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Marc E. Pfetsch

Publications and source records attributed to Marc E. Pfetsch.

At least 19 recordsLinked to original sources

Global Optimization of Flexible District Heating Networks

District heating networks are a central tool to achieve low-carbon heat supplies. In this realm, they face the challenge of dealing with increasingly heterogeneous, partially time-varying renewable sources, thermal storage, and meshed topologies. This paper examines global optimization of the operation of such district heating networks over multiple time steps, based on a stationary, yet realistical nonlinear network model. To accelerate the solution performance of a spatial branch-and-bound algorithm for one time step, the following new methodological ingredients are introduced: exclusion of cyclic flow, symmetry exploitation between supply and return networks, reduction of temperature mixing constraints, novel primal heuristics and branching rules. The proposed methods are evaluated on a set of generated and real-world benchmark network instances with cycles and several suppliers. On the generated benchmark instances, using these methods more than doubles the number of solved instances and more than halves the runtime. For the real-world benchmark instances, the resulting algorithm produces solutions with guaranteed quality in reasonable run time. For multiple time steps that are coupled by a storage, a time decomposition approach is investigated. Under assumptions that are reasonable in practice, this approach is shown to yield an optimal solution. On a small example network, this decomposition is able to compute optimal solutions in less than a second, while solving the complete time-coupled problem is not possible within one hour.

math.OC

Approximating the Network Design Problem for Potential-Based Flows

We develop efficient algorithms for a fundamental network design problem arising in potential-based flow models, which are central to many energy transport networks (e.g., hydrogen and electricity). In contrast to classical network flow problems, the nonlinearities inherent in potential-based networks introduce significant new challenges. We address these challenges through intricate reductions to classical combinatorial optimization problems, such as (constrained) shortest path problems, enabling the application of well-established algorithmic techniques to compute exact and approximate solutions efficiently. Finally, we complement these algorithmic results with matching complexity results concerning the hardness and non-approximability of the considered problem variants.

cs.DM

Objective Coefficient Rounding and Almost Symmetries in Binary Programs

This article investigates the interplay of rounding objective coefficients in binary programs and almost symmetries. Empirically, reducing the number of significant bits through rounding often leads to instances that are easier to solve. One reason can be that the amount of symmetries increases, which enables solvers to be more effective when they are exploited. This can signify that the original instance contains 'almost symmetries'. Furthermore, solving the rounded problems provides approximations to the original objective values. We empirically investigate these relations on instances of the capacitated facility location problem, the knapsack problem and a diverse collection of additional instances, using the solvers SCIP and CP-SAT. For all investigated problem classes, we show empirically that this yields faster algorithms with guaranteed solution quality. The influence of symmetry depends on the instance type and solver.

math.OC

The SCIP Optimization Suite 10.0

The SCIP Optimization Suite provides a collection of software packages for mathematical optimization, centered around the constraint integer programming (CIP) framework SCIP. This report discusses the enhancements and extensions included in SCIP Optimization Suite 10.0. The updates in SCIP 10.0 include a new solving mode for exactly solving rational mixed-integer linear programs, a new presolver for detecting implied integral variables, a novel cut-based conflict analysis and separator for flower inequalities, two new heuristics, a novel tool for explaining infeasibility, a new interface for nonlinear solvers as well as improvements in symmetry handling, branching strategies, and SCIP's Benders' decomposition framework. SCIP Optimization Suite 10.0 also includes new and improved features in the the presolving library PaPILO, the parallel framework UG, and the decomposition framework GCG. Moreover, the SCIP Optimization Suite 10.0 contains MIP-DD, the first open-source delta debugger for mixed-integer programming solvers. These additions and enhancements have resulted in an overall performance improvement of SCIP in terms of solving time, number of nodes in the branch-and-bound tree, as well as the reliability of the solver.

