90C10 Integer programming
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The SCIP Optimization Suite provides a collection of software packages for mathematical optimization, centered around the constraint integer programming framework SCIP. This report discusses the enhancements and extensions included in the SCIP Optimization Suite 9.0. The updates in SCIP 9.0 include improved symmetry handling, additions and improvements of nonlinear handlers and primal heuristics, a new cut generator and two new cut selection schemes, a new branching rule, a new LP interface, and several bug fixes. The SCIP Optimization Suite 9.0 also features new Rust and C++ interfaces for SCIP, new Python interface for SoPlex, along with enhancements to existing interfaces. The SCIP Optimization Suite 9.0 also includes new and improved features in the LP solver SoPlex, the presolving library PaPILO, the parallel framework UG, the decomposition framework GCG, and the SCIP extension SCIP-SDP. These additions and enhancements have resulted in an overall performance improvement of SCIP in terms of solving time, number of nodes in the branch-and-bound tree, as well as the reliability of the solver.
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 8.0 of the SCIP Optimization Suite. Major updates in SCIP include improvements in symmetry handling and decomposition algorithms, new cutting planes, a new plugin type for cut selection, and a complete rework of the way nonlinear constraints are handled. Additionally, SCIP 8.0 now supports interfaces for Julia as well as Matlab. Further, UG now includes a unified framework to parallelize all solvers, a utility to analyze computational experiments has been added to GCG, dual solutions can be postsolved by PaPILO, new heuristics and presolving methods were added to SCIP-SDP, and additional problem classes and major performance improvements are available in SCIP-Jack.
Conflict Analysis for MINLP
(2020)
The generalization of MIP techniques to deal with nonlinear, potentially non-convex, constraints have been a fruitful direction of research for computational MINLP in the last decade. In this paper, we follow that path in order to extend another essential subroutine of modern MIP solvers towards the case of nonlinear optimization: the analysis of infeasible subproblems for learning additional valid constraints. To this end, we derive two different strategies, geared towards two different solution approaches. These are using local dual proofs of infeasibility for LP-based branch-and-bound and the creation of nonlinear dual proofs for NLP-based branch-and-bound, respectively. We discuss implementation details of both approaches and present an extensive computational study, showing that both techniques can significantly enhance performance when solving MINLPs to global optimality.
Branch-and-bound methods for mixed-integer programming (MIP) are traditionally based on solving a linear programming (LP) relaxation and branching on a variable which takes a fractional value in the (single) computed relaxation optimum. In this paper, we study branching strategies for mixed-integer programs that exploit the knowledge of multiple alternative optimal solutions (a cloud ) of the current LP relaxation. These strategies naturally extend common methods like most infeasible branching, strong branching, pseudocost branching, and their hybrids, but we also propose a novel branching rule called cloud diameter branching. We show that dual degeneracy, a requirement for alternative LP optima, is present for many instances from common MIP test sets. Computational experiments show significant improvements in the quality of branching decisions as well as reduced branching effort when using our modifications of existing branching rules. We discuss different ways to generate a cloud of solutions and present extensive computational results showing that through a careful implementation, cloud modifications can speed up full strong branching by more than 10 % on standard test sets. Additionally, by exploiting degeneracy, we are also able to improve the state-of-the-art hybrid branching rule and reduce the solving time on affected instances by almost 20 % on average.
Conflict learning plays an important role in solving mixed integer programs (MIPs) and is implemented in most major MIP solvers. A major step for MIP conflict learning is to aggregate the LP relaxation of an infeasible subproblem to a single globally valid constraint, the dual proof, that proves infeasibility within the local bounds. Among others, one way of learning is to add these constraints to the problem formulation for the remainder of the search.
We suggest to not restrict this procedure to infeasible subproblems, but to also use global proof constraints from subproblems that are not (yet) infeasible, but can be expected to be pruned soon. As a special case, we also consider learning from integer feasible LP solutions. First experiments of this conflict-free learning strategy show promising results on the MIPLIB2017 benchmark set.
