untersucht. Anschließend wird der Fall einer unbegrenzt großen Batterie betrachtet, wobei an jeder Station derselbe Wert geladen werden kann. Auch dieses Problem ist NP-schwer. Erneut werden Algorithmen zur Lösung vereinfachter Problemstellungen gegeben und analysiert. Wird zudem angenommen, an jeder Station würde ein individueller Wert geladen, so ist das Problem schon für nur eine einzige Linie NP-schwer. Dennoch werden zwei exakte und ein approximierender Algorithmus entwickelt. Schließlich wird eine Batteriekapazität hinzugefügt und die zuvor entwickelten Algorithmen
werden entsprechend angepasst. Für die abschließende Problemdefinition werden verschiedene Batteriegrößen betrachtet und es werden zwei gemischt-ganzzahlige Programme aufgestellt. Anhand von existierenden Buslinien aus Berlin werden diese untersucht. Dabei stellt sich heraus, dass die Batteriekosten einen deutlich größeren Teil der Kosten ausmachen als die Ladestationen. Zudem sollten kleinere Batterien statt größerer und mehr Ladestationen genutzt werden.
The aim of multimodal routing is to extract the best integrated journey of multiple
transportation networks. The integration of bike rental networks is challenging
particularly with respect to recognizing a valid path dependent on real-time
availability of bike boarding and alighting places. In this work a common model
for station-based bike rental networks extended with boarding possibilities for
free floating bikes is presented. Moreover a new model for alighting inside a free
floating area is introduced. In addition, a prototype of multimodal routing with
a bike rental network in Berlin is developed by extending the OpenTripPlanner
software. Due to recent public dispute about bike rental networks in Berlin, an
examination about speed-up potential of an integrated bike rental network in the
public transit of Berlin is provided.
Viele Firmen nutzen für ihre eigenen Softwareentwicklungen verschiedene Server mit unterschiedlichen Konfigurationen. Manche Server werden dazu eingestzt das Verhalten einer Software in einer bestimmten Umgebung zu testen und andere dienen zur Bereitstellung der Software für den Endnutzer. Hierbei ist es wichtig, dass die Konfiguration der Server regelmäßig überprüft wird. Eine solche Sicherstellung der Deployment- und Umgebungs-Integrität wird meistens durch eine Mitarbeiter der Firma oder durch einen externen Dienstleister erbracht. D.h. die Firma muss sich auf die Zuverlässigkeit eines Mitarbeiters oder einer externen Dienstleistung verlassen, bie zunehmender Komplexität ist sie sogar abhängig.
Das Ziel dieser Masterarbeit ist es, zu untersuchen, ob die Sicherstellung der Deployment- und Umgebungs-Integrität durch automatisierte kryptografische Beweise, anstelle externer Dienstleistungen oder anderer Mitarbeiter, gewährleistet werden kann. Als Anwendungsfall dient die Toll Collect GmbH. Im ersten Teil dieser Arbeit wird das Matheamtische Modell einer Blockchain erläutert. die Blockchain wurde erstmals in einem Dokument, welches unter dem Pseudonym Satoshi Nakamoto veröffentlicht wurde, beschrieben. Die erste große Anwendungen der Blockchain ist das dezentrale Zahlungssystem Bitcoin. Im zweiten Teil dieser Arbeit wird die Softwareimplementierung vorgestellt, welche im Rahmen dieser Arbeit entstanden ist. Mithilfe dieses Programms kann die Deployment- und Umgebungs-Integrität durch eine heirführ entwickelte Blockchainlösung dezentralisiert werden. Es wird außerdem der Übergang vom Mathematischen Modell zur Implementierung gezeigt.
In this thesis we study order picking optimization problems for a two-blocks rectangle warehouse layout. We present combinatorial formulations and linear programming models based on the Steiner graph representation for order batching, picker routing, and joint order batching and picker routing problems. A special case of the latter is
considered. This case assumes that each order contains exactly one item and each item can be picked from different possible locations in a warehouse. The underlying optimization problem is called joint multi-location order batching and picker routing problem (JMLOBPRP).
Since having only one-item orders turns the JMLOBPRP into a special case of a capacitated vehicle routing problem, we suggest to implement algorithmic approaches for those to solve the JMLOBPRP. In particular, we define the JMLOBPRP as a generalization of the resource constrained assignment problem, for which a regional search method exists. The intention of the thesis is to investigate how a relaxation of the JMLOBPRP, a so-called group assignment problem (GrAP), can be solved following the ideas of regional search. We present a mathematical model of the GrAP and prove that it is NP-hard. Furthermore, we propose a novel heuristic algorithm for the GrAP. We call this method a network search algorithm, as it is based on a Lagrangian relaxation
of the GrAP, which is solved by the network simplex method. On each its iteration network search examines a solution region suggested by the network simplex algorithm and improves the incumbent solution.
