Bibliothek

Beschreibung: While graph covering is a fundamental and well-studied problem, this field lacks a broad and unified literature review. The holistic overview of graph covering given in this article attempts to close this gap. The focus lies on a characterization and classification of the different problems discussed in the literature. In addition, notable results and common approaches are also included. Whenever appropriate, this review extends to the corresponding partitioning problems.

Beschreibung: We present an optimization model which is capable of routing and ordering trains on a microscopic level under a moving block regime. Based on a general timetabling definition (GTTP) that allows the plug in of arbitrarily detailed methods to compute running and headway times, we describe a layered graph approach using velocity expansion, and develop a mixed integer linear programming formulation. Finally, we present promising results for a German corridor scenario with mixed traffic, indicating that applying branch-and-cut to our model is able to solve reasonably sized instances with up to hundred trains to optimality.

Beschreibung: We propose a new mixed integer programming based heuristic for computing new benchmark primal solutions for instances of the PESPlib. The PESPlib is a collection of instances for the Periodic Event Scheduling Problem (PESP), comprising periodic timetabling problems inspired by real-world railway timetabling settings, and attracting several international research teams during the last years. We describe two strategies to merge a set of good periodic timetables. These make use of the instance structure and minimum weight cycle bases, finally leading to restricted mixed integer programming formulations with tighter variable bounds. Implementing this timetable merging approach in a concurrent solver, we improve the objective values of the best known solutions for the smallest and largest PESPlib instances by 1.7 and 4.3 percent, respectively.

Beschreibung: The Periodic Event Scheduling Problem (PESP) is the standard mathematical tool for optimizing periodic timetabling problems in public transport. A solution to PESP consists of three parts: a periodic timetable, a periodic tension, and integer periodic offset values. While the space of periodic tension has received much attention in the past, we explore geometric properties of the other two components, establishing novel connections between periodic timetabling and discrete geometry. Firstly, we study the space of feasible periodic timetables, and decompose it into polytropes, i.e., polytopes that are convex both classically and in the sense of tropical geometry. We then study this decomposition and use it to outline a new heuristic for PESP, based on the tropical neighbourhood of the polytropes. Secondly, we recognize that the space of fractional cycle offsets is in fact a zonotope. We relate its zonotopal tilings back to the hyperrectangle of fractional periodic tensions and to the tropical neighbourhood of the periodic timetable space. To conclude we also use this new understanding to give tight lower bounds on the minimum width of an integral cycle basis.

Beschreibung: Optimizing the transient control of gas networks is a highly challenging task. The corresponding model incorporates the combinatorial complexity of determining the settings for the many active elements as well as the non-linear and non-convex nature of the physical and technical principles of gas transport. In this paper, we present the latest improvements of our ongoing work to solve this problem for real-world, large-scale problem instances: By adjusting our mixed-integer non-linear programming model regarding the gas compression capabilities in the network, we reflect the technical limits of the underlying units more accurately while maintaining a similar overall model size. In addition, we introduce a new algorithmic approach that is based on splitting the complexity of the problem by first finding assignments for discrete variables and then determining the continuous variables as locally optimal solution of the corresponding non-linear program. For the first task, we design multiple different heuristics based on concepts for general time-expanded optimization problems that find solutions by solving a sequence of sub-problems defined on reduced time horizons. To demonstrate the competitiveness of our approach, we test our algorithm on particularly challenging historic demand scenarios. The results show that high-quality solutions are obtained reliably within short solving times, making the algorithm well-suited to be applied at the core of time-critical industrial applications.