The analysis of infeasible subproblems plays an important role in solving mixed integer programs (MIPs) and is implemented in most major MIP solvers. There are two fundamentally different concepts to generate valid global constraints from infeasible subproblems. The first is to analyze the sequence of implications, obtained by domain propagation, that led to infeasibility. The result of this analysis is one or more sets of contradicting variable bounds from which so-called conflict constraints can be generated. This concept is called conflict graph analysis and has its origin in solving satisfiability problems and is similarly used in constraint programming. The second concept is to analyze infeasible linear programming (LP) relaxations. Every ray of the dual LP provides a set of multipliers that can be used to generate a single new globally valid linear constraint. This method is called dual proof analysis. The main contribution of this paper is twofold. Firstly, we present three enhancements of dual proof analysis: presolving via variable cancellation, strengthening by applying mixed integer rounding functions, and a filtering mechanism. Further, we provide an intense computational study evaluating the impact of every presented component regarding dual proof analysis. Secondly, this paper presents the first integrated approach to use both conflict graph and dual proof analysis simultaneously within a single MIP solution process. All experiments are carried out on general MIP instances from the standard public test set MIPLIB 2017; the presented algorithms have been implemented within the non-commercial MIP solver SCIP and the commercial MIP solver FICO Xpress.
Branching rules are an integral component of the branch-and-bound algorithm typically used to solve mixed-integer programs and subject to intense research. Different approaches for branching are typically compared based on the solving time as well as the size of the branch-and-bound tree needed to prove optimality. The latter, however, has some flaws when it comes to sophisticated branching rules that do not only try to take a good branching decision, but have additional side-effects. We propose a new measure for the quality of a branching rule that distinguishes tree size reductions obtained by better branching decisions from those obtained by such side-effects. It is evaluated for common branching rules providing new insights in the importance of strong branching.
Primal heuristics play an important role in the solving of mixed integer programs (MIPs). They often provide good feasible solutions early in the solving process and help to solve instances to optimality faster. In this paper, we present a scheme for primal start heuristics that can be executed without previous knowledge of an LP solution or a previously found integer feasible solution. It uses global structures available within MIP solvers to iteratively fix integer variables and propagate these fixings. Thereby, fixings are determined based on the predicted impact they have on the subsequent domain propagation. If sufficiently many variables can be fixed that way, the resulting problem is solved as an LP and the solution is rounded. If the rounded solution did not provide a feasible solution already, a sub-MIP is solved for the neighborhood defined by the variable fixings performed in the first phase. The global structures help to define a neighborhood that is with high probability significantly easier to process while (hopefully) still containing good feasible solutions. We present three primal heuristics that use this scheme based on different global structures. Our computational experiments on standard MIP test sets show that the proposed heuristics find solutions for about three out of five instances and therewith help to improve several performance measures for MIP solvers, including the primal integral and the average solving time.
We consider a novel partitioning of the set of non-dominated points for general multi-objective integer programs with $k$ objectives. The set of non-dominated points is partitioned into a set of non-dominated points whose efficient solutions are also efficient for some restricted subproblem with one less objective; the second partition comprises the non-dominated points whose efficient solutions are
inefficient for any of the restricted subproblems. We show that the first partition has the nice property that it yields finite rectangular boxes in which the points of the second partition are
located.
The SCIP Optimization Suite is a software toolbox for generating and solving various classes of mathematical optimization problems. Its major components are the modeling language ZIMPL, the linear programming solver SoPlex, the constraint integer programming framework and mixed-integer linear and nonlinear programming solver SCIP, the UG framework for parallelization of branch-and-bound-based solvers, and the generic branch-cut-and-price solver GCG. It has been used in many applications from both academia and industry and is one of the leading non-commercial solvers.
This paper highlights the new features of version 3.2 of the SCIP Optimization Suite. Version 3.2 was released in July 2015. This release comes with new presolving steps, primal heuristics, and branching rules within SCIP. In addition, version 3.2 includes a reoptimization feature and improved handling of quadratic constraints and special ordered sets. SoPlex can now solve LPs exactly over the rational number and performance improvements have been achieved by exploiting sparsity in more situations. UG has been tested successfully on 80,000 cores. A major new feature of UG is the functionality to parallelize a customized SCIP solver. GCG has been enhanced with a new separator, new primal heuristics, and improved column management. Finally, new and improved extensions of SCIP are presented, namely solvers for multi-criteria optimization, Steiner tree problems, and mixed-integer semidefinite programs.
In mixed-integer programming, the branching rule is a key component to a fast convergence of the branch-and-bound algorithm. The most common strategy is to branch on simple disjunctions that split the domain of a single integer variable into two disjoint intervals. Multi-aggregation is a presolving step that replaces variables by an affine linear sum of other variables, thereby reducing the problem size. While this simplification typically improves the performance of MIP solvers, it also restricts the degree of freedom in variable-based branching rules.