math.OC

Valid Cuts for the Design of Potential-based Flow Networks

The construction of a cost minimal network for flows obeying physical laws is an important problem for the design of electricity, water, hydrogen, and natural gas infrastructures. We formulate this problem as a mixed-integer non-linear program with potential-based flows. The non-convexity of the constraints stemming from the potential-based flow model together with the binary variables indicating the decision to build a connection make these programs challenging to solve. We develop a novel class of valid inequalities on the fractional relaxations of the binary variables. Further, we show that this class of inequalities can be separated in polynomial time for solutions to a fractional relaxation. This makes it possible to incorporate these inequalities into a branch-and-cut framework. The advantage of these inequalities is lastly demonstrated in a computational study on the design of real-world gas transport networks.

math.OC

State-of-the-art Methods for Pseudo-Boolean Solving with SCIP

The Pseudo-Boolean problem deals with linear or polynomial constraints with integer coefficients over Boolean variables. The objective lies in optimizing a linear objective function, or finding a feasible solution, or finding a solution that satisfies as many constraints as possible. In the 2024 Pseudo-Boolean competition, solvers incorporating the SCIP framework won five out of six categories it was competing in. From a total of 1,207 instances, SCIP successfully solved 759, while its parallel version FiberSCIP solved 776. Based on the results from the competition, we further enhanced SCIP's Pseudo-Boolean capabilities. This article discusses the results and presents the winning algorithmic ideas.

math.OC

The SCIP Optimization Suite 9.0

The SCIP Optimization Suite provides a collection of software packages for mathematical optimization, centered around the constraint integer programming (CIP) framework SCIP. This report discusses the enhancements and extensions included in the SCIP Optimization Suite 9.0. The updates in SCIP 9.0 include improved symmetry handling, additions and improvements of nonlinear handlers and primal heuristics, a new cut generator and two new cut selection schemes, a new branching rule, a new LP interface, and several bug fixes. The SCIP Optimization Suite 9.0 also features new Rust and C++ interfaces for SCIP, new Python interface for SoPlex, along with enhancements to existing interfaces. The SCIP Optimization Suite 9.0 also includes new and improved features in the LP solver SoPlex, the presolving library PaPILO, the parallel framework UG, the decomposition framework GCG, and the SCIP extension SCIP-SDP. These additions and enhancements have resulted in an overall performance improvement of SCIP in terms of solving time, number of nodes in the branch-and-bound tree, as well as the reliability of the solver.

math.OC

Gridless Parameter Estimation in Partly Calibrated Rectangular Arrays

Spatial frequency estimation from a mixture of noisy sinusoids finds applications in various fields. While subspace-based methods offer cost-effective super-resolution parameter estimation, they demand precise array calibration, posing challenges for large antennas. In contrast, sparsity-based approaches outperform subspace methods, especially in scenarios with limited snapshots or correlated sources. This study focuses on direction-of-arrival (DOA) estimation using a partly calibrated rectangular array with fully calibrated subarrays. A gridless sparse formulation leveraging shift invariances in the array is developed, yielding two competitive algorithms under the alternating direction method of multipliers (ADMM) and successive convex approximation frameworks, respectively. Numerical simulations show the superior error performance of our proposed method, particularly in highly correlated scenarios, compared to the conventional subspace-based methods. It is demonstrated that the proposed formulation can also be adopted in the fully calibrated case to improve the robustness of the subspace-based methods to the source correlation. Furthermore, we provide a generalization of the proposed method to a more challenging case where a part of the sensors is unobservable due to failures.

eess.SP

Constrained C-Test Generation via Mixed-Integer Programming

This work proposes a novel method to generate C-Tests; a deviated form of cloze tests (a gap filling exercise) where only the last part of a word is turned into a gap. In contrast to previous works that only consider varying the gap size or gap placement to achieve locally optimal solutions, we propose a mixed-integer programming (MIP) approach. This allows us to consider gap size and placement simultaneously, achieving globally optimal solutions, and to directly integrate state-of-the-art models for gap difficulty prediction into the optimization problem. A user study with 40 participants across four C-Test generation strategies (including GPT-4) shows that our approach (MIP) significantly outperforms two of the baseline strategies (based on gap placement and GPT-4); and performs on-par with the third (based on gap size). Our analysis shows that GPT-4 still struggles to fulfill explicit constraints during generation and that MIP produces C-Tests that correlate best with the perceived difficulty. We publish our code, model, and collected data consisting of 32 English C-Tests with 20 gaps each (totaling 3,200 individual gap responses) under an open source license.