Beschreibung: Public transportation networks are typically operated with a periodic timetable. The periodic event scheduling problem (PESP) is the standard mathematical modeling tool for periodic timetabling. PESP is a computationally very challenging problem: For example, solving the instances of the benchmarking library PESPlib to optimality seems out of reach. Since PESP can be solved in linear time on trees, and the treewidth is a rather small graph parameter in the networks of the PESPlib, it is a natural question to ask whether there are polynomial-time algorithms for input networks of bounded treewidth, or even better, fixed-parameter tractable algorithms. We show that deciding the feasibility of a PESP instance is NP-hard even when the treewidth is 2, the branchwidth is 2, or the carvingwidth is 3. Analogous results hold for the optimization of reduced PESP instances, where the feasibility problem is trivial. Moreover, we show W[1]-hardness of the general feasibility problem with respect to treewidth, which means that we can most likely only accomplish pseudo-polynomial-time algorithms on input networks with bounded tree- or branchwidth. We present two such algorithms based on dynamic programming. We further analyze the parameterized complexity of PESP with bounded cyclomatic number, diameter, or vertex cover number. For event-activity networks with a special—but standard—structure, we give explicit and sharp bounds on the branchwidth in terms of the maximum degree and the carvingwidth of an underlying line network. Finally, we investigate several parameters on the smallest instance of the benchmarking library PESPlib.

Beschreibung: Cut selection is a subroutine used in all modern mixed-integer linear programming solvers with the goal of selecting a subset of generated cuts that induce optimal solver performance. These solvers have millions of parameter combinations, and so are excellent candidates for parameter tuning. Cut selection scoring rules are usually weighted sums of different measurements, where the weights are parameters. We present a parametric family of mixed-integer linear programs together with infinitely many family-wide valid cuts. Some of these cuts can induce integer optimal solutions directly after being applied, while others fail to do so even if an infinite amount are applied. We show for a specific cut selection rule, that any finite grid search of the parameter space will always miss all parameter values, which select integer optimal inducing cuts in an infinite amount of our problems. We propose a variation on the design of existing graph convolutional neural networks, adapting them to learn cut selection rule parameters. We present a reinforcement learning framework for selecting cuts, and train our design using said framework over MIPLIB 2017. Our framework and design show that adaptive cut selection does substantially improve performance over a diverse set of instances, but that finding a single function describing such a rule is difficult. Code for reproducing all experiments is available at https://github.com/Opt-Mucca/Adaptive-Cutsel-MILP.

Beschreibung: Secure energy transport is considered as highly relevant for the basic infrastructure of nowadays society and economy. To satisfy increasing demands and to handle more diverse transport situations, operators of energy networks regularly expand the capacity of their network by building new network elements, known as the expansion planning problem. A key constraint function in expansion planning problems is a nonlinear and nonconvex potential loss function. In order to improve the algorithmic performance of state-of-the-art MINLP solvers, this paper presents an algebraic description for the convex envelope of this function. Through a thorough computational study, we show that this tighter relaxation tremendously improves the performance of the MINLP solver SCIP on a large test set of practically relevant instances for the expansion planning problem. In particular, the results show that our achievements lead to an improvement of the solver performance for a development version by up to 58%.

Beschreibung: It is well known as the Kelvin-Helmholtz instability (KHI) that an interface of tangential velocity discontinuity is necessarily unstable, regardless of the velocity difference's strength. However, the KHI is suppressed for shallow water flows if the Froude number, defined by the ratio of the velocity difference to the gravity wave's speed, is sufficiently large. In this investigation, we examine the effect of the depth difference of two fluid layers on the KHI. The depth difference enhances instability. Given the Froude number in the instability range, the growth rate sensitively depends on the depth ratio and increases monotonically with the depth ratio difference from unity. The critical value of the Froude number for stabilization varies with the depth ratio and attains the minimum value √8 for equal depth. This behavior is verified by asymptotic analysis.

