Bibliothek

Beschreibung: We consider a shape implant design problem that arises in the context of facial surgery. We introduce a reformulation as an optimal control problem, where the control acts as a boundary force. The state is modelled as a minimizer of a polyconvex hyperelastic energy functional. We show existence of optimal solutions and derive - on a formal level - first order optimality conditions. Finally, preliminary numerical results are presented.

Beschreibung: This paper presents efficient computational techniques for solving an optimization problem in cardiac defibrillation governed by the monodomain equations. Time-dependent electrical currents injected at different spatial positions act as the control. Inexact Newton-CG methods are used, with reduced gradient computation by adjoint solves. In order to reduce the computational complexity, adaptive mesh refinement for state and adjoint equations is performed. To reduce the high storage and bandwidth demand imposed by adjoint gradient and Hessian-vector evaluations, a lossy compression technique for storing trajectory data is applied. An adaptive choice of quantization tolerance based on error estimates is developed in order to ensure convergence. The efficiency of the proposed approach is demonstrated on numerical examples.

Beschreibung: In recent years Markov State Models (MSMs) have attracted a consid- erable amount of attention with regard to modelling conformation changes and associated function of biomolecular systems. They have been used successfully, e.g., for peptides including time-resolved spectroscopic ex- periments, protein function and protein folding , DNA and RNA, and ligand-receptor interaction in drug design and more complicated multi- valent scenarios. In this article a novel reweighting scheme is introduced that allows to construct an MSM for certain molecular system out of an MSM for a similar system. This permits studying how molecular proper- ties on long timescales differ between similar molecular systems without performing full molecular dynamics simulations for each system under con- sideration. The performance of the reweighting scheme is illustrated for simple test cases including one where the main wells of the respective en- ergy landscapes are located differently and an alchemical transformation of butane to pentane where the dimension of the state space is changed.

Beschreibung: We present Undercover, a primal heuristic for nonconvex mixed-integer nonlinear programming (MINLP) that explores a mixed-integer linear subproblem (sub-MIP) of a given MINLP. We solve a vertex covering problem to identify a minimal set of variables that need to be fixed in order to linearize each constraint, a so-called cover. Subsequently, these variables are fixed to values obtained from a reference point, e.g., an optimal solution of a linear relaxation. We apply domain propagation and conflict analysis to try to avoid infeasibilities and learn from them, respectively. Each feasible solution of the sub-MIP corresponds to a feasible solution of the original problem. We present computational results on a test set of mixed-integer quadratically constrained programs (MIQCPs) and general MINLPs from MINLPLib. It turns out that the majority of these instances allow for small covers. Although general in nature, the heuristic appears most promising for MIQCPs, and complements nicely with existing root node heuristics in different state-of-the-art solvers.

Beschreibung: We introduce the class of spot-checking games (SC games). These games model problems where the goal is to distribute fare inspectors over a toll network. In an SC game, the pure strategies of network users correspond to paths in a graph, and the pure strategies of the inspectors are subset of edges to be controlled. Although SC games are not zero-sum, we show that a Nash equilibrium can be computed by linear programming. The computation of a strong Stackelberg equilibrium is more relevant for this problem, but we show that this is NP-hard. However, we give some bounds on the \emph{price of spite}, which measures how the payoff of the inspector degrades when committing to a Nash equilibrium. Finally, we demonstrate the quality of these bounds for a real-world application, namely the enforcement of a truck toll on German motorways.

Beschreibung: We study System Dynamics models with several free parameters that can be altered by the user. We assume that the user's goal is to achieve a certain dynamic behavior of the model by varying these parameters. In order to the find best possible combination of parameter settings, several automatic parameter tuning methods are described in the literature and readily available within existing System Dynamic software packages. We give a survey on the available techniques in the market and describe their theoretical background. Some of these methods are already six decades old, and meanwhile newer and more powerful optimization methods have emerged in the mathematical literature. One major obstacle for their direct use are tabled data in System Dynamics models, which are usually interpreted as piecewise linear functions. However, modern optimization methods usually require smooth functions which are twice continuously differentiable. We overcome this problem by a smooth spline interpolation of the tabled data. We use a test set of three complex System Dynamic models from the literature, describe their individual transition into optimization problems, and demonstrate the applicability of modern optimization algorithms to these System Dynamics Optimization problems.

Beschreibung: One of the essential components of a branch-and-bound based mixed-integer linear programming (MIP) solver is the branching rule. Strong branching is a method used by many state-of-the-art branching rules to select the variable to branch on. It precomputes the dual bounds of potential child nodes by solving auxiliary linear programs (LPs) and thereby helps to take good branching decisions that lead to a small search tree. In this paper, we describe how these dual bound predictions can be improved by including domain propagation into strong branching. Domain propagation is a technique MIP solvers usually apply at every node of the branch-and-bound tree to tighten the local domains of variables. Computational experiments on standard MIP instances indicate that our improved strong branching method significantly improves the quality of the predictions and causes almost no additional effort. For a full strong branching rule, we are able to obtain substantial reductions of the branch-and-bound tree size as well as the solving time. Moreover, the state-of-the-art hybrid branching rule can be improved this way as well. This paper extends previous work by the author published in the proceedings of the CPAIOR 2013.