cs.CL

Learning Cuts via Enumeration Oracles

Cutting-planes are one of the most important building blocks for solving large-scale integer programming (IP) problems to (near) optimality. The majority of cutting plane approaches rely on explicit rules to derive valid inequalities that can separate the target point from the feasible set. Local cuts, on the other hand, seek to directly derive the facets of the underlying polyhedron and use them as cutting planes. However, current approaches rely on solving Linear Programming (LP) problems in order to derive such a hyperplane. In this paper, we present a novel generic approach for learning the facets of the underlying polyhedron by accessing it implicitly via an enumeration oracle in a reduced dimension. This is achieved by embedding the oracle in a variant of the Frank-Wolfe algorithm which is capable of generating strong cutting planes, effectively turning the enumeration oracle into a separation oracle. We demonstrate the effectiveness of our approach with a case study targeting the multidimensional knapsack problem (MKP).

math.OC

The Impact of Symmetry Handling for the Stable Set Problem via Schreier-Sims Cuts

Symmetry handling inequalities (SHIs) are an appealing and popular tool for handling symmetries in integer programming. Despite their practical application, little is known about their interaction with optimization problems. This article focuses on Schreier-Sims (SST) cuts, a recently introduced family of SHIs, and investigates their impact on the computational and polyhedral complexity of optimization problems. Given that SST cuts are not unique, a crucial question is to understand how different constructions of SST cuts influence the solving process. First, we observe that SST cuts do not increase the computational complexity of solving a linear optimization problem over any polytope $P$. However, separating the integer hull of $P$ enriched by SST cuts can be NP-hard, even if $P$ is integral and has a compact formulation. We study this phenomenon more in-depth for the stable set problem, particularly for subclasses of perfect graphs. In doing so, we reveal a relation to mixed graphs and exploit results regarding the generalized stable set problem on bidirected graphs. For bipartite graphs, we give a complete characterization of the integer hull after adding SST cuts based on odd-cycle inequalities. For trivially perfect graphs, we observe that the separation problem is still NP-hard after adding a generic set of SST cuts. Our main contribution is to identify a specific class of SST cuts, called stringent SST cuts, that keeps the separation problem polynomial and a complete set of inequalities, namely SST clique cuts, that yield a complete linear description. We complement these results by giving SST cuts based presolving techniques and provide a computational study to compare the different approaches. In particular, our newly identified stringent SST cuts dominate other approaches.

math.OC

Maximum A Posteriori Direction-of-Arrival Estimation via Mixed-Integer Semidefinite Programming

We propose a joint sparse maximum a posteriori (MAP) estimator for DOA estimation from multiple snapshots, reformulated as a mixed-integer semidefinite program (MISDP). This enables efficient computation of globally optimal solutions using off-the-shelf MISDP solvers based on the branch-and-bound method. Unlike other nonconvex approaches for joint sparse recovery, such as the greedy methods and sparse Bayesian learning techniques, it provides a solution with an optimality assessment even with early termination. Additionally, we present a more scalable approximate solution approach for the MISDP problem based on randomized rounding. Numerical simulations demonstrate the improved threshold behavior, resolution, and robustness of our proposed method against popular DOA estimation methods. In particular, the proposed method applied with the randomized rounding algorithm exhibits a superior estimation performance at a significantly reduced running time, compared to the deterministic maximum likelihood (DML) estimator.

eess.SP

Sub-Exponential Lower Bounds for Branch-and-Bound with General Disjunctions via Interpolation

This paper investigates linear programming based branch-and-bound using general disjunctions, also known as stabbing planes, for solving integer programs. We derive the first sub-exponential lower bound (in the encoding length $L$ of the integer program) for the size of a general branch-and-bound tree for a particular class of (compact) integer programs, namely $\smash{2^{Ω(L^{1/12 -ε})}}$ for every $ε>0$. This is achieved by showing that general branch-and-bound admits quasi-feasible monotone real interpolation, which allows us to utilize sub-exponential lower-bounds for monotone real circuits separating the so-called clique-coloring pair. Moreover, this also implies that refuting $Θ(\log(n))$-CNFs requires size $2^{n^{Ω(1)}}$ branch-and-bound trees with high probability by considering the closely related notion of infeasibility certificates introduced by Hrubes and Pudlák. One important ingredient of the proof of our interpolation result is that for every general branch-and-bound tree proving integer-freeness of a product $P\times Q$ of two polytopes $P$ and $Q$, there exists a closely related branch-and-bound tree for showing integer-freeness of $P$ or one showing integer-freeness of $Q$. Moreover, we prove that monotone real circuits can perform binary search efficiently.

