Thorsten Koch – Page 2 – Optimization Online

First Experiments with Structure-Aware Presolving for a Parallel Interior-Point Method

Published: 2019/07/26, Updated: 2019/08/02

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 … Read more

MIPLIB 2017: Data-Driven Compilation of the 6th Mixed-Integer Programming Library

Published: 2019/07/12, Updated: 2020/06/12

Tobias Achterberg

Michael Bastubbe

Timo Berthold

Philipp M. Christophel

(Mixed) Integer Linear Programming, Optimization Software Benchmark

We report on the selection process leading to the sixth version of the Mixed Integer Programming Library. Selected from an initial pool of 5,721 instances, the new MIPLIB 2017 collection consists of 1,065 instances. A subset of 240 instances was specially selected for benchmarking solver performance. For the first time, these sets were compiled using … Read more

The SCIP Optimization Suite 6.0

Published: 2018/07/02, Updated: 2018/07/03

Matthias Miltenberger

(Mixed) Integer Linear Programming, (Mixed) Integer Nonlinear Programming benders decomposition, branch-and-cut, branch-and-price, column generation, constraint integer programming, linear programming, mixed-integer linear programming, mixed-integer nonlinear programming, mixed-integer semidefinite programming, optimization solver, parallelization, steiner tree optimization

The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming framework SCIP. This paper discusses enhancements and extensions contained in version 6.0 of the SCIP Optimization Suite. Besides performance improvements of the MIP and MINLP core achieved by new primal heuristics and a new selection criterion … Read more

The SCIP Optimization Suite 5.0

Published: 2017/12/21, Updated: 2017/12/29

Matthias Miltenberger

(Mixed) Integer Linear Programming, (Mixed) Integer Nonlinear Programming branch-and-cut, branch-and-price, column generation framework, constraint integer programming, linear programming, mixed-integer linear programming, mixed-integer nonlinear programming, mixed-integer semidefinite programming, optimization solver, parallelization, steiner tree optimization

This article describes new features and enhanced algorithms made available in version 5.0 of the SCIP Optimization Suite. In its central component, the constraint integer programming solver SCIP, remarkable performance improvements have been achieved for solving mixed-integer linear and nonlinear programs. On MIPs, SCIP 5.0 is about 41 % faster than SCIP 4.0 and over … Read more

Parallel Solvers for Mixed Integer Linear Optimization

Published: 2017/05/04

(Mixed) Integer Linear Programming, Branch and Cut Algorithms, Parallel Algorithms Branch-and-Bound, branch-and-cut, mixed-integer linear programming, parallel algorithm

In this article, we provide an overview of the current state of the art with respect to solution of mixed integer linear optimization problems (MILPS) in parallel. Sequential algorithms for solving MILPs have improved substantially in the last two decades and commercial MILP solvers are now considered effective off-the-shelf tools for optimization. Although concerted development … Read more

The SCIP Optimization Suite 4.0

Published: 2017/03/09, Updated: 2017/09/04

Matthias Miltenberger

(Mixed) Integer Nonlinear Programming, Optimization Software and Modeling Systems linear programming, mixed-integer linear and nonlinear programming, optimization solver development

The SCIP Optimization Suite is a powerful collection of optimization software that consists of the branch-cut-and-price framework and mixed-integer programming solver SCIP, the linear programming solver SoPlex, the modeling language Zimpl, the parallelization framework UG, and the generic branch-cut-and-price solver GCG. Additionally, it features the extensions SCIP-Jack for solving Steiner tree problems, PolySCIP for solving … Read more

Tackling Industrial-Scale Supply Chain Problems by Mixed-Integer Programming

Published: 2016/11/24

Gerald Gamrath

Ambros Gleixner

Thorsten Koch

Matthias Miltenberger

(Mixed) Integer Linear Programming, Supply Chain Management large-scale optimization, mixed-integer linear programming, numerical stability, primal heuristics, supply chain management, supply network optimization

SAP’s decision support systems for optimized supply network planning rely on mixed-integer programming as the core engine to compute optimal or near-optimal solutions. The modeling flexibility and the optimality guarantees provided by mixed-integer programming greatly aid the design of a robust and future-proof decision support system for a large and diverse customer base. In this … Read more

The SCIP Optimization Suite 3.2

Published: 2016/03/09

Matthias Miltenberger

Integer Programming, Linear, Cone and Semidefinite Programming, Optimization Software and Modeling Systems

The SCIP Optimization Suite is a software toolbox for generating and solving various classes of mathematical optimization problems. Its major components are the modeling language ZIMPL, the linear programming solver SoPlex, the constraint integer programming framework and mixed-integer linear and nonlinear programming solver SCIP, the UG framework for parallelization of branch-and-bound-based solvers, and the generic … Read more

GasLib – A Library of Gas Network Instances

Published: 2015/11/25, Updated: 2017/11/18

(Mixed) Integer Nonlinear Programming, Applications - Science and Engineering gas transport, gaslib, mixed-integer nonlinear programming, networks, problem instances

The development of mathematical simulation and optimization models and algorithms for solving gas transport problems is an active field of research. In order to test and compare these models and algorithms, gas network instances together with demand data are needed. The goal of GasLib is to provide a set of publicly available gas network instances … Read more

Validation of Nominations in Gas Network Optimization: Models, Methods, and Solutions

Published: 2012/11/30, Updated: 2013/11/17

(Mixed) Integer Nonlinear Programming, Applications - Science and Engineering, Systems governed by Differential Equations Optimization gas transport optimization, mixed-integer nonlinear programming, real-world instances

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 … Read more