Beschreibung: To attain the highest performance of energy supply systems, it is necessary to rationally determine types, capacities, and numbers of equipment in consideration of their operational strategies corresponding to seasonal and hourly variations in energy demands. In the combinatorial optimization method based on the mixed-integer linear programming (MILP), integer variables are used to express the selection, numbers, and on/off status of operation of equipment, and the number of these variables increases with those of equipment and periods for variations in energy demands, and affects the computation efficiency significantly. In this paper, a MILP method utilizing the hierarchical relationship between design and operation variables is proposed to solve the optimal design problem of energy supply systems efficiently: At the upper level, the optimal values of design variables are searched by the branch and bound method; At the lower level, the values of operation variables are optimized independently at each period by the branch and bound method under the values of design variables given tentatively during the search at the upper level; Lower bounds for the optimal value of the objective function are evaluated, and are utilized for the bounding operations at both the levels. This method is implemented into open and commercial MILP solvers. Illustrative and practical case studies on the optimal design of cogeneration systems are conducted, and the validity and effectiveness of the proposed method are clarified.

Beschreibung: We investigate the problem of finding modules (or clusters, communities) in directed networks. Until now, most articles on this topic have been oriented towards finding complete network partitions despite the fact that this often is unwanted. We present a novel random walk based approach for non-complete partitions of the directed network into modules in which some nodes do not belong to only one of the modules but to several or to none at all. The new random walk process is reversible even for directed networks but inherits all necessary information about directions and structure of the original network. We demonstrate the performance of the new method in application to a real-world earthquake network.

Beschreibung: Natural gas is one of the most important energy sources in Germany and Europe. In recent years, political regulations have led to a strict separation of gas trading and gas transport, thereby assigning a central role in energy politics to the transportation and distribution of gas. These newly imposed political requirements influenced the technical processes of gas transport in such a way that the complex task of planning and operating gas networks has become even more intricate. Mathematically, the combination of discrete decisions on the configuration of a gas transport network, the nonlinear equations describing the physics of gas, and the uncertainty in demand and supply yield large-scale and highly complex stochastic mixed-integer nonlinear optimization problems. The Matheon project "Optimization of Gas Transport" takes the key role of making available the necessary core technology to solve the mathematical optimization problems which model the topology planning and the operation of gas networks. An important aspect of the academic impact is the free availability of our framework. As a result of several years of research and development, it is now possible to download a complete state-of-the-art framework for mixed-integer linear and nonlinear programming in source code at http://scip.zib.de

Beschreibung: Wir stellen einen mathematischen Optimierungsansatz zur integrierten Dienst- und Dienstreihenfolgeplanung im öffentlichen Nahverkehr vor, mit dem sich bei konstanten Personalkosten die Fahrerzufriedenheit deutlich steigern lässt.

Beschreibung: Nach einem kurzen Abriss über die Bedeutung des Verkehrssektors als eine wichtige Schlüsseltechnologie im gesamten Verlauf der Menschheitsgeschichte skizzieren wir die Rolle der Mathematik für Verkehr und Transport. Wir spekulieren dann über zukünftige Entwicklungen, insbesondere im Bereich des öffentlichen Personenverkehrs, und begründen, dass die in diesem Bereich anstehenden Herausforderungen nur mit dem Einsatz mathematischer Methoden angemessen bewältigt werden können. Die demographischen Prozesse, die in verschiedenen Teilen der Welt unterschiedlich verlaufen, wie z.B. Überalterung in Europa oder dynamische Trends zu Megastädten in Entwicklungsländern, sich ändernde Lebens- und Produktionsverhältnisse, stark wachsender Bedarf nach Mobilität und enormes Anwachsen der Komplexität der Verkehrsplanung und -durchführung, machen einen verstärkten Zugriff auf mathematische Modellierung, Simulation und Optimierung notwendig. Diese Entwicklung stellt sowohl große Herausforderungen an die Mathematik, wo vielfach noch keine geeigneten Methoden vorhanden sind, als auch an die Praktiker im Bereich von Verkehr und Transport, die sich mit neuen Planungs- und Steuerungstechnologien befassen und diese effizient einsetzen müssen. Hier wird intensive Kooperation zwischen vielen beteiligten Akteuren gefragt sein.

Beschreibung: The set packing problem, sometimes also called the stable set problem, is a well-known NP-hard problem in combinatorial optimization with a wide range of applications and an interesting polyhedral structure, that has been the subject of intensive study. We contribute to this field by showing how, employing cliques, odd set inequalities for the matching problem can be generalized to valid inequalities for the set packing polytope with a clear combinatorial meaning.

