Library

Description: Primal heuristics play an important role in the solving of mixed integer programs (MIPs). They often provide good feasible solutions early and help to reduce the time needed to prove optimality. In this paper, we present a scheme for 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 first as an LP, and then as an auxiliary MIP if the rounded LP solution does not provide a feasible solution already. 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 60 % of the instances and by this, help to improve several performance measures for MIP solvers, including the primal integral and the average solving time.

Description: Given a factorable function f, we propose a procedure that constructs a concave underestimor of f that is tight at a given point. These underestimators can be used to generate intersection cuts. A peculiarity of these underestimators is that they do not rely on a bounded domain. We propose a strengthening procedure for the intersection cuts that exploits the bounds of the domain. Finally, we propose an extension of monoidal strengthening to take advantage of the integrality of the non-basic variables.

Description: PIPS-SBB is a distributed-memory parallel solver with a scalable data distribution paradigm. It is designed to solve MIPs with a dual-block angular structure, which is characteristic of deterministic-equivalent Stochastic Mixed-Integer Programs (SMIPs). In this paper, we present two different parallelizations of Branch & Bound (B&B), implementing both as extensions of PIPS-SBB, thus adding an additional layer of parallelism. In the first of the proposed frameworks, PIPS-PSBB, the coordination and load-balancing of the different optimization workers is done in a decentralized fashion. This new framework is designed to ensure all available cores are processing the most promising parts of the B&B tree. The second, ug[PIPS-SBB,MPI], is a parallel implementation using the Ubiquity Generator (UG), a universal framework for parallelizing B&B tree search that has been successfully applied to other MIP solvers. We show the effects of leveraging multiple levels of parallelism in potentially improving scaling performance beyond thousands of cores.

Description: Mixed integer programming has become a very powerful tool for modeling and solving real-world planning and scheduling problems, with the breadth of applications appearing to be almost unlimited. A critical component in the solution of these mixed-integer programs is a set of routines commonly referred to as presolve. Presolve can be viewed as a collection of preprocessing techniques that reduce the size of and, more importantly, improve the ``strength'' of the given model formulation, that is, the degree to which the constraints of the formulation accurately describe the underlying polyhedron of integer-feasible solutions. As our computational results will show, presolve is a key factor in the speed with which we can solve mixed-integer programs, and is often the difference between a model being intractable and solvable, in some cases easily solvable. In this paper we describe the presolve functionality in the Gurobi commercial mixed-integer programming code. This includes an overview, or taxonomy of the different methods that are employed, as well as more-detailed descriptions of several of the techniques, with some of them appearing, to our knowledge, for the first time in the literature.

Description: Branch-and-bound (B&B) is an algorithmic framework for solving NP-hard combinatorial optimization problems. Although several well-designed software frameworks for parallel B&B have been developed over the last two decades, there is very few literature about successfully solving previously intractable combinatorial optimization problem instances to optimality by using such frameworks.The main reason for this limited impact of parallel solvers is that the algorithmic improvements for specific problem types are significantly greater than performance gains obtained by parallelization in general. Therefore, in order to solve hard problem instances for the first time, one needs to accelerate state-of-the-art algorithm implementations. In this paper, we present a computational study for solving Steiner tree problems and mixed integer semidefinite programs in parallel. These state-of-the-art algorithm implementations are based on SCIP and were parallelized via the ug[SCIP-*,*]-libraries---by adding less than 200 lines of glue code. Despite the ease of their parallelization, these solvers have the potential to solve previously intractable instances. In this paper, we demonstrate the convenience of such a parallelization and present results for previously unsolvable instances from the well-known PUC benchmark set, widely regarded as the most difficult Steiner tree test set in the literature.

Description: The assessment of water quality is crucial for safeguarding drinking water resources and ecosystem integrity. To this end, sample preparation and extraction is critically important, especially when investigating emerging contaminants and the toxicity of water samples. As extraction methods are rarely optimised for bioassays but rather adopted from chemical analysis, this may result in a misrepresentation of the actual toxicity. In this study, surface water, groundwater, hospital and municipal wastewater were used to characterise the impacts of common sample preparation techniques (acidification, filtration and solid phase extraction (SPE)) on the outcomes of eleven in vitro bioassays. The latter covered endocrine activity (reporter gene assays for estrogen, androgen, aryl-hydrocarbon, retinoic acid, retinoid X, vitamin D, thyroid receptor), mutagenicity (Ames fluctuation test), genotoxicity (umu test) and cytotoxicity. Water samples extracted using different SPE sorbents (Oasis HLB, Supelco ENVI-Carb+, Telos C18/ENV) at acidic and neutral pH were compared for their performance in recovering biological effects. Acidification, commonly used for stabilisation, significantly altered the endocrine activity and toxicity of most (waste)water samples. Sample filtration did not affect the majority of endpoints but in certain cases affected the (anti-)estrogenic and dioxin-like activities. SPE extracts (10.4 × final concentration), including WWTP effluents, induced significant endocrine effects that were not detected in aqueous samples (0.63 × final concentration), such as estrogenic, (anti-)androgenic and dioxin-like activities. When ranking the SPE methods using multivariate Pareto optimisation an extraction with Telos C18/ENV at pH 7 was most effective in recovering toxicity. At the same time, these extracts were highly cytotoxic masking the endpoint under investigation. Compared to that, extraction at pH 2.5 enriched less cytotoxicity. In summary, our study demonstrates that sample preparation and extraction critically affect the outcome of bioassays when assessing the toxicity of water samples. Depending on the water matrix and the bioassay, these methods need to be optimised to accurately assess water quality.

