Solving Previously Unsolved MIP Instances with ParaSCIP on Supercomputers by using up to 80,000 Cores

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 … Read more

High-Level Interfaces for the Multiple Shooting Code for Optimal Control MUSCOD

The demand for model-based simulation and optimization solutions requires the availability of software frameworks that not only provide computational capabilities, but also help to ease the formulation and implementation of the respective optimal control problems. In this article, we present and discuss recent development efforts and applicable work flows using the example of MUSCOD, the … Read more

Learning Enabled Optimization: Towards a Fusion of Statistical Learning and Stochastic Optimization

Several emerging applications, such as “Analytics of Things” and “Integrative Analytics” call for a fusion of statistical learning (SL) and stochastic optimization (SO). The Learning Enabled Optimization paradigm fuses concepts from these disciplines in a manner which not only enriches both SL and SO, but also provides a framework which supports rapid model updates and … Read more

Unified approach for solving Box-Constrained models with continuous or discrete variables by Non monotonous Derivative Free Optimization techniques.

This paper describes a unified approach for solving Box-Constrained Optimization Problems (BCOP) in Euclidian spaces. The variables may be either continuous or discrete; in which case, they range on a grid of isolated points regularly spaced. For the continuous case, convergence is shown under standard assumptions; for the discrete case, slight modifications ensure that the … Read more

Can linear superiorization be useful for linear optimization problems?

Linear superiorization considers linear programming problems but instead of attempting to solve them with linear optimization methods it employs perturbation resilient feasibility-seeking algorithms and steers them toward reduced (not necessarily minimal) target function values. The two questions that we set out to explore experimentally are (i) Does linear superiorization provide a feasible point whose linear … Read more

Reoptimization Techniques for MIP Solvers

Recently, there have been many successful applications of optimization algorithms that solve a sequence of quite similar mixed-integer programs (MIPs) as subproblems. Traditionally, each problem in the sequence is solved from scratch. In this paper we consider reoptimization techniques that try to benefit from information obtained by solving previous problems of the sequence. We focus … Read more

A framework for automated PDE-constrained optimisation

A generic framework for the solution of PDE-constrained optimisation problems based on the FEniCS system is presented. Its main features are an intuitive mathematical interface, a high degree of automation, and an efficient implementation of the generated adjoint model. The framework is based upon the extension of a domain-specific language for variational problems to cleanly … Read more

TACO – A Toolkit for AMPL Control Optimization

We describe a set of extensions to the AMPL modeling language to conveniently model mixed-integer optimal control problems for ODE or DAE dynamic processes. These extensions are realized as AMPL user functions and suffixes and do not require intrusive changes to the AMPL language standard or implementation itself. We describe and provide TACO, a Toolkit … Read more

COIN-OR METSlib: a Metaheuristics Framework in Modern C++.

The document describes COIN-OR METSlib, a C++ framework for local search based metaheuristics. METSlib has been used to implement a massively parallel VRP algorithm, a state of the art Vertex Coloring Problem solver, a Timetabling software, and in many other projects. Article Download View COIN-OR METSlib: a Metaheuristics Framework in Modern C++.


In this paper we study constrained eigenvalue optimization of noncommutative (nc) polynomials, focusing on the polydisc and the ball. Our three main results are as follows: (1) an nc polynomial is nonnegative if and only if it admits a weighted sum of hermitian squares decomposition; (2) (eigenvalue) optima for nc polynomials can be computed using … Read more