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Description: Heutzutage ist eine Vielzahl der mehrstöckigen Gebäude mit Personenaufzugsgruppen ausgestattet. Uns wohl bekannt sind die sogenannten konventionellen Systeme. Bei diesen Systemen betätigt jeder ankommende Passagier eine der beiden Richtungstasten und teilt dem dahinterstehenden Steuerungsalgorithmus seine gewünschte Startetage und Fahrtrichtung mit. Betreten wird der zuerst auf der Startetage ankommende Aufzug mit gleicher Fahrtrichtung und ausreichend Kapazität. Die entsprechende Zieletage wird dem System erst nach dem Betreten der Fahrgastkabine mitgeteilt. Neben diesen konventionellen Systemen gibt es Aufzugsgruppen mit Zielrufsteuerung. Die Besonderheit eines zielrufgesteuerten Systems ist, dass ein ankommender Passagier bereits auf der Startetage seine gewünschte Zieletage angibt und eine Rückmeldung vom System erhält, welchen Aufzug er nutzen soll. Diese Zuweisung durch das System hat das Ziel, die Warte- und Reisezeiten der Passagiere zu minimieren. Ein wesentlicher Faktor bei der Berechnung warte- und reisezeitminimaler Fahrpläne ist das momentane Verkehrsmuster. Eine Einteilung der Verkehrsszenarien lässt sich am besten bei Bürogebäuden vornehmen. So ist es typisch für die Morgenstunden, dass jeder Passagier auf einer Zugangsebene seine Fahrt beginnt und alle Passagiere die gleiche Fahrtrichtung haben. Unter einer Zugangsebene ist z. B. der Haupteingang oder ein Parkdeck zu verstehen. Ein weiterer wesentlicher Punkt bei Zielrufsystemen ist die Art der Zuweisung der Passagiere durch das System. Zum einen gibt es unmittelbar zuweisende (UZ-) Systeme. In einem UZ-System wird nach jeder Ankunft eines Passagiers eine Momentaufnahme des momentanen Verkehrs erstellt und es findet eine Neuplanung und Zuweisung statt. Eine solche Momentaufnahme werden wir im späteren Verkauf als Schnappschussproblem bezeichnen. Jeder Passagier bekommt im Anschluss an die Lösung des Schnappschussproblems eine Mitteilung vom System, z. B. über ein Display, welchen Aufzug er benutzen soll. Zum anderen gibt es verzögert zuweisende (VZ-) Systeme. In diesen Systemen wird die Erstellung und Lösung eines Schnappschussproblems bis kurz vor Ankunft eines Aufzuges auf einer Etage verzögert. In einem VZ-System teilt das System allen wartenden Passagieren die geplanten Zieletagen des ankommenden Aufzugs mit. Jeder Passagier, der einen Ruf getätigt hat und zu einer dieser Zieletagen fahren will, kann jetzt diesen Aufzug betreten. Durch die Verzögerung muss im Vergleich zu einem UZ-System eine weitaus größere Menge von Passagieren zugewiesen werden. Dadurch kann der Lösungsprozess bedeutend aufwändiger werden. Vorteil eines VZ-Systems ist hingegen der größere Freiheitsgrad bei der Optimierung, da aufgrund der späten Zuweisung die weitere Verkehrsentwicklung mit einbezogen werden kann. VZ-Systeme sind aufgrund des größeren Freiheitsgrades interessant für die Praxis ist, wir uns demzufolge in dieser Arbeit mit einer effizienteren Lösung dieser Art von Schnappschussproblemen befassen. Es genügt dabei den Lösungsprozess eines Schnappschussproblems zu betrachten. Das Ziel ist eine Reduzierung der benötigten Rechenzeit. Unter Reoptimierung verstehen wir die Konstruktion zulässiger Spalten in den jeweiligen Iterationsrunden der Spaltengenerierung innerhalb eines Schnappschussproblems. Als eine Iterationsrunde bezeichnet wir einer Menge zulässiger Touren mit negativen reduzierten Kosten. Eine effiziente Reoptimierung zeichnet sich durch die Wiederverwendung und Aufbereitung von Informationen aus vorangegangenen Iterationsrunden desselben Schnappschussproblems aus. Zu den wichtigen Informationen gehört der konstruierte Suchbaum der vorherigen Iterationsrunde mit seinen ausgeloteten (abgeschnittenen) Blättern sowie konstruierten Touren bzw. Spalten, welche in der Iterationsrunde ihrer Konstruktion nicht zur Lösung des Teilproblems der Spaltengenerierung beitrugen. Eine solche Wiederverwendung und Aufbereitung von Informationen nennen wir Warmstart.

Description: The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming framework SCIP. The focus of this article is on the role of the SCIP Optimization Suite in supporting research. SCIP’s main design principles are discussed, followed by a presentation of the latest performance improvements and developments in version 8.0, which serve both as examples of SCIP’s application as a research tool and as a platform for further developments. Furthermore, this article gives an overview of interfaces to other programming and modeling languages, new features that expand the possibilities for user interaction with the framework, and the latest developments in several extensions built upon SCIP.