Description: As data processing evolves towards large scale, distributed platforms, the network will necessarily play a substantial role in achieving efficiency and performance. Increasingly, switches, network cards, and protocols are becoming more flexible while programmability at all levels (aka, software defined networks) opens up many possibilities to tailor the network to data processing applications and to push processing down to the network elements. In this paper, we propose DPI, an interface providing a set of simple yet powerful abstractions flexible enough to exploit features of modern networks (e.g., RDMA or in-network processing) suitable for data processing. Mirroring the concept behind the Message Passing Interface (MPI) used extensively in high-performance computing, DPI is an interface definition rather than an implementation so as to be able to bridge different networking technologies and to evolve with them. In the paper we motivate and discuss key primitives of the interface and present a number of use cases that show the potential of DPI for data-intensive applications, such as analytic engines and distributed database systems.

Description: Many real-world processes can naturally be modeled as systems of interacting agents. However, the long-term simulation of such agent-based models is often intractable when the system becomes too large. In this paper, starting from a stochastic spatio-temporal agent-based model (ABM), we present a reduced model in terms of stochastic PDEs that describes the evolution of agent number densities for large populations. We discuss the algorithmic details of both approaches; regarding the SPDE model, we apply Finite Element discretization in space which not only ensures efficient simulation but also serves as a regularization of the SPDE. Illustrative examples for the spreading of an innovation among agents are given and used for comparing ABM and SPDE models.

Description: General solutions of state machine replication have to ensure that all replicas apply the same commands in the same order, even in the presence of failures. Such strict ordering incurs high synchronization costs due to the use of distributed consensus or a leader. This paper presents a protocol for linearizable state machine replication of conflict-free replicated data types (CRDTs) that neither requires consensus nor a leader. By leveraging the properties of state-based CRDTs—in particular the monotonic growth of a join semilattice—synchronization overhead is greatly reduced. In addition, updates just need a single round trip and modify the state ‘in-place’ without the need for a log. Furthermore, the message size overhead for coordination consists of a single counter per message. While reads in the presence of concurrent updates are not wait-free without a coordinator, we show that more than 97 % of reads can be handled in one or two round trips under highly concurrent accesses. Our protocol achieves high throughput without auxiliary processes such as command log management or leader election. It is well suited for all practical scenarios that need linearizable access on CRDT data on a fine-granular scale.

Description: In this paper, we consider the Cyclic Crew Rostering Problem with Fairness Requirements (CCRP-FR). In this problem, attractive cyclic rosters have to be constructed for groups of employees, considering multiple, a priori determined, fairness levels. The attractiveness follows from the structure of the rosters (e.g., sufficient rest times and variation in work), whereas fairness is based on the work allocation among the different roster groups. We propose a three-phase heuristic for the CCRP-FR, which combines the strength of column generation techniques with a large-scale neighborhood search algorithm. The design of the heuristic assures that good solutions for all fairness levels are obtained quickly, and can still be further improved if additional running time is available. We evaluate the performance of the algorithm using real-world data from Netherlands Railways, and show that the heuristic finds close to optimal solutions for many of the considered instances. In particular, we show that the heuristic is able to quickly find major improvements upon the current sequential practice: For most instances, the heuristic is able to increase the attractiveness by at least 20% in just a few minutes.

Description: Cycle inequalities play an important role in the polyhedral study of the periodic timetabling problem in public transport. We give the first pseudo-polynomial time separation algorithm for cycle inequalities, and we contribute a rigorous proof for the pseudo-polynomial time separability of the change-cycle inequalities. Moreover, we provide several NP-completeness results, indicating that pseudo-polynomial time is best possible. The efficiency of these cutting planes is demonstrated on real-world instances of the periodic timetabling problem.

Description: Electrospray ionization-ion mobility spectrometry was employed for the determination of collision cross sections (CCS) of 25 synthetically produced peptides in the mass range between 540–3310 Da. The experimental measurement of the CCS is complemented by their calculation applying two different methods. One prediction method is the intrinsic size parameter (ISP) method developed by the Clemmer group. The second new method is based on the evaluation of molecular dynamics (MD) simulation trajectories as a whole, resulting in a single, averaged collision cross-section value for a given peptide in the gas phase. A high temperature MD simulation is run in order to scan through the whole conformational space. The lower temperature conformational distribution is obtained through thermodynamic reweighting. In the first part, various correlations, e.g. CCS vs. mass and inverse mobility vs. m/z correlations, are presented. Differences in CCS between peptides are also discussed in terms of their respective mass and m/z differences, as well as their respective structures. In the second part, measured and calculated CCS are compared. The agreement between the prediction results and the experimental values is in the same range for both calculation methods. While the calculation effort of the ISP method is much lower, the MD method comprises several tools providing deeper insights into the conformations of peptides. Advantages and limitations of both methods are discussed. Based on the separation of two pairs of linear and cyclic peptides of virtually the same mass, the influence of the structure on the cross sections is discussed. The shift in cross section differences and peak shape after transition from the linear to the cyclic peptide can be well understood by applying different MD tools, e.g. the root-mean-square deviation (RMSD) and the root mean square fluctuation (RMSF).

