NOT FOR QUOTATION WITHOUT PERMISSION OF THE AUTHOR
APPLICATION OF THE GENERALIZED REACHABLE SETS METHOD TO WATER RESOURCES PROBLEMS IN THE SOUTHERN PEEL REGION OF THE NETHERLANDS
G .K. Kamenev A.V. Lotov
P.E.V. van Walsum
June 1986 CP-86-19
CoLLaborative P a p e r s r e p o r t work which has not been performed solely at t h e International Institute f o r Applied Systems Analysis and which has received only limited review. Views o r opinions e x p r e s s e d h e r e i n do not necessarily r e p r e s e n t those of t h e Insti- t u t e , i t s National Member Organizations, o r o t h e r organizations supporting t h e work.
INTERNATIONAL INSTITUTE FOR APPLIED SYSTEMS ANALYSIS 2361 Laxenburg, Austria
PREFACE
This work i s an interesting example of t h e application of t h e GRS method f o r multiobjective analysis t o one of t h e c a s e studies of t h e Regional Water Policies Project at IIASA. The simplification of models and computations f o r this example were conducted at t h e Computing Centre of t h e USSR Academy of Sciences in Moscow by t h e a u t h o r of t h e GRS method, A.V. Lotov, and his colleague G.K. Kamenev. P.E.V. van Walsum, a member of t h e IIASA p r o j e c t w a s at this end of t h e collaboration, and s a w to t h e qualitative significance of t h e r e s u l t s by comparing them with t h e r e s u l t s g e n e r a t e d at IIASA using o t h e r methods.
S.A. Orlouski P r o j e c t Leader
Regional Water Policies P r o j e c t
CONTENTS
1. Introduction 2. The GRS Method 3. The Original Model
3.1 Agricultural Technologies 3.2 Animal S l u r r y By-products 3.3 Labour Requirements 3.4 lncome
3.5 Water Quantity P r o c e s s e s
3.6 Fertilization, Mineralization of Organic-N 3.7 Public Water Supply
3.8 Natural Ecosystems 4. The Aggregation
4.1 Aggregation of "Flow" Type Variables 4.2 Aggregation of Groundwater Levels 4.3 Aggregation of Coefficients
5. Construction of t h e GRS
6. The Results f o r t h e "Model Subregion"
7. The Five Cluster Model
7.1 Animal S l u r r y By-products 7.2 lncome
7.3 Water Quantity P r o c e s s e s 7.4 Public Water Supply 7.5 Water Quality
8. The Results for Cluster Model
8.1 The Cross-Sections Containing lncome R e f e r e n c e s
Appendix 1 Appendix 2
APPLICATION OF THE GENERALIZED REACHABLE SETS METHOD TO WATER RESOURCES PROBLEMS IN THE SOUTHERN PEEL REGION OF THE NETHEELANDS
G .K. Kamenev, A.V. Lotov and P.E.V. van Walsum
1. INTRODUCTION
This r e s e a r c h w a s c a r r i e d out as a p a r t of investigations undertaken by t h e International Institute of Applied Systems Analysis (IIASA) on t h e methods and p r o c e d u r e s t h a t c a n assist t h e design of policies aimed at pro- viding f o r t h e rational use of water and r e l a t e d r e s o u r c e s taking into account economic, environmental and institutional a s p e c t s . One of t h e c a s e studies which w a s used f o r testing t h e s e methods i s t h e problem of applica- tion of water in a g r i c u l t u r a l production in t h e Southern P e e l region of t h e Netherlands. The problem w a s discussed in t h e p a p e r by Orlovski and Van Walsum (1984). H e r e we apply t o t h e investigation of water problems of t h e t-egion under study a new a p p r o a c h
-
t h e generalized r e a c h a b l e sets (GRS) method. This a p p r o a c h makes it possible t o p r e s e n t t h e information con- tained in a model implicitly in a n aggregated explicit form. Within t h e framework of decision s u p p o r t systems t h e GRS a p p r o a c h c a n b e applied f o r analysis of simplified models on screening s t a g e of investigation. The method allows us t o d e s c r i b e t h e set of all indicator values which are r e a c h - a b l e (accessible) under feasible alternatives.The decision makers ( o r e x p e r t s ) study two-dimensional cross-sections of t h e accessible set p r e s e n t e d in dialogue regime on t h e s c r e e n of t h e com- p u t e r , choose some "interesting" combinations of indicators and corresponding decisions. These decisions are checked a f t e r w a r d s in simu- lation experiments with more adequate models.
