Library

Description: When dealing with Bayesian inference the choice of the prior often remains a debatable question. Empirical Bayes methods offer a data-driven solution to this problem by estimating the prior itself from an ensemble of data. In the nonparametric case, the maximum likelihood estimate is known to overfit the data, an issue that is commonly tackled by regularization. However, the majority of regularizations are ad hoc choices which lack invariance under reparametrization of the model and result in inconsistent estimates for equivalent models. We introduce a nonparametric, transformation-invariant estimator for the prior distribution. Being defined in terms of the missing information similar to the reference prior, it can be seen as an extension of the latter to the data-driven setting. This implies a natural interpretation as a trade-off between choosing the least informative prior and incorporating the information provided by the data, a symbiosis between the objective and empirical Bayes methodologies.

Description: It is well understood that Bayesian decision theory and average case analysis are essentially identical. However, if one is interested in performing uncertainty quantification for a numerical task, it can be argued that the decision-theoretic framework is neither appropriate nor sufficient. To this end, we consider an alternative optimality criterion from Bayesian experimental design and study its implied optimal information in the numerical context. This information is demonstrated to differ, in general, from the information that would be used in an average-case-optimal numerical method. The explicit connection to Bayesian experimental design suggests several distinct regimes in which optimal probabilistic numerical methods can be developed.

Description: This paper studies mixed-integer nonlinear programs featuring disjunctive constraints and trigonometric functions and presents a strengthened version of the Convex Quadratic relaxation of the Optimal Transmission Switching problem. We first characterize the convex hull of univariate quadratic on/off constraints in the space of original variables using perspective functions. We then introduce new tight quadratic relaxations for trigonometric functions featuring variables with asymmetrical bounds. These results are used to further tighten recent convex relaxations introduced for the Optimal Transmission Switching problem in Power Systems. Using the proposed improvements, along with bound propagation, on 23 medium-size test cases in the PGLib benchmark library with a relaxation gap of more than 1%, we reduce the gap to less than 1% on 5 instances. The tightened model has promising computational results when compared to state-of-the-art formulations.

Description: Conflict-driven Pseudo-Boolean (PB) solvers optimize 0-1 integer linear programs by extending the conflict-driven clause learning (CDCL) paradigm from SAT solving. Though PB solvers have the potential to be exponentially more efficient than CDCL solvers in theory, in practice they can sometimes get hopelessly stuck even when the linear program (LP) relaxation is infeasible over the reals. Inspired by mixed integer programming (MIP), we address this problem by interleaving incremental LP solving with cut generation within the conflict-driven PB search. This hybrid approach, which for the first time combines MIP techniques with full-blown conflict analysis over linear inequalities using the cutting planes method, significantly improves performance on a wide range of benchmarks, approaching a "best of two worlds" scenario between SAT-style conflict-driven search and MIP-style branch-and-cut.

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: The motion of celestial bodies in astronomy is closely related to the orbits of electrons encircling an atomic nucleus. Bohr and Sommerfeld presented a quantization scheme of the classical orbits to analyze the eigenstates of the hydrogen atom. Here we discuss another close connection of classical trajectories and quantum mechanical states: the transient dynamics of objects around a nucleus. In this setup a comet (or an electron) is trapped for a while in the vicinity of parent object (Jupiter or an atomic nucleus), but eventually escapes after many revolutions around the center of attraction.

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 Maroti and Kroon 2005, 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 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: We investigate the directional locking effects that arise when a monolayer of paramagnetic colloidal particles is driven across a triangular lattice of magnetic bubbles. We use an external rotating magnetic field to generate a two-dimensional traveling wave ratchet forcing the transport of particles along a direction that intersects two crystallographic axes of the lattice. We find that, while single particles show no preferred direction, collective effects induce transversal current and directional locking at high density via a spontaneous symmetry breaking. The colloidal current may be polarized via an additional bias field that makes one transport direction energetically preferred.

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 consider the problem of verifying linear properties of neural networks. Despite their success in many classification and prediction tasks, neural networks may return unexpected results for certain inputs. This is highly problematic with respect to the application of neural networks for safety-critical tasks, e.g. in autonomous driving. We provide an overview of algorithmic approaches that aim to provide formal guarantees on the behavior of neural networks. Moreover, we present new theoretical results with respect to the approximation of ReLU neural networks. On the other hand, we implement a solver for verification of ReLU neural networks which combines mixed integer programming (MIP) with specialized branching and approximation techniques. To evaluate its performance, we conduct an extensive computational study. For that we use test instances based on the ACAS Xu System and the MNIST handwritten digit data set. Our solver is publicly available and able to solve the verification problem for instances which do not have independent bounds for each input neuron.