We present a novel branching scheme that tries to overcome the above drawback by considering general disjunctions defined by multi-aggregated variables in addition to the standard disjunctions based on single variables. This natural idea results in a hybrid between variable- and constraint-based branching rules. Our implementation within the constraint integer programming framework SCIP incorporates this into a full strong branching rule and reduces the number of branch-and-bound nodes on a general test set of publicly available benchmark instances. For a specific class of problems, we show that the solving time decreases significantly.
We consider multi-commodity flow problems in which capacities are installed on paths. In this setting, it is often important to distinguish between flows on direct connection routes, using single paths, and flows that include path switching. We derive a feasibility condition for path capacities supporting such direct connection flows similar to the feasibility condition for arc capacities in ordinary multi-commodity flows.
The concept allows to solve large-scale real-world line planning problems in public transport including a novel passenger routing model that favors direct connections over connections with transfers.
Primal heuristics play an important role in the solving of mixed integer programs (MIPs). They help to reach optimality faster and provide good feasible solutions early in the solving process. In this paper, we present two new primal heuristics which take into account global structures available within MIP solvers to construct feasible solutions at the beginning of the solving process. These heuristics follow a large neighborhood search (LNS) approach and use global structures to define a neighborhood that is with high probability significantly easier to process while (hopefully) still containing good feasible solutions. The definition of the neighborhood is done by iteratively fixing variables and propagating these fixings. Thereby, fixings are determined based on the predicted impact they have on the subsequent domain propagation. The neighborhood is solved as a sub-MIP and solutions are transferred back to the original problem. Our computational experiments on standard MIP test sets show that the proposed heuristics find solutions for about every third instance and therewith help to improve the average solving time.
The task of timetabling is to schedule the trips in a public transport system by determining periodic arrival and departure times at every station. The goal is to provide a service that is both attractive for passengers and can be operated economically. To date, timetable optimization is generally done with respect to fixed passenger routes, i.e., it is assumed that passengers do not respond to changes in the timetable. This is unrealistic and ignores potentially valuable degrees of freedom. We investigate in this paper periodic timetabling models with integrated passenger routing. We propose several models that differ in the allowed passenger paths and the objectives. We compare these models theoretically and report on computations on real-world instances for the city of Wuppertal.
This thesis deals with the hypergraph assignment problem (HAP), a set partitioning problem in a special type of hypergraph. The HAP generalizes the assignment problem from bipartite graphs to what we call bipartite hypergraphs, and is motivated by applications in railway vehicle rotation planning. The main contributions of this thesis concern complexity, polyhedral results, analyses of random instances, and primal methods for the HAP. We prove that the HAP is NP-hard and APX-hard even for small hyperedge sizes and hypergraphs with a special partitioned structure. We also study the complexity of the set packing and covering relaxations of the HAP, and present for certain cases polynomial exact or approximation algorithms. A complete linear description is known for the assignment problem. We therefore also study the HAP polytope. There, we have a huge number of facet-defining inequalities already for a very small problem size. We describe a method for dividing the inequalities into equivalence classes without resorting to a normal form. Within each class, facets are related by certain symmetries and it is sufficient to list one representative of each class to give a complete picture of the structural properties of the polytope. We propose the algorithm "HUHFA" for the classification that is applicable not only to the HAP but combinatorial optimization problems involving symmetries in general. In the largest possible HAP instance for which we could calculate the complete linear description, we have 14049 facets, which can be divided into 30 symmetry classes. We can combinatorially interpret 16 of these classes. This is possible by employing cliques to generalize the odd set inequalities for the matching problem. The resulting inequalities are valid for the polytope associated with the set packing problem in arbitrary hypergraphs and have a clear combinatorial meaning. An analysis of random instances provides a better insight into the structure of hyperassignments. Previous work has extensively analyzed random instances for the assignment problem theoretically and practically. As a generalization of these results for the HAP, we prove bounds on the expected value of a minimum cost hyperassignment that uses half of the maximum possible number of hyperedges that are not edges. In a certain complete partitioned hypergraph G2,2n with i. i. d. exponential random variables with mean 1 as hyperedge costs it lies between 0.3718 and 1.8310 if the vertex number tends to infinity. Finally, we develop an exact combinatorial solution algorithm for the HAP that combines three methods: A very large-scale neighborhood search, the composite columns method for the set partitioning problem, and the network simplex algorithm.