Beschreibung: The European energy system has been through a fundamental transformation since the Paris Agreement to reduce greenhouse gas emissions. The transition involves several energy-generating and consuming sectors emphasizing sector coupling. The increase in the share of renewable energy sources has revealed the need for flexibility in the electri city grid. Thus, holistic planning of pathways towards decarbonized energy systems also involves assessing the gas infrastructure to provide such a flexibility and support for the security of supply. In this paper, we propose a workflow to investigate such optimal energy transition pathways considering sector coupling. This workflow involves an integrated operational analysis of the electricity market, its transmission grid, and the gas grid in high spatio-temporal resolution. In a case study on a pan-European scale between 2020-2050, we show that carbon neutrality can be reached within feasible additional costs and in time. However, the manifestation of the potential pathways strongly depends on political and technological constraints. Sector coupling acts as an enabler of cross-border cooperation to achieve both, decarbonization and security of supply.

Beschreibung: Biological armors derive their mechanical integrity in part from their geometric architectures, often involving tessellations: individual structural elements tiled together to form surface shells. The carapace of boxfish, for example, is comprised of mineralized polygonal plates, called scutes, arranged in a complex geometric pattern and nearly completely encasing the body. In contrast to artificial armors, the boxfish exoskeleton grows with the fish; the relationship between the tessellation and the gross structure of the armor is therefore critical to sustained protection throughout growth. To clarify whether or how the boxfish tessellation is maintained or altered with age, we quantify architectural aspects of the tessellated carapace of the longhorn cowfish Lactoria cornuta through ontogeny (across nearly an order of magnitude in standard length) and in a high-throughput fashion, using high-resolution microCT data and segmentation algorithms to characterize the hundreds of scutes that cover each individual. We show that carapace growth is canalized with little variability across individuals: rather than continually adding scutes to enlarge the carapace surface, the number of scutes is surprisingly constant, with scutes increasing in volume, thickness, and especially width with age. As cowfish and their scutes grow, scutes become comparatively thinner, with the scutes at the edges (weak points in a boxy architecture) being some of the thickest and most reinforced in younger animals and thinning most slowly across ontogeny. In contrast, smaller scutes with more variable curvature were found in the limited areas of more complex topology (e.g. around fin insertions, mouth, and anus). Measurements of Gaussian and mean curvature illustrate that cowfish are essentially tessellated boxes throughout life: predominantly zero curvature surfaces comprised of mostly flat scutes, and with scutes with sharp bends used sparingly to form box edges. Since growth of a curved, tiled surface with a fixed number of tiles would require tile restructuring to accommodate the surface’s changing radius of curvature, our results therefore illustrate a previously unappreciated advantage of the odd boxfish morphology: by having predominantly flat surfaces, it is the box-like body form that in fact permits a relatively straightforward growth system of this tessellated architecture (i.e. where material is added to scute edges). Our characterization of the ontogeny and maintenance of the carapace tessellation provides insights into the potentially conflicting mechanical, geometric and developmental constraints of this species, but also perspectives into natural strategies for constructing mutable tiled architectures.

Beschreibung: The electric conductivity of cardiac tissue determines excitation propagation and is important for quantifying ischemia and scar tissue and for building personalized models. Estimating conductivity distributions from endocardial mapping data is a challenging inverse problem due to the computational complexity of the monodomain equation, which describes the cardiac excitation. For computing a maximum posterior estimate, we investigate different optimization approaches based on adjoint gradient computation: steepest descent, limited memory BFGS, and recursive multilevel trust region methods, which are using mesh hierarchies or heterogeneous model hierarchies. We compare overall performance, asymptotic convergence rate, and pre-asymptotic progress on selected examples in order to assess the benefit of our multifidelity acceleration.

Beschreibung: Tai256c is the largest unsolved quadratic assignment problem (QAP) instance in QAPLIB; a 1.48% gap remains between the best known feasible objective value and lower bound of the unknown optimal value. This paper shows that the instance can be converted into a 256 dimensional binary quadratic optimization problem (BQOP) with a single cardinality constraint which requires the sum of the binary variables to be 92.The converted BQOP is much simpler than the original QAP tai256c and it also inherits some of the symmetry properties. However, it is still very difficult to solve. We present an efficient branch and bound method for improving the lower bound effectively. A new lower bound with 1.36% gap is also provided.