Description: Research software has become a central asset in academic research. It optimizes existing and enables new research methods, implements and embeds research knowledge, and constitutes an essential research product in itself. Research software must be sustainable in order to understand, replicate, reproduce, and build upon existing research or conduct new research effectively. In other words, software must be available, discoverable, usable, and adaptable to new needs, both now and in the future. Research software therefore requires an environment that supports sustainability. Hence, a change is needed in the way research software development and maintenance are currently motivated, incentivized, funded, structurally and infrastructurally supported, and legally treated. Failing to do so will threaten the quality and validity of research. In this paper, we identify challenges for research software sustainability in Germany and beyond, in terms of motivation, selection, research software engineering personnel, funding, infrastructure, and legal aspects. Besides researchers, we specifically address political and academic decision-makers to increase awareness of the importance and needs of sustainable research software practices. In particular, we recommend strategies and measures to create an environment for sustainable research software, with the ultimate goal to ensure that software-driven research is valid, reproducible and sustainable, and that software is recognized as a first class citizen in research. This paper is the outcome of two workshops run in Germany in 2019, at deRSE19 - the first International Conference of Research Software Engineers in Germany - and a dedicated DFG-supported follow-up workshop in Berlin.

Description: Friction in liquids arises from conservative forces between molecules and atoms. Although the hydrodynamics at the nanoscale is subject of intense research and despite the enormous interest in the non-Markovian dynamics of single molecules and solutes, the onset of friction from the atomistic scale so far could not be demonstrated. Here, we fill this gap based on frequency-resolved friction data from high-precision simulations of three prototypical liquids, including water. Combining with theory, we show that friction in liquids emerges abruptly at a characteristic frequency, beyond which viscous liquids appear as non-dissipative, elastic solids. Concomitantly, the molecules experience Brownian forces that display persistent correlations. A critical test of the generalised Stokes–Einstein relation, mapping the friction of single molecules to the visco-elastic response of the macroscopic sample, disproves the relation for Newtonian fluids, but substantiates it exemplarily for water and a moderately supercooled liquid. The employed approach is suitable to yield insights into vitrification mechanisms and the intriguing mechanical properties of soft materials.

Description: We investigate polyhedral aspects of the Periodic Event Scheduling Problem (PESP), the mathematical basis for periodic timetabling problems in public transport. Flipping the orientation of arcs, we obtain a new class of valid inequalities, the flip inequalities, comprising both the known cycle and change-cycle inequalities. For a point of the LP relaxation, a violated flip inequality can be found in pseudo-polynomial time, and even in linear time for a spanning tree solution. Our main result is that the integer vertices of the polytope described by the flip inequalities are exactly the vertices of the PESP polytope, i.e., the convex hull of all feasible periodic slacks with corresponding modulo parameters. Moreover, we show that this flip polytope equals the PESP polytope in some special cases. On the computational side, we devise several heuristic approaches concerning the separation of cutting planes from flip inequalities. These produce better dual bounds for the smallest and largest instance of the benchmarking library PESPlib.

Description: The coma of comet 67P/Churyumov-Gerasimenko has been probed by the Rosetta spacecraft and shows a variety of different molecules. The ROSINA COmet Pressure Sensor and the Double Focusing Mass Spectrometer provide in-situ densities for many volatile compounds including the 14 gas species H2O, CO2, CO, H2S, O2, C2H6, CH3OH, H2CO, CH4, NH3, HCN, C2H5OH, OCS, and CS2. We fit the observed densities during the entire comet mission between August 2014 and September 2016 to an inverse coma model. We retrieve surface emissions on a cometary shape with 3996 triangular elements for 50 separated time intervals. For each gas we derive systematic error bounds and report the temporal evolution of the production, peak production, and the time-integrated total production. We discuss the production for the two lobes of the nucleus and for the northern and southern hemispheres. Moreover we provide a comparison of the gas production with the seasonal illumination.

Description: 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, our review extends to the corresponding partioning problems.

Description: We present the tamper-resistant broadcast abstraction of the Bitcoin blockchain, and show how it can be used to implement tamper-resistant replicated state machines. The tamper-resistant broadcast abstraction provides functionality to: broadcast, deliver, and verify messages. The tamper-resistant property ensures: 1) the probabilistic protection against byzantine behaviour, and 2) the probabilistic verifiability that no tampering has occurred. In this work, we study various tamper-resistant broadcast protocols for: different environmental models (public/permissioned, bounded/unbounded, byzantine fault tolerant (BFT)/non-BFT, native/non-native); as well as different properties, such as ordering guarantees (FIFO-order, causal-order, total-order), and delivery guarantees (validity, agreement, uniform). This way, we can match the protocol to the required environment model and consistency model of the replicated state machine. We implemented the tamper-resistant broadcast abstraction as a proof of concept. The results show that the implemented tamper-resistant broadcast protocols can compete on throughput and latency with other state-of-the-art broadcast technologies. Use cases, such as a tamper-resistant file system, supply chain tracking, and a timestamp server highlight the expressiveness of the abstraction. In conclusion, the tamper-resistant broadcast protocols provide a powerful interface, with clear semantics and tunable settings, enabling the design of tamper-resistant applications.