The set packing problem, sometimes also called the stable set problem, is a well-known NP-hard problem in combinatorial optimization with a wide range of applications and an interesting polyhedral structure, that has been the subject of intensive study. We contribute to this field by showing how, employing cliques, odd set inequalities for the matching problem can be generalized to valid inequalities for the set packing polytope with a clear combinatorial meaning.
We consider multi-commodity flow problems in which capacities are installed on paths. In this setting, it is often important to distinguish between flows on direct connection routes, using single paths, and flows that include path switching. We show that the concept of metric inequalities to characterize capacities that
support a multi-commodity flow can be generalized to deal with direct connections.
The integrated line planning and passenger routing problem is an important planning problem in service design of public transport. A major challenge is the treatment of transfers. A main property of a line system is its connectivity.
In this paper we show that analysing the connecvitiy aspect of a line plan gives a new idea to handle the transfer aspect of the line planning problem.
Cloud branching
(2013)
Branch-and-bound methods for mixed-integer programming (MIP) are traditionally based on solving a linear programming (LP) relaxation and branching on a variable which takes a fractional value in the (single) computed relaxation optimum. In this paper we study branching strategies for mixed-integer programs that exploit the knowledge of multiple alternative optimal solutions (a cloud) of the current LP relaxation. These strategies naturally extend state-of-the-art methods like strong branching, pseudocost branching, and their hybrids.
We show that by exploiting dual degeneracy, and thus multiple alternative optimal solutions, it is possible to enhance traditional methods. We present preliminary computational results, applying the newly proposed strategy to full strong branching, which is known to be the MIP branching rule leading to the fewest number of search nodes. It turns out that cloud branching can reduce the mean running time by up to 30% on standard test sets.
Shift-And-Propagate
(2013)
For mixed integer programming, recent years have seen a growing interest in the design of general purpose primal heuristics for use inside complete solvers. Many of these heuristics rely on an optimal LP solution. Finding this may itself take a significant amount of time.
The presented paper addresses this issue by the introduction of the Shift-And-Propagate heuristic. Shift-And-Propagate is a pre-root primal heuristic that does not require a previously found LP solution. It applies domain propagation techniques to quickly drive a variable assignment towards feasibility. Computational experiments indicate that this heuristic is a powerful supplement of existing rounding and propagation heuristics.
Recent improvements using constraint integer programming for resource allocation and scheduling
(2013)
Recently, we compared the performance of mixed-integer programming (MIP), constraint programming (CP), and constraint integer programming (CIP) to a state-of-the-art logic-based Benders manual decomposition (LBBD) for a resource allocation/scheduling problem. For a simple linear relaxation, the LBBD and CIP models deliver comparable performance with MIP also performing well.
Here we show that algorithmic developments in CIP plus the use of an existing tighter relaxation substantially improve one of the CIP approaches. Furthermore, the use of the same relaxation in LBBD and MIP models significantly improves their performance. While such a result is known for LBBD, to the best of our knowledge, the other results are novel. Our experiments show that both CIP and MIP approaches are competitive with LBBD in terms of the number of problems solved to proven optimality, though MIP is about three times slower on average. Further, unlike the LBBD and CIP approaches, the MIP model is able to obtain provably high-quality solutions for all problem instances.
This thesis introduces the Steiner connectivity problem. It is a generalization of the well
known Steiner tree problem. Given a graph G = (V, E) and a subset T ⊆ V of the nodes,
the Steiner tree problem consists in finding a cost minimal set of edges connecting all
nodes in T . The Steiner connectivity problem chooses, instead of edges, from a given set
of paths a subset to connect all nodes in T . We show in the first part of this thesis that
main results about complexity, approximation, integer programming formulations, and
polyhedra can be generalized from the Steiner tree problem to the Steiner connectivity
problem.
An example for a straightforward generalization are the Steiner partition inequalities, a
fundamental class of facet defining inequalities for the Steiner tree problem. They can be
defined for the Steiner connectivity problem in an analogous way as for the Steiner tree
problem. An example for a generalization that needs more effort is the definition of a
directed cut formulation and the proof that this dominates the canonical undirected cut
formulation enriched by all Steiner partition inequalities. For the Steiner connectivity
problem this directed cut formulation leads to extended formulations, a concept that is
not necessary for the Steiner tree problem. There are also major differences between
both problems. For instance, the case T = V for the Steiner connectivity problem is
equivalent to a set covering problem and, hence, not a polynomial solvable case as in the
Steiner tree problem.