Beschreibung: The combination of Monte Carlo methods and deep learning has recently led to efficient algorithms for solving partial differential equations (PDEs) in high dimensions. Related learning problems are often stated as variational formulations based on associated stochastic differential equations (SDEs), which allow the minimization of corresponding losses using gradient-based optimization methods. In respective numerical implementations it is therefore crucial to rely on adequate gradient estimators that exhibit low variance in order to reach convergence accurately and swiftly. In this article, we rigorously investigate corresponding numerical aspects that appear in the context of linear Kolmogorov PDEs. In particular, we systematically compare existing deep learning approaches and provide theoretical explanations for their performances. Subsequently, we suggest novel methods that can be shown to be more robust both theoretically and numerically, leading to substantial performance improvements.

Beschreibung: We establish a connection between stochastic optimal control and generative models based on stochastic differential equations (SDEs) such as recently developed diffusion probabilistic models. In particular, we derive a Hamilton-Jacobi-Bellman equation that governs the evolution of the log-densities of the underlying SDE marginals. This perspective allows to transfer methods from optimal control theory to generative modeling. First, we show that the evidence lower bound is a direct consequence of the well-known verification theorem from control theory. Further, we develop a novel diffusion-based method for sampling from unnormalized densities -- a problem frequently occurring in statistics and computational sciences.

Beschreibung: This study investigates the progress made in LP and MILP solver performance during the last two decades by comparing the solver software from the beginning of the millennium with the codes available today. On average, we found out that for solving LP/MILP, computer hardware got about 20 times faster, and the algorithms improved by a factor of about nine for LP and around 50 for MILP, which gives a total speed-up of about 180 and 1,000 times, respectively. However, these numbers have a very high variance and they considerably underestimate the progress made on the algorithmic side: many problem instances can nowadays be solved within seconds, which the old codes are not able to solve within any reasonable time.

Beschreibung: We study two related problems concerning the number of monochromatic cliques in two-colorings of the complete graph that go back to questions of Erdős. Most notably, we improve the 25-year-old upper bounds of Thomason on the Ramsey multiplicity of K4 and K5 and we settle the minimum number of independent sets of size 4 in graphs with clique number at most 4. Motivated by the elusiveness of the symmetric Ramsey multiplicity problem, we also introduce an off-diagonal variant and obtain tight results when counting monochromatic K4 or K5 in only one of the colors and triangles in the other. The extremal constructions for each problem turn out to be blow-ups of a finite graph and were found through search heuristics. They are complemented by lower bounds and stability results established using Flag Algebras, resulting in a fully computer-assisted approach. More broadly, these problems lead us to the study of the region of possible pairs of clique and independent set densities that can be realized as the limit of some sequence of graphs.

Beschreibung: The Periodic Event Scheduling Problem (PESP) is the central mathematical model behind the optimization of periodic timetables in public transport. We apply Benders decomposition to the incidence-based MIP formulation of PESP. The resulting formulation exhibits particularly nice features: The subproblem is a minimum cost network flow problem, and feasibility cuts are equivalent to the well-known cycle inequalities by Odijk. We integrate the Benders approach into a branch-and-cut framework, and assess the performance of this method on instances derived from the benchmarking library PESPlib.

Beschreibung: Periodic timetabling is a central aspect of both the long-term organization and the day-to-day operations of a public transportation system. The Periodic Event Scheduling Problem (PESP), the combinatorial optimization problem that forms the mathematical basis of periodic timetabling, is an extremely hard problem, for which optimal solutions are hardly ever found in practice. The most prominent solving strategies today are based on mixed-integer programming, and there is a concurrent PESP solver employing a wide range of heuristics [Borndörfer et al., 2020]. We present tropical neighborhood search (tns), a novel PESP heuristic. The method is based on the relations between periodic timetabling and tropical geometry [Bortoletto et al., 2022]. We implement tns into the concurrent solver, and test it on instances of the benchmarking library PESPlib. The inclusion of tns turns out to be quite beneficial to the solver: tns is able to escape local optima for the modulo network simplex algorithm, and the overall share of improvement coming from tns is substantial compared to the other methods available in the solver. Finally, we provide better primal bounds for five PESPlib instances.