Numerical experiments are conducted to assess a performance of the network search method. We create more realistic problem instances. The proposed algorithm is compared to the integer optimal solution of the GrAP and optimal fractional solution of its linear relaxation. Both computed using the commercial linear solver Gurobi. Our experiments
show that the developed network search algorithm leads to the hight-quality solution within a short computing time. The results obtained testing large problem instances which cannot be solved by Gurobi within a reasonable computing time, show that the network search method provides a solution approach which can be used in practice.
In dieser Arbeit betrachten wir das Problem, für den Fahrplan eines (Nah-) Verkehrsnetzes schnellste Wege zu berechnen. Da die Verkehrsmittel zu unterschiedlichen Zeiten von den einzelnen Haltestellen/Bahnhöfen abfahren, kann das Problem nicht ohne Weiteres mit einem „statischen“ Graphen modelliert werden. Es gibt zwei unterschiedliche Ansätze für dieses zeitabhängige Problem: Erstens können die verschiedenen An-/Abfahrtereignisse an einem Halt durch „Kopien“ dargestellt werden, das ist das zeit-expandierte Modell. Zweitens können die Gewichte der Kanten zeitabhängig sein, das ist
das zeitabhängige Modell. Wir untersuchen in dieser Arbeit, wie der „klassische“ Dijkstra-Algorithmus und der A* Algorithmus mit einer geeigneten Heuristik im Vergleich abschneiden. Die gewählte Heuristik ist der Abstand zum Zielknoten, wenn die Abfahrtszeiten ignoriert werden. Nach unseren Untersuchungen zeigt sich, dass der A* Algorithmus dem Dijkstra-Algorithmus weit überlegen ist für genügend große Nahverkehrsnetze. Wir testen anhand der echten Verkehrsnetze von Berlin und Aachen. Unsere Berechnungen zeigen, dass die gewählte Heuristik besonders gut ist für Start- und Zielknoten, welche unabhängig von ihrer Distanz nur 1–2 verschiedene mögliche kürzeste Pfade für alle Zeitschritte haben. Dort ist der A* Algorithmus bis zu 20-mal schneller. Dies kommt aber nicht häufig in unseren Testinstanzen vor. Die einzelnen Laufzeitvergleich zeigen, dass
der A* Algorithmus durchschnittlich 7-mal so schnell ist wie der Dikstra-Algorithmus.
Der Einfluss von Langzahlarithmetik auf das Gewichtsraumpolyeder in mehrkriterieller Optimierung
(2018)
Die Arbeit befasst sich mit einem gewichtsraumbasierten Algorithmus, der ganzzahlige und lineare Optimierungsprobleme mit mehreren Zielfunktionen
löst und die Menge der unterstützt nicht dominierten Punkte ermittelt. Die dabei erzeugten Gewichtsraumpolyeder sind das entscheidende Mittel, um die gesuchte Lösungsmenge zu bestimmen. Aus softwaretechnischer Sicht sind numerische Ungenauigkeiten potentielle Fehlerquellen, die sich negativ auf das Endergebnis auswirken. Aus diesem Grund untersuchen wir anhand von Zuweisungs- und Rucksackinstanzen mit 3 Zielfunktionen, inwieweit der Gebrauch von Langzahlarithmetik die Gewichtsraumpolyeder und die damit verbundene Menge der unterstützt nicht dominierten Punkte beeinflusst.
The design of rolling stock rotations is an important task in large-scale railway planning. This so-called rolling stock rotation problem (RSRP) is usually tackled using an integer programming approach. Markus Reuther did so in his dissertation [15] for the ICE railway network of DB ("Deutsche Bahn"). Due to the size of the network and the complexity of further technical requirements, the resulting integer problems tend to become very large and computationally involved. In this thesis, we tackle the linear programming relaxation of the RSRP integer program. We will do so by applying a modified version of an algorithm recently proposed by Dan Bienstock and Mark Zuckerberg [2] for the precedence constrained production scheduling
problem that arises in open pit mine scheduling. This problem contains a large number of "easy" constraints and a relatively small number of "hard" constraints. We will see that a similar problem structure can also be found in the RSRP. The Bienstock-Zuckerberg algorithm relies on applying Lagrangian relaxation to the hard constraints as well as on partitioning the variable set. We propose three different partition schemes which try to exploit the specific problem structure of the RSRP. Furthermore, we will discuss the influence of primal degeneracy on the algorithm's performance, as well as possible merits of perturbating the right-hand side of the constraint matrix. We provide computational results to assess the performance of those approaches.