This a p p r o a c h gives t o decision makers, e x p e r t s a n d t h e i n t e r e s t e d public t h e understanding of potential possibilities of t h e system u n d e r study. I t helps t o formulate s c e n a r i o s and decisions f o r simulation e x p e r i - ment and t h e r e f o r e helps t o overcome t h e main disadvantage of simulation, consisting in t h e difficulty of choosing s c e n a r i o s and decisions t o b e checked in simulation runs.
The generalized r e a c h a b l e sets method was applied at IIASA f o r inves- tigation of water allocation in t h e Southwestern Skane region of Sweden (Bushenkov et al., 1982). This time t h e method i s applied t o w a t e r problems of t h e S o u t h e r n P e e l r e g i o n in t h e Netherlands.
Two s t a g e s of t h e investigation are described herein. In t h e f i r s t s t a g e a "modal subregion1' of t h e region i s studied. In t h e second s t a g e t h e region i s d e s c r i b e d as a combination of five economic c l u s t e r s .
F i r s t of a l l w e s h a l l discuss t h e mathematical formulation of t h e GRS method.
2. THE GRS PETHOD
The generalized r e a c h a b l e sets (GRS) method of investigation of con- trolled systems was developed f o r t h e analysis of t h e models with exogenous variables. The basic idea of t h e method consists of t h e following. The pro- p e r t i e s of t h e model u n d e r study are investigated using a g g r e g a t e d vari- ables. The investigation i s based on numerical construction of a set of a l l combinations of values of a g g r e g a t e d v a r i a b l e s which are r e a c h a b l e ( o r accessible) using feasible combinations of original v a r i a b l e s of t h e model.
This set i s called t h e GRS and for t h i s r e a s o n t h e method i s called t h e GRS a p p r o a c h . In multiple c r i t e r i a decision making t h e GRS a p p r o a c h employs a n explicit r e p r e s e n t a t i o n of t h e set of all accessible values of objectives o r performance indicators.
The mathematical formulation of t h e method is as follows. Let t h e mathematical model of t h e system under study b e
where R n i s n-dimensional l i n e a r s p a c e of v a r i a b l e s x (controls), G, is t h e set of feasible values of v a r i a b l e s x , A i s a given matrix, b i s a given vec- tor. Let f E R m b e t h e v e c t o r of a g g r e g a t e d v a r i a b l e s ( c r i t e r i a ) . The vec- tor -t' i s connected with v a r i a b l e s x by l i n e a r mapping d e s c r i b e d by t h e given matrix
F ,
i.e.The GRS f o r t h e model (1) with t h e mapping (2) i s defined as
The GRS a p p r o a c h consists of t h e construction ( o r approximation) of t h e set Gf in t h e form
G~ = [ f E R ~ : D ~ s ~ ~
and in t h e f u r t h e r analysis of t h e set Gf.
Note t h a t t h e description of t h e set Gf h a s a form of a n intersection of a finite number of hemispaces. This makes i t possible to provide a decision maker with any two-dimensional cross-section of t h e set s h o r t l y a f t e r his r e q u e s t for it.
The p r e s e n t e d mathematical formalization of t h e a p p r o a c h relates to finite dimensional models. Nevertheless i t c a n easily b e reformulated f o r l i n e a r functional s p a c e s of g e n e r a l t y p e (see Lotov 1981a, 1981b). In t h e latter case t h e feasible set and t h e mapping must b e approximated by finite dimensional analogues.
The construction of t h e GRS i s d e s c r i b e d in Section 5. The GRS a p p r o a c h w a s used f o r various purposes: f o r evaluation of potential possi- bilities of economic systems (Lotov 1981b, Bushenkov et al. 1982) f o r a g g r e - gation of economic models (Lotov 1982), f o r coordination of economic models (Lotov 1983). The a p p r o a c h c a n a l s o b e effectively applied to multi- ple c r i t e r i a decision making (MCDM).
Application of t h e GRS a p p r o a c h applied t o MCDM problems usually s e r v e s t o provide t h e decision maker (DM) with t h e information on t h e effective set in objective s p a c e which i s a p a r t of t h e boundary of t h e GRS.