Beschreibung: OASIcs, Volume 106, ATMOS 2022, Complete Volume

Beschreibung: Extracting information about dynamical systems from models learned off simulation data has become an increasingly important research topic in the natural and engineering sciences. Modeling the Koopman operator semigroup has played a central role in this context. As the approximation quality of any such model critically depends on the basis set, recent work has focused on deriving data-efficient representations of the Koopman operator in low-rank tensor formats, enabling the use of powerful model classes while avoiding over-fitting. On the other hand, detailed information about the system at hand can be extracted from models for the infinitesimal generator, also called Kolmogorov backward operator for stochastic differential equations. In this work, we present a data-driven method to efficiently approximate the generator using the tensor train (TT) format. The centerpiece of the method is a TT representation of the tensor of generator evaluations at all data sites. We analyze consistency and complexity of the method, present extensions to practically relevant settings, and demonstrate its applicability to benchmark numerical examples.

Beschreibung: Finding connected subgraphs of maximum weight subject to additional constraints on the subgraphs is a common (sub)problem in many applications. In this paper, we study the Maximum Weight Connected Subgraph Problem with a given root node and a lower and upper capacity constraint on the chosen subgraph. In addition, the nodes of the input graph are colored blue and red, and the chosen subgraph is required to be balanced regarding its cumulated blue and red weight. This problem arises as an essential subproblem in district planning applications. We show that the problem is NP-hard and give an integer programming formulation. By exploiting the capacity and balancing condition, we develop a powerful reduction technique that is able to significantly shrink the problem size. In addition, we propose a method to strengthen the LP relaxation of our formulation by identifying conflict pairs, i.e., nodes that cannot be both part of a chosen subgraph. Our computational study confirms the positive impact of the new preprocessing technique and of the proposed conflict cuts.

Beschreibung: We consider autocovariance operators of a stationary stochastic process on a Polish space that is embedded into a reproducing kernel Hilbert space. We investigate how empirical estimates of these operators converge along realizations of the process under various conditions. In particular, we examine ergodic and strongly mixing processes and obtain several asymptotic results as well as finite sample error bounds. We provide applications of our theory in terms of consistency results for kernel PCA with dependent data and the conditional mean embedding of transition probabilities. Finally, we use our approach to examine the nonparametric estimation of Markov transition operators and highlight how our theory can give a consistency analysis for a large family of spectral analysis methods including kernel-based dynamic mode decomposition.

Beschreibung: This work addresses the problem of determining the number of components from sequential spectroscopic data analyzed by non-negative matrix factorization without separability assumption (SepFree NMF). These data are stored in a matrix M of dimension “measured times” versus “measured wavenumbers” and can be decomposed to obtain the spectral fingerprints of the states and their evolution over time. SepFree NMF assumes a memoryless (Markovian) process to underline the dynamics and decomposes M so that M=WH, with W representing the components’ fingerprints and H their kinetics. However, the rank of this decomposition (i.e., the number of physical states in the process) has to be guessed from pre-existing knowledge on the observed process. We propose a measure for determining the number of components with the computation of the minimal memory effect resulting from the decomposition; by quantifying how much the obtained factorization is deviating from the Markovian property, we are able to score factorizations of a different number of components. In this way, we estimate the number of different entities which contribute to the observed system, and we can extract kinetic information without knowing the characteristic spectra of the single components. This manuscript provides the mathematical background as well as an analysis of computer generated and experimental sequentially measured Raman spectra.