Description: Muscle fibre cross sectional area (CSA) is an important biomedical measure used to determine the structural composition of skeletal muscle, and it is relevant for tackling research questions in many different fields of research. To date, time consuming and tedious manual delineation of muscle fibres is often used to determine the CSA. Few methods are able to automatically detect muscle fibres in muscle fibre cross sections to quantify CSA due to challenges posed by variation of bright- ness and noise in the staining images. In this paper, we introduce SLCV, a robust semi-automatic pipeline for muscle fibre detection, which combines supervised learning (SL) with computer vision (CV). SLCV is adaptable to different staining methods and is quickly and intuitively tunable by the user. We are the first to perform an error analysis with respect to cell count and area, based on which we compare SLCV to the best purely CV-based pipeline in order to identify the contribution of SL and CV steps to muscle fibre detection. Our results obtained on 27 fluorescence-stained cross sectional images of varying staining quality suggest that combining SL and CV performs signifi- cantly better than both SL based and CV based methods with regards to both the cell separation- and the area reconstruction error. Furthermore, applying SLCV to our test set images yielded fibre detection results of very high quality, with average sensitivity values of 0.93 or higher on different cluster sizes and an average Dice Similarity Coefficient (DSC) of 0.9778.

Description: We show that the A-optimal design optimization problem over m design points in R^n is equivalent to minimizing a quadratic function plus a group lasso sparsity inducing term over n x m real matrices. This observation allows to describe several new algorithms for A-optimal design based on splitting and block coordinate decomposition. These techniques are well known and proved powerful to treat large scale problems in machine learning and signal processing communities. The proposed algorithms come with rigorous convergence guarantees and convergence rate estimate stemming from the optimization literature. Performances are illustrated on synthetic benchmarks and compared to existing methods for solving the optimal design problem.

Description: Linear programming is a foundational tool for many aspects of integer and combinatorial optimization. This work studies the complexity of solving linear programs exactly over the rational numbers through use of an oracle capable of returning limited-precision LP solutions. It is shown that a polynomial number of calls to such an oracle and a polynomial number of bit operations, is sufficient to compute an exact solution to an LP. Previous work has often considered oracles that provide solutions of an arbitrary specified precision. While this leads to polynomial-time algorithms, the level of precision required is often unrealistic for practical computation. In contrast, our work provides a foundation for understanding and analyzing the behavior of the methods that are currently most effective in practice for solving LPs exactly.

Description: Recently, Kronqvist et al. (2016) rediscovered the supporting hyperplane algorithm of Veinott (1967) and demonstrated its computational benefits for solving convex mixed-integer nonlinear programs. In this paper we derive the algorithm from a geometric point of view. This enables us to show that the supporting hyperplane algorithm is equivalent to Kelley's cutting plane algorithm applied to a particular reformulation of the problem. As a result, we extend the applicability of the supporting hyperplane algorithm to convex problems represented by general, not necessarily convex, differentiable functions that satisfy a mild condition.

Description: Since railway companies have to apply for long-term public contracts to operate railway lines in public tenders, the question how they can estimate the operating cost for long-term periods adequately arises naturally. We consider a rolling stock rotation problem for a time period of ten years, which is based on a real world instance provided by an industry partner. We use a two stage approach for the cost estimation of the required rolling stock. In the first stage, we determine a weekly rotation plan. In the second stage, we roll out this weekly rotation plan for a longer time period and incorporate scheduled maintenance treatments. We present a heuristic approach and a mixed integer programming model to implement the process of the second stage. Finally, we discuss computational results for a real world tendering scenario.

Description: In the planning process of public transportation companies, designing the timetable is among the core planning steps. In particular in the case of periodic (or cyclic) services, the Periodic Event Scheduling Problem (PESP) is well-established to compute high-quality periodic timetables. We are considering algorithms for computing good solutions for the very basic PESP with no additional extra features as add-ons. The first of these algorithms generalizes several primal heuristics that had been proposed in the past, such as single-node cuts and the modulo network simplex algorithm. We consider partitions of the graph, and identify so-called delay cuts as a structure that allows to generalize several previous heuristics. In particular, when no more improving delay cut can be found, we already know that the other heuristics could not improve either. The second of these algorithms turns a strategy, that had been discussed in the past, upside-down: Instead of gluing together the network line-by-line in a bottom-up way, we develop a divide-and-conquer-like top-down approach to separate the initial problem into two easier subproblems such that the information loss along their cutset edges is as small as possible. We are aware that there may be PESP instances that do not fit well the separator setting. Yet, on the RxLy-instances of PESPlib in our experimental computations, we come up with good primal solutions and dual bounds. In particular, on the largest instance (R4L4), this new separator approach, which applies a state-of-the-art solver as subroutine, is able to come up with better dual bounds than purely applying this state-of-the-art solver in the very same time.

Description: In this paper we introduce a technique to produce tighter cutting planes for mixed-integer non-linear programs. Usually, a cutting plane is generated to cut off a specific infeasible point. The underlying idea is to use the infeasible point to restrict the feasible region in order to obtain a tighter domain. To ensure validity, we require that every valid cut separating the infeasible point from the restricted feasible region is still valid for the original feasible region. We translate this requirement in terms of the separation problem and the reverse polar. In particular, if the reverse polar of the restricted feasible region is the same as the reverse polar of the feasible region, then any cut valid for the restricted feasible region that \emph{separates} the infeasible point, is valid for the feasible region. We show that the reverse polar of the \emph{visible points} of the feasible region from the infeasible point coincides with the reverse polar of the feasible region. In the special where the feasible region is described by a single non-convex constraint intersected with a convex set we provide a characterization of the visible points. Furthermore, when the non-convex constraint is quadratic the characterization is particularly simple. We also provide an extended formulation for a relaxation of the visible points when the non-convex constraint is a general polynomial. Finally, we give some conditions under which for a given set there is an inclusion-wise smallest set, in some predefined family of sets, whose reverse polars coincide.