We show how to optimize rolling stock rotations that are required for the operation of a passenger timetable. The underlying mathematical ptimization problem is called rolling stock rotation problem (RSRP) and the leitmotiv of the thesis is RotOR, i.e., a highly integrated optimization algorithm for the RSRP. RotOR is used by DB Fernverkehr AG (DBF) in order to optimize intercity express (ICE) rotations for the European high-speed network. In this application, RSRPs have to be solved which (A) require many different aspects to be simultaneously considered, (B) are typically of large scale, and (C) include constraints that have a difficult combinatorial structure. This thesis suggests answers to these issues via the following concepts.
(A) The main model, which RotOR uses, relies on a hypergraph. The hypergraph provides an easy way to model manifold industrial railway requirements in great detail. This includes well known vehicle composition requirements as well as relatively unexplored regularity stipulations. At the same time, the hypergraph directly leads to a mixed-integer programming (MIP) model for the RSRP.
(B) The main algorithmic ingredient to solve industrial instances of the RSRP is a coarse-to-fine (C2F) column generation procedure. In this approach, the hypergraph is layered into coarse and fine layers that distinguish different levels of detail of the RSRP. The coarse layers are algorithmically utilized while pricing fine columns until proven optimality. Initially, the C2F approach is presented in terms of pure linear programming in order to provide an interface for other applications.
(C) Rolling stock rotations have to comply to resource constraints in order to ensure, e.g., enough maintenance inspections along the rotations. These constraints are computationally hard, but are well known in the literature on the vehicle routing problem (VRP). We define an interface problem in order to bridge between the RSRP and the VRP and derive a straightforward algorithmic concept, namely regional search (RS), from their common features and, moreover, differences. Our RS algorithms show promising results for classical VRPs and RSRPs.
In the first part of the thesis we present these concepts, which encompass its main mathematical contribution. The second part explains all modeling and solving components of RotOR that turn out to be essential in its industrial application. The thesis concludes with a solution to a complex re-optimization RSRP that RotOR has computed successfully for DBF. In this application all ICE vehicles of the ICE-W fleets of DBF had to be redirected past a construction site on a high-speed line in the heart of Germany.
Frankl’s (union-closed sets) conjecture states that for any nonempty finite union-closed (UC) family of distinct sets there exists an element in at least half of the sets. Poonen’s Theorem characterizes the existence of weights which determine
whether a given UC family ensures Frankl’s conjecture holds for all UC families which contain it. The weight systems are nontrivial to identify for a given UC family, and methods to determine such weight systems have led to several other open questions and conjectures regarding structures in UC families.
We design a cutting-plane method that computes the explicit weights which imply the existence conditions of Poonen’s Theorem using computational integer programming coupled with redundant verification routines that ensure correctness. We find over one hundred previously unknown families of sets which ensure Frankl’s conjecture holds for all families that contain any of them. This improves significantly on all previous results of the kind.
Our framework allows us to answer several open questions and conjectures regarding structural properties of UC families, including proving the 3-sets conjecture of Morris from 2006 which characterizes the minimum number of 3-sets that ensure Frankl’s conjecture holds for all families that contain them. Furthermore, our method provides a general algorithmic road-map for improving other known results and uncovering structures in UC families.
In this paper, we present a new, optimization-based method to exhibit cyclic behavior in non-reversible stochastic processes. While our method is general, it is strongly motivated by discrete simulations of ordinary differential equations representing non-reversible biological processes, in particular molecular simulations. Here, the discrete time steps of the simulation are often very small compared to the time scale of interest, i.e., of the whole process. In this setting, the detection of a global cyclic behavior of the process becomes difficult because transitions between individual states may appear almost reversible on the small time scale of the simulation. We address this difficulty using a mixed-integer programming model that allows us to compute a cycle of clusters with maximum net flow, i.e., large forward and small backward probability. For a synthetic genetic regulatory network consisting of a ring-oscillator with three genes, we show that this approach can detect the most productive overall cycle, outperforming classical spectral analysis methods. Our method applies to general non-equilibrium steady state systems such as catalytic reactions, for which the objective value computes the effectiveness of the catalyst.