Beschreibung: We consider the line planning problem in public transport in the Parametric City, an idealized model that captures typical scenarios by a (small) number of parameters. The Parametric City is rotation symmetric, but optimal line plans are not always symmetric. This raises the question to quantify the symmetry gap between the best symmetric and the overall best solution. For our analysis, we formulate the line planning problem as a mixed integer linear program, that can be solved in polynomial time if the solutions are forced to be symmetric. The symmetry gap is provably small when a specific Parametric City parameter is fixed, and we give an approximation algorithm for line planning in the Parametric City in this case. While the symmetry gap can be arbitrarily large in general, we show that symmetric line plans are a good choice in most practical situations.

Beschreibung: In this paper, we consider the eigenvalue PDE problem of the infinitesimal generators of metastable diffusion processes. We propose a numerical algorithm based on training artificial neural networks for solving the leading eigenvalues and eigenfunctions of such high-dimensional eigenvalue problem. The algorithm is useful in understanding the dynamical behaviors of metastable processes on large timescales. We demonstrate the capability of our algorithm on a high-dimensional model problem, and on the simple molecular system alanine dipeptide.

Beschreibung: We propose new Markov Chain Monte Carlo algorithms to sample probability distributions on submanifolds, which generalize previous methods by allowing the use of set-valued maps in the proposal step of the MCMC algorithms. The motivation for this generalization is that the numerical solvers used to project proposed moves to the submanifold of interest may find several solutions. We show that the new algorithms indeed sample the target probability measure correctly, thanks to some carefully enforced reversibility property. We demonstrate the interest of the new MCMC algorithms on illustrative numerical examples.

Beschreibung: As a result of the legislation for gas markets introduced by the European Union in 2005, separate independent companies have to conduct the transport and trading of natural gas. The current gas market of Germany, which has a market value of more than 54 billion USD, consists of Transmission System Operators (TSO), network users, and traders. Traders can nominate a certain amount of gas anytime and anywhere in the network. Such unrestricted access for the traders, on the other hand, increase the uncertainty in the gas supply management. Some customers’ behaviors may cause abrupt structural changes in gas flow time series. In particular, it is a challenging task for the TSO operators to predict gas nominations 6 to 10 h-ahead. In our study, we aim to investigate the regime changes in time series of nominations to predict the 6 to 10 h-ahead of gas nominations.

Beschreibung: During the apparition of comet 67P/Churyumov-Gerasimenko (67P/C-G) solar irradiation causes varying rates for sublimation of volatile species from the cometary nucleus. Because sublimation processes take place close to the cometary surface, the relative abundance of volatiles in the coma and the ice composition are related to each other. To quantify this relation we assume a model for the expansion of a collisionless gas from the surface into the surrounding space. We use an inverse model approach to relate the in situ measurements of gas densities from the two Rosetta instruments COPS (COmet Pressure Sensor) and DFMS (Double Focusing Mass Spectrometer) at the positions of the spacecraft to the locations of surface gas emissions during the Rosetta mission 2014-2016. We assume the temporally integrated gas emissions to be representative for the ice composition close to the surface. Our analysis shows characteristic differences in the ice compositions between both hemispheres of 67P/C-G. In particular CO2 ice has a reduced abundance on the northern hemisphere. In contrast to the hemispherical differences, the two lobes do not show significant differences in terms of their ice composition.

Beschreibung: The Rosetta mission to comet 67P/C-G provided a detailed view of the near nucleus environment of an active Jupiter family comet. The continuous monitoring of the gas pressure with the ROSINA experiment at the location of the Rosetta spacecraft in combination with the images of the dust environment acquired by the OSIRIS cameras allows one to test different hypotheses about the origin of the dust and gas emissions. In addition the orbital elements and the rotation axis and spin rate of the nucleus are affected by the gas release.