Description: We consider the problem of pattern detection in large scale railway timetables. This problem arises in rolling stock optimization planning in order to identify invariant sections of the timetable for which a cyclic rotation plan is adequate. We propose a dual reduction technique which leads to an decomposition and enumeration method. Computational results for real world instances demonstrate that the method is able to produce optimal solutions as fast as standard MIP solvers.

Description: State-of-the-art solvers for mixed integer programs (MIP) govern a variety of algorithmic components. Ideally, the solver adaptively learns to concentrate its computational budget on those components that perform well on a particular problem, especially if they are time consuming. We focus on three such algorithms, namely the classes of large neighborhood search and diving heuristics as well as Simplex pricing strategies. For each class we propose a selection strategy that is updated based on the observed runtime behavior, aiming to ultimately select only the best algorithms for a given instance. We review several common strategies for such a selection scenario under uncertainty, also known as Multi Armed Bandit Problem. In order to apply those bandit strategies, we carefully design reward functions to rank and compare each individual heuristic or pricing algorithm within its respective class. Finally, we discuss the computational benefits of using the proposed adaptive selection within the SCIP Optimization Suite on publicly available MIP instances.

Description: The analysis of infeasible subproblems plays an import 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 the analysis is one or more sets of contradicting variable bounds from which so-called conflict constraints can be generated. This concept 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. The dual LP solution provides a set of multipliers that can be used to generate a single new globally valid linear constraint. The main contribution of this short paper is an empirical evaluation of two ways to combine both approaches. Experiments are carried out on general MIP instances from standard public test sets such as Miplib2010; the presented algorithms have been implemented within the non-commercial MIP solver SCIP. Moreover, we present a pool-based approach to manage conflicts which addresses the way a MIP solver traverses the search tree better than aging strategies known from SAT solving.

Description: Many optimization problems can be modeled as Mixed Integer Programs (MIPs). In general, MIPs cannot be solved efficiently, since solving MIPs is NP-hard, see, e.g., Schrijver, 2003. Common methods for solving NP-hard problems are branch-and-bound and column generation. In the case of column generation, the original problem becomes decomposed or re-formulated into one ore more smaller subproblems, which are easier to solve. Each of these subproblems is solved separately and recurrently, which can be interpreted as solving a sequence of optimization problems. In this thesis, we consider a sequence of MIPs which only differ in the respective objective functions. Furthermore, we assume each of these MIPs get solved with a branch-and-bound algorithm. This thesis aims to figure out whether the solving process of a given sequence of MIPs can be accelerated by reoptimization. As reoptimization we understand starting the solving process of a MIP of this sequence at a given frontier of a search tree corresponding to another MIP of this sequence. At the beginning we introduce an LP-based branch-and-bound algorithm. This algorithm is inspired by the reoptimizing algorithm of Hiller, Klug, and the author of this thesis, 2013. Since most of the state-of-the-art MIP solvers come to decisions based on dual information, which leads to the loss of feasible solutions after changing the objective function, we present a technique to guarantee optimality despite using these information. A decision is based on a dual information if this decision is valid for at least one feasible solution, whereas a decision is based on a primal information if this decision is valid for all feasible solutions. Afterwards, we consider representing the search frontier of the tree by a set of nodes of a given size. We call this the Tree Compression Problem. Moreover, we present a criterion characterizing the similarity of two objective functions. To evaluate our approach of reoptimization we extend the well-known and well-maintained MIP solver SCIP to an LP-based branch-and-bound framework, introduce two heuristics for solving the Tree Compression Problem, and a primal heuristic which is especially fitted to column generation. Finally, we present computational experiments on several problem classes, e.g., the Vertex Coloring and k-Constrained Shortest Path. Our experiments show, that a straightforward reoptimization, i.e., without additional heuristics, provides no benefit in general. However, in combination with the techniques and methods presented in this thesis, we can accelerate the solving of a given sequence up to the factor 14. For this purpose it is essential to take the differences of the objective functions into account and to restart the reoptimization, i.e., solve the subproblem from scratch, if the objective functions are not similar enough. Finally, we discuss the possibility to parallelize the solving process of the search frontier at the beginning of each solving process.

Description: 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.

Description: 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.

Description: State-of-the-art solvers for mixed integer programs (MIP) govern a variety of algorithmic components. Ideally, the solver adaptively learns to concentrate its computational budget on those components that perform well on a particular problem, especially if they are time consuming. We focus on three such algorithms, namely the classes of large neighborhood search and diving heuristics as well as Simplex pricing strategies. For each class we propose a selection strategy that is updated based on the observed runtime behavior, aiming to ultimately select only the best algorithms for a given instance. We review several common strategies for such a selection scenario under uncertainty, also known as Multi Armed Bandit Problem. In order to apply those bandit strategies, we carefully design reward functions to rank and compare each individual heuristic or pricing algorithm within its respective class. Finally, we discuss the computational benefits of using the proposed adaptive selection within the \scip Optimization Suite on publicly available MIP instances.

Description: 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.