Description: A new ion mobility (IM) spectrometer, enabling mobility measurements in the pressure range between 5 and 500 mbar and in the reduced field strength range E/N of 5–90 Td, was developed and characterized. Reduced mobility (K0) values were studied under low E/N (constant value) as well as high E/N (deviation from low field K0) for a series of molecular ions in nitrogen. Infrared matrix-assisted laser desorption ionization (IR-MALDI) was used in two configurations: a source working at atmospheric pressure (AP) and, for the first time, an IR-MALDI source working with a liquid (aqueous) matrix at sub-ambient/reduced pressure (RP). The influence of RP on IR-MALDI was examined and new insights into the dispersion process were gained. This enabled the optimization of the IM spectrometer for best analytical performance. While ion desolvation is less efficient at RP, the transport of ions is more efficient, leading to intensity enhancement and an increased number of oligomer ions. When deciding between AP and RP IR-MALDI, a trade-off between intensity and resolving power has to be considered. Here, the low field mobility of peptide ions was first measured and compared with reference values from ESI-IM spectrometry (at AP) as well as collision cross sections obtained from molecular dynamics simulations. The second application was the determination of the reduced mobility of various substituted ammonium ions as a function of E/N in nitrogen. The mobility is constant up to a threshold at high E/N. Beyond this threshold, mobility increases were observed. This behavior can be explained by the loss of hydrated water molecules.

Description: The mixed-integer linear programming (MILP) method has been applied widely to optimal design of energy supply systems. A hierarchical MILP method has been proposed to solve such optimal design problems effi- ciently. As one of the strategies to enhance the computation efficiency furthermore, a method of reducing model by time aggregation has been proposed to search design candidates accurately and efficiently in the relaxed optimal design problem at the upper level. In this paper, the hierarchical MILP method and model reduction by time aggregation are applied to the multiobjective optimal design. In applying the model reduc- tion, the methods of clustering periods by the order of time series, based on an operational strategy, and by the k-medoids method are applied. As a case study, the multiobjective optimal design of a gas turbine cogeneration system with a practical configuration is investigated by adopting the annual total cost and pri- mary energy consumption as the objective functions to be minimized simultaneously, and the clustering methods are compared with one another in terms of the computation efficiency. It turns out that the model reduction by any clustering method is effective to enhance the computation efficiency when importance is given to minimizing the first objective function. It also turns out that the model reduction only by the k- medoids method is effective very limitedly when importance is given to minimizing the second objective function.

Description: This study examines the usability of a real-world, large-scale natural gas transport infrastructure for hydrogen transport. We investigate whether a converted network can transport the amounts of hydrogen necessary to satisfy current energy demands. After introducing an optimization model for the robust transient control of hydrogen networks, we conduct computational experiments based on real-world demand scenarios. Using a representative network, we demonstrate that replacing each turbo compressor unit by four parallel hydrogen compressors, each of them comprising multiple serial compression stages, and imposing stricter rules regarding the balancing of in- and outflow suffices to realize transport in a majority of scenarios. However, due to the reduced linepack there is an increased need for technical and non-technical measures leading to a more dynamic network control. Furthermore, the amount of energy needed for compression increases by 364% on average.

Description: The identification of sound sources is a common problem in acoustics. Different parameters are sought, among these are signal and position of the sources. We present an adjoint-based approach for sound source identification, which employs computational aeroacoustic techniques. Two different applications are presented as a proof-of-concept: optimization of a sound reinforcement setup and the localization of (moving) sound sources.

Description: An adjoint-based approach for synthesizing complex sound sources by discrete, grid-based monopoles in finite-difference time-domain simulations is presented. Previously [Stein et al., 2019a, J. Acoust. Soc. Am. 146(3), 1774–1785] demonstrated that the approach allows to consider unsteady and non-uniform ambient conditions such as wind flow and thermal gradient in contrast to standard methods of numerical sound field simulation. In this work, it is proven that not only ideal monopoles but also realistic sound sources with complex directivity characteristics can be synthesized. In detail, an oscillating circular piston and a real 2-way near-field monitor are modeled. The required number of monopoles in terms of the SPL deviation between the directivity of the original and the synthesized source is analyzed. Since the computational effort is independent of the number of monopoles used for the synthesis, also more complex sources can be reproduced by increasing the number of monopoles utilized. In contrast to classical least-square problem solvers, this does not increase the computational effort, which makes the method attractive for predicting the effect of sound reinforcement systems with highly directional sources under difficult acoustic boundary conditions.

Description: Lattice-based cryptography has received attention as a next-generation encryption technique, because it is believed to be secure against attacks by classical and quantum computers. Its essential security depends on the hardness of solving the shortest vector problem (SVP). In the cryptography, to determine security levels, it is becoming significantly more important to estimate the hardness of the SVP by high-performance computing. In this study, we develop the world’s first distributed and asynchronous parallel SVP solver, the MAssively Parallel solver for SVP (MAP-SVP). It can parallelize algorithms for solving the SVP by applying the Ubiquity Generator framework, which is a generic framework for branch-and-bound algorithms. The MAP-SVP is suitable for massive-scale parallelization, owing to its small memory footprint, low communication overhead, and rapid checkpoint and restart mechanisms. We demonstrate its performance and scalability of the MAP-SVP by using up to 100,032 cores to solve instances of the Darmstadt SVP Challenge.