In t h i s c a s e t h e GRS a p p r o a c h is r e l a t e d t o so-called generating interactive methods (Cohon 1978) which inform t h e DM on t h e possibilities of t h e system under study while t h e p r o c e s s of choosing a compromise between competing c r i t e r i a i s l e f t t o t h e DM.
3.
THE
ORIGINAL MODELThe model of t h e water r e s o u r c e s of t h e Southern Peel Region w a s introduced and discussed in Orlovski and Van Walsum (1984). H e r e w e use t h e aggregated versions of t h e same model t o study possible development of t h e a g r i c u l t u r a l and water systems of t h e region during one y e a r .
The model by Orlovsky and Van Walsum i s a simplified model which links submodels of a g r i c u l t u r a l production, water quantity and quality p r o c e s s e s and soil nitrogen processes. In t h e model a y e a r i s split into two p a r t s :
"summer" which starts on April 1 and "winter" which starts on October 1.
The y e a r i s t a k e n from t h e beginning of winter.
The Southern P e e l region i s divided into 31 subregions. This division i s based on classes of groundwater conditions and soil physical units.
The a g r i c u l t u r a l production in t h e model i s described by means of
"technologies".
3.1. Agricultural Technologies
The t e r m "technology" i s used f o r a combination of agricultural activi- t i e s involved in growing and processing of a c e r t a i n c r o p and/or livestock.
I t i s assumed t h a t technologies differ from e a c h o t h e r by t h e i r outputs and a l s o by t h e inputs r e q u i r e d t o produce t h e s e outputs. For convenience, a distinction i s made between agricultural technologies t h a t use land and t h o s e t h a t do not. The s e t of t h e f o r m e r is denoted by
JX,
t h e set of t h e latter byJZ.
I t i s a l s o convenient t o f u r t h e r subdivide t h e setJX
into t h e subsetJXL
of land-use technologies involving livestock and t h e subsetJXD
of land-use technologies not involving livestock. A similar subdivision of t h e set JZ into t h e subsets J Z and JZD i s made.
All technologies considered a r e explicitly c h a r a c t e r i z e d by t h e follow- ing t y p e s of inputs (resources): labour, capital, water. Land-use technolo- gies of t h e s e t X are additionally c h a r a c t e r i z e d by t h e input of nitrogen supplied by fertilization.
Each technology i s a l s o c h a r a c t e r i z e d by t h e output o r production of t h e r e s p e c t i v e goods ( c r o p yields, livestock products). Technologies t h a t involve livestock are additionally c h a r a c t e r i z e d by outputs of animal slur- r i e s produced as byproducts.
The use of a g r i c u l t u r a l technologies is described in terms of t h e i r intensities. For land-use technologies intensities have t h e meaning of areas of land allocated t o t h e s e technologies. F o r technologies t h a t do not use land and t h a t involve livestock (from s e t JZL) intensities have t h e meaning of a number of livestock-heads; f o r a technology from t h e s e t J D , t h e intensity may have t h e meaning of f o r instance t h e amount of pig s l u r r y t r a n s p o r t e d t o outside t h e region.
I t i s assumed t h a t such inputs as l a b o r and c a p i t a l f o r e v e r y technology c a n b e r e p r e s e n t e d by corresponding quantities p e r unit of i t s intensity.
(For example, amount of l a b o r p e r unit area of land f o r a technology from set X . ) I t i s a l s o assumed t h a t t h e water inputs f o r technologies not using land can b e quantified in t h e same normative way (amount p e r unit inten- sity).
But t h e situation i s different with describing water inputs and t h e corresponding outputs f o r land-use technologies. One r e a s o n f o r t h i s difference i s t h a t both t h e water availability and t h e output of land-use technologies depend on weather conditions. Another r e a s o n i s t h a t t h e availability of water is a l s o influenced by activities in t h e region, especially pumping of groundwater. In o r d e r t o t a k e into account t h e r e s p e c t i v e pos- sible variations in t h e performance of land-use technologies a finite number of options f o r e a c h such technology are considered, which c o v e r a suitable v a r i e t y of typical water availability situations in e a c h subregion. F o r t h e s a k e of brevity t h e term subtechnology i s used t o r e f e r t o such a n option.