Beschreibung: This thesis deals with the hypergraph assignment problem (HAP), a set partitioning problem in a special type of hypergraph. The HAP generalizes the assignment problem from bipartite graphs to what we call bipartite hypergraphs, and is motivated by applications in railway vehicle rotation planning. The main contributions of this thesis concern complexity, polyhedral results, analyses of random instances, and primal methods for the HAP. We prove that the HAP is NP-hard and APX-hard even for small hyperedge sizes and hypergraphs with a special partitioned structure. We also study the complexity of the set packing and covering relaxations of the HAP, and present for certain cases polynomial exact or approximation algorithms. A complete linear description is known for the assignment problem. We therefore also study the HAP polytope. There, we have a huge number of facet-defining inequalities already for a very small problem size. We describe a method for dividing the inequalities into equivalence classes without resorting to a normal form. Within each class, facets are related by certain symmetries and it is sufficient to list one representative of each class to give a complete picture of the structural properties of the polytope. We propose the algorithm "HUHFA" for the classification that is applicable not only to the HAP but combinatorial optimization problems involving symmetries in general. In the largest possible HAP instance for which we could calculate the complete linear description, we have 14049 facets, which can be divided into 30 symmetry classes. We can combinatorially interpret 16 of these classes. This is possible by employing cliques to generalize the odd set inequalities for the matching problem. The resulting inequalities are valid for the polytope associated with the set packing problem in arbitrary hypergraphs and have a clear combinatorial meaning. An analysis of random instances provides a better insight into the structure of hyperassignments. Previous work has extensively analyzed random instances for the assignment problem theoretically and practically. As a generalization of these results for the HAP, we prove bounds on the expected value of a minimum cost hyperassignment that uses half of the maximum possible number of hyperedges that are not edges. In a certain complete partitioned hypergraph G2,2n with i. i. d. exponential random variables with mean 1 as hyperedge costs it lies between 0.3718 and 1.8310 if the vertex number tends to infinity. Finally, we develop an exact combinatorial solution algorithm for the HAP that combines three methods: A very large-scale neighborhood search, the composite columns method for the set partitioning problem, and the network simplex algorithm.

Beschreibung: Diese Arbeit beschäftigt sich mit dem Hypergraph Assignment Problem (Abkürzung "HAP", dt.: Zuordnungsproblem auf Hypergraphen), einem Mengenzerlegungsproblem auf einem speziellen Typ von Hypergraphen. Das HAP verallgemeinert das Zuordnungsproblem von bipartiten Graphen auf eine Struktur, die wir bipartite Hypergraphen nennen, und ist durch eine Anwendung in der Umlaufplanung im Schienenverkehr motiviert. Die Hauptresultate betreffen die Komplexität, polyedrische Ergebnisse, die Analyse von Zufallsinstanzen sowie primale Methoden für das HAP. Wir beweisen, dass das HAP NP-schwer und APX-schwer ist, sogar wenn wir uns auf kleine Hyperkantengrößen und Hypergraphen mit einer speziellen, partitionierten Struktur beschränken. Darüber hinaus untersuchen wir die Komplexität der Mengenpackungs- sowie Mengenüberdeckungsrelaxierung und geben für bestimmte Fälle Approximations- und exakte Algorithmen mit einer polynomiellen Laufzeit an. Für das Polytop des Zuordnungsproblems ist eine vollständige lineare Beschreibung bekannt. Wir untersuchen daher auch das HAP-Polytop. Dafür ist die Anzahl der Facettenungleichungen schon für sehr kleine Problemgrößen sehr groß. Wir beschreiben eine Methode zur Aufteilung der Ungleichungen in Äquivalenzklassen, die ohne die Verwendung von Normalformen auskommt. Die Facetten in jeder Klasse können durch Symmetrien ineinander überführt werden. Es genügt, einen Repräsentanten aus jeder Klasse anzugeben, um ein vollständiges Bild der Polytopstruktur zu erhalten. Wir beschreiben den Algorithmus "HUHFA", der diese Klassifikation nicht nur für das HAP, sondern für beliebige kombinatorische Optimierungsprobleme, die Symmetrien enthalten, durchführt. Die größtmögliche HAP-Instanz, für die wir die vollständige lineare Beschreibung berechnen konnten, hat 14049 Facetten, die in 30 Symmetrieklassen aufgeteilt werden können. Wir können 16 dieser Klassen kombinatorisch interpretieren. Dafür verallgemeinern wir Odd-Set-Ungleichungen für das Matchingproblem unter Verwendung von Cliquen. Die Ungleichungen, die wir erhalten, sind gültig für Mengenpackungsprobleme in beliebigen Hypergraphen und haben eine klare kombinatorische Bedeutung. Die Analyse von Zufallsinstanzen erlaubt einen besseren Einblick in die Struktur von Hyperzuordnungen. Eine solche ausführliche Analyse wurde in der Literatur theoretisch und praktisch bereits für das Zuordnungsproblem durchgeführt. Als eine Verallgemeinerung dieser Ergebnisse für das HAP beweisen wir Schranken für den Erwartungswert einer Hyperzuordnung mit minimalen Kosten, die genau die Hälfte der maximal möglichen Anzahl an Hyperkanten, die keine Kanten sind, benutzt. In einem sog. vollständigen partitionierten Hypergraphen G2,2n mit Hyperkantenkosten, die durch unabhängig identisch exponentiell verteilte Zufallsvariablen mit Erwartungswert 1 bestimmt sind, liegt dieser Wert zwischen 0.3718 und 1.8310, wenn die Knotenanzahl gegen unendlich strebt. Schließlich entwickeln wir eine exakte kombinatorische Lösungsmethode für das HAP, die drei Ansätze kombiniert: Eine Nachbarschaftssuche mit Nachbarschaften exponentieller Größe, die Composite-Columns-Methode für das Mengenzerlegungsproblem sowie den Netzwerksimplexalgorithmus.