Description: Learned clauses minimization (LCM) let to performance improvements of modern SAT solvers especially in solving hard SAT instances. Despite the success of LCM approaches in sequential solvers, they are not widely incorporated in parallel SAT solvers. In this paper we explore the potential of LCM for parallel SAT solvers by defining multiple LCM approaches based on clause vivification, comparing their runtime in different SAT solvers and discussing reasons for performance gains and losses. Results show that LCM only boosts performance of parallel SAT solvers on a fraction of SAT instances. More commonly applying LCM decreases performance. Only certain LCM approaches are able to improve the overall performance of parallel SAT solvers.

Description: We present a novel framework to mathematically describe the fare systems of local public transit companies. The model allows the computation of a provably cheapest itinerary even if prices depend on a number of parameters and non-linear conditions. Our approach is based on a ticket graph model to represent tickets and their relation to each other. Transitions between tickets are modeled via transition functions over partially ordered monoids and a set of symbols representing special properties of fares (e.g. surcharges). Shortest path algorithms rely on the subpath optimality property. This property is usually lost when dealing with complicated fare systems. We restore it by relaxing domination rules for tickets depending on the structure of the ticket graph. An exemplary model for the fare system of Mitteldeutsche Verkehrsbetriebe (MDV) is provided. By integrating our framework in the multi-criteria RAPTOR algorithm we provide a price-sensitive algorithm for the earliest arrival problem and assess its performance on data obtained from MDV. We discuss three preprocessing techniques that improve run times enough to make the algorithm applicable for real-time queries.

Description: Since the elimination algorithm of Fourier and Motzkin, many different methods have been developed for solving linear programs. When analyzing the time complexity of LP algorithms, it is typically either assumed that calculations are performed exactly and bounds are derived on the number of elementary arithmetic operations necessary, or the cost of all arithmetic operations is considered through a bit-complexity analysis. Yet in practice, implementations typically use limited-precision arithmetic. In this paper we introduce the idea of a limited-precision LP oracle and study how such an oracle could be used within a larger framework to compute exact precision solutions to LPs. Under mild assumptions, it is shown that a polynomial number of calls to such an oracle and a polynomial number of bit operations, is sufficient to compute an exact solution to an LP. This work provides a foundation for understanding and analyzing the behavior of the methods that are currently most effective in practice for solving LPs exactly.

Description: Since the elimination algorithm of Fourier and Motzkin, many different methods have been developed for solving linear programs. When analyzing the time complexity of LP algorithms, it is typically either assumed that calculations are performed exactly and bounds are derived on the number of elementary arithmetic operations necessary, or the cost of all arithmetic operations is considered through a bit-complexity analysis. Yet in practice, implementations typically use limited-precision arithmetic. In this paper we introduce the idea of a limited-precision LP oracle and study how such an oracle could be used within a larger framework to compute exact precision solutions to LPs. Under mild assumptions, it is shown that a polynomial number of calls to such an oracle and a polynomial number of bit operations, is sufficient to compute an exact solution to an LP. This work provides a foundation for understanding and analyzing the behavior of the methods that are currently most effective in practice for solving LPs exactly.

Description: For providing railway services the company's railway rolling stock is one if not the most important ingredient. It decides about the number of passenger or cargo trips the company can offer, about the quality a passenger experiences the train ride and it is often related to the image of the company itself. Thus, it is highly desired to have the available rolling stock in the best shape possible. Moreover, in many countries, as Germany where our industrial partner DB Fernverkehr AG (DBF) is located, laws enforce regular vehicle inspections to ensure the safety of the passengers. This leads to rolling stock optimization problems with complex rules for vehicle maintenance. This problem is well studied in the literature for example see [Maróti and Kroon, 2005; Gábor Maróti and Leo G. Kroon, 2007], or [Cordeau et al., 2001] for applications including vehicle maintenance. The contribution of this paper is a new algorithmic approach to solve the Rolling Stock Rotation Problem for the ICE high speed train fleet of DBF with included vehicle maintenance. It is based on a relaxation of a mixed integer linear programming model with an iterative cut generation to enforce the feasibility of a solution of the relaxation in the solution space of the original problem. The resulting mixed integer linear programming model is based on a hypergraph approach presented in [Ralf Borndörfer et al., 2015]. The new approach is tested on real world instances modeling different scenarios for the ICE high speed train network in Germany and compared to the approaches of [Reuther, 2017] that are in operation at DB Fernverkehr AG. The approach shows a significant reduction of the run time to produce solutions with comparable or even better objective function values.

Description: In addition to the conventional Isothermal Titration Calorimetry (ITC), kinetic ITC (kinITC) not only gains thermodynamic information, but also kinetic data from a biochemical binding process. Moreover, kinITC gives insights into reactions consisting of two separate kinetic steps, such as protein folding or sequential binding processes. The ITC method alone cannot deliver kinetic parameters, especially not for multivalent bindings. This paper describes how to solve the problem using kinITC and an invariant subspace projection. The algorithm is tested for multivalent systems with different valencies.

Description: The non-selective activation of central and peripheral opioid receptors is a major shortcoming of currently available opioids. Targeting peripheral opioid receptors is a promising strategy to preclude side effects. Recently, we showed that fentanyl-derived μ-opioid receptor (MOR) agonists with reduced acid dissociation constants (pKa) due to introducing single fluorine atoms produced injury-restricted antinociception in rat models of inflammatory, postoperative and neuropathic pain. Here, we report that a new double-fluorinated compound (FF6) and fentanyl show similar pKa, MOR affinity and [35S]-GTPγS binding at low and physiological pH values. In vivo, FF6 produced antinociception in injured and non-injured tissue, and induced sedation and constipation. The comparison of several fentanyl derivatives revealed a correlation between pKa values and pH-dependent MOR activation, antinociception and side effects. An opioid ligand's pKa value may be used as discriminating factor to design safer analgesics.