Each of subtechnologies k is c h a r a c t e r i z e d by t h e c r o p productivity qk , by t h e corresponding seasonal a v e r a g e s of t h e soil moisture v r k and of a c t u a l evapotranspiration e a t , as well as by t h e t o t a l nitrogen requirement nrk (all amounts p e r unit area of land). The value v r k i s t r e a t e d in t h e model as t h e "demand" for soil moisture, t h e satisfaction of which ( t o g e t h e r with t h e satisfaction of t h e requirement for nitrogen) g u a r a n t e e s obtaining t h e c r o p productivity not lower t h a n qk
.
The following notation i s used for intensities of technologies and sub- technologies (r-subregions, j-technology, k-subtechnology):
x ( r , j )
-
area of land allocated to technology j E JX,mu ( r , j ,k )
-
area of land allocated to subtechnology k of technology j E J X ,z ( r , j )
-
intensity of technology j EJZ.
In t h e model used in t h i s r e p o r t t h e r e were 1 0 land-use technologies divided into 3 subtechnologies and 5 technologies which d o not use land. The follow- ing technologies are used in t h e model. F o r j E
JXL
w e h a v eglasshouse h o r t i c u l t u r e intensive field h o r t i c u l t u r e extensive field h o r t i c u l t u r e p o t a t o e s
c e r e a l s
maize with low nitrogen application maize with medium nitrogen application maize with high nitrogen application grassland with high cow density grassland with low cow density
F o r j E
JZ
w e have:j
=
1 : beef c a l v e s j=
2: pigs for feeding j=
3: pigs for breeding j=
4: egg-laying chickensj
=
5 : b r o i l e r s W e obviously havef o r all r
=
1 ,. . . ,
31 and j=
1, . . .
, 10. The t o t a l area of a g r i c u l t u r a l land in subregion r i s denoted by za ( r ). WehaveW e also have c o n s t r a i n t s o n land allocated t o c e r t a i n g r o u p s of c r o p s :
where C1, L
=
1, . . . ,
8, are s u b s e t s ofJX
and z m a z ( r ,L ) are exogene- ously fixed. We have Cj= t
j1
f o r j=
1 ,. . . ,
5 ; C6=
[6,7,81,
C7=
[ g j, C,=
[ l o ] .3.2. Animal Slurry By-products
The technologies t h a t involve livestock p r o d u c e animal s l u r r i e s as byproducts. These s l u r r i e s are used as f e r t i l i z e r s f o r land-use technolo- gies in t h e region. From t h e environmental viewpoint t h e s l u r r i e s produced during t h e summer and t h e winter c a n b e s t b e temporarily s t o r e d in t a n k s till t h e n e x t s p r i n g a n d only t h e n applied t o t h e land. The s t o r a g e must not e x c e e d s t o r a g e capacities:
where m x w ( j , m ) i s t h e winter production of s l u r r y m p e r unit technology j E LXZ, m z ( j ,m ) i s t h e y e a r production of s l u r r y m p e r unit technology j E
JZ,
m a ( r ,L ,m ) is t h e autumn application of s l u r r y m t o t h e L-th direc- tion of application, m c ( r ) i s t h e s t o r a g e capacity. In t h e model five kindsof s l u r r i e s are described:
m = 1 : c a t t l e s l u r r y , m
=
2: beef calf s l u r r y , m=
3: pigs s l u r r y m=
4: chicken s l u r r y , m=
5: b r o i l e r manure.Two d i r e c t i o n s of s l u r r y application are described:
L
=
1 : on t h e a r a b l e land.L
=
2: on t h e grasslandW e suppose t h a t a f t e r s p r i n g application of s l u r r i e s t h e t a n k s are empty:
where ms ( r ,L ,m ) i s t h e s p r i n g application of s l u r r y m in t h e L-th direction of application.
3.3. Labour Requirements
Labour requirements are d e s c r i b e d by t h e equality
where Lp i s t h e amount of l a b o u r in t h e region, Lu i s t h e unemployment, Lh i s t h e amount of l a b o u r h i r e d from outside of t h e region. T h e r e are t h e res- t r i c t i o n s
LA S Lhmax , ('7)
Lu S Lumax , ( 8 )
3.4. Income
The income y is calculated by t h e following equation
where f s ( r , l )
-
i s t h e amount of chemical f e r t i l i z e r nitrogen applied t o land type l , L=
1,2i s ( r )
-
i s t h e amount of sprinkling from surf ace wateri g ( r )
-
is t h e amount of sprinkling from groundwatervz
( r , j ,k1,
Y z ( r , j > , r m c ( r ) , p f , p e i s ( r ) , p e i g ( r ) , r s c ( r ) , r g c ( r ) , plh are t h e
corresponding incomes (costs) p e r unit of t h e respective variables.