Beschreibung: Today's gas markets demand more flexibility from the network operators which in turn have to invest into their network infrastructure. As these investments are very cost-intensive and long-living, network extensions should not only focus on one bottleneck scenario, but should increase the flexibility to fulfill different demand scenarios. We formulate a model for the network extension problem for multiple demand scenarios and propose a scenario decomposition. We solve MINLP single-scenario sub-problems and obtain valid bounds even without solving them to optimality. Heuristics prove capable of improving the initial solutions substantially. Results of computational experiments are presented.

Beschreibung: We investigate the matching and perfect matching polytopes of hypergraphs having a special structure, which we call partitioned hypergraphs. We show that the integrality gap of the standard LP-relaxation is at most $2\sqrt{d}$ for partitioned hypergraphs with parts of size $\leq d$. Furthermore, we show that this bound cannot be improved to $\mathcal{O}(d^{0.5-\epsilon})$.

Beschreibung: The set packing problem, sometimes also called the stable set problem, is a well-known NP-hard problem in combinatorial optimization with a wide range of applications and an interesting polyhedral structure, that has been the subject of intensive study. We contribute to this field by showing how, employing cliques, odd set inequalities for the matching problem can be generalized to valid inequalities for the set packing polytope with a clear combinatorial meaning.

Beschreibung: We employ the adaptive resolution approach AdResS, in its recently developed Grand Canonicallike version (GC-AdResS) [Wang et al. Phys.Rev.X 3, 011018 (2013)], to calculate the excess chemical potential, $μ^{ex}$, of various liquids and mixtures. We compare our results with those obtained from full atomistic simulations using the technique of thermodynamic integration and show a satisfactory agreement. In GC-AdResS the procedure to calculate $μ^{ex}$ corresponds to the process of standard initial equilibration of the system; this implies that, independently of the specific aim of the study, $μ^{ex}$, for each molecular species, is automatically calculated every time a GC-AdResS simulation is performed.

Beschreibung: We propose a new coarse-to-fine approach to solve certain linear programs by column generation. The problems that we address contain layers corresponding to different levels of detail, i.e., coarse layers as well as fine layers. These layers are utilized to design efficient pricing rules. In a nutshell, the method shifts the pricing of a fine linear program to a coarse counterpart. In this way, major decisions are taken in the coarse layer, while minor details are tackled within the fine layer. We elucidate our methodology by an application to a complex railway rolling stock rotation problem. We provide comprehensive computational results that demonstrate the benefit of this new technique for the solution of large scale problems.

Beschreibung: A common technique in the solution of large or complex optimization problems is the use of micro–macro transformations. In this paper, we carry out a theoretical analysis of such transformations for the track allocation problem in railway networks. We prove that the cumulative rounding technique of Schlechte et al. satisfies two of three natural optimality criteria and that this performance cannot be improved. We also show that under extreme circumstances, this technique can perform inconveniently by underestimating the global optimal value.

Beschreibung: The Rolling Stock Rotation Problem is to schedule rail vehicles in order to cover timetabled trips by a cost optimal set of vehicle rotations. The problem integrates several facets of railway optimization, such as vehicle composition, maintenance constraints, and regularity aspects. In industrial applications existing vehicle rotations often have to be re-optimized to deal with timetable changes or construction sites. We present an integrated modeling and algorithmic approach to this task as well as computational results for industrial problem instances of DB Fernverkehr AG.

Beschreibung: Cows typically have different numbers of follicular waves during their hormonal cycle. Understanding the underlying regulations leads to insights into the reasons for declined fertility, a phenomenon that has been observed during the last decades. We present a systematic approach based on Fourier analysis to examine how parameter changes in a model of the bovine estrous cycle lead to different wave patterns. Even without any biological considerations, this allows to detect the responsible model parameters that control the type of periodicity of the solution, thus supporting experimental planning of animal scientists.

Beschreibung: Techniques for finding metastable or almost invariant sets have been investigated, e.g., for deterministic dynamical systems in set-oriented numerics, for stochastic processes in molecular dynamics, and for random walks on complex networks. Most prominent algorithms are based on spectral apporaches and identify metastable sets via the doimant eigenvalues of the transfer operator associated with the dynamical system under consideration. These algorithms require the dominant eigenvalues to be real-valued. However, for many types of dynamics, e.g. for non-reversible Markov chains, this condition is not met. In this paper we utilize the hitting time apporach to metastable sets and demonstrate how the wellknown statements about optimal metastable decompositions of reversible chains can be reformulated for non-reversible chains if one switches from a spectral approach to an exit time approach. The performance of the resulting algorithm is illustrated by numerical experiments on random walks on complex networks.