Description: Two-dimensional electronic spectra (2DES) provide unique ways to track the energy transfer dynamics in light-harvesting complexes. The interpretation of the peaks and structures found in experimentally recorded 2DES is often not straightforward, since several processes are imaged simultaneously. The choice of specific pulse polarization sequences helps to disentangle the sometimes convoluted spectra, but brings along other disturbances. We show by detailed theoretical calculations how 2DES of the Fenna-Matthews-Olson complex are affected by rotational and conformational disorder of the chromophores.

Description: Based on experimental drug concentration profiles in healthy as well as tape-stripped ex vivo human skin, we model the penetration of the antiinflammatory drug dexamethasone into the skin layers by the one-dimensional generalized diffusion equation. We estimate the position-dependent free-energy and diffusivity profiles by solving the conjugated minimization problem, in which the only inputs are concentration profiles of dexamethasone in skin at three consecutive penetration times. The resulting free-energy profiles for damaged and healthy skin show only minor differences. In contrast, the drug diffusivity in the first 10 μm of the upper skin layer of damaged skin is 200-fold increased compared to healthy skin, which reflects the corrupted barrier function of tape-stripped skin. For the case of healthy skin, we examine the robustness of our method by analyzing the behavior of the extracted skin parameters when the number of input and output parameters are reduced. We also discuss techniques for the regularization of our parameter extraction method.

Description: A colloidal particle is driven across a temporally oscillating one-dimensional optical potential energy landscape and its particle motion is analysed. Different modes of dynamic mode locking are observed and are confirmed with the use of phase portraits. The effect of the oscillation frequency on the mode locked step width is addressed and the results are discussed in light of a high-frequency theory and compared to simulations. Furthermore, the influence of the coupling between the particle and the optical landscape on mode locking is probed by increasing the maximum depth of the optical landscape. Stronger coupling is seen to increase the width of mode locked steps. Finally, transport across the temporally oscillating landscape is studied by measuring the effective diffusion coefficient of a mobile particle, which is seen to be highly sensitive to the driving velocity and mode locking.

Description: The reaction counts chemical master equation (CME) is a high-dimensional variant of the classical population counts CME. In the reaction counts CME setting, we count the reactions which have fired over time rather than monitoring the population state over time. Since a reaction either fires or not, the reaction counts CME transitions are only forward stepping. Typically there are more reactions in a system than species, this results in the reaction counts CME being higher in dimension, but simpler in dynamics. In this work, we revisit the reaction counts CME framework and its key theoretical results. Then we will extend the theory by exploiting the reactions counts’ forward stepping feature, by decomposing the state space into independent continuous-time Markov chains (CTMC). We extend the reaction counts CME theory to derive analytical forms and estimates for the CTMC decomposition of the CME. This new theory gives new insights into solving hitting times-, rare events-, and a priori domain construction problems.

Description: This paper focuses on a special case of vehicle routing problem where perishable goods are considered. Deliveries have to be performed until a due date date, which may vary for different products. Storing products is prohibited. Since late deliveries have a direct impact on the revenues for these products, a precise demand prediction is important. In our practical case the product demands and vehicle driving times for the product delivery are dependent on weather conditions, i.e., temperatures, wind, and precipitation. In this paper the definition and a solution approach to the Vehicle Routing Problem with Perishable Goods is presented. The approach includes a procedure how historical weather data is used to predict demands and driving times. Its run time and solution quality is evaluated on different data sets given by the MOPTA Competition 2018.

Description: The intersection cut paradigm is a powerful framework that facilitates the generation of valid linear inequalities, or cutting planes, for a potentially complex set S. The key ingredients in this construction are a simplicial conic relaxation of S and an S-free set: a convex zone whose interior does not intersect S. Ideally, such S-free set would be maximal inclusion-wise, as it would generate a deeper cutting plane. However, maximality can be a challenging goal in general. In this work, we show how to construct maximal S-free sets when S is defined as a general quadratic inequality. Our maximal S-free sets are such that efficient separation of a vertex in LP-based approaches to quadratically constrained problems is guaranteed. To the best of our knowledge, this work is the first to provide maximal quadratic-free sets.

Description: We study the Flight Planning Problem for a single aircraft, where we look for a minimum cost path in the airway network, a directed graph. Arc evaluation, such as weather computation, is computationally expensive due to non-linear functions, but required for exactness. We propose several pruning methods to thin out the search space for Dijkstra's algorithm before the query commences. We do so by using innate problem characteristics such as an aircraft's tank capacity, lower and upper bounds on the total costs, and in particular, we present a method to reduce the search space even in the presence of regional crossing costs. We test all pruning methods on real-world instances, and show that incorporating crossing costs into the pruning process can reduce the number of nodes by 90\% in our setting.

