## Report in Wirtschaftsmathematik (WIMA Report)

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#### Dokumenttyp

- Preprint (138)
- Bericht (16)
- Wissenschaftlicher Artikel (2)
- Arbeitspapier (2)

#### Schlagworte

- 163
- An Integer Network Flow Problem with Bridge Capacities (2017)
- In this paper a modified version of dynamic network ows is discussed. Whereas dynamic network flows are widely analyzed already, we consider a dynamic flow problem with aggregate arc capacities called Bridge Problem which was introduced by Melkonian [Mel07]. We extend his research to integer flows and show that this problem is strongly NP-hard. For practical relevance we also introduce and analyze the hybrid bridge problem, i.e. with underlying networks whose arc capacity can limit aggregate flow (bridge problem) or the flow entering an arc at each time (general dynamic flow). For this kind of problem we present efficient procedures for special cases that run in polynomial time. Moreover, we present a heuristic for general hybrid graphs with restriction on the number of bridge arcs. Computational experiments show that the heuristic works well, both on random graphs and on graphs modeling also on realistic scenarios.

- 160
- Ranking Robustness and its Application to Evacuation Planning (2016)
- We present a new approach to handle uncertain combinatorial optimization problems that uses solution ranking procedures to determine the degree of robustness of a solution. Unlike classic concepts for robust optimization, our approach is not purely based on absolute quantitative performance, but also includes qualitative aspects that are of major importance for the decision maker. We discuss the two variants, solution ranking and objective ranking robustness, in more detail, presenting problem complexities and solution approaches. Using an uncertain shortest path problem as a computational example, the potential of our approach is demonstrated in the context of evacuation planning due to river flooding.

- 161
- Zone-based, Robust Flood Evacuation Planning (2016)
- We consider the problem to evacuate several regions due to river flooding, where sufficient time is given to plan ahead. To ensure a smooth evacuation procedure, our model includes the decision which regions to assign to which shelter, and when evacuation orders should be issued, such that roads do not become congested. Due to uncertainty in weather forecast, several possible scenarios are simultaneously considered in a robust optimization framework. To solve the resulting integer program, we apply a Tabu search algorithm based on decomposing the problem into better tractable subproblems. Computational experiments on random instances and an instance based on Kulmbach, Germany, data show considerable improvement compared to an MIP solver provided with a strong starting solution.

- 162
- Regionalized Assortment Planning for Multiple Chain Stores: Complexity, Approximability, and Solution Methods (2016)
- In retail, assortment planning refers to selecting a subset of products to offer that maximizes profit. Assortments can be planned for a single store or a retailer with multiple chain stores where demand varies between stores. In this paper, we assume that a retailer with a multitude of stores wants to specify her offered assortment. To suit all local preferences, regionalization and store-level assortment optimization are widely used in practice and lead to competitive advantages. When selecting regionalized assortments, a tradeoff between expensive, customized assortments in every store and inexpensive, identical assortments in all stores that neglect demand variation is preferable. We formulate a stylized model for the regionalized assortment planning problem (APP) with capacity constraints and given demand. In our approach, a 'common assortment' that is supplemented by regionalized products is selected. While products in the common assortment are offered in all stores, products in the local assortments are customized and vary from store to store. Concerning the computational complexity, we show that the APP is strongly NP-complete. The core of this hardness result lies in the selection of the common assortment. We formulate the APP as an integer program and provide algorithms and methods for obtaining approximate solutions and solving large-scale instances. Lastly, we perform computational experiments to analyze the benefits of regionalized assortment planning depending on the variation in customer demands between stores.

- 156
- A new solution approach for solving the 2-facility location problem in the plane with block norms (2015)
- Motivated by the time-dependent location problem over T time-periods introduced in Maier and Hamacher (2015) we consider the special case of two time-steps, which was shown to be equivalent to the static 2-facility location problem in the plane. Geometric optimality conditions are stated for the median objective. When using block norms, these conditions are used to derive a polygon grid inducing a subdivision of the plane based on normal cones, yielding a new approach to solve the 2-facility location problem in polynomial time. Combinatorial algorithms for the 2-facility location problem based on geometric properties are deduced and their complexities are analyzed. These methods differ from others as they are completely working on geometric objects to derive the optimal solution set.