Description: In this article, we discuss the Length-Constrained Cycle Partition Problem (LCCP). Besides edge weights, the undirected graph in LCCP features an individual critical weight value for each vertex. A cycle partition, i.e., a vertex disjoint cycle cover, is a feasible solution if the length of each cycle is not greater than the critical weight of each of the vertices in the cycle. The goal is to find a feasible partition with the minimum number of cycles. In this article, we discuss theoretical properties, preprocessing techniques, and two mixed-integer programming models (MIP) for LCCP both inspired by formulations for the closely related Travelling Salesperson Problem (TSP). Further, we introduce conflict hypergraphs, whose cliques yield valid constraints for the MIP models. We conclude with a report on computational experiments conducted on (A)TSPLIB-based instances. As an example, we use a routing problem in which a fleet of uncrewed aerial vehicles (UAVs) patrols a set of areas.

Description: A projective hypersurface X⊆P^n has defect if h^i(X) ≠ h^i(P^n) for some i∈{n,…,2n−2} in a suitable cohomology theory. This occurs for example when X⊆P^4 is not Q-factorial. We show that hypersurfaces with defect tend to be very singular: In characteristic 0, we present a lower bound on the Tjurina number, where X is allowed to have arbitrary isolated singularities. For X with mild singularities, we prove a similar result in positive characteristic. As an application, we obtain an estimate on the asymptotic density of hypersurfaces without defect over a finite field.

Description: We investigate polyhedral aspects of the Periodic Event Scheduling Problem (PESP), the mathematical basis for periodic timetabling problems in public transport. Flipping the orientation of arcs, we obtain a new class of valid inequalities, the flip inequalities, comprising both the known cycle and change-cycle inequalities. For a point of the LP relaxation, a violated flip inequality can be found in pseudo-polynomial time, and even in linear time for a spanning tree solution. Our main result is that the integer vertices of the polytope described by the flip inequalities are exactly the vertices of the PESP polytope, i.e., the convex hull of all feasible periodic slacks with corresponding modulo parameters. Moreover, we show that this flip polytope equals the PESP polytope in some special cases. On the computational side, we devise several heuristic approaches concerning the separation of cutting planes from flip inequalities. We finally present better dual bounds for the smallest and largest instance of the benchmarking library PESPlib.

Description: A design point is inessential when it does not contribute to an optimal design, and can therefore be safely discarded from the design space. We derive three inequalities for the detection of such inessential points in c-optimal design: the first two are direct consequences of the equivalence theorem for c-optimality; the third one is derived from a second-order cone programming formulation of c-optimal design. Elimination rules for A-optimal design are obtained as a byproduct. When implemented within an optimization algorithm, each inequality gives a screening test that may provide a substantial acceleration by reducing the size of the problem online. Several examples are presented with a multiplicative algorithm to illustrate the effectiveness of the approach.

Description: We consider the theoretical model of Bergmann and Lebowitz for open systems out of equilibrium and translate its principles in the adaptive resolution simulation molecular dynamics technique. We simulate Lennard-Jones fluids with open boundaries in a thermal gradient and find excellent agreement of the stationary responses with the results obtained from the simulation of a larger locally forced closed system. The encouraging results pave the way for a computational treatment of open systems far from equilibrium framed in a well-established theoretical model that avoids possible numerical artifacts and physical misinterpretations.

Description: This paper studies the empirical efficacy and benefits of using projection-free first-order methods in the form of Conditional Gradients, a.k.a. Frank-Wolfe methods, for training Neural Networks with constrained parameters. We draw comparisons both to current state-of-the-art stochastic Gradient Descent methods as well as across different variants of stochastic Conditional Gradients. In particular, we show the general feasibility of training Neural Networks whose parameters are constrained by a convex feasible region using Frank-Wolfe algorithms and compare different stochastic variants. We then show that, by choosing an appropriate region, one can achieve performance exceeding that of unconstrained stochastic Gradient Descent and matching state-of-the-art results relying on L2-regularization. Lastly, we also demonstrate that, besides impacting performance, the particular choice of constraints can have a drastic impact on the learned representations.

Description: The complexity in large-scale optimization can lie in both handling the objective function and handling the constraint set. In this respect, stochastic Frank-Wolfe algorithms occupy a unique position as they alleviate both computational burdens, by querying only approximate first-order information from the objective and by maintaining feasibility of the iterates without using projections. In this paper, we improve the quality of their first-order information by blending in adaptive gradients. We derive convergence rates and demonstrate the computational advantage of our method over the state-of-the-art stochastic Frank-Wolfe algorithms on both convex and nonconvex objectives. The experiments further show that our method can improve the performance of adaptive gradient algorithms for constrained optimization.