3.5. Water Quantity Processes
The water quantity p r o c e s s e s are described in t h e following manner.
Let hs ( r ) b e t h e groundwater level in t h e beginning of t h e summer, hw ( r )
b e t h e groundwater level at t h e end of t h e summer, where index r stands f o r subregion. Let
hs =
(As ( r ) , r=
1 ,. . .
, 31) and h y=
(hw ( r ) , r=
1 ,. . .
, 31) b e corresponding vectors. Let gw- =
(gw ( r ) ,r
=
1 , .. .
, 31) b e t h e v e c t o r of public water supply extractions duringwinter. Then in v e c t o r notation w e have
- -
h s
=
h s o-
~qw ,where h x
=
(Aso ( r ) , r=
1 ,. . .
, 31) is t h e v e c t o r of groundwater levels t h a t would o c c u r if t h e r e were no extractions, A is 31 x 31 matrix with non- negative elements describing influence of extractions.The groundwater level at t h e end of t h e summer is d e s c r i b e d in a simi- lar manner:
h w = h w o
-
- B g 7 E - & T + h i i , ( 1 1 )where v e c t o r notation i s used f o r t h e influence matrices B , C and D and t h e v e c t o r of amounts of subirrigation
= =
( u s ( r ) , r=
1 ,. . .
, 3 1 ) . T h e r e are t h e r e s t r i c t i o n sdescribing hydrogeologic circumstances. The amount of sprinkling i s res- t r i c t e d by sprinkling c a p a c i t i e s
Sprinkling from s u r f a c e water is connected with subirrigation in t h e follow- ing manner
where p i s a proportionality constant. The s u r f a c e water supply capacity c a n b e limited
U S ( ? + i s ( r ) S s , , ( r ) , r = I , .
. .
, 31.
( 2 0 ) The supply of water f o r t h e whole region is r e s t r i c t e d too:The moisture content of t h e r o o t zone in t h e middle of summer i s d e s c r i b e d by t h e following equations
where t h e total amount of moisture required f o r subtechnology zu, ( r
,
j ,k ) i s r e s t r i c t e d by t h e moisture content in t h e beginning of summer (the f i r s t addendum, i.e. Lvs ( r ).
hs ( r )) plus t h e change of soil moisture content in t h e middle of summer (@ = 1 / 2 ) . H e r e icpvs ( t ) and Lvs ( r ) are t h e coeffi- cient and proportionality constant describing t h e influence of t h e level of groundwater at t h e end of winter on t h e moisture content of t h e rootzone;Lvz ( r ) i s t h e coefficient of a piecewise l i n e a r function describing t h e influ- e n c e of a r i s e of t h e level of t h e groundwater at t h e end of summer on t h e capillary r i s e of moisture t o t h e rootzone, and vz,, i s t h e maximal amount of capillary r i s e of moisture t o t h e rootzone in t h e c a s e when t h e groundwa- ter level r i s e s above a c e r t a i n c r i t i c a l level.
In o u r model meteorological p a r a m e t e r s of t h e y e a r 1976 w e r e used.
This i s t h e y e a r with low precipitation.
3.6. Fertilization. Mineralization of Organic-N
Each technology j t h a t uses land h a s a specified level nr ( r , j ) of t h e amount of nitrogen t h a t i s r e q u i r e d f o r c r o p growth. This nitrogen can come from different s o u r c e s
-
chemical f e r t i l i z e r and various types of animal s l u r r i e s . The simplified r e p r e s e n t a t i o n of t h e constraints p r e s c r i b - ing t h e satisfaction of nitrogen requirements of technologies h a s t h e follow- ing form ( L = 1 , 2 )z
5 [ e m u (L ,m )ma ( r ,L ,m )+
ems ( L ,n )ms ( r ,L ,m11 + I s
( r ,I )=
( 2 4 )where emu ( L , m ) i s nitrogen effectivity of s l u r r y m applied in autumn in L -th direction;
e m s ( 1 , m ) i s t h e same, b u t applied in summer.
