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18-57
Mixed integer nonlinear programs (MINLPs) are arguably among the hardest optimization problems, with a wide range of applications. MINLP solvers that are based on linear relaxations and spatial branching work similar as mixed integer programming (MIP) solvers in the sense that they are based on a branch-and-cut algorithm, enhanced by various heuristics, domain propagation, and presolving techniques. However, the analysis of infeasible subproblems, which is an important component of most major MIP solvers, has been hardly studied in the context of MINLPs. There are two main approaches for infeasibility analysis in MIP solvers: conflict graph analysis, which originates from artificial intelligence and constraint programming, and dual ray analysis.
The main contribution of this short paper is twofold. Firstly, we present the first computational study regarding the impact of dual ray analysis on convex and nonconvex MINLPs. In that context, we introduce a modified generation of infeasibility proofs that incorporates linearization cuts that are only locally valid. Secondly, we describe an extension of conflict analysis that works directly with the nonlinear relaxation of convex MINLPs instead of considering a linear relaxation. This is work-in-progress, and this short paper is meant to present first theoretical considerations without a computational study for that part.
18-08
Estimation of time of death based on a single measurement of body
core temperature is a standard procedure in forensic medicine.
Mechanistic models using simulation of heat transport promise
higher accuracy than established phenomenological models in
particular in nonstandard situations, but involve many not exactly
known physical parameters. Identifying both time of death and
physical parameters from multiple temperature measurements is
one possibility to reduce the uncertainty significantly.
In this paper, we consider the inverse problem in a Bayesian setting
and perform both local and sampling-based uncertainty
quantification, where proper orthogonal decomposition is used as
model reduction for fast solution of the forward model. Based on
the local uncertainty quantification, optimal design of experiments
is performed in order to minimize the uncertainty in the time of
death estimate for a given number of measurements. For reasons
of practicability, temperature acquisition points are selected from
a set of candidates in different spatial and temporal locations.
Applied to a real corpse model, a significant accuracy improvement
is obtained already with a small number of measurements.
18-04
Quadratic optimization problems (QPs) are ubiquitous, and solution algorithms have matured to a reliable technology. However, the precision of solutions is usually limited due to the underlying floating-point operations. This may cause inconveniences when solutions are used for rigorous reasoning. We contribute on three levels to overcome this issue.
First, we present a novel refinement algorithm to solve QPs to arbitrary precision. It iteratively solves refined QPs, assuming a floating-point QP solver oracle. We prove linear convergence of residuals and primal errors. Second, we provide an efficient implementation, based on SoPlex and qpOASES that is publicly available in source code. Third, we give precise reference solutions for the Maros and Mészáros benchmark library.
18-14
During the last decades, X-ray (micro-)computed tomography has gained increasing attention for the description of porous skeletal and shell structures of various organism groups. However, their quantitative analysis is often hampered by the difficulty to discriminate cavities and pores within the object from the surrounding region. Herein, we test the ambient occlusion (AO) algorithm and newly implemented optimisations for the segmentation of cavities (implemented in the software Amira). The segmentation accuracy is evaluated as a function of (i) changes in the ray length input variable, and (ii) the usage of AO (scalar) field and other AO-derived (scalar) fields. The results clearly indicate that the AO field itself outperforms all other AO-derived fields in terms of segmentation accuracy and robustness against variations in the ray length input variable. The newly implemented optimisations improved the AO field-based segmentation only slightly, while the segmentations based on the AO-derived fields improved considerably. Additionally, we evaluated the potential of the AO field and AO-derived fields for the separation and classification of cavities as well as skeletal structures by comparing them with commonly used distance-map-based segmentations. For this, we tested the zooid separation within a bryozoan colony, the stereom classification of an ophiuroid tooth, the separation of bioerosion traces within a marble block and the calice (central cavity)-pore separation within a dendrophyllid coral. The obtained results clearly indicate that the ideal input field depends on the three-dimensional morphology of the object of interest. The segmentations based on the AO-derived fields often provided cavity separations and skeleton classifications that were superior to or impossible to obtain with commonly used distance- map-based segmentations. The combined usage of various AO-derived fields by supervised or unsupervised segmentation algorithms might provide a promising target for future research to further improve the results for this kind of high-end data segmentation and classification. Furthermore, the application of the developed segmentation algorithm is not restricted to X-ray (micro-)computed tomographic data but may potentially be useful for the segmentation of 3D volume data from other sources.
17-79
A Polyhedral Study of Event-Based Models for the Resource-Constrained Project Scheduling Problem
(2018)
We consider event-based Mixed-Integer Programming (MIP) models for the Resource-Constrained Project Scheduling Problem (RCPSP) that represent an alternative to the common time-indexed model (DDT) of Pritsker et al. (1969) for the case where the underlying time horizon is large or job processing times are subject to huge variations. In contrast to the time-indexed model, the size of event-based models does not depend on the time horizon. For two event-based formulations OOE and SEE of Koné et al. (2011) we present new valid inequalities that dominate the original formulation. Additionally, we introduce a new event-based model: the Interval Event-Based Model (IEE). We deduce linear transformations between all three models that yield the strict domination order IEE > SEE > OOE for their linear programming (LP) relaxations, meaning that IEE has the strongest linear relaxation among the event-based models. We further show that the popular DDT formulation can be retrieved from IEE by certain polyhedral operations, thus giving a unifying view on a complete branch of MIP formulations for the RCPSP. In addition, we analyze the computational performance of all presented models on test instances of the PSPLIB (Kolisch and Sprecher 1997).
