Showing papers by "Marc E. Pfetsch published in 2018"

The SCIP Optimization Suite 6.0

Abstract: 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 for cutting planes, one focus of this release are decomposition algorithms. Both SCIP and the automatic decomposition solver GCG now include advanced functionality for performing Benders’ decomposition in a generic framework. GCG’s detection loop for structured matrices and the coordination of pricing routines for Dantzig-Wolfe decomposition has been significantly revised for greater flexibility. Two SCIP extensions have been added to solve the recursive circle packing problem by a problem-specific column generation scheme and to demonstrate the use of the new Benders’ framework for stochastic capacitated facility location. Last, not least, the report presents updates and additions to the other components and extensions of the SCIP Optimization Suite: the LP solver SoPlex, the modeling language Zimpl, the parallelization framework UG, the Steiner tree solver SCIP-Jack, and the mixed-integer semidefinite programming solver SCIP-SDP.

A framework for solving mixed-integer semidefinite programs

Abstract: Mixed-integer semidefinite programs (MISDPs) arise in many applications and several problem-specific solution approaches have been studied recently. In this paper, we investigate a generic branch-and-bound framework for solving such problems. We first show that strict duality of the semidefinite relaxations is inherited to the subproblems. Then solver components such as dual fixing, branching rules, and primal heuristics are presented. We show the applicability of an implementation of the proposed methods on three kinds of problems. The results show the positive computational impact of the different solver components, depending on the semidefinite programming solver used. This demonstrates that practically relevant MISDPs can successfully be solved using a general purpose solver.

A Compact Formulation for the $\ell _{2,1}$ Mixed-Norm Minimization Problem

Abstract: Parameter estimation from multiple measurement vectors (MMVs) is a fundamental problem in many signal processing applications, e.g., spectral analysis and direction-of-arrival estimation. Recently, this problem has been addressed using prior information in form of a jointly sparse signal structure. A prominent approach for exploiting joint sparsity considers mixed-norm minimization in which, however, the problem size grows with the number of measurements and the desired resolution, respectively. In this work, we derive an equivalent, compact reformulation of the l 2,1 mixed-norm minimization problem that provides new insights on the relation between different existing approaches for jointly sparse signal reconstruction. The reformulation builds upon a compact parameterization, which models the row-norms of the sparse signal representation as parameters of interest, resulting in a significant reduction of the MMV problem size. Given the sparse vector of row-norms, the jointly sparse signal can be computed from the MMVs in closed form. For the special case of uniform linear sampling, we present an extension of the compact formulation for gridless parameter estimation by means of semidefinite programming. Furthermore, we prove in this case the exact equivalence between our compact problem formulation and the atomic-norm minimization. Additionally, for the case of irregular sampling or a large number of samples, we present a low complexity, grid-based implementation based on the coordinate descent method.

Branch-and-cut for linear programs with overlapping SOS1 constraints

Abstract: SOS1 constraints require that at most one of a given set of variables is nonzero. In this article, we investigate a branch-and-cut algorithm to solve linear programs with SOS1 constraints. We focus on the case in which the SOS1 constraints overlap. The corresponding conflict graph can algorithmically be exploited, for instance, for improved branching rules, preprocessing, primal heuristics, and cutting planes. In an extensive computational study, we evaluate the components of our implementation on instances for three different applications. We also demonstrate the effectiveness of this approach by comparing it to the solution of a mixed-integer programming formulation, if the variables appearing in SOS1 constraints ar bounded.

Irreducible infeasible subsystems of semidefinite systems

Abstract: Given real symmetric $n \times n$-matrices $A_0, \ldots, A_m$, let $A(y)$ denote the linear matrix pencil $A(y) = A_0 - \sum_{i=1}^m y_i A_i$. Farkas' lemma for semidefinite programming then characterizes feasibility of the system $A(y) \succeq 0$ in terms of an alternative spectrahedron. In the well-studied special case of linear programming, a theorem by Gleeson and Ryan states that the index sets of irreducible infeasible subsystems are exactly the vertices of the corresponding alternative polyhedron. We show that one direction of this theorem can be generalized to the nonlinear situation of extreme points of general spectrahedra. The reverse direction, however, is not true in general, which we show by means of counterexamples. On the positive side, an irreducible infeasible block subsystem is obtained whenever the extreme point has minimal block support. Motivated by results from sparse recovery, we provide a criterion for the uniqueness of solutions of semidefinite block systems.

Joint Antenna Selection and Phase-only Beamforming using Mixed-Integer Nonlinear Programming

Abstract: In this paper, we consider the problem of joint antenna selection and analog beamformer design in downlink single-group multicast networks. Our objective is to reduce the hardware costs by minimizing the number of required phase shifters at the transmitter while fulfilling given distortion limits at the receivers. We formulate the problem as an l0 minimization problem and devise a novel branch-and-cut based algorithm to solve the resulting mixed-integer nonlinear program to optimality. We also propose a suboptimal heuristic algorithm to solve the above problem approximately with a low computational complexity. Computational results illustrate that the solutions produced by the proposed heuristic algorithm are optimal in most cases. The results also indicate that the performance of the optimal methods can be significantly improved by initializing with the result of the suboptimal method.