Description: Constrained second-order convex optimization algorithms are the method of choice when a high accuracy solution to a problem is needed, due to their local quadratic convergence. These algorithms require the solution of a constrained quadratic subproblem at every iteration. We present the \emph{Second-Order Conditional Gradient Sliding} (SOCGS) algorithm, which uses a projection-free algorithm to solve the constrained quadratic subproblems inexactly. When the feasible region is a polytope the algorithm converges quadratically in primal gap after a finite number of linearly convergent iterations. Once in the quadratic regime the SOCGS algorithm requires O(log(log1/ε)) first-order and Hessian oracle calls and O(log(1/ε)log(log1/ε)) linear minimization oracle calls to achieve an ε-optimal solution. This algorithm is useful when the feasible region can only be accessed efficiently through a linear optimization oracle, and computing first-order information of the function, although possible, is costly.

Description: In graphical representations of public transportation networks, there is often some degree of uncertainty in the arc values, due to delays or transfer times. This uncertainty can be expressed as a parameterized weight on the transfer arcs. Classical shortest path algorithms often have difficulty handling parameterized arc weights and a tropical geometry approach has been shown as a possible solution. The connection between the classical shortest path problem and tropical geometry is well establish: Tropically multiplying the n × n adjacency matrix of a graph with itself n − 1 times results in the so-called Kleene star, and is a matrix-form solution to the all-pairs shortest path problem. Michael Joswig and Benjamin Schröter showed in their paper The Tropical Geometry of Shortest Paths that the same method can be used to find the solution to the all-pairs shortest path problem even in the case of variable arc weights and they proposed an algorithm to solve the single-target shortest path problem in such a case. The solution takes the form of a polyhedral subdivision of the parameter space. As the number of variable arc weights grows, the time needed to execute an implementation of this algorithm grows exponentially. As the size of a public transportation network grows, the number of variable arc weights grows exponentially as well. However, it has been observed that in public transportation networks, there are usually only a few possible shortest routes. Geometrically, this means that there should be few polyhedra in the polyhedral subdivision. This algorithm is used on an example of a real-world public transportation network and an analysis of the polyhedral subdivision is made. Then a geometrical approach is used to analyze the impact of limiting the number of transfers, and thereby limiting the number of parameterized arcs used, as an estimation of the solution to the all-pairs shortest path problem

Description: One of the most fundamental ingredients in mixed-integer nonlinear programming solvers is the well- known McCormick relaxation for a product of two variables x and y over a box-constrained domain. The starting point of this paper is the fact that the convex hull of the graph of xy can be much tighter when computed over a strict, non-rectangular subset of the box. In order to exploit this in practice, we propose to compute valid linear inequalities for the projection of the feasible region onto the x-y-space by solving a sequence of linear programs akin to optimization-based bound tightening. These valid inequalities allow us to employ results from the literature to strengthen the classical McCormick relaxation. As a consequence, we obtain a stronger convexification procedure that exploits problem structure and can benefit from supplementary information obtained during the branch-and bound algorithm such as an objective cutoff. We complement this by a new bound tightening procedure that efficiently computes the best possible bounds for x, y, and xy over the available projections. Our computational evaluation using the academic solver SCIP exhibit that the proposed methods are applicable to a large portion of the public test library MINLPLib and help to improve performance significantly.

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: We consider event-based Mixed-Integer Programming (MIP) models for the Resource-Constrained Project Scheduling Problem (RCPSP) that represent an alternative to the common time-indexed model (DDT) of Pritsker et al. (1969) for the case where the underlying time horizon is large or job processing times are subject to huge variations. In contrast to the time-indexed model, the size of event-based models does not depend on the time horizon. For two event-based formulations OOE and SEE of Koné et al. (2011) we present new valid inequalities that dominate the original formulation. Additionally, we introduce a new event-based model: the Interval Event-Based Model (IEE). We deduce linear transformations between all three models that yield the strict domination order IEE 〉 SEE 〉 OOE for their linear programming (LP) relaxations, meaning that IEE has the strongest linear relaxation among the event-based models. We further show that the popular DDT formulation can be retrieved from IEE by certain polyhedral operations, thus giving a unifying view on a complete branch of MIP formulations for the RCPSP. In addition, we analyze the computational performance of all presented models on test instances of the PSPLIB (Kolisch and Sprecher 1997).

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: Kaskade 7 is a finite element toolbox for the solution of stationary or transient systems of partial differential equations, aimed at supporting application-oriented research in numerical analysis and scientific computing. The library is written in C++ and is based on the \textsc{Dune} interface. The code is independent of spatial dimension and works with different grid managers. An important feature is the mix-and-match approach to discretizing systems of PDEs with different ansatz and test spaces for all variables. We describe the mathematical concepts behind the library as well as its structure, illustrating its use at several examples on the way.

Description: This thesis presents a method for interpolating data using a neural network. The data is sparse and perturbed and is used as training data for a small neural network. For severely perturbed data, the network does not manage to find a smooth interpolation. But as the data resembles the solution to the one-dimensional and time-independent heat equation, the weak form of this PDE and subsequently its functional can be written down. If the functional is minimized, a solution to the weak form of the heat equation is found. The functional is now added to the traditional loss function of a neural network, the mean squared error between the network prediction and the given data, in order to smooth out fluctuations and interpolate between distanced grid points. This way, the network minimizes both the mean squared error and the functional, resulting in a smoother curve that can be used to predict u(x) for any grid point x.