Beschreibung: This thesis deals with the mathematical modeling of endocrinological networks that are underlying the female hormone cycle. These networks consist of a variety of biological mechanisms in different parts of the organism. Their interaction leads to periodic changes of various substances that are necessary for reproduction. In every cycle, hormones are secreted from the hypothalamic-pituitary-gonadal axis into the bloodstream, where they distribute and influence several functions in the body. Their most important task in reproduction is to regulate processes in the ovaries, where follicles and corpus luteum develop. These produce steroids that are released into the blood and from therein regulate the processes in the hypothalamic-pituitary-gonadal axis. The hormonal cycle is thus a result of a large feedback loop, whose self-regulation is a complex interplay of multiple components. For the modeling of these processes, a high abstraction level is required, which can be realized by various modeling approaches. In this work, some of these approaches are implemented. The first step in all approaches is the representation of the most important mechanisms in a flowchart. In the next step, this can be implemented as a system of ordinary differential equations using Hill functions, as a piecewise defined affine differential equation model, or directly as a purely regulatory model. Using this approach, a differential equation model for the hormonal cycle of cows is developed. This is compared with a more advanced model of the menstrual cycle in humans. Both models are validated by comparing simulations with measured values, and by studying external influences such as drug administration. For the example of the bovine estrous cycle, continuous analysis methods are used to investigate stability, follicular wave patterns, and robustness with respect to parameter perturbations. Furthermore, the model is substantially reduced while preserving the main simulation results. To take a look at alternative modeling approaches, corresponding discrete models are derived, exemplified for the bovine model. For a piecewise affine version of the model, parameter constraints for the continuous model are calculated. Stability is analyzed globally for a purely discrete model. In addition, core discrete models are derived, which retain the dynamic properties of the original model.

Beschreibung: This work deals with the reduction of a previously developed ODE model for the bovine estrous cycle. After applying a method for exploring the parameter space by Apri et al. (2012), we perform structure-based reduction steps and several system specific adaptations. Overall, the original model consisting of 15 ODEs and 60 parameters is reduced to a model of 10 odes and 38 parameters. The reduced model qualitatively reproduces the state trajectories of the original model.

Beschreibung: The problem of decomposing networks into modules (or clusters) has gained much attention in recent years, as it can account for a coarsegrained description of complex systems, often revealing functional subunits of these systems. A variety of module detection algorithms have been proposed, mostly oriented towards finding hard partitionings of undirected networks. Despite the increasing number of fuzzy clustering methods for directed networks, many of these approaches tend to neglect important directional information. In this paper, we present a novel random walk based approach for finding fuzzy partitions of directed, weighted networks, where edge directions play a crucial role in defining how well nodes in a module are interconnected. We will show that cycle decomposition of a random walk process connects the notion of network modules and information transport in a network, leading to a new, symmetric measure of node communication. Finally, we will use this measure to introduce a communication graph, for which we will show that although being undirected it inherits all necessary information about modular structures from the original network.

Beschreibung: In this paper, we investigate the conformational dynamics of alanine dipeptide under an external electric field by nonequilibrium molecular dynamics simulation. We consider the case of a constant and of an oscillatory field. In this context, we propose a procedure to implement the temperature control, which removes the irrelevant thermal effects of the field. For the constant field different time-scales are identified in the conformational, dipole moment, and orientational dynamics. Moreover, we prove that the solvent structure only marginally changes when the external field is switched on. In the case of oscillatory field, the conformational changes are shown to be as strong as in the previous case, and nontrivial nonequilibrium circular paths in the conformation space are revealed by calculating the integrated net probability fluxes.

Beschreibung: We consider a stationary discrete-time linear process that can be observed by a finite number of sensors. The experimental design for the observations consists of an allocation of available resources to these sensors. We formalize the problem of selecting a design that maximizes the information matrix of the steady-state of the Kalman filter, with respect to a standard optimality criterion, such as $D-$ or $A-$optimality. This problem generalizes the optimal experimental design problem for a linear regression model with a finite design space and uncorrelated errors. Finally, we show that under natural assumptions, a steady-state optimal design can be computed by semidefinite programming.

Beschreibung: Ticket pricing in public transport usually takes a welfare maximization point of view. Such an approach, however, does not consider fairness in the sense that users of a shared infrastructure should pay for the costs that they generate. We propose an ansatz to determine fair ticket prices that combines concepts from cooperative game theory and linear and integer programming. The ticket pricing problem is considered to be a constrained cost allocation game, which is a generalization of cost allocation games that allows to deal with constraints on output prices and on the formation of coalitions. An application to pricing railway tickets for the intercity network of the Netherlands is presented. The results demonstrate that the fairness of prices can be improved substantially in this way. A preliminary version of this paper appeared in the Proceedings of HPSC 2009 (Borndörfer and Hoang 2012). This journal article introduces better model and algorithms.

Beschreibung: As a basis for meaningful simulation and optimization efforts with regard to traffic engineering or energy consumption in telecommunication networks, suitable models are indispensable. This concerns not only realistic network topologies, but also models for the geographical distribution and the temporal dynamics of traffic, as well as the assumptions on network components and technology. This paper derives such a model from the practice of a large national carrier. Applying the network and traffic model, we demonstrate its use by presenting various optimization cases related to energy-efficient telecommunication. Here, we focus on load-adaptivity by employing sleep modes to the network hardware, where several constraints on the reconfigurability of the network over time are considered.

