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17-50
In atmospheric sciences, sizes of data sets grow continuously due to increasing resolutions. A central task is the comparison of spatiotemporal fields, to assess different simulations and to compare simulations with observations. A significant information reduction is possible by focusing on geometric-topological features of the fields or on derived meteorological objects. Due to the huge size of the data sets, spatial features have to be extracted in time slices and traced over time. Fields with chaotic component, i.e. without 1:1 spatiotemporal correspondences, can be compared by looking upon statistics of feature properties. Feature extraction, however, requires a clear mathematical definition of the features – which many meteorological objects still lack. Traditionally, object extractions are often heuristic, defined only by implemented algorithms, and thus are not comparable. This work surveys our framework designed for efficient development of feature tracking methods and for testing new feature definitions. The framework supports well-established visualization practices and is being used by atmospheric researchers to diagnose and compare data.
18-28
17-70
The Grand Four
(2017)
This paper gives a concise synopsis and some new insights concerning four
affine invariant globalizations of the local Newton method. The
invariance classes include: affine covariance, affine contravariance, affine
conjugacy, and affine similarity. In view of algorithmic robustness, each of these classes of algorithms is particularly suitable for some corresponding
problem class.
17-78
Comets display with decreasing solar distance an increased emission of gas and dust particles, leading to the formation of the coma and tail. Spacecraft missions provide insight in the temporal and spatial variations of the dust and gas sources located on the cometary nucleus. For the case of comet 67P/Churyumov-Gerasimenko (67P/C-G), the long-term obser- vations from the Rosetta mission point to a homogeneous dust emission across the entire illuminated surface. Despite the homogeneous initial dis- tribution, a collimation in jet-like structures becomes visible. We propose that this observation is linked directly to the complex shape of the nucleus and projects concave topographical features into the dust coma. To test this hypothesis, we put forward a gas-dust description of 67P/C-G, where gravitational and gas forces are accurately determined from the surface mesh and the rotation of the nucleus is fully incorporated. The emerging jet-like structures persist for a wide range of gas-dust interactions and show a dust velocity dependent bending.
18-01
An algorithm based on a delayed constraint generation method for solving semi-infinite programs
for constructing minimax optimal designs for nonlinear models is proposed. The outer optimization level of the minimax
optimization problem is solved using a semidefinite programming based approach that requires
the design space be discretized. A nonlinear programming solver is then used to solve the inner program
to determine the combination of the parameters that yields the worst-case value of the design criterion.
The proposed algorithm is applied to find minimax optimal designs for the logistic model, the flexible 4-parameter
Hill homoscedastic model and the general nth order consecutive reaction model, and shows that it
(i) produces designs that compare well with minimax $D-$optimal designs obtained from semi-infinite programming method in the literature;
(ii) can be applied to semidefinite representable optimality criteria, that include the common A-, E-,G-, I- and D-optimality criteria;
(iii) can tackle design problems with arbitrary linear constraints on the weights; and
(iv) is fast and relatively easy to use.
18-02
We propose (Mixed Integer) Second Order Cone Programming formulations to find approximate and exact $D-$optimal designs for $2^k$
factorial experiments for Generalized Linear Models (GLMs). Locally optimal designs are addressed with Second Order Cone Programming
(SOCP) and Mixed Integer Second Order Cone Programming (MISOCP) formulations.
The formulations are extended for scenarios of parametric uncertainty employing the Bayesian framework for
\emph{log det} $D-$optimality criterion. A quasi Monte-Carlo sampling procedure based
on the Hammersley sequence is used for integrating the optimality criterion in the parametric region. The problems are solved in \texttt{GAMS}
environment using \texttt{CPLEX} solver. We demonstrate the application of the algorithm with the logistic, probit and complementary log-log models
and consider full and fractional factorial designs.
17-61
This article describes new features and enhanced algorithms made available in version 5.0 of the SCIP Optimization Suite. In its central component, the constraint integer programming solver SCIP, remarkable performance improvements have been achieved for solving mixed-integer linear and nonlinear programs. On MIPs, SCIP 5.0 is about 41 % faster than SCIP 4.0 and over twice as fast on instances that take at least 100 seconds to solve. For MINLP, SCIP 5.0 is about 17 % faster overall and 23 % faster on instances that take at least 100 seconds to solve. This boost is due to algorithmic advances in several parts of the solver such as cutting plane generation and management, a new adaptive coordination of large neighborhood search heuristics, symmetry handling, and strengthened McCormick relaxations for bilinear terms in MINLPs. Besides discussing the theoretical background and the implementational aspects of these developments, the report describes recent additions for the other software packages connected to SCIP, in particular for the LP solver SoPlex, the Steiner tree solver SCIP-Jack, the MISDP solver SCIP-SDP, and the parallelization framework UG.
17-75
Current linear energy system models (ESM) acquiring to provide sufficient detail and reliability frequently bring along problems of both high intricacy and increasing scale. Unfortunately, the size and complexity of these problems often prove to be intractable even for commercial state-of-the-art linear programming solvers. This article describes an interdisciplinary approach to exploit the intrinsic structure of these large-scale linear problems to be able to solve them on massively parallel high-performance computers. A key aspect are extensions to the parallel interior-point solver PIPS-IPM originally developed for stochastic optimization problems. Furthermore, a newly developed GAMS interface to the solver as well as some GAMS language extensions to model block-structured problems will be described.
17-73
Gas Network Benchmark Models
(2017)
The simulation of gas transportation networks becomes increasingly more important as its use-cases broadens to more complex applications. Classically, the purpose of the gas network was the transportation of predominantly natural gas from a supplier to the consumer for long-term scheduled volumes. With the rise of renewable energy sources, gas-fired power plants are often chosen to compensate for the fluctuating nature of the renewables, due to their on-demand power generation capability. Such an only short-term plannable supply and demand setting requires sophisticated simulations of the gas network prior to the dispatch to ensure the supply of all customers for a range of possible scenarios and to prevent damages to the
gas network. In this work we describe the modelling of gas networks and present benchmark systems to test implementations and compare new or extended models.
17-77
The identification of meaningful reaction coordinates plays a key role in the study of complex molecular systems whose essential dynamics is characterized by rare or slow transition events. In a recent publication, the authors identified a condition under which such reaction coordinates exist - the existence of a so-called transition manifold - and proposed a numerical method for their point-wise computation that relies on short bursts of MD simulations. This article represents an extension of the method towards practical applicability in computational chemistry. It describes an alternative computational scheme that instead relies on more commonly available types of simulation data, such as single long molecular trajectories, or the push-forward of arbitrary canonically-distributed point clouds. It is based on a Galerkin approximation of the transition manifold reaction coordinates, that can be tuned to individual requirements by the choice of the Galerkin ansatz functions. Moreover, we propose a ready-to-implement variant of the new scheme, that computes data-fitted, mesh-free ansatz functions directly from the available simulation data. The efficacy of the new method is demonstrated
on a realistic peptide system.