math.OC

Enabling Research through the SCIP Optimization Suite 8.0

The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming framework SCIP. The focus of this paper is on the role of the SCIP Optimization Suite in supporting research. SCIP's main design principles are discussed, followed by a presentation of the latest performance improvements and developments in version 8.0, which serve both as examples of SCIP's application as a research tool and as a platform for further developments. Further, the paper gives an overview of interfaces to other programming and modeling languages, new features that expand the possibilities for user interaction with the framework, and the latest developments in several extensions built upon SCIP.

math.OC

The SCIP Optimization Suite 8.0

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 8.0 of the SCIP Optimization Suite. Major updates in SCIP include improvements in symmetry handling and decomposition algorithms, new cutting planes, a new plugin type for cut selection, and a complete rework of the way nonlinear constraints are handled. Additionally, SCIP 8.0 now supports interfaces for Julia as well as Matlab. Further, UG now includes a unified framework to parallelize all solvers, a utility to analyze computational experiments has been added to GCG, dual solutions can be postsolved by PaPILO, new heuristics and presolving methods were added to SCIP-SDP, and additional problem classes and major performance improvements are available in SCIP-Jack.

math.OC

Schreier-Sims Cuts meet Stable Set: Preserving Problem Structure when Handling Symmetries

Symmetry handling inequalities (SHIs) are a popular tool to handle symmetries in integer programming. Despite their successful application in practice, only little is known about the interaction of SHIs with optimization problems. In this article, we focus on SST cuts, an attractive class of SHIs, and investigate their computational and polyhedral consequences for optimization problems. After showing that they do not increase the computational complexity of solving optimization problems, we focus on the stable set problem for which we derive presolving techniques based on SST cuts. Moreover, we derive strengthened versions of SST cuts and identify cases in which adding these inequalities to the stable set polytope maintains integrality. Preliminary computational experiments show that our techniques have a high potential to reduce both the size of stable set problems and the time to solve them.

math.OC

Ambiguities in Direction-of-Arrival Estimation with Linear Arrays

In this paper, we present a novel approach to compute ambiguities in thinned uniform linear arrays, i.e., sparse non-uniform linear arrays, via a mixed-integer program. Ambiguities arise when there exists a set of distinct directions-of-arrival, for which the corresponding steering matrix is rank-deficient and are associated with nonunique parameter estimation. Our approach uses Young tableaux for which a submatrix of the steering matrix has a vanishing determinant, which can be expressed through vanishing sums of unit roots. Each of these vanishing sums then corresponds to an ambiguous set of directions-of-arrival. We derive a method to enumerate such ambiguous sets using a mixed-integer program and present results on several examples.

eess.SP

Recovery under Side Constraints

This paper addresses sparse signal reconstruction under various types of structural side constraints with applications in multi-antenna systems. Side constraints may result from prior information on the measurement system and the sparse signal structure. They may involve the structure of the sensing matrix, the structure of the non-zero support values, the temporal structure of the sparse representationvector, and the nonlinear measurement structure. First, we demonstrate how a priori information in form of structural side constraints influence recovery guarantees (null space properties) using L1-minimization. Furthermore, for constant modulus signals, signals with row-, block- and rank-sparsity, as well as non-circular signals, we illustrate how structural prior information can be used to devise efficient algorithms with improved recovery performance and reduced computational complexity. Finally, we address the measurement system design for linear and nonlinear measurements of sparse signals. Moreover, we discuss the linear mixing matrix design based on coherence minimization. Then we extend our focus to nonlinear measurement systems where we design parallel optimization algorithms to efficiently compute stationary points in the sparse phase retrieval problem with and without dictionary learning.

cs.IR