## Preprints (rote Reihe) des Fachbereich Mathematik

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276

Let \(a_1,\dots,a_n\) be independent random points in \(\mathbb{R}^d\) spherically symmetrically but not necessarily identically distributed. Let \(X\) be the random polytope generated as the convex hull of \(a_1,\dots,a_n\) and for any \(k\)-dimensional subspace \(L\subseteq \mathbb{R}^d\) let \(Vol_L(X) :=\lambda_k(L\cap X)\) be the volume of \(X\cap L\) with respect to the \(k\)-dimensional Lebesgue measure \(\lambda_k, k=1,\dots,d\). Furthermore, let \(F^{(i)}\)(t):= \(\bf{Pr}\) \(\)(\(\Vert a_i \|_2\leq t\)),
\(t \in \mathbb{R}^+_0\) , be the radial distribution function of \(a_i\). We prove that the expectation
functional \(\Phi_L\)(\(F^{(1)}, F^{(2)},\dots, F^{(n)})\) := \(E(Vol_L(X)\)) is strictly decreasing in
each argument, i.e. if \(F^{(i)}(t) \le G^{(i)}(t)t\), \(t \in {R}^+_0\), but \(F^{(i)} \not\equiv G^{(i)}\), we show \(\Phi\) \((\dots, F^{(i)}, \dots\)) > \(\Phi(\dots,G^{(i)},\dots\)). The proof is clone in the more general framework
of continuous and \(f\)- additive polytope functionals.

203

The notion of Q-Gorenstein smoothings has been introduced by Kollar. ([KoJ], 6.2.3). This notion is essential for formulating Kollar's conjectures on smoothing components for rational surface singularities. He conjectures, loosely speaking, that every smoothing of a rational surface singularity can be obtained by blowing down a deformation of a partial resolution, this partial resolution having the property (among others) that the singularities occuring on it all have qG-smoothings. (For more details and precise statements see [Ko], ch. 6.). It is therefore of interest to construct singularities having qG-smoothings.

216

We present a generalization of Proth's theorem for testing certain large integers for primality. The use of Gauß sums leads to a much simpler approach to these primality criteria as compared to the earlier tests. The running time of the algorithms is bounded by a polynomial in the length of the input string. The applicability of our algorithms is linked to certain diophantine approximations of \(l\)-adic roots of unity.

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The first part of this paper studies a Levenberg-Marquardt scheme for nonlinear inverse problems where the corresponding Lagrange (or regularization) parameter is chosen from an inexact Newton strategy. While the convergence analysis of standard implementations based on trust region strategies always requires the invertibility of the Fréchet derivative of the nonlinear operator at the exact solution, the new Levenberg-Marquardt scheme is suitable for ill-posed problems as long as the Taylor remainder is of second order in the interpolating metric between the range and dornain
topologies. Estimates of this type are established in the second part of the paper for ill-posed parameter identification problems arising in inverse groundwater hydrology. Both, transient and steady state data are investigated. Finally, the numerical performance of the new Levenberg-Marquardt scheme is
studied and compared to a usual implementation on a realistic but synthetic 2D model problem from the engineering literature.

223

Let \(a_1, i:=1,\dots,m\), be an i.i.d. sequence taking values in \(\mathbb{R}^n\), whose convex hull is interpreted as a stochastic polyhedron \(P\). For a special class of random variables, which decompose additively relative to their boundary simplices, eg. the volume of \(P\), simple integral representations of its first two moments are given in case of rotationally symmetric distributions in order to facilitate estimations of variances or to quantify large deviations from the mean.

245

Let \(A\):= {\(a_i\mid i= 1,\dots,m\)} be an i.i.d. random sample in (\mathbb{R}^n\), which we consider a random polyhedron, either as the convex hull of the \(a_i\) or as the intersection of halfspaces {\(x \mid a ^T_i x\leq 1\)}. We introduce a class of polyhedral functionals we will call "additive-type functionals", which covers a number of polyhedral functionals discussed in different mathematical fields, where the emphasis in our contribution will be on those, which arise in linear optimization theory. The class of additive-type functionals is a suitable setting in order to unify and to simplify the asymptotic probabilistic analysis of first and second moments of polyhedral functionals. We provide examples of asymptotic results on expectations and on variances.

262

Let \(a_1,\dots,a_m\) be i.i .d. vectors uniform on the unit sphere in \(\mathbb{R}^n\), \(m\ge n\ge3\) and let \(X\):= {\(x \in \mathbb{R}^n \mid a ^T_i x\leq 1\)} be the random polyhedron generated by. Furthermore, for linearly independent vectors \(u\), \(\bar u\) in \(\mathbb{R}^n\), let \(S_{u, \bar u}(X)\) be the number of shadow vertices of \(X\) in \(span (u, \bar u\)). The paper provides an asymptotic expansion of the expectation value \(E (S_{u, \bar u})\) for fixed \(n\) and \(m\to\infty\). The first terms of the expansion are given explicitly. Our investigation of \(E (S_{u, \bar u})\) is closely connected to Borgwardt's probabilistic analysis of the shadow vertex algorithm - a parametric variant of the simplex algorithm. We obtain an improved asymptotic upper bound for the number of pivot steps required by the shadow vertex algorithm for uniformly on the sphere distributed data.

242

Efficient algorithms and structural results are presented for median
problems with 2 new facilities including the classical 2-Median problem,
the 2-Median problem with forbidden regions and bicriterial 2-Median
problems. This is the first paper dealing with multi-facility multiobjective location problems. The time complexity of all presented algorithms is O(MlogM), where M is the number of existing facilities.

265

In multiple criteria optimization an important research topic is the topological structure of the set \( X_e \) of efficient solutions. Of major interest is the connectedness of \( X_e \), since it would allow the determination of \( X_e \) without considering non-efficient solutions in the
process. We review general results on the subject,including the connectedness result for efficient solutions in multiple criteria linear programming. This result can be used to derive a definition of connectedness for discrete optimization problems. We present a counterexample to a previously stated result in this area, namely that the set of efficient solutions of the shortest path problem is connected. We will also show that connectedness does not hold for another important problem in discrete multiple criteria optimization: the spanning tree problem.

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We compare different notions of differentiability of a measure along a vector field on a locally convex space. We consider in the \(L^2\)-space of a differentiable measure the analoga of the classical concepts of gradient, divergence and Laplacian (which coincides with the Ornstein-Uhlenbeck
operator in the Gaussian case). We use these operators for the extension of the basic results of Malliavin and Stroock on the smoothness of finite dimensional image measures under certain nonsmooth mappings to the case of non-Gaussian measures. The proof of this extension is quite direct and does not use any Chaos-decomposition. Finally, the role of this Laplacian in the
procedure of quantization of anharmonic oscillators is discussed.