The Steiner connectivity problem is not only an interesting generalization of the Steiner
tree problem but also the underlying connectivity problem in line planning with inte-
grated passenger routing. The integrated line planning and passenger routing problem
is an important planning problem in service design of public transport and the topic of
the second part. Given is the infrastructure network of a public transport system where
the edges correspond to streets and tracks and the nodes correspond to stations/stops
of lines. The task is to find paths in the infrastructure network for lines and passengers
such that the capacities of the lines suffice to transport all passengers. Existing models
in the literature that integrate a passenger routing in line planning either treat transfers
in a rudimentary way and, hence, neglect an important aspect for the choice of the pas-
senger routes, or they treat transfers in a too comprehensive way and cannot be solved
for large scale real world problems. We propose a new model that focuses on direct
connections. The attractiveness of transfer free connections is increased by introducing a transfer penalty for each non-direct connection. In this way, a passenger routing is
computed that favors direct connections.
For the computation of this model we also implemented algorithms influenced by the
results for the Steiner connectivity problem. We can compute with our model good
solutions that minimize a weighted sum of line operating costs and passengers travel
times. These solutions improve the solutions of an existing approach, that does not
consider direct connections, by up to 17%. In contrast to a comprehensive approach,
that considers every transfer and for which we could not even solve the root LP within
10 hours for large instances, the solutions of the new model, computed in the same time,
are close to optimality (<1%) or even optimal for real world instances. In a project with
the Verkehr in Potsdam GmbH to compute the line plan for 2010 we showed that our
approach is applicable in practice and can be used to solve real world problems.
We propose a novel extended formulation for the line planning problem in public transport. It is based on a new concept of frequency configurations that account for all possible options to provide a required transportation capacity on an infrastructure edge. We show that this model yields a strong LP relaxation. It implies, in particular, general classes of facet defining inequalities for the standard model.
One of the essential components of a branch-and-bound based mixed-integer linear programming (MIP) solver is the branching rule. Strong branching is a method used by many state-of-the-art branching rules to select the variable to branch on. It precomputes the dual bounds of potential child nodes by solving auxiliary linear programs (LPs) and thereby helps to take good branching decisions that lead to a small search tree. In this paper, we describe how these dual bound predictions can be improved by including domain propagation into strong branching. Domain propagation is a technique usually used at every node of the branch-and-bound tree to tighten the local domains of variables. Computational experiments on standard MIP instances indicate that our improved strong branching method significantly improves the quality of the predictions and causes almost no additional effort. For a full strong branching rule, we are able to obtain substantial reductions of the branch-and-bound tree size as well as the solving time. Moreover, also the state-of-the-art hybrid branching rule can be improved this way.
This paper extends previous work by the author published in the proceedings of the CPAIOR 2013.
Vehicle rotation planning is a fundamental problem in
rail transport. It decides how the railcars, locomotives, and
carriages are operated in order to implement the trips of the
timetable. One important planning requirement is operational
regularity, i.e., using the rolling stock in the same way on every
day of operation. We propose to take regularity into account by
modeling the vehicle rotation planning problem as a minimum cost
hyperassignment problem (HAP). Hyperassignments are generalizations
of assignments from directed graphs to directed hypergraphs.
Finding a minimum cost hyperassignment is
NP-hard.
Most instances arising from regular vehicle rotation planning, however, can
be solved well in practice. We show that, in particular, clique
inequalities strengthen the canonical LP relaxation substantially.
Despite the success of constraint programming (CP) for scheduling, the much wider penetration of mixed integer programming (MIP) technology into business applications means that many practical scheduling problems are being addressed with MIP, at least as an initial approach. Furthermore, there has been impressive and well-documented improvements in the power of generic MIP solvers over the past decade.
We empirically demonstrate that on an existing set of resource allocation and scheduling problems standard MIP and CP models are now competitive with the state-of-the-art manual decomposition approach. Motivated by this result, we formulate two tightly coupled hybrid models based on constraint integer programming (CIP) and demonstrate that these models,
which embody advances in CP and MIP, are able to out-perform the CP, MIP, and decomposition models. We conclude that both MIP and CIP
are technologies that should be considered along with CP for solving scheduling problems.