Beschreibung: The Moon as our nearest celestial object is one of the most important bodies for space resource exploration and planetary science. However, knowledge of the physical properties of the lunar regolith is required for the exploitation of lunar resources and for understanding the Moon's geologic history. This knowledge comes mainly from Apollo in-situ experiments and returned samples, but the global distribution of these properties is still poorly understood. Remote sensing measurements offer the opportunity to derive properties of unsampled areas with the help of models. In our study, a microphysical thermal model for the lunar regolith was developed and the simulated surface temperatures were compared with thermal emission measurements from the Diviner radiometer on board the Lunar Reconnaissance Orbiter (LRO) to derive regolith properties. This work expands upon previous investigations of lunar regolith properties using Diviner data, by more directly simulating physical properties such as particle size and porosity.

Beschreibung: Recently developed Concentric Tube Continuum Robots (CTCRs) are widely exploited in, for example in minimally invasive surgeries which involve navigating inside narrow body cavities close to sensitive regions. These CTCRs can be controlled by extending and rotating the tubes in order to reach a target point or perform some task. The robot must deviate as little as possible from this narrow space and avoid damaging neighbouring tissue. We consider \emph{open-loop} optimal control of CTCRs parameterized over pseudo-time, primarily aiming at minimizing the robot's working volume during its motion. External loads acting on the system like tip loads or contact with tissues are not considered here. We also discussed the inclusion of tip's orientation in the optimal framework to perform some tasks. We recall a quaternion-based formulation of the robot configuration, discuss discretization, develop optimization objectives addressing different criteria, and investigate their impact on robot path planning for several numerical examples. This optimal framework can be applied to any backbone based continuum robots.

Beschreibung: Image segmentation is an active area of research for more than 30 years. Traditional image segmentation algorithms are problem-specific and limited in scope. On the other hand, machine learning offers an alternative paradigm where predefined features are combined into different classifiers, providing pixel-level classification and segmentation. However, machine learning only can not address the question as to which features are appropriate for a certain classification problem. This paper presents a project supported in part by the International Neuroinformatics Coordination Facility through the Google Summer of code. The project resulted in an automated image segmentation and classification platform, called Active Segmentation for ImageJ (AS/IJ). The platform integrates a set of filters computing differential geometrical invariants and combines them with machine learning approaches.

Beschreibung: Agent-based epidemiological models have been applied widely successfully during the SARS-CoV-2 pandemic and assisted policymakers in assessing the effectiveness of intervention strategies. The computational complexity of agent-based models is still challenging, and therefore it is important to utilize modern multi-core systems as good as possible. In this paper, we are presenting our work on parallelizing the epidemiological simulation model MATSim Episim. Episim combines a large-scale person-centric human mobility model with a mechanistic model of infection and a person-centric disease progression model. In general, the parallelization of agent-based models with an inherent sequential structure — in the case of epidemiological models, the temporal order of the individual movements of the agents — is challenging. Especially when the underlying social network is irregular and dynamic, they require frequent communication between the processing elements. In Episim, however, we were able to take advantage of the fact that people are not contagious on the same day they become infected, and therefore immediate health synchronization is not required. By parallelizing some of the most computationally intensive submodels, we are now able to run MATSim Episim simulations up to eight times faster than the serial version. This makes it feasible to increase the number of agents, e.g. to run simulations for the whole of Germany instead of just Berlin as before.

Beschreibung: 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.

Beschreibung: 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.

Beschreibung: 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.

Beschreibung: 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.

Beschreibung: 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.

Beschreibung: 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.

Beschreibung: 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.

Beschreibung: 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.

Beschreibung: 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.

Beschreibung: 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.

Beschreibung: 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.

Beschreibung: 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).

Beschreibung: 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.

Beschreibung: 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.

Beschreibung: 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.

Beschreibung: 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.

Beschreibung: 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.

Beschreibung: 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.

Beschreibung: 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.

Beschreibung: 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.

Beschreibung: 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.

Beschreibung: 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.

Beschreibung: 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.

Beschreibung: 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.

Beschreibung: 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.

Beschreibung: 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.