A Mixed-Integer Nonlinear Program for the Design of Gearboxes

Abstract: Gearboxes are mechanical transmission systems that provide speed and torque conversions from a rotating power source. Being a central element of the drive train, they are relevant for the efficiency and durability of motor vehicles. In this work, we present a new approach for gearbox design: Modeling the design problem as a mixed-integer nonlinear program (MINLP) allows us to create gearbox designs from scratch for arbitrary requirements and—given enough time—to compute provably globally optimal designs for a given objective. We show how different degrees of freedom influence the runtime and present an exemplary solution.

Joint Antenna Selection and Phase-Only Beamforming Using Mixed-Integer Nonlinear Programming

Abstract: In this paper, we consider the problem of joint antenna selection and analog beamformer design in downlink single-group multicast networks. Our objective is to reduce the hardware costs by minimizing the number of required phase shifters at the transmitter while fulfilling given distortion limits at the receivers. We formulate the problem as an L0 minimization problem and devise a novel branch-and-cut based algorithm to solve the resulting mixed-integer nonlinear program to optimality. We also propose a suboptimal heuristic algorithm to solve the above problem approximately with a low computational complexity. Computational results illustrate that the solutions produced by the proposed heuristic algorithm are optimal in most cases. The results also indicate that the performance of the optimal methods can be significantly improved by initializing with the result of the suboptimal method.

Optimal Placement of Active Bars for Buckling Control in Truss Structures under Bar Failures

Abstract: Buckling of slender bars subject to axial compressive loads represents a critical design constraint for light-weight truss structures. Active buckling control by actuators provides a possibility to increase the maximum bearable axial load of individual bars and, thus, to stabilize the truss structure.For reasons of cost, it is in general not economically viable to use such actuators in each bar of the truss structure. Hence, it is an important practical question where to place these active bars. Optimized structures, especially when coupled with active elements to further decrease the number of necessary bars, however, lead to designs, which, while cost-efficient, are especially prone to bardamages, caused, e.g., by material failures. Therefore, this paper presents a mathematical optimization approach to optimally place active bars for buckling control in a way that secures both buckling and general stability constraints even after failure of any combination of a certain number of bars. This allows us to increase the resilience of the system and guarantee stable behavior even in case of failures.

Algorithmic Design and Resilience Assessment of Energy Efficient High-Rise Water Supply Systems

Abstract: High-rise water supply systems provide water flow and suitable pressure in all levels of tall buildings. To design such state-of-the-art systems, the consideration of energy efficiency and the anticipation of component failures are mandatory. In this paper, we use Mixed-Integer Nonlinear Programming to compute an optimal placement of pipes and pumps, as well as an optimal control strategy.Moreover, we consider the resilience of the system to pump failures. A resilient system is able to fulfill a predefined minimum functionality even though components fail or are restricted in their normal usage. We present models to measure and optimize the resilience. To demonstrate our approach, we design and analyze an optimal resilient decentralized water supply system inspired by a real-life hotel building.

On Obligations in the Development Process of Resilient Systems with Algorithmic Design Methods

Abstract: Advanced computational methods are needed both for the design of large systems and to compute high accuracy solutions. Such methods are efficient in computation, but the validation of results is very complex, and highly skilled auditors are needed to verify them. We investigate legal questions concerning obligations in the development phase, especially for technical systems developed using advanced methods. In particular, we consider methods of resilient and robust optimization. With these techniques, high performance solutions can be found, despite a high variety of input parameters. However, given the novelty of these methods, it is uncertain whether legal obligations are being met. The aim of this paper is to discuss if and how the choice of a specific computational method affects the developer’s product liability. The review of legal obligations in this paper is based on German law and focuses on the requirements that must be met during the design and development process.

Semi-automatically optimized calibration of internal combustion engines

Abstract: Modern combustion engines incorporate a number of actuators and sensors that can be used to control and optimize the performance and emissions. We describe a semi-automatic method to simultaneously measure and calibrate the actuator settings and the resulting behavior of the engine. The method includes an adaptive process for refining the measurements, a data cleaning step, and an optimization procedure. The optimization works in a discretized space and incorporates the conditions to describe the dependence between the actuators and the engine behavior as well as emission bounds. We demonstrate our method on practical examples.

Extended Formulations for Column Constrained Orbitopes

Abstract: In the literature, packing and partitioning orbitopes were discussed to handle symmetries that act on variable matrices in certain binary programs. In this paper, we extend this concept by restrictions on the number of 1-entries in each column. We develop extended formulations of the resulting polytopes and present numerical results that show their effect on the LP relaxation of a graph partitioning problem.