## Report in Wirtschaftsmathematik (WIMA Report)

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- Preprint (139)
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#### Schlagworte

8

In this paper we consider the problem of finding in a given graph a minimal weight subtree of connected subgraph, which has a given number of edges. These NP-hard combinatorial optimization problems have various applications in the oil industry, in facility layout and graph partitioning. We will present different heuristic approaches based on spanning tree and shortest path methods and on an exact algorithm solving the problem in polynomial time if the underlying graph is a tree. Both the edge- and node weighted case are investigated and extensive numerical results on the behaviour of the heuristics compared to optimal solutions are presented. The best heuristic yielded results within an error margin of less than one percent from optimality for most cases. In a large percentage of tests even optimal solutions have been found.

33

The Multiple Objective Median Problem involves locating a new facility so that a vector of performance criteria is optimized over a given set of existing facilities. A variation of this problem is obtained if the existing facilities are situated on two sides of a linear barrier. Such barriers like rivers, highways, borders, or mountain ranges are frequently encountered in practice. In this paper, theory of the Multiple Objective Median Problem with line barriers is developped. As this problem is nonconvex but specially-structured, a reduction to a series of convex optimization problems is proposed. The general results lead to a polynomial algorithm for finding the set of efficient solutions. The algorithm is proposed for bi-criteria problems with different measures of distance.

4

In this paper a group of participants of the 12th European Summer Institute which took place in Tenerifa, Spain in June 1995 present their views on the state of the art and the future trends in Locational Analysis. The issue discussed includes modelling aspects in discrete, network and continuous location, heuristic techniques, the state of technology and undesirable facility location. Some general questions are stated reagrding the applicability of location models, promising research directions and the way technology affects the development of solution techniques.

34

In order to improve the distribution system for the Nordic countries the BASF AG considered 13 alternative scenarios to the existing system. These involved the construction of warehouses at various locations. For every scenario the transportation, storage, and handling cost incurred was to be as low as possible, where restrictions on the delivery time were given. The scenarios were evaluated according to (minimal) total cost and weighted average delivery time. The results led to a restriction to only three cases, involving only one new warehouse each. For these a more accurate model for the cost was developped and evaluated, yielding results similar to a simple linear model. Since there were no clear preferences between cost and delivery time, the final decision was chosen to represent a compromise between the two criteria.

35

Robust facility location
(1998)

Let A be a nonempty finite subset of R^2 representing the geographical coordinates of a set of demand points (towns, ...), to be served by a facility, whose location within a given region S is sought. Assuming that the unit cost for a in A if the facility is located at x in S is proportional to dist(x,a) - the distance from x to a - and that demand of point a is given by w_a, minimizing the total trnsportation cost TC(w,x) amounts to solving the Weber problem. In practice, it may be the case, however, that the demand vector w is not known, and only an estimator {hat w} can be provided. Moreover the errors in sich estimation process may be non-negligible. We propose a new model for this situation: select a threshold valus B 0 representing the highest admissible transportation cost. Define the robustness p of a location x as the minimum increase in demand needed to become inadmissible, i.e. p(x) = min{||w^*-{hat w}|| : TC(w^*,x) B, w^* = 0} and solve then the optimization problem max_{x in S} p(x) to get the most robust location.

38

Knowledge about the distribution of a statistical estimator is important for various purposes like, for example, the construction of confidence intervals for model parameters or the determiation of critical values of tests. A widely used method to estimate this distribution is the so-called bootstrap which is based on an imitation of the probabilistic structure of the data generating process on the basis of the information provided by a given set of random observations. In this paper we investigate this classical method in the context of artificial neural networks used for estimating a mapping from input to output space. We establish consistency results for bootstrap estimates of the distribution of parameter estimates.

37

In this paper we derive nonparametric stochastic volatility models in discrete time. These models generalize parametric autoregressive random variance models, which have been applied quite successfully to nancial time series. For the proposed models we investigate nonparametric kernel smoothers. It is seen that so-called nonparametric deconvolution estimators could be applied in this situation and that consistency results known for nonparametric errors- in-variables models carry over to the situation considered herein.

29

Location problems with Q (in general conflicting) criteria are considered. After reviewing previous results of the authors dealing with lexicographic and Pareto location the main focus of the paper is on max-ordering locations. In these location problems the worst of the single objectives is minimized. After discussing some general results (including reductions to single criterion problems and the relation to lexicographic and Pareto locations) three solution techniques are introduced and exemplified using one location problem class, each: The direct approach, the decision space approach and the objective space approach. In the resulting solution algorithms emphasis is on the representation of the underlying geometric idea without fully exploring the computational complexity issue. A further specialization of max-ordering locations is obtained by introducing lexicographic max-ordering locations, which can be found efficiently. The paper is concluded by some ideas about future research topics related to max-ordering location problems.

3

In this paper we deal with locating a line in the plane. If d is a distance measure our objective is to find a straight line l which minimizes f(l) of g(l) (see the paper for the definition of these functions). We show that for all distance measures d derived from norms, one of the lines minimizing f(l) contains at least two of the existing facilities. For the center objective we always get an optimal line which is at maximum distance from at least three of the existing facilities. If all weights are equal, there is an optimal line which is parallel to one facet of the convex hull of the existing facilities.

30

In this paper relationships between Pareto points and saddle points in multiple objective programming are investigated. Convex and nonconvex problems are considered and the equivalence between Pareto points and saddle points is proved in both cases. The results are based on scalarizations of multiple objective programs and related linear and augmented Lagrangian functions. Partitions of the index sets of objectives and constranints are introduced to reduce the size of the problems. The relevance of the results in the context of decision making is also discussed.