Beschreibung: The first part of this thesis is devoted to the general problem of stochastic shortest path problem. It is about searching for the shortest path in a graph in which arc lengths are uncertain and specified by continuous random variables. This problem is at the core of various applications, especially in robust transportation planning where paths correspond to aircraft, train, or bus rotations, crew duties or rosters, etc. We propose a novel solution method based on a discretisation of random variables which is applicable to any class of continuous random variables. We also give bounds on the approximation error of the discretised path lengths compared to the continuous path lengths. In addition, we provide theoretical results for the computational complexity of this method. In the second part we apply this method to a real world airline transportation problem: the so-called tail assignment problem. The goal of the tail assignment problem is to construct aircraft rotations, routes consisting of flight segments, for a set of individual aircraft in order to cover a set of flight segments (legs) while considering operational constraints of each individual aircraft as well as short- to long-term individual maintenance requirements. We state a stochastic programming formulation of this problem and we show how to solve it efficiently by using our method within a column generation framework. We show the gain of our stochastic approach in comparison to standard KPI in terms of less propagated delay and thus less operational costs without growth of computational complexity. A key point of our complex approach to robust optimisation problem is the fit of the underlying stochastic model with reality. We propose a delay propagation model that is realistic, not overfitted, and can therefore be used for forecasting purposes. We benchmark our results using extensive simulation. We show a significant decrease of arrival delays and thus monetary savings on average as well as in the majority of our disruption scenarios. We confirm these benefits in even more life-like benchmarks as simulation where recovery actions are taken and in scenarios which use historical delays directly instead of the stochastic model.

Beschreibung: We propose a new coarse-to-fine approach to solve certain linear programs by column generation. The problems that we address contain layers corresponding to different levels of detail, i.e., coarse layers as well as fine layers. These layers are utilized to design efficient pricing rules. In a nutshell, the method shifts the pricing of a fine linear program to a coarse counterpart. In this way, major decisions are taken in the coarse layer, while minor details are tackled within the fine layer. We elucidate our methodology by an application to a complex railway rolling stock rotation problem. We provide comprehensive computational results that demonstrate the benefit of this new technique for the solution of large scale problems.

Beschreibung: Nur wenn eine Kultur der Nachnutzung und des freien Teilens von Wissen entsteht, werden Wissenschaftler auch die eigenen Forschungsdaten für die Langzeitverfügbarkeit aufbereiten und freigeben. Zu diesem Zweck ist diese Handreichung als Einstieg in das Thema Forschungsdatenmanagement entstanden.

Beschreibung: We introduce the class of spot-checking games (SC games). These games model problems where the goal is to distribute fare inspectors over a toll network. Although SC games are not zero-sum, we show that a Nash equilibrium can be computed by linear programming. The computation of a strong Stackelberg equilibrium is more relevant for this problem, but we show that this is NP-hard. However, we give some bounds on the \emph{price of spite}, which measures how the payoff of the inspector degrades when committing to a Nash equilibrium. Finally, we demonstrate the quality of these bounds for a real-world application, namely the enforcement of a truck toll on German motorways.

Beschreibung: We introduce the class of spot-checking games (SC games). These games model problems where the goal is to distribute fare inspectors over a toll network. Although SC games are not zero-sum, we show that a Nash equilibrium can be computed by linear programming. The computation of a strong Stackelberg equilibrium is more relevant for this problem, but we show that this is NP-hard. However, we give some bounds on the \emph{price of spite}, which measures how the payoff of the inspector degrades when committing to a Nash equilibrium. Finally, we demonstrate the quality of these bounds for a real-world application, namely the enforcement of a truck toll on German motorways.

Beschreibung: The resource constrained assignment problem (RCAP) is to find a minimal cost cycle partition in a directed graph such that a resource constraint is fulfilled. The RCAP has its roots in an application that deals with the covering of a railway timetable by rolling stock vehicles. Here, the resource constraint corresponds to maintenance constraints for rail vehicles. Moreover, the RCAP generalizes several variants of vehicle routing problems. We contribute a local search algorithm for this problem that is derived from an exact algorithm which is similar to the Hungarian method for the standard assignment problem. Our algorithm can be summarized as a k-OPT heuristic, exchanging k arcs of an alternating cycle of the incumbent solution in each improvement step. The alternating cycles are found by dual arguments from linear programming. We present computational results for instances from our railway application at Deutsche Bahn Fernverkehr AG as well as for instances of the vehicle routing problem from the literature.