- 157
- Discrete Parallel Machine Makespan ScheLoc Problem (2015)
- Scheduling-Location (ScheLoc) Problems integrate the separate fields of scheduling and location problems. In ScheLoc Problems the objective is to find locations for the machines and a schedule for each machine subject to some production and location constraints such that some scheduling object- ive is minimized. In this paper we consider the Discrete Parallel Machine Makespan (DPMM) ScheLoc Problem where the set of possible machine loc- ations is discrete and a set of n jobs has to be taken to the machines and processed such that the makespan is minimized. Since the separate location and scheduling problem are both NP-hard, so is the corresponding ScheLoc Problem. Therefore, we propose an integer programming formulation and different versions of clustering heuristics, where jobs are split into clusters and each cluster is assigned to one of the possible machine locations. Since the IP formulation can only be solved for small scale instances we propose several lower bounds to measure the quality of the clustering heuristics. Ex- tensive computational tests show the efficiency of the heuristics.

- 158
- Robust storage loading problems with stacking and payload constraints (2015)
- We consider storage loading problems where items with uncertain weights have to be loaded into a storage area, taking into account stacking and payload constraints. Following the robust optimization paradigm, we propose strict and adjustable optimization models for finite and interval-based uncertainties. To solve these problems, exact decomposition and heuristic solution algorithms are developed. For strict robustness, we also present a compact formulation based on a characterization of worst-case scenarios. Computational results show that computation times and algorithm gaps are reasonable for practical applications. Furthermore, we find that the robustness concepts show different potential depending on the type of data being used.

- 159
- Minimizing the Number of Apertures in Multileaf Collimator Sequencing with Field Splitting (2015)
- In this paper we consider the problem of decomposing a given integer matrix A into a positive integer linear combination of consecutive-ones matrices with a bound on the number of columns per matrix. This problem is of relevance in the realization stage of intensity modulated radiation therapy (IMRT) using linear accelerators and multileaf collimators with limited width. Constrained and unconstrained versions of the problem with the objectives of minimizing beam-on time and decomposition cardinality are considered. We introduce a new approach which can be used to find the minimum beam-on time for both constrained and unconstrained versions of the problem. The decomposition cardinality problem is shown to be NP-hard and an approach is proposed to solve the lexicographic decomposition problem of minimizing the decomposition cardinality subject to optimal beam-on time.

- 148
- Monitoring time series based on estimating functions (2014)
- A large class of estimators including maximum likelihood, least squares and M-estimators are based on estimating functions. In sequential change point detection related monitoring functions can be used to monitor new incoming observations based on an initial estimator, which is computationally efficient because possible numeric optimization is restricted to the initial estimation. In this work, we give general regularity conditions under which we derive the asymptotic null behavior of the corresponding tests in addition to their behavior under alternatives, where conditions become particularly simple for sufficiently smooth estimating and monitoring functions. These regularity conditions unify and even extend a large amount of existing procedures in the literature, while they also allow us to derive monitoring schemes in time series that have not yet been considered in the literature including non-linear autoregressive time series and certain count time series such as binary or Poisson autoregressive models. We do not assume that the estimating and monitoring function are equal or even of the same dimension, allowing for example to combine a non-robust but more precise initial estimator with a robust monitoring scheme. Some simulations and data examples illustrate the usefulness of the described procedures.

- 149
- Edgeworth expansions for lattice triangular arrays (2014)
- Edgeworth expansions have been introduced as a generalization of the central limit theorem and allow to investigate the convergence properties of sums of i.i.d. random variables. We consider triangular arrays of lattice random vectors and obtain a valid Edgeworth expansion for this case. The presented results can be used, for example, to study the convergence behavior of lattice models.