18-29
We consider the Cumulative Scheduling Problem (CuSP) in which a set of $n$ jobs must be scheduled according to release dates, due dates and cumulative resource constraints. In constraint programming, the CuSP is modeled as the cumulative constraint. Among the most common propagation algorithms for the CuSP there is energetic reasoning (Baptiste et al., 1999) with a complexity of O(n^3) and edge-finding (Vilim, 2009) with O(kn log n) where k <= n is the number of different resource demands. We consider the complete versions of the propagators that perform all deductions in one call of the algorithm. In this paper, we introduce the energetic edge-finding rule that is a generalization of both energetic reasoning and edge-finding. Our main result is a complete energetic edge-finding algorithm with a complexity of O(n^2 log n) which improves upon the complexity of energetic reasoning. Moreover, we show that a relaxation of energetic edge-finding with a complexity of O(n^2) subsumes edge-finding while performing stronger propagations from energetic reasoning. A further result shows that energetic edge-finding reaches its fixpoint in strongly polynomial time. Our main insight is that energetic schedules can be interpreted as a single machine scheduling problem from which we deduce a monotonicity property that is exploited in the algorithms. Hence, our algorithms improve upon the strength and the complexity of energetic reasoning and edge-finding whose complexity status seemed widely untouchable for the last decades.
18-15
Abstract: Objective: To present a novel method for automated segmentation of knee menisci from MRIs. To evaluate quantitative meniscal biomarkers for osteoarthritis (OA) estimated thereof. Method: A segmentation method employing convolutional neural networks in combination with statistical shape models was developed. Accuracy was evaluated on 88 manual segmentations. Meniscal volume, tibial coverage, and meniscal extrusion were computed and tested for differences between groups of OA, joint space narrowing (JSN), and WOMAC pain. Correlation between computed meniscal extrusion and MOAKS experts' readings was evaluated for 600 subjects. Suitability of biomarkers for predicting incident radiographic OA from baseline to 24 months was tested on a group of 552 patients (184 incident OA, 386 controls) by performing conditional logistic regression. Results: Segmentation accuracy measured as Dice Similarity Coefficient was 83.8% for medial menisci (MM) and 88.9% for lateral menisci (LM) at baseline, and 83.1% and 88.3% at 12-month follow-up. Medial tibial coverage was significantly lower for arthritic cases compared to non-arthritic ones. Medial meniscal extrusion was significantly higher for arthritic knees. A moderate correlation between automatically computed medial meniscal extrusion and experts' readings was found (ρ=0.44). Mean medial meniscal extrusion was significantly greater for incident OA cases compared to controls (1.16±0.93 mm vs. 0.83±0.92 mm; p<0.05). Conclusion: Especially for medial menisci an excellent segmentation accuracy was achieved. Our meniscal biomarkers were validated by comparison to experts' readings as well as analysis of differences w.r.t groups of OA, JSN, and WOMAC pain. It was confirmed that medial meniscal extrusion is a predictor for incident OA.
18-52
Gene Regulatory Networks are powerful models for describing the mechanisms and dynamics inside a cell. These networks are generally large in dimension and seldom yield analytical formulations. It was shown that studying the conditional expectations between dimensions (vertices or species) of a network could lead to drastic dimension reduction. These conditional expectations were classically given by solving equations of motions derived from the Chemical Master Equation. In this paper we deviate from this convention and take an Algebraic approach instead. That is, we explore the consequences of conditional expectations being described by a polynomial function. There are two main results in this work. Firstly: if the conditional expectation can be described by a polynomial function, then coefficients of this polynomial function can be reconstructed using the classical moments. And secondly: there are dimensions in Gene Regulatory Networks which inherently have conditional expectations with algebraic forms. We demonstrate through examples, that the theory derived in this work can be used to develop new and effective numerical schemes for forward simulation and parameter inference. The algebraic line of investigation of conditional expectations has considerable scope to be applied to many different aspects of Gene Regulatory Networks; this paper serves as a preliminary commentary in this direction.
18-24
We present an extension of Taylor’s theorem towards nonsmooth evalua-
tion procedures incorporating absolute value operaions. Evaluations procedures are
computer programs of mathematical functions in closed form expression and al-
low a different treatment of smooth operations and calls to the absolute value value
function. The well known classical Theorem of Taylor defines polynomial approx-
imation of sufficiently smooth functions and is widely used for the derivation and
analysis of numerical integrators for systems of ordinary differential or differential
algebraic equations, for the construction of solvers for the continuous nonlinear op-
timization of finite dimensional objective functions and for root solving of nonlinear
systems of equations. The herein provided proof is construtive and allow efficiently
designed algorithms for the execution and computation of generalized piecewise
polynomial expansions. As a demonstration we will derive a k-step method on the
basis of polynomial interpolation and the proposed generalized expansions.
18-58
SCIP-JACK is a customized, branch-and-cut based solver for Steiner tree and related problems. ug [SCIP-JACK, MPI] extends SCIP-JACK to a massively par- allel solver by using the Ubiquity Generator (UG) framework. ug [SCIP-JACK, MPI] was the only solver that could run on a distributed environment at the (latest) 11th DIMACS Challenge in 2014. Furthermore, it could solve three well-known open instances and updated 14 best known solutions to instances from the bench- mark libary STEINLIB. After the DIMACS Challenge, SCIP-JACK has been con- siderably improved. However, the improvements were not reflected on ug [SCIP- JACK, MPI]. This paper describes an updated version of ug [SCIP-JACK, MPI], especially branching on constrains and a customized racing ramp-up. Furthermore, the different stages of the solution process on a supercomputer are described in detail. We also show the latest results on open instances from the STEINLIB.