Duty Scheduling Templates
(2012)
We propose duty templates as a novel concept to produce similar duty
schedules for similar days of operation in public transit. Duty templates
can conveniently handle various types of similarity requirements, and
they can be implemented with ease using standard algorithmic techniques.
They have produced good results in practice.
Rapid Branching
(2012)
We propose rapid branching (RB) as a general branch-and-bound heuristic
for solving large scale optimization problems in traffic and transport.
The key idea is to combine a special branching rule and a greedy node selection
strategy in order to produce solutions of controlled quality rapidly
and efficiently. We report on three successful applications of the method
for integrated vehicle and crew scheduling, railway track allocation, and
railway vehicle rotation planning.
This paper provides a generic formulation for rolling stock planning
problems in the context of intercity passenger traffic. The main contributions
are a graph theoretical model and a Mixed-Integer-Programming
formulation that integrate all main requirements of the considered
Vehicle-Rotation-Planning problem (VRPP). We show that it is
possible to solve this model for real-world instances provided by our
industrial partner DB Fernverkehr AG using modern algorithms and
computers.
We present an exact rational solver for mixed-integer linear programming that avoids the numerical inaccuracies inherent in the floating-point computations used by existing software. This allows the solver to be used for establishing theoretical results and in applications where correct solutions are critical due to legal and financial consequences. Our solver is a hybrid symbolic/numeric implementation of LP-based branch-and-bound, using numerically-safe methods for all binding computations in the search tree. Computing provably accurate solutions by dynamically choosing the fastest of several safe dual bounding methods depending on the structure of the instance, our exact solver is only moderately slower than an inexact floating-point branch-and-bound solver. The software is incorporated into the SCIP optimization framework, using the exact LP solver QSopt_ex and the GMP arithmetic library. Computational results are presented for a suite of test instances taken from the MIPLIB and Mittelmann libraries and for a new collection of numerically difficult instances.
The treatment of transfers is a major challenge in line planning. Existing models either route passengers and lines sequentially, and hence disregard essential degrees of freedom, or they are of
extremely large scale, and seem to be computationally intractable. We propose a novel direct connection approach that allows an integrated optimization of line and passenger routing, including accurate estimates of the number of direct travelers, for large-scale real-world instances.
In this paper we present the problem of computing optimal tours of toll inspectors on German motorways. This problem is a special type of vehicle routing problem and builds up an integrated model, consisting of a tour
planning and a duty rostering part. The tours should guarantee a network-wide control whose intensity is proportional to given spatial and time dependent traffic distributions. We model this using a space-time network
and formulate the associated optimization problem by an integer program (IP). Since sequential approaches fail, we integrated the assignment of crews to the tours in our model. In this process all duties of a crew member must fit in a feasible roster. It is modeled as a Multi-Commodity Flow Problem in a directed acyclic graph, where specific paths correspond to
feasible rosters for one month. We present computational results in a
case-study on a German subnetwork which documents the practicability of our approach.
In this paper, we study self-avoiding walks of a given length on a graph. We consider a formulation of this problem as a binary linear program. We analyze the polyhedral structure of the underlying polytope and describe valid inequalities. Proofs for their facial properties for certain special cases are given. In a variation of this problem one is interested in optimal configurations, where an energy function measures the benefit if certain path elements are placed on adjacent vertices of the graph. The most prominent application of this problem is the protein folding problem in biochemistry. On a set of selected instances, we demonstrate the computational merits of our approach.
Energetic reasoning is one of the most powerful propagation algorithms in cumulative scheduling. In practice, however, it is not commonly used because it has a high running time and its success highly depends on the tightness of the variable bounds. In order to speed up energetic reasoning, we provide an easy-to-check necessary condition for energetic reasoning to detect infeasibilities.
We present an implementation of energetic reasoning that employs this condition and that can be parametrically adjusted to handle the trade-off between solving time and propagation overhead. Computational results on instances from the PSPLIB are provided. These results show that using this condition decreases the running time by more than a half, although more search nodes need to be explored.
Constraint Integer Programming (CIP) is a generalization of mixed-integer programming (MIP) in the direction of constraint programming (CP) allowing the inference techniques that have traditionally been the core of \P to be integrated with the problem solving techniques that form the core of complete MIP solvers. In this paper, we investigate the application of CIP to scheduling problems that require resource and start-time assignments to satisfy resource capacities. The best current approach to such problems is logic-based Benders decomposition, a manual decomposition method. We present a CIP model and demonstrate that it achieves performance competitive to the decomposition while out-performing the standard MIP and CP formulations.