Description: Cometary activity affects the orbital motion and rotation state due to sublimation induced forces. The availability of precise rotation-axis orientation and position data from the Rosetta mission allows one to accurately determine the outgassing of comet Churyumov-Gerasimenko/67P (67P). We derive the observed non-gravitational acceleration of 67P directly from the Rosetta spacecraft trajectory. From the non-gravitational acceleration we recover the diurnal outgassing variations and study a possible delay of the sublimation response with respect to the peak solar illumination. This allows us to compare the non-gravitational acceleration of 67P with expectations based on empirical models and common assumptions about the sublimation process. We use an iterative orbit refinement and Fourier decomposition of the diurnal activity to derive the outgassing induced non-gravitational acceleration. The uncertainties of the data reduction are established by a sensitivity analysis of an ensemble of best-fit orbits for comet 67P. We find that the Marsden non-gravitational acceleration parameters reproduce part of the non-gravitational acceleration but need to be augmented by an analysis of the nucleus geometry and surface illumination to draw conclusions about the sublimation process on the surface. The non-gravitational acceleration follows closely the subsolar latitude (seasonal illumination), with a small lag angle with respect to local noon around perihelion. The observed minor changes of the rotation axis do not favor forced precession models for the non-gravitational acceleration. In contrast to the sublimation induced torques, the non-gravitational acceleration does not put strong constraints on localized active areas on the nucleus. We find a close agreement of the orbit deduced non-gravitational acceleration and the water production independently derived from Rosetta in-situ measurement.

Description: Over forty years ago average-case error was proposed in the applied mathematics literature as an alternative criterion with which to assess numerical methods. In contrast to worst-case error, this criterion relies on the construction of a probability measure over candidate numerical tasks, and numerical methods are assessed based on their average performance over those tasks with respect to the measure. This paper goes further and establishes Bayesian probabilistic numerical methods as solutions to certain inverse problems based upon the numerical task within the Bayesian framework. This allows us to establish general conditions under which Bayesian probabilistic numerical methods are well defined, encompassing both the non-linear and non-Gaussian context. For general computation, a numerical approximation scheme is proposed and its asymptotic convergence established. The theoretical development is extended to pipelines of computation, wherein probabilistic numerical methods are composed to solve more challenging numerical tasks. The contribution highlights an important research frontier at the interface of numerical analysis and uncertainty quantification, and a challenging industrial application is presented.

Description: Two-dimensional electronic spectroscopy has become one of the main experimental tools for analyzing the dynamics of excitonic energy transfer in large molecular complexes. Simplified theoretical models are usually employed to extract model parameters from the experimental spectral data. Here we show that computationally expensive but exact theoretical methods encoded into a neural network can be used to extract model parameters and infer structural information such as dipole orientation from two dimensional electronic spectra (2DES) or reversely, to produce 2DES from model parameters. We propose to use machine learning as a tool to predict unknown parameters in the models underlying recorded spectra and as a way to encode computationally expensive numerical methods into efficient prediction tools. We showcase the use of a trained neural network to efficiently compute disordered averaged spectra and demonstrate that disorder averaging has non-trivial effects for polarization controlled 2DES.

Description: In many railway undertakings a railway timetable is offered that is valid for a longer period of time. At DB Fernverkehr AG, one of our industrial partners, this results in a summer and a winter timetable. For both of these timetables rotation plans, i.e., a detailed plan of railway vehicle movements is constructed as a template for this period. Sometimes there are be periods where you know for sure that vehicle capacities are not sufficient to cover all trips of the timetable or to transport all passenger of the trips. Reasons for that could be a heavy increase of passenger flow, a heavy decrease of vehicle availability, impacts from nature, or even strikes of some employees. In such events the rolling stock rotations have to be adapted. Optimization methods are particularly valuable in such situations in order to maintain a best possible level of service or to maximize the expected revenue using the resources that are still available. In most cases found in the literature, a rescheduling based on a timetable update is done, followed by the construction of new rotations that reward the recovery of parts of the obsolete rotations. We consider a different, novel, and more integrated approach. The idea is to guide the cancellation of the trips or reconfiguration of the vehicle composition used to operate a trip of the timetable by the rotation planning process, which is based on the mixed integer programming approach presented in Reuther (2017). The goal is to minimize the operating costs while cancelling or operating a trip with an insufficient vehicle configuration in sense of passenger capacities inflicts opportunity costs and loss of revenue, which are based on an estimation of the expected number of passengers. The performance of the algorithms presented in two case studies, including real world scenarios from DB Fernverkehr AG and a railway operator in North America.

Description: This article attempts to place the emergence of probabilistic numerics as a mathematical-statistical research field within its historical context and to explore how its gradual development can be related to modern formal treatments and applications. We highlight in particular the parallel contributions of Sul'din and Larkin in the 1960s and how their pioneering early ideas have reached a degree of maturity in the intervening period, mediated by paradigms such as average-case analysis and information-based complexity. We provide a subjective assessment of the state of research in probabilistic numerics and highlight some difficulties to be addressed by future works.

Description: Paratuberculosis is a major disease in cattle that severely affects animal welfare and causes huge economic losses worldwide. Development of alternative diagnostic methods is of urgent need to control the disease. Recent studies suggest that long non-coding RNAs (lncRNAs) play a crucial role in regulating immune function and may confer valuable information about the disease. However, their role has not yet been investigated in cattle with respect to infection towards Paratuberculosis. Therefore, we investigated the alteration in genomic expression profiles of mRNA and lncRNA in bovine macrophages in response to Paratuberculosis infection using RNA-Seq. We identified 397 potentially novel lncRNA candidates in macrophages of which 38 were differentially regulated by the infection. A total of 820 coding genes were also significantly altered by the infection. Co-expression analysis of lncRNAs and their neighbouring coding genes suggest regulatory functions of lncRNAs in pathways related to immune response. For example, this included protein coding genes such as TNIP3, TNFAIP3 and NF-κB2 that play a role in NF-κB2 signalling, a pathway associated with immune response. This study advances our understanding of lncRNA roles during Paratuberculosis infection.

Description: 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.