Beschreibung: The classical Unit Commitment Problem (UC) consists in determining the production of a set of thermal and hydro power generation units over a given time horizon, in order to meet a forecast energy demand and minimize a cost function. In the last years, in connection with the UC, increasingly attention has been given to active switching, namely the possibility of changing the topology of the transmission network by tripping some of the lines. Active switching has been indeed recognized as an important way to improve capacity and reliability of the network. Modifying the network topology is also very useful in modern electricity systems, where the penetration of on-programmable renewable energy sources is high and tends to be very concentrated in some zones of the network. As a consequence, the interest for automatic and optimized switching procedures is currently spreading. In this paper, we address the UC when complemented by active switching, thus leading to so-called Unit Commitment with Optimal Transmission Switching (UCOTS). We formulate the UCOTS as a mixed integer linear program, where we unify tight formulations recently proposed in literature for relevant subfamilies of constraints of the problem. Concerning the cost function, in our formulation we approximate the quadratic thermal cost objective function by a piecewise linear function based on perspective cuts and we propose a new simple and effective way to perturb it, with the aim of breaking symmetries induced by optimal transmission switching decision variables. Our original solution approach also exploits specialized branching priorities. Computational experiments on realistic UCOTS instances highlight that our new framework is able to find optimal and near-optimal solutions in reasonable amount of time by direct use of a state-of-the-art commercial MIP solver.

Beschreibung: Nach einem kurzen Abriss über die Bedeutung des Verkehrssektors als eine wichtige Schlüsseltechnologie im gesamten Verlauf der Menschheitsgeschichte skizzieren wir die Rolle der Mathematik für Verkehr und Transport. Wir spekulieren dann über zukünftige Entwicklungen, insbesondere im Bereich des öffentlichen Personenverkehrs, und begründen, dass die in diesem Bereich anstehenden Herausforderungen nur mit dem Einsatz mathematischer Methoden angemessen bewältigt werden können. Die demographischen Prozesse, die in verschiedenen Teilen der Welt unterschiedlich verlaufen, wie z.B. Überalterung in Europa oder dynamische Trends zu Megastädten in Entwicklungsländern, sich ändernde Lebens- und Produktionsverhältnisse, stark wachsender Bedarf nach Mobilität und enormes Anwachsen der Komplexität der Verkehrsplanung und -durchführung, machen einen verstärkten Zugriff auf mathematische Modellierung, Simulation und Optimierung notwendig. Diese Entwicklung stellt sowohl große Herausforderungen an die Mathematik, wo vielfach noch keine geeigneten Methoden vorhanden sind, als auch an die Praktiker im Bereich von Verkehr und Transport, die sich mit neuen Planungs- und Steuerungstechnologien befassen und diese effizient einsetzen müssen. Hier wird intensive Kooperation zwischen vielen beteiligten Akteuren gefragt sein.

Beschreibung: We consider multi-commodity flow problems in which capacities are installed on paths. In this setting, it is often important to distinguish between flows on direct connection routes, using single paths, and flows that include path switching. We show that the concept of metric inequalities to characterize capacities that support a multi-commodity flow can be generalized to deal with direct connections.

Beschreibung: In this article we investigate methods to solve a fundamental task in gas transportation, namely the validation of nomination problem: Given a gas transmission network consisting of passive pipelines and active, controllable elements and given an amount of gas at every entry and exit point of the network, find operational settings for all active elements such that there exists a network state meeting all physical, technical, and legal constraints. We describe a two-stage approach to solve the resulting complex and numerically difficult feasibility problem. The first phase consists of four distinct algorithms applying linear, and methods for complementarity constraints to compute possible settings for the discrete decisions. The second phase employs a precise continuous programming model of the gas network. Using this setup, we are able to compute high quality solutions to real-world industrial instances that are significantly larger than networks that have appeared in the mathematical programming literature before.

Beschreibung: In den letzten Jahren ist die reproduktive Leistung von Milchkühen parallel zur steigenden Milchleistung drastisch gesunken. Um die zu Grunde liegenden biologischen Mechanismen besser zu verstehen, wurde in dieser Arbeit eine Modellerweiterung des vorhandenen Modells von Stötzel et al. (2011) um metabolische Einflussfaktoren angestrebt. Hierfür wurde zuerst aus veröffentlichten, experimentell gewonnen Erkenntnissen herausgearbeitet, wie die metabolischen Faktoren auf das periodische Zyklusverfahren der Milchkuh Einfluss nehmen. Daraus wurde ersichtlich, dass Glukose, Insulin und IGF-I die wichtigsten metabolischen Faktoren sind, aber lediglich IGF-I als dynamische Größe in das Modell eingeht. Zur Validierung des erweiterten Modells, wurden im Rahmen dieser Arbeit Szenarien aus der Literatur entwickelt, welche eine negative Energiebilanz oder den Effekt von Diätrestriktionen auf den Milchkuhzyklus simulieren sollten. Ferner wurden Messdaten für IGF, E2 und P4 von Kawashima et al. (2007) und Cerri et al. (2011) bereit gestellt. Das erweiterte Modell umfasst lediglich 8 Parameter mehr als das Ursprungsmodell, wobei gezeigt werden konnte, dass weder die Bedingung für die Lösbarkeit noch die Stabilität in den Anfangswerten eingebüßt wurde. Die Modellkurven konnten mittels des NLSCON erfolgreich an die bereitgestellten Messdaten für IGF, E2 und P4 angepasst werden. Anhand der Ergebnisse aus den Szenarien ließ sich zeigen, dass es teilweise gelingt über die metabolischen Einflussfaktoren eine negative Energiebilanz für unterernährte Kühe darzustellen. Die Rückführung in das periodische Zyklusverhalten verlief jedoch im Vergleich zu in vivo Beobachtungen zu schnell ab. Eine mögliche Erklärung hierfür ist ein zu geringer Einfluss von IGF-I auf das Modell. Darüber hinaus kam es trotz (stark) reduzierter LH-Konzentration zur Ovulation. Auf diesen Erkenntnissen aufbauend könnte in Zukunft die Follikelmodellierung modifiziert oder die Hillfunktion, die die Ovulation darstellt, überarbeitet werden.