Description: Project plan4res (www.plan4res.eu) involves the development of a modular framework for the modeling and analysis of energy system strategies at the European level. It will include models describing the investment and operation decisions for a wide variety of technologies related to electricity and non-electricity energy sectors across generation, consumption, transmission and distribution. The modularity of the framework allows for detailed modelling of major areas of energy systems that can help stakeholders from different backgrounds to focus on specific topics related to the energy landscape in Europe and to receive relevant outputs and insights tailored to their needs. The current paper presents a qualitative description of key concepts and methods of the novel modular optimization framework and provides insights into the corresponding energy landscape.

Description: This paper investigates the estimation of the size of Branch-and-Bound (B&B) trees for solving mixed-integer programs. We first prove that the size of the B&B tree cannot be approximated within a factor of~2 for general binary programs, unless P equals NP. Second, we review measures of the progress of the B&B search, such as the gap, and propose a new measure, which we call leaf frequency. We study two simple ways to transform these progress measures into B&B tree size estimates, either as a direct projection, or via double-exponential smoothing, a standard time-series forecasting technique. We then combine different progress measures and their trends into nontrivial estimates using Machine Learning techniques, which yields more precise estimates than any individual measure. The best method we have identified uses all individual measures as features of a random forest model. In a large computational study, we train and validate all methods on the publicly available MIPLIB and Coral general purpose benchmark sets. On average, the best method estimates B&B tree sizes within a factor of 3 on the set of unseen test instances even during the early stage of the search, and improves in accuracy as the search progresses. It also achieves a factor 2 over the entire search on each out of six additional sets of homogeneous instances we have tested. All techniques are available in version 7 of the branch-and-cut framework SCIP.

Description: The German high-pressure natural gas transport network consists of thousands of interconnected elements spread over more than 120,000 km of pipelines built during the last 100 years. During the last decade, we have spent many person-years to extract consistent data out of the available sources, both public and private. Based on two case studies, we present some of the challenges we encountered. Preparing consistent, high-quality data is surprisingly hard, and the effort necessary can hardly be overestimated. Thus, it is particularly important to decide which strategy regarding data curation to adopt. Which precision of the data is necessary? When is it more efficient to work with data that is just sufficiently correct on average? In the case studies we describe our experiences and the strategies we adopted to deal with the obstacles and to minimize future effort. Finally, we would like to emphasize that well-compiled data sets, publicly available for research purposes, provide the grounds for building innovative algorithmic solutions to the challenges of the future.

Description: Recently, Intel released the oneAPI programming environment. With Data Parallel C++ (DPC++), oneAPI enables codes to target multiple hardware architectures like multi-core CPUs, GPUs, and even FPGAs or other hardware using a single source. For legacy codes that were written for Nvidia GPUs, a compatibility tool is provided which facilitates the transition to the SYCL-based DPC++ programming language. This paper presents early experiences when using both the compatibility tool and oneAPI as well the employed extension to the SYCL programming standard for the tsunami simulation code easyWave. A performance study compares the original code running on Xeon processors using OpenMP as well as CUDA with the performance of the DPC++ counter part on multicore CPUs as well as integrated GPUs.

Description: In designing energy supply systems, designers should heighten the robustness in performance criteria against the uncertainty in energy demands. In this paper, a robust optimal design method using a hierarchi- cal mixed-integer linear programming (MILP) method is proposed to maximize the robustness of energy sup- ply systems under uncertain energy demands based on a mixed-integer linear model. A robust optimal design problem is formulated as a three-level min-max-min MILP one by expressing uncertain energy demands by intervals, evaluating the robustness in a performance criterion based on the minimax regret cri- terion, and considering relationships among integer design variables, uncertain energy demands, and inte- ger and continuous operation variables. This problem is solved by evaluating upper and lower bounds for the minimum of the maximum regret of the performance criterion repeatedly outside, and evaluating lower and upper bounds for the maximum regret repeatedly inside. Since these different types of optimization problems are difficult to solve even using commercial MILP solvers, they are solved by applying a hierarchi- cal MILP method developed for ordinary optimal design problems with its modifications. In a case study, the proposed approach is applied to the robust optimal design of a cogeneration system. Through the study, its validity and effectiveness are ascertained, and some features of the obtained robust designs are clarified.

Description: The well-known network simplex algorithm is a powerful tool to solve flow problems on graphs. Based on a recent dissertation by Isabel Beckenbach, we develop the necessary theory to extend the network simplex to capacitated flow problems on hypergraphs and implement this new variant. We then attempt to solve instances arising from real-life vehicle rotation planning problems.

