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.
Steiner trees are constructed to connect a set of terminal nodes in a graph. This basic version of the Steiner tree problem is idealized, but it can effectively guide the search for successful approaches to many relevant variants, from both a theoretical and a computational point of view. This article illustrates the theoretical and algorithmic progress on Steiner tree type problems on two examples, the Steiner connectivity and the Steiner tree packing problem.
The recently imposed new gas market liberalization rules in Germany lead to a change of business of gas network operators.
While previously network operator and gas vendor where united, they were forced to split up into independent companies.
The network has to be open to any other gas trader at the same conditions, and free network capacities have to be identified and publicly offered in a non-discriminatory way.
We show that these new paradigms lead to new and challenging mathematical optimization problems.
In order to solve them and to provide meaningful results for practice, all aspects of the underlying problems, such as combinatorics, stochasticity, uncertainty, and nonlinearity, have to be addressed.
With such special-tailored solvers, free network capacities and topological network extensions can, for instance, be determined.
In this article we investigate methods to solve a fundamental task in gas transportation, namely the validation of nomination problem: Given a gas transmission network consisting of passive pipelines and active, controllable elements and given an amount of gas at every entry and exit point of the network, find operational settings for all active elements such that there exists a network state meeting all physical, technical, and legal constraints.
We describe a two-stage approach to solve the resulting complex and numerically difficult mixed-integer non-convex nonlinear feasibility problem. The first phase consists of four distinct algorithms facilitating mixed-integer linear, mixed-integer nonlinear, reduced nonlinear, and complementarity constrained methods to compute possible settings for the discrete decisions. The second phase employs a precise continuous nonlinear programming model of the gas network. Using this setup, we are able to compute high quality solutions to real-world industrial instances whose size is significantly larger than networks that have appeared in the literature previously.
This paper is concerned with optimal operation of pressurized water supply networks at a fixed point in time. We use a mixed-integer nonlinear programming (MINLP) model incorporating both the nonlinear physical laws and the discrete decisions such as switching pumps on and off. We demonstrate that for instances from our industry partner, these stationary models can be solved to ε-global optimality within small running times using problem-specific presolving and state-of-the-art MINLP algorithms.
In our modeling, we emphasize the importance of distinguishing between what we call real and imaginary flow, i.e., taking into account that the law of Darcy-Weisbach correlates pressure difference and flow along a pipe if and only if water is available at the high pressure end of a pipe. Our modeling solution extends to the dynamic operative planning problem.
The Steiner tree packing problem (STPP) in graphs is a long studied
problem in combinatorial optimization. In contrast to many other problems,
where there have been tremendous advances in practical problem
solving, STPP remains very difficult. Most heuristics schemes are ineffective
and even finding feasible solutions is already NP-hard. What makes
this problem special is that in order to reach the overall optimal solution
non-optimal solutions to the underlying NP-hard Steiner tree problems
must be used. Any non-global approach to the STPP is likely to fail.
Integer programming is currently the best approach for computing optimal
solutions. In this paper we review some “classical” STPP instances
which model the underlying real world application only in a reduced form.
Through improved modelling, including some new cutting planes, and by
emplyoing recent advances in solver technology we are for the first time
able to solve those instances in the original 3D grid graphs to optimimality.
The steel mill slab design problem from the CSPLIB is a combinatorial
optimization problem motivated by an application of the steel industry. It
has been widely studied in the constraint programming community. Several
methods were proposed to solve this problem. A steel mill slab library was
created which contains 380 instances. A closely related binpacking problem
called the multiple knapsack problem with color constraints, originated
from the same industrial problem, was discussed in the integer programming
community. In particular, a simple integer program for this problem has
been given by Forrest et al. The aim of this paper is to bring these
different studies together. Moreover, we adapt the model of Forrest et
al. for the steel mill slab design problem. Using this model and a
state-of-the-art integer program solver all instances of the steel mill
slab library can be solved efficiently to optimality. We improved,
thereby, the solution values of 76 instances compared to previous results.
Finally, we consider a recently introduced variant of the steel mill slab
design problem, where within all solutions which minimize the leftover one
is interested in a solution which requires a minimum number of slabs. For
that variant we introduce two approaches and solve all instances of the
steel mill slab library with this slightly changed objective function to
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.
Mobile communication is nowadays taken for granted. Having started
primarily as a service for speech communication, data service and
mobile Internet access are now driving the evolution of network
infrastructure. Operators are facing the challenge to match the
demand by continuously expanding and upgrading the network
infrastructure. However, the evolution of the customer's demand is uncertain.
We introduce a novel (long-term) network planning approach based on
multistage stochastic programming, where demand evolution is considered as
a stochastic process and the network is extended as to maximize the
expected profit. The approach proves capable of designing large-scale
realistic UMTS networks with a time-horizon of several years. Our
mathematical optimization model, the solution approach, and computational
results are presented in this paper.
Telecommunication is fundamental for the information society. In both, the
private and the professional sector, mobile communication is nowadays taken
for granted. Starting primarily as a service for speech communication, data
service and mobile Internet access are now driving the evolution of network
infrastructure. In the year 2009, 19 million users generated over 33
million GB of traffic using mobile data services. The 3rd generation
networks (3G or UMTS) in Germany comprises over 39,000 base stations with
some 120,000 cells. From 1998 to 2008, the four network operators in
Germany invested over 33 billion Euros in their infrastructure. A careful
allocation of the resources is thus crucial for the profitability for a
network operator: a network should be dimensioned to match customers
demand. As this demand evolves over time, the infrastructure has to evolve
accordingly. The demand evolution is hard to predict and thus constitutes a
strong source of uncertainty. Strategic network planning has to take this
uncertainty into account, and the planned network evolution should adapt to
changing market conditions. The application of superior planning methods
under the consideration of uncertainty can improve the profitability of the
network and creates a competitive advantage. Multistage stochastic
programming is a suitable framework to model strategic telecommunication
We present mathematical models and effective optimization procedures for
strategic cellular network design. The demand evolution is modeled as a
continuous stochastic process which is approximated by a discrete scenario
tree. A tree-stage approach is used for the construction of non-uniform
scenario trees that serve as input of the stochastic program. The model is
calibrated by historical traffic observations. A realistic system model of
UMTS radio cells is used that determines coverage areas and cell capacities
and takes signal propagation and interferences into account. The network
design problem is formulated as a multistage stochastic mixed integer
linear program, which is solved using state-of-the-art commercial MIP
solvers. Problem specific presolving is proposed to reduce the problem
size. Computational results on realistic data is presented. Optimization
for the expected profit and the conditional value at risk are performed and