Matthias Köppe

Nonlinear Integer Programming

Research efforts of the past fifty years have led to a development of linear integer programming as a mature discipline of mathematical optimization. Such a level of maturity has not been reached when one considers nonlinear systems subject to integrality requirements for the variables. This chapter is dedicated to this topic. The primary goal is a study of a simple version of general nonlinear integer problems, where all constraints are still linear. Our focus is on the computational complexity of the problem, which varies significantly with the type of nonlinear objective function in combination with the underlying combinatorial structure. Numerous boundary cases of complexity emerge, which sometimes surprisingly lead even to polynomial time algorithms.We also cover recent successful approaches for more general classes of problems. Though no positive theoretical efficiency results are available, nor are they likely to ever be available, these seem to be the currently most successful and interesting approaches for solving practical problems. It is our belief that the study of algorithms motivated by theoretical considerations and those motivated by our desire to solve practical instances should and do inform one another. So it is with this viewpoint that we present the subject, and it is in this direction that we hope to spark further research.

How to Integrate a Polynomial over a Simplex

This paper starts by settling the computational complexity of the problem of integrating a polynomial function f over a rational simplex. We prove that the problem is NP-hard for arbitrary polynomials via a generalization of a theorem of Motzkin and Straus. On the other hand, if the polynomial depends only on a fixed number of variables, while its degree and the dimension of the simplex are allowed to vary, we prove that integration can be done in polynomial time. As a consequence, for polynomials of fixed total degree, there is a polynomial time algorithm as well. We explore our algorithms with some experiments. We conclude the article with extensions to other polytopes and discussion of other available methods. 1.

SBROME: a scalable optimization and module matching framework for automated biosystems design.

The development of a scalable framework for biodesign automation is a formidable challenge given the expected increase in part availability and the ever-growing complexity of synthetic circuits. To allow for (a) the use of previously constructed and characterized circuits or modules and (b) the implementation of designs that can scale up to hundreds of nodes, we here propose a divide-and-conquer Synthetic Biology Reusable Optimization Methodology (SBROME). An abstract user-defined circuit is first transformed and matched against a module database that incorporates circuits that have previously been experimentally characterized. Then the resulting circuit is decomposed to subcircuits that are populated with the set of parts that best approximate the desired function. Finally, all subcircuits are subsequently characterized and deposited back to the module database for future reuse. We successfully applied SBROME toward two alternative designs of a modular 3-input multiplexer that utilize pre-existing logic gates and characterized biological parts.

Parametric Integer Programming Algorithm for Bilevel Mixed Integer Programs

We consider discrete bilevel optimization problems where the follower solves an integer program with a fixed number of variables. Using recent results in parametric integer programming, we present polynomial time algorithms for pure and mixed integer bilevel problems. For the mixed integer case where the leader’s variables are continuous, our algorithm also detects whether the infimum cost fails to be attained, a difficulty that has been identified but not directly addressed in the literature. In this case, it yields a “better than fully polynomial time” approximation scheme with running time polynomial in the logarithm of the absolute precision. For the pure integer case where the leader’s variables are integer, and hence optimal solutions are guaranteed to exist, we present an algorithm which runs in polynomial time when the total number of variables is fixed.

A (k+1)-Slope Theorem for the k-Dimensional Infinite Group Relaxation

We prove that any minimal valid function for the k-dimensional innite group relaxation that is piecewise linear with at most k + 1 slopes and does not factor through a linear map with non-trivial kernel is extreme. This generalizes a theorem of Gomory and Johnson for k = 1, and Cornu ejols and Molinaro for k = 2.

Software for exact integration of polynomials over polyhedra

We are interested in quickly computing the exact value of integrals of polynomial functions over domains that are decomposable into convex polyhedra (e.g., a tetrahedral or cubical mesh decomposition of space). We describe a software implementation, part of the software LattE, and provide benchmark computations.

Automatic design of synthetic gene circuits through mixed integer non-linear programming.

Automatic design of synthetic gene circuits poses a significant challenge to synthetic biology, primarily due to the complexity of biological systems, and the lack of rigorous optimization methods that can cope with the combinatorial explosion as the number of biological parts increases. Current optimization methods for synthetic gene design rely on heuristic algorithms that are usually not deterministic, deliver sub-optimal solutions, and provide no guaranties on convergence or error bounds. Here, we introduce an optimization framework for the problem of part selection in synthetic gene circuits that is based on mixed integer non-linear programming (MINLP), which is a deterministic method that finds the globally optimal solution and guarantees convergence in finite time. Given a synthetic gene circuit, a library of characterized parts, and user-defined constraints, our method can find the optimal selection of parts that satisfy the constraints and best approximates the objective function given by the user. We evaluated the proposed method in the design of three synthetic circuits (a toggle switch, a transcriptional cascade, and a band detector), with both experimentally constructed and synthetic promoter libraries. Scalability and robustness analysis shows that the proposed framework scales well with the library size and the solution space. The work described here is a step towards a unifying, realistic framework for the automated design of biological circuits.

On the Complexity of Nonlinear Mixed-Integer Optimization

This is a survey on the computational complexity of nonlinear mixedinteger optimization. It highlights a selection of important topics, ranging from incomputability results that arise from number theory and logic, to recently obtained fully polynomial time approximation schemes in fixed dimension, and to strongly polynomialtime algorithms for special cases.

A new Lenstra-type Algorithm for Quasiconvex Polynomial Integer Minimization with Complexity 2^O(n log n)

We study the integer minimization of a quasiconvex polynomial with quasiconvex polynomial constraints. We propose a new algorithm that is an improvement upon the best known algorithm due to Heinz (Journal of Complexity, 2005). This improvement is achieved by applying a new modern Lenstra-type algorithm, finding optimal ellipsoid roundings, and considering sparse encodings of polynomials. For the bounded case, our algorithm attains a time-complexity of s (r l M d)^{O(1)} 2^{2n log_2(n) + O(n)} when M is a bound on the number of monomials in each polynomial and r is the binary encoding length of a bound on the feasible region. In the general case, s l^{O(1)} d^{O(n)} 2^{2n log_2(n) +O(n)}. In each we assume d>= 2 is a bound on the total degree of the polynomials and l bounds the maximum binary encoding size of the input.

A primal all-integer algorithm based on irreducible solutions

Abstract. This paper introduces an exact primal augmentation algorithm for solving general linear integer programs. The algorithm iteratively substitutes one column in a tableau by other columns that correspond to irreducible solutions of certain linear diophantine inequalities. We prove that various versions of our algorithm are finite. It is a major concern in this paper to show how the subproblem of replacing a column can be accomplished effectively. An implementation of the presented algorithms is given. Computational results for a number of hard 0/1 integer programs from the MIPLIB demonstrate the practical power of the method.