Description: The NEC SX-Aurora TSUBASA is a new generation of vector processing architectures that combines a standard Intel Xeon host with the newly developed NEC Vector Engine co-processor cards. One way to use these co-processors is offloading suitable parts of the program from the host to the Vector Engines. Currently, the only vendor-provided offloading solutions are the low-level Vector Engine Offloading (VEO) library, and a builtin reverse-offloading mechanism named VHcall. In this work, we extend the portable Heterogeneous Active Messages (HAM) based HAM-Offload framework with support for the NEC SX-Aurora TSUBASA. Therefore, we design, implement, and evaluate two messaging protocols aimed at minimising offloading cost. This sheds some light on how to achieve fast communication between host CPU and the Vector Engines of the NEC SX-Aurora TSUBASA. Compared with VEO, the DMA-based protocol reduces offloading overhead by a factor of 13×. The resulting framework enables users to write portable offload applications with low overhead, that do neither require a language extension like OpenMP, nor a special language like OpenCL. Existing HAM-Offload applications are now ready to run on the NEC SX-Aurora TSUBASA.

Description: Planning rolling stock movements in industrial passenger railway applications isa long-term process based on timetables which are also often valid for long periods of time. For these timetables and rotation plans, i.e., plans of railway vehicle movements are constructed as templates for these periods. During operation the rotation plans are affected by all kinds of unplanned events. An unusal example for that is the collapse of a tunnel ceiling near Rastatt in southern Germany due to construction works related to the renewal of the central station in Stuttgart. As a result the main railway connection between Stuttgart and Frankfurt am Main, located on top of the tunnel, had to be closed from August 12th to October 2nd 2017. This had a major impact on the railway network in southern Germany. Hence, all rotation plans and train schedules for both passenger and cargo traffic had to be revised. In this paper we focus on a case study for this situation and compute new rotation plans via mixed integer programming for the ICE high speed fleet of DB Fernverkehr AG one of the largest passenger railway companies in Europe. In our approach we take care of some side constraints to ensure a smooth continuation of the rotation plans after the disruption has ended.

Description: A railway operator creates (rolling stock) rotations in order to have a precise master plan for the operation of a timetable by railway vehicles. A rotation is considered as a cycle that multiply traverses a set of operational days while covering trips of the timetable. As it is well known, the proper creation of rolling stock rotations by, e.g., optimization algorithms is challenging and still a topical research subject. Nevertheless, we study a completely different but strongly related question in this paper, i.e.: How to visualize a rotation? For this purpose, we introduce a basic handout concept, which directly leads to the visualization, i.e., handout of a rotation. In our industrial application at DB Fernverkehr AG, the handout is exactly as important as the rotation itself. Moreover, it turns out that also other European railway operators use exactly the same methodology (but not terminology). Since a rotation can have many handouts of different quality, we show how to compute optimal ones through an integer program (IP) by standard software. In addition, a construction as well as an improvement heuristic are presented. Our computational results show that the heuristics are a very reliable standalone approach to quickly find near-optimal and even optimal handouts. The efficiency of the heuristics is shown via a computational comparison to the IP approach.

Description: Planning rolling stock movements in industrial passenger railway applications isa long-term process based on timetables which are also often valid for long periods of time. For these timetables and rotation plans, i.e., plans of railway vehicle movements are constructed as templates for these periods. During operation the rotation plans are affected by all kinds of unplanned events. An unusal example for that is the collapse of a tunnel ceiling near Rastatt in southern Germany due to construction works related to the renewal of the central station in Stuttgart. As a result the main railway connection between Stuttgart and Frankfurt am Main, located on top of the tunnel, had to be closed from August 12th to October 2nd 2017. This had a major impact on the railway network in southern Germany. Hence, all rotation plans and train schedules for both passenger and cargo traffic had to be revised. In this paper we focus on a case study for this situation and compute new rotation plans via mixed integer programming for the ICE high speed fleet of DB Fernverkehr AG one of the largest passenger railway companies in Europe. In our approach we take care of some side constraints to ensure a smooth continuation of the rotation plans after the disruption has ended.

Description: In linear optimization, matrix structure can often be exploited algorithmically. However, beneficial presolving reductions sometimes destroy the special structure of a given problem. In this article, we discuss structure-aware implementations of presolving as part of a parallel interior-point method to solve linear programs with block-diagonal structure, including both linking variables and linking constraints. While presolving reductions are often mathematically simple, their implementation in a high-performance computing environment is a complex endeavor. We report results on impact, performance, and scalability of the resulting presolving routines on real-world energy system models with up to 700 million nonzero entries in the constraint matrix.

Description: Understanding the pathophysiological processes of osteoarthritis (OA) require adequate model systems. Although different in vitro or in vivo models have been described, further comprehensive approaches are needed to study specific parts of the disease. This study aimed to combine in vitro and in silico modeling to describe cellular and matrix-related changes during the early phase of OA. We developed an in vitro OA model based on scaffold-free cartilage-like constructs (SFCCs), which was mathematically modeled using a partial differential equation (PDE) system to resemble the processes during the onset of OA. SFCCs were produced from mesenchymal stromal cells and analyzed weekly by histology and qPCR to characterize the cellular and matrix-related composition. To simulate the early phase of OA, SFCCs were treated with interleukin-1β (IL-1β), tumor necrosis factor α (TNFα) and examined after 3 weeks or cultivated another 3 weeks without inflammatory cytokines to validate the regeneration potential. Mathematical modeling was performed in parallel to the in vitro experiments. SFCCs expressed cartilage-specific markers, and after stimulation an increased expression of inflammatory markers, matrix degrading enzymes, a loss of collagen II (Col-2) and a reduced cell density was observed which could be partially reversed by retraction of stimulation. Based on the PDEs, the distribution processes within the SFCCs, including those of IL-1β, Col-2 degradation and cell number reduction was simulated. By combining in vitro and in silico methods, we aimed to develop a valid, efficient alternative approach to examine and predict disease progression and new therapeutic strategies.

