## Report in Wirtschaftsmathematik (WIMA Report)

### Filtern

#### Erscheinungsjahr

#### Dokumenttyp

- Preprint (139)
- Bericht (16)
- Wissenschaftlicher Artikel (3)
- Arbeitspapier (2)

#### Schlagworte

- 31
- Discrete Decision Problems, Multiple Criteria Optimization Classes and Lexicographic Max-Ordering (1999)
- The topic of this paper are discrete decision problems with multiple criteria. We first define discrete multiple criteria decision problems and introduce a classification scheme for multiple criteria optimization problems. To do so we use multiople criteria optimization classes. The main result is a characterization of the class of lexicographic max-ordering problems by two very useful properties, reduction and regularity. Subsequently we discuss the assumptions under which the application of this specific MCO class is justified. Finally we provide (simple) solution methods to find optimal decisions in the case of discrete multiple criteria optimization problems.

- 30
- Saddle Points and Pareto Points in Multiple Objective Programming (1999)
- 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.

- 29
- Geometric Methods to Solve Max-Ordering Location Problems (1999)
- 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.

- 28
- General Continuous Multicriteria Location Problems (1999)
- In this paper we deal with the determination of the whole set of Pareto-solutions of location problems with respect to Q general criteria. These criteria include as particular instances median, center or cent-dian objective functions. The paper characterizes the set of Pareto-solutions of all these multicriteria problems. An efficient algorithm for the planar case is developed and its complexity is established. the proposed approach is more general than the previously published approaches to multicriteria location problems and includes almost all of them as particular instances.

- 27
- A geometric approach to global optimization (1999)
- In this paper we consider the problem of optimizing a piecewise-linear objective function over a non-convex domain. In particular we do not allow the solution to lie in the interior of a prespecified region R. We discuss the geometrical properties of this problems and present algorithms based on combinatorial arguments. In addition we show how we can construct quite complicated shaped sets R while maintaining the combinatorial properties.

- 26
- A flexible approach to location problems (1999)
- In continous location problems we are given a set of existing facilities and we are looking for the location of one or several new facilities. In the classical approaches weights are assigned to existing facilities expressing the importance of the new facilities for the existing ones. In this paper, we consider a pointwise defined objective function where the weights are assigned to the existing facilities depending on the location of the new facility. This approach is shown to be a generalization of the median, center and centdian objective functions. In addition, this approach allows to formulate completely new location models. Efficient algorithms as well as structure results for this algebraic approach for location problems are presented. Extensions to the multifacility and restricted case are also considered.

- 25
- On Burdick's symmetry problem (1999)
- Let P be a probability measure of the real line R such that each of the product measures P^{otimes n} assigns the value 1/2 to every half space in R^{n} having the origin as a boundary point. Then P is symmetric.Example: A strictly stable law on R is symmetric iff it has median zero. The treated symmetry problem is related to the problem of characterizing the distribution of X_1 by the distribution of (X_2 + X_1, ... ,X_n + X_1), with X_1, ... ,X_n being independent and identically distributed random variables.

- 24
- Minimal paths on ordered graphs (1999)
- To present the decision maker's (DM) preferences in multicriteria decision problems as a partially ordered set is an effective method to catch the DM's purpose and avoid misleading results. Since our paper is focused on minimal path problems, we regard the ordered set of edges (E,=). Minimal paths are defined in repect to power-ordered sets which provides an essential tool to solve such problems. An algorithm to detect minimal paths on a multicriteria minimal path problem is presented

- 23
- An Interior Point Method for Multifacility Location Problems with Forbidden Regions (1999)
- In this paper we consider generalizations of multifacility location problems in which as an additional constraint the new facilities are not allowed to be located in a presprcified region. We propose several different solution schemes for this non-convex optimization problem. These include a linear programming type approach, penalty approaches and barrier approaches. Moreover, structural results as well as illustratrive examples showing the difficulties of this problem are presented

- 22
- Bootstrap of kernel smoothing in nonlinear time series (1999)
- Kernel smoothing in nonparametric autoregressive schemes offers a powerful tool in modelling time series. In this paper it is shown that the bootstrap can be used for estimating the distribution of kernel smoothers. This can be done by mimicking the stochastic nature of the whole process in the bootstrap resampling or by generating a simple regression model. Consistency of these bootstrap procedures will be shown.