We propose a hybrid approach for solving the resource-constrained project scheduling problem which is an extremely hard to solve combinatorial optimization problem of practical relevance. Jobs have to be scheduled on (renewable) resources subject to precedence constraints such that the resource capacities are never exceeded and the latest completion time of all jobs is minimized. The problem has challenged researchers from different communities, such as integer programming (IP), constraint programming (CP), and satisfiability testing (SAT). Still, there are instances with 60 jobs which have not been solved for many years. The currently best known approach, lazyFD, is a hybrid between CP and SAT techniques. In this paper we propose an even stronger hybridization by integrating all the three areas, IP, CP, and SAT, into a single branch-and-bound scheme. We show that lower bounds from the linear relaxation of the IP formulation and conflict analysis are key ingredients for pruning the search tree. First computational experiments show very promising results. For five instances of the well-known PSPLIB we report an improvement of lower bounds. Our implementation is generic, thus it can be potentially applied to similar problems as well.
Robust Tail Assignment
(2010)
We propose an efficient column generation method to minimize the probability of delay propagations along aircraft rotations. In this way, delay resistant schedules can be constructed. Computational results for large-scale real-world problems demonstrate substantial punctuality improvements. The method can be generalized to crew and integrated scheduling problems.
MIPLIB 2010
(2010)
This paper reports on the fifth version of the Mixed Integer Programming Library.
The MIPLIB 2010 is the first MIPLIB release that has been assembled by a large group from academia and from industry, all of whom work in integer programming. There was mutual consent that the concept of the library had to be expanded in order to fulfill the needs of the community. The new version comprises 361 instances sorted into several groups.
This includes the main benchmark test set of 87 instances, which
are all solvable by today's codes, and also the challenge test set with 164 instances, many of which are currently unsolved.
For the first time, we include scripts to run automated tests in a predefined way. Further, there is a solution checker to
test the accuracy of provided solutions using exact arithmetic.
Railway scheduling is based on the principle of the construction of a conflict-free timetable. This leads to a strict definition of capacity: in contrast with road transportation, it can be said in advance whether a given railway infrastructure can accommodate - at least in theory - a certain set of train requests. Consequently, auctions for railway capacity are modeled as auctions of discrete goods -- the train slots. We present estimates for the efficiency gain that may be generated by slot auctioning in comparison with list price allocation. We introduce a new class of allocation and auction problems, the feasible assignment problem, that is a proper generalization of the well-known combinatorial auction problem. The feasible assignment class was designed to cover the needs for an auction mechanism for railway slot auctions, but is of interest in its own right. As a practical instance to state and solve the railway slot allocation problem, we present an integer programming formulation, briefly the ACP, which turns out to be an instance of the feasible assignment problem and whose dual problem yields prices that can be applied to define a useful activity rule for the linearized version of the Ausubel Milgrom Proxy auction. We perform a simulation aiming to measure the impact on efficiency and convergence rate.
We propose a novel integer programming approach to transfer minimization for line planning problems in public transit. The idea is to incorporate penalties for transfers that are induced by “connection capacities” into the construction of the passenger paths. We show that such penalties can be dealt with by a combination of shortest and constrained shortest path algorithms such that the pricing problem for passenger paths can be solved efficiently. Connection capacity penalties (under)estimate the true transfer times. This error is, however, not a problem in practice. We show in a computational comparison with two standard models on a real-world scenario that our approach can be used to minimize passenger travel and transfer times for large-scale line planning problems with accurate results.
This cumulative thesis collects the following six papers for obtaining the
habilitation at the Technische Universität Berlin, Fakultät II – Mathematik
und Naturwissenschaften:
(1) Set packing relaxations of some integer programs.
(2) Combinatorial packing problems.
(3) Decomposing matrices into blocks.
(4) A bundle method for integrated multi-depot vehicle and duty scheduling
in public transit.
(5) Models for railway track allocation.
(6) A column-generation approach to line planning in public transport.
Some changes were made to the papers compared to the published versions.
These pertain to layout unifications, i.e., common numbering, figure, table,
and chapter head layout. There were no changes with respect to notation or
symbols, but some typos have been eliminated, references updated, and some
links and an index was added. The mathematical content is identical.