Description: The determination of non-gravitational forces based on precise astrometry is one of the main tools to establish the cometary character of interstellar and solar-system objects. The Rosetta mission to comet 67P/C-G provided the unique opportunity to benchmark Earth-bound estimates of non-gravitational forces with in-situ data. We determine the accuracy of the standard Marsden and Sekanina parametrization of non-gravitational forces with respect to the observed dynamics. Additionally we analyse the rotation-axis changes (orientation and period) of 67P/C-G. This comparison provides a reference case for future cometary missions and sublimation models for non-gravitational forces.

Description: During a two year period between 2014 and 2016 the coma of comet 67P/Churyumov-Gerasimenko (67P/C-G) has been probed by the Rosetta spacecraft. Density data for 14 gas species was recorded with the COmet Pressure Sensor (COPS) and the Double Focusing Mass Spectrometer (DFMS) being two sensors of the ROSINA instrument. The combination with an inverse gas model yields emission rates on each of 3996 surface elements of a surface shape for the cometary nucleus. The temporal evolution of gas production, of relative abundances, and peak productions weeks after perihelion are investigated. Solar irradiation and gas production are in a complex relation revealing features differing for gas species, for mission time, and for the hemispheres of the comet. This characterization of gas composition allows one to correlate 67P/C-G to other solar and interstellar comets, their formation conditions and nucleus properties, see [Bodewits D., et al., 2020 Nature Astronomy].

Description: We propose in this paper the Dynamic Multiobjective Shortest Problem. It features multidimensional states that can depend on several variables and not only on time; this setting is motivated by flight planning and electric vehicle routing applications. We give an exact algorithm for the FIFO case and derive from it an FPTAS, which is computationally efficient. It also features the best known complexity in the static case.

Description: One of the fundamental steps in the optimization of public transport is line planning. It involves determining lines and assigning frequencies of service such that costs are minimized while also maximizing passenger comfort and satisfying travel demands. We formulate the problem as a mixed integer linear program that considers all circuit-like lines in a graph and allows free passenger routing. Traveler and operator costs are included in a linear scalarization in the objective. We apply said programming problem to the Parametric City, which is a graph model introduced by Fielbaum, Jara-Díaz and Gschwender that exibly represents different cities. In his dissertation, Fielbaum solved the line planning problem for various parameter choices in the Parametric City. In a first step, we therefore review his results and make comparative computations. Unlike Fielbaum we arrive at the conclusion that the optimal line plan for this model indeed depends on the demand. Consequently, we analyze the line planning problem in-depth: We find equivalent, but easier to compute formulations and provide a lower bound by LP-relaxation, which we show to be equivalent to a multi-commodity flow problem. Further, we examine what impact symmetry has on the solutions. Supported both by computational results as well as by theoretical analysis, we reach the conclusion that symmetric line plans are optimal or near-optimal in the Parametric City. Restricting the model to symmetric line plans allows for a \kappa-factor approximation algorithm for the line planning problem in the Parametric City.

Description: UG is a generic framework to parallelize branch-and-bound based solvers (e.g., MIP, MINLP, ExactIP) in a distributed or shared memory computing environment. It exploits the powerful performance of state-of-the-art "base solvers", such as SCIP, CPLEX, etc. without the need for base solver parallelization. UG framework, ParaSCIP(ug[SCIP,MPI]) and FiberSCIP (ug[SCIP,Pthreads]) are available as a beta version. For MIP solving, ParaSCIP and FiberSCIP are well debugged and should be stable. For MINLP solving, they are relatively stable, but not as thoroughly debugged. This release version should handle branch-and-cut approaches where subproblems are defined by variable bounds and also by constrains for ug[SCIP,*] ParaSCIP and FiberSCIP). Therefore, problem classes other than MIP or MINLP can be handled, but they have not been tested yet. v0.9.1: Update orbitope cip files.

Description: Context. Cometary outgassing is induced by the sublimation of ices and the ejection of dust originating from the nucleus. Therefore measuring the composition and dynamics of the cometary gas provides information concerning the interior composition of the body. Nevertheless, the bulk composition differs from the coma composition, and numerical models are required to simulate the main physical processes induced by the illumination of the icy body. Aims. The objectives of this study are to bring new constraints on the interior composition of the nucleus of comet 67P/Churyumov-Gerasimenko (hereafter 67P) by comparing the results of a thermophysical model applied to the nucleus of 67P and the coma measurements made by the Reflectron-type Time-Of-Flight (RTOF) mass spectrometer. This last is one of the three instruments of the Rosetta Orbiter Spectrometer for Ion and Neutral Analysis (ROSINA), used during the Rosetta mission. Methods. Using a thermophysical model of the comet nucleus, we studied the evolution of the stratigraphy (position of the sublimation and crystallisation fronts), the temperature of the surface and subsurface, and the dynamics and spatial distribution of the volatiles (H2O, CO2 and CO). We compared them with the in situ measurements from ROSINA/RTOF and an inverse coma model. Results. We observed the evolution of the surface and near surface temperature, and the deepening of sublimation fronts. The thickness of the dust layer covering the surface strongly influences the H2O outgassing but not the more volatiles species. The CO outgassing is highly sensitive to the initial CO/H2O ratio, as well as to the presence of trapped CO in the amorphous ice. Conclusions. The study of the influence of the initial parameters on the computed volatile fluxes and the comparison with ROSINA/RTOF measurements provide a range of values for an initial dust mantle thickness and a range of values for the volatile ratio. These imply the presence of trapped CO. Nevertheless, further studies are required to reproduce the strong change of behaviour observed in RTOF measurements between September 2014 and February 2015.