Beschreibung: During the last few years there has been a drastic decline in the fertility of dairy cows. Therefore the goal of this work is to identify the underlying mechanisms for this problem by extending the model from Stötzel et al. (2011) to include the influence of metabolic factors. For this purpose the influence of the metabolic factors was determined based on published, experimentally obtained findings. The important metabolic factors were glucose, insulin and IGF-I, but only IGF-I was shown to be dynamic over the course of a cycle and therefore implemented into the model. To validate the chosen model extension we developed scenarios from the literature in order to simulate the impact of negative energy balance as well as the effect of diet restrictions on the bovine oestrous cycle. Furthermore we got measurement data from Kawashima et al. (2007) and Cerri et al. (2011) for IGF, E2 and P4. The new model has just 8 parameters more, while maintaining the same solvability and stability in the initial values. It was possible to fit the model with the use of NLSCON to the measurement data for IGF, E2 and P4. In addition the scenarios allowed us to show that the model is able to simulate a negative energy balance in parts. Merely the return into the cyclic behaviour was faster than observed in vivo. One possible explanation would be, that the influence of IGF-I on the model is not strong enough. The model showed a deficit while simulating the scenarios since a marked reduction of the LH concentration still led to ovulation. Thus future research could be done in this direction, where it would probably be necessary to modify the follicle function or the hill function responsible for ovulation.

Beschreibung: In this thesis, we study different modelling approaches for piecewise linear functions, in particular with respect to their occurrence in mathematical optimization problems. Reviewing the quality of the classical MIP models from the literature, we will see that all but the disaggregated convex combination method yield both sharp and locally ideal formulations. In the main part, we will present an alternative approach for modelling constraints involving piecewise linear functions, based on ideas of constraint programming and using a convex hull relaxation. For the purpose of developing a branch-and-bound procedure specifically adapted to our constraint formulation within SCIP, all required components such as propagation, branching and separation will be discussed. In particular, we will focus on adapting well-known MIP strategies for the selection of branching variables to our type of piecewise linear constraints.

Beschreibung: The discussion about sustainability and climate change as well as the energy cost perspective of network operators gives increasing attention to the energy efficiency of telecommunication networks. A promising way to improve the energy efficiency of such networks is the load-adaptive operation in which the network capacity is adjusted to the actual timevarying traffic transport needs. In this paper the concept of load-adaptive operation in the core network is explained, with the respective underlying optical network and the associated mathematical optimization. Within the DESI project a demonstrator has been realized with a commercially available WDM/OTN system. As results, concrete proven power and energy savings and the projected savings for a nationwide multilayer core network are reported.

Beschreibung: The applicability of accelerators is limited by the attainable speed-up for the offloaded computations and by the offloading overheads. While GPU programming models like CUDA and OpenCL only allow to optimise the application code and its speed-up, the available low-level APIs for the Intel Xeon Phi provide opportunity to address the overheads, too. This work presents an Heterogeneous Active Message (HAM) layer that minimises software overheads for offloading on Intel’s Xeon Phi. It provides the basis for an offload API with similar semantics as the Intel Language Extensions for Offload (LEO). In contrast to LEO, HAM works within the C++ language and needs no additional compiler support. We evaluated HAM on top of SCIF and MPI as communication backends. While the SCIF backend offers the best performance, the MPI backend allows for inter-node offloads which are not possible with other offload solutions. Benchmark results show that the cost for offloading a function call can be decreased by a factor up to 18 compared with LEO.

Beschreibung: Natural gas is one of the most important energy sources in Germany and Europe. In recent years, political regulations have led to a strict separation of gas trading and gas transport, thereby assigning a central role in energy politics to the transportation and distribution of gas. These newly imposed political requirements influenced the technical processes of gas transport in such a way that the complex task of planning and operating gas networks has become even more intricate. Mathematically, the combination of discrete decisions on the configuration of a gas transport network, the nonlinear equations describing the physics of gas, and the uncertainty in demand and supply yield large-scale and highly complex stochastic mixed-integer nonlinear optimization problems. The Matheon project "Optimization of Gas Transport" takes the key role of making available the necessary core technology to solve the mathematical optimization problems which model the topology planning and the operation of gas networks. An important aspect of the academic impact is the free availability of our framework. As a result of several years of research and development, it is now possible to download a complete state-of-the-art framework for mixed-integer linear and nonlinear programming in source code at http://scip.zib.de