The papers are about the optimization of public transportation systems,
i.e.,
bus networks, railways, and airlines, and its mathematical foundations,
i.e.,
the theory of packing problems. The papers discuss mathematical models,
theoretical analyses, algorithmic approaches, and computational aspects of
and to problems in this area.
Papers 1, 2, and 3 are theoretical. They aim at establishing a theory of
packing problems as a general framework that can be used to study traffic
optimization problems. Indeed, traffic optimization problems can often be
modelled as path packing, partitioning, or covering problems, which lead
directly to set packing, partitioning, and covering models. Such models are
used in papers 4, 5, and 6 to study a variety of problems concerning the
planning
of line systems, buses, trains, and crews. The common aim is always
to exploit as many degrees of freedom as possible, both at the level of the
individual problems by using large-scale integer programming techniques, as
well as on a higher level by integrating hitherto separate steps in the
planning
process.
The mathematical treatment of planning problems in public transit has made significant advances in the last decade. Among others, the classical problems of vehicle and crew scheduling can nowadays be solved on a routine basis using combinatorial optimization methods. This is not yet the case for problems that pertain to the design of public transit networks, and for the problems of operations control that address the implementation of a schedule in the presence of disturbances. The article gives a sketch of the state and important developments in these areas, and it addresses important challenges. The vision is that mathematical tools of computer aided scheduling (CAS) will soon play a similar role in the design and operation of public transport systems as CAD systems in manufacturing.
The Vehicle Positioning Problem (VPP) is a classical combinatorial optimization problem in public transport planning. A number of models and approaches have been suggested in the literature, which work for small problems, but not for large ones. We propose in this article a novel set partitioning model and an associated column generation solution approach for the VPP. The model provides a tight linear description of the problem. The pricing problem, and hence the LP relaxation itself, can be solved in polynomial resp. pseudo-polynomial time for some versions of the problems.
Pseudo-Boolean problems lie on the border between satisfiability problems, constraint programming, and integer programming. In particular, nonlinear constraints in pseudo-Boolean optimization can be handled by methods arising in these different fields: One can either linearize them and work on a linear programming relaxation or one can treat them directly by propagation. In this paper, we investigate the individual strengths of these approaches and compare their computational performance. Furthermore, we integrate these techniques into a branch-and-cut-and-propagate framework, resulting in an efficient nonlinear pseudo-Boolean solver.
The Vehicle Positioning Problem (VPP) consists of the assignment of vehicles (buses, trams or trains) of a public transport or railway company to parking positions in a depot and to timetabled trips. Such companies have many different types of vehicles, and each trip can be performed only by vehicles of some of these types. These assignments are non-trivial due to the topology of depots. The parking positions are organized in tracks, which work as one- or two-sided stacks or queues. If a required type of vehicle is not available in the front of any track, shunting movements must be performed in order to change vehicles' positions, which is undesirable and should be avoided. In this text we present integer linear and non-linear programming formulations for some versions of the problem and compare them from a theoretical and a computational point of view.
The steel mill slab design problem from the CSPLib is a binpacking problem that is motivated by an application of the steel industry and that has been widely studied in the constraint programming community. Recently, several people proposed new models and methods to solve this problem. A steel mill slab library was created which contains 380 instances. A closely related binpacking problem called multiple knapsack problem with color constraints, originated from the same industrial problem, were discussed in the integer programming community. In particular, a simple integer programming for this problem has been given by Forrest et al. [3]. The aim of this paper is to bring these different studies together. Moreover, we adopt the model of [3] for the steel mill slab problem. Using a state of the art integer program solver, this model is capable to solve all instances of the steel mill slab library, mostly in less than one second, to optimality. We improved, thereby, the solution value of 76 instances.
The Coolest Path Problem
(2009)
We introduce the coolest path problem, which is a mixture of two well-known problems from distinct mathematical fields. One of them is the shortest path problem from combinatorial optimization. The other is the heat conduction problem from the field of partial differential equations. Together, they make up a control problem, where some geometrical object traverses a digraph in an optimal way, with constraints on intermediate or the final state. We discuss some properties of the problem and present numerical solution techniques. We demonstrate that the problem can be formulated as a linear mixed-integer program. Numerical solutions can thus be achieved within one hour for instances with up to 70 nodes in the graph.