Description: We introduce a concurrent solver for the periodic event scheduling problem (PESP). It combines mixed integer programming techniques, the modulo network simplex method, satisfiability approaches, and a new heuristic based on maximum cuts. Running these components in parallel speeds up the overall solution process. This enables us to significantly improve the current upper and lower bounds for all benchmark instances of the library PESPlib.

Description: In the planning process of public transportation companies, designing the timetable is among the core planning steps. In particular in the case of periodic (or cyclic) services, the Periodic Event Scheduling Problem (PESP) is well-established to compute high-quality periodic timetables. We are considering algorithms for computing good solutions for the very basic PESP with no additional extra features as add-ons. The first of these algorithms generalizes several primal heuristics that had been proposed in the past, such as single-node cuts and the modulo network simplex algorithm. We consider partitions of the graph, and identify so-called delay cuts as a structure that allows to generalize several previous heuristics. In particular, when no more improving delay cut can be found, we already know that the other heuristics could not improve either. The second of these algorithms turns a strategy, that had been discussed in the past, upside-down: Instead of gluing together the network line-by-line in a bottom-up way, we develop a divide-and-conquer-like top-down approach to separate the initial problem into two easier subproblems such that the information loss along their cutset edges is as small as possible. We are aware that there may be PESP instances that do not fit well the separator setting. Yet, on the RxLy-instances of PESPlib in our experimental computations, we come up with good primal solutions and dual bounds. In particular, on the largest instance (R4L4), this new separator approach, which applies a state-of-the-art solver as subroutine, is able to come up with better dual bounds than purely applying this state-of-the-art solver in the very same time.

Description: To solve optimization problems with parabolic PDE constraints, often methods working on the reduced objective functional are used. They are computationally expensive due to the necessity of solving both the state equation and a backward-in-time adjoint equation to evaluate the reduced gradient in each iteration of the optimization method. In this study, we investigate the use of the parallel-in-time method PFASST in the setting of PDE-constrained optimization. In order to develop an efficient fully time-parallel algorithm, we discuss different options for applying PFASST to adjoint gradient computation, including the possibility of doing PFASST iterations on both the state and the adjoint equations simultaneously. We also explore the additional gains in efficiency from reusing information from previous optimization iterations when solving each equation. Numerical results for both a linear and a nonlinear reaction-diffusion optimal control problem demonstrate the parallel speedup and efficiency of different approaches.

Description: The most important ingredient for solving mixed-integer nonlinear programs (MINLPs) to global epsilon-optimality with spatial branch and bound is a tight, computationally tractable relaxation. Due to both theoretical and practical considerations, relaxations of MINLPs are usually required to be convex. Nonetheless, current optimization solver can often successfully handle a moderate presence of nonconvexities, which opens the door for the use of potentially tighter nonconvex relaxations. In this work, we exploit this fact and make use of a nonconvex relaxation obtained via aggregation of constraints: a surrogate relaxation. These relaxations were actively studied for linear integer programs in the 70s and 80s, but they have been scarcely considered since. We revisit these relaxations in an MINLP setting and show the computational benefits and challenges they can have. Additionally, we study a generalization of such relaxation that allows for multiple aggregations simultaneously and present the first algorithm that is capable of computing the best set of aggregations. We propose a multitude of computational enhancements for improving its practical performance and evaluate the algorithm’s ability to generate strong dual bounds through extensive computational experiments.

Description: Solvers for partial differential equations (PDEs) are one of the cornerstones of computational science. For large problems, they involve huge amounts of data that need to be stored and transmitted on all levels of the memory hierarchy. Often, bandwidth is the limiting factor due to the relatively small arithmetic intensity, and increasingly due to the growing disparity between computing power and bandwidth. Consequently, data compression techniques have been investigated and tailored towards the specific requirements of PDE solvers over the recent decades. This paper surveys data compression challenges and discusses examples of corresponding solution approaches for PDE problems, covering all levels of the memory hierarchy from mass storage up to the main memory. We illustrate concepts for particular methods, with examples, and give references to alternatives.

Description: We present a theoretical framework to understand the collective dynamics of an ensemble of electrophoretically driven colloidal particles that are forced to assemble around a single topological defect in a nematic liquid crystal by an alternating current electric field. Our generic model combines phoretic propulsion with electrostatic interactions and liquid-crystal-mediated hydrodynamics, which are effectively cast into a long-range interparticle repulsion, while nematic elasticity plays a subdominant role. Simulations based on this model fully capture the collective organization process observed in the experiments and other striking effects as the emergence of conformal ordering and a nearly frequency-independent repulsive interaction above 10Hz. Our results demonstrate the importance of hydrodynamic interactions on the assembly of driven microscale matter in anisotropic media.

Description: The modeling flexibility and the optimality guarantees provided by mixed-integer programming greatly aid the design of robust and future-proof decision support systems. The complexity of industrial-scale supply chain optimization, however, often poses limits to the application of general mixed-integer programming solvers. In this paper we describe algorithmic innovations that help to ensure that MIP solver performance matches the complexity of the large supply chain problems and tight time limits encountered in practice. Our computational evaluation is based on a diverse set, modeling real-world scenarios supplied by our industry partner SAP.