Description: This master thesis investigates the use and behaviour of a mixed finite element formulation for the simulation of garments. The garment is modelled as an isotropic shell and is related to its mid-surface by energetic degeneration. Based on this, an energy functional is constructed, which contains the deformation and the mid-surface vector as degree of freedom. It is then shown why this problem does not correspond to a saddle point problem, but to a non-convex energy minimization. The implementation of the energy minimization takes place with the ZIB-internal FE framework Kaskade7.4, whereby a geometric linear and different geometric non-linear problems are examined, whereby for a selected, non-linear example a comparison is made with an existing implementation on basis of Morley elements. The further evaluations include the analysis of the quantitative and qualitative results, the used solution method, the behaviour of the system energy as well as the used CPU time.

Description: In a recent paper, Conte et al. [CGMR2017] presented an algorithm for enumerating all acyclic orientations of a graph G=(V,E) with a single source (and related orientations) with delay O(|V||E|). In this paper we revisit the problem by going back to an early paper by de Fraysseix et al. [FMR1995], who proposed an algorithm for enumerating all bipolar orientations of a graph based on a recursion formula. We first formalize de Fraysseix et al.'s algorithm for bipolar orientations and determine that its delay is also O(|V||E|). We then apply their recursion formula to the case of Conte et al.'s enumeration problem and show that this yields a more efficient enumeration algorithm with delay O(\sqrt(|V|)|E|). Finally, a way to further streamline the algorithm that leads to a particularly simple implementation is suggested.

Description: Mixed-integer programming (MIP) problem is arguably among the hardest classes of optimization problems. This paper describes how we solved 21 previously unsolved MIP instances from the MIPLIB benchmark sets. To achieve these results we used an enhanced version of ParaSCIP, setting a new record for the largest scale MIP computation: up to 80,000 cores in parallel on the Titan supercomputer. In this paper, we describe the basic parallelization mechanism of ParaSCIP, improvements of the dynamic load balancing and novel techniques to exploit the power of parallelization for MIP solving. We give a detailed overview of computing times and statistics for solving open MIPLIB instances.

Description: The aim of this thesis is to deepen our understand of how IDA* heuristics influence the number of nodes expanded during search. To this end, we develop Korf's formula for the number of expanded nodes into a heuristic quality η which expresses the quality of a heuristic function as a constant factor on the number of expanded nodes, independent of a particular problem instance. We proceed to show how to compute η for some common kinds of heuristics and how to estimate η by means of a random sample for arbitrary heuristics. Using the value of η for some concrete examples, we then inspect for which parts of the search space the values of h(v) are particularly critical to the performance of the heuristic, allowing us to build better heuristics for future problems. This report originally appeared as a master thesis at Humboldt University of Berlin.

Description: Recently, Kronqvist et al. (J Global Optim 64(2):249–272, 2016) rediscovered the supporting hyperplane algorithm of Veinott (Oper Res 15(1):147–152, 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 (J Soc Ind Appl Math 8(4):703–712, 1960) 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 a class of general, not necessarily convex nor differentiable, functions.

Description: Understanding the pathophysiological processes of cartilage degradation requires adequate model systems to develop therapeutic strategies towards osteoarthritis (OA). Although different in vitro or in vivo models have been described, further comprehensive approaches are needed to study specific disease aspects. This study aimed to combine in vitro and in silico modeling based on a tissue-engineering approach using mesenchymal condensation to mimic cytokine-induced cellular and matrix-related changes during cartilage degradation. Thus, scaffold-free cartilage-like constructs (SFCCs) were produced based on self-organization of mesenchymal stromal cells (mesenchymal condensation) and i) characterized regarding their cellular and matrix composition or secondly ii) treated with interleukin-1β (IL-1β) and tumor necrosis factor α (TNFα) for 3 weeks to simulate OA-related matrix degradation. In addition, an existing mathematical model based on partial differential equations was optimized and transferred to the underlying settings to simulate distribution of IL-1β, type II collagen degradation and cell number reduction. By combining in vitro and in silico methods, we aim to develop a valid, efficient alternative approach to examine and predict disease progression and effects of new therapeutics.

Description: Motivated by the desire to numerically calculate rigorous upper and lower bounds on deviation probabilities over large classes of probability distributions, we present an adaptive algorithm for the reconstruction of increasing real-valued functions. While this problem is similar to the classical statistical problem of isotonic regression, the optimisation setting alters several characteristics of the problem and opens natural algorithmic possibilities. We present our algorithm, establish sufficient conditions for convergence of the reconstruction to the ground truth, and apply the method to synthetic test cases and a real-world example of uncertainty quantification for aerodynamic design.