The following r e s t r i c t i o n d e s c r i b e s a minimum amount of chemical f e r t i l i z e r nitrogen applied in s p r i n g ( 1
=
1 3 )where r f s ( L , j ) i s t h e requirement of technology of I-th t y p e ( p e r unit a r e a ) .
The leaching of n i t r a t e to groundwater w a s not d e s c r i b e d in t h e f i r s t d r a f t of t h e model, b u t i t i s included into t h e modified version of t h e model which i s d e s c r i b e d later in Section 7.
3.7. Public Water Supply
If t h e demands of public water supply in winter q p w and in summer q p s t h e n t h e total of t h e e x t r a c t i o n s in t h e subregions must satisfy r e s p e c t i v e l y f o r t h e winter and summer period
where w x w ( j ) i s t h e w a t e r u s e p e r unit of x ( r , j ) during winter, w x s ( j ) i s t h e same during summer
wmu ( j ) i s t h e w a t e r use p e r unit of z ( r , j ) during winter, wzs ( j ) i s t h e same during summer.
3.8. N a t u r a l E c o s y s t e m s
The r e s t r i c t i o n s on groundwater levels in some subregions are given
4. THE AGGREGATION
In o r d e r to make possible t h e application of t h e Generalized Reachable S e t s Approach t h e model d e s c r i b e d in t h e previous section was a g g r e g a t e d . In t h e f i r s t s t a g e of t h e investigation a "modal subregion" of t h e region was obtained. This "modal subregion" was used as a " c h a r a c t e r i s t i c r e p r e s e n t a - tive" of t h e whole region in a preliminary calculation of potential possibili- t i e s of t h e region.
In t h e second s t a g e of t h e investigation t h e region was divided into economic c l u s t e r s , e a c h of them consisting of a number of subregions. Let t h e t o t a l number of economic c l u s t e r s b e S. Let I, b e t h e set of subregions belonging to t h e s - t h c l u s t e r . W e suppose t h a t any subregion belongs to o n e and only one c l u s t e r . The "modal subregion" c a n b e t r e a t e d as a n economic c l u s t e r containing a l l subregions. T h e r e f o r e aggregation in both s t a g e s of investigation c a n b e d e s c r i b e d simultaneously (in t h e f i r s t s t a g e S
=
1 and on t h e second s t a g e S+
1, in o u r case S=
5).4.1.
A g g r e g a t i o n o f "Flow" T y p e V a r i a b l e sThe v a r i a b l e s x , no, y , q w , s , u s , i s , i g , m a , m s , mc have been a g g r e g a t e d in t h e following way:
F o r t h e c a p a c i t i e s (i.e. u p p e r limits) of t h e s e v a r i a b l e s t h e same scheme of aggregation was used.
4.2. A g g r e g a t i o n o f G r o u n d w a t e r L e v e l s
The levels of groundwater have been aggregated according t o t h e fol- lowing scheme
The initial groundwater levels h s o , hwo in equations ( l o ) , (11) have been aggregated in t h e same manner.
4.3. A g g r e g a t i o n o f C o e f f i c i e n t s
The coefficients of t h e equations have been aggregated according t o t h e t y p e of aggregation of variables presented in t h e s e equations.
(a) If t h e equation is of t h e t y p e
f o r example, equations (9), (22), (23) where
then t h e following method i s suggested: To obtain coefficients a g ( s ), ah (S ), B ( s ) in
u*(s)*(s)
+
a h ( s ) h s ( s ) = B ( s ) we use t h e formulaewhere 19,,,(r) i s t h e maximal value (capacity) of 19(r), and h s o ( s )
=
(b) If t h e equation is of t h e t y p e
f o r example, equations ( l o ) , ( l l ) , then t h e following method is suggested: To obtain coefficient a ( s ,q ) in equation
w e u s e t h e formula
This scheme h a s been used f o r aggregation of matrices A , B
,
C ,D .
5. CONSTRUCTION OF THE GRS
In t h i s Section, w e briefly discuss numerical methods f o r t h e construc- tion of t h e GRS. W e suppose t h a t t h e model of t h e system under study h a s t h e form
where A i s a given matrix, b is a given v e c t o r . The v e c t o r of c r i t e r i a
p
E Rm is connected with v a r i a b l e s by l i n e a r mappingP =PX
I (32)where F i s a given matrix. The GRS which is defined implicitly as
should b e c o n s t r u c t e d in t h e form
G,
= [ p
€ R m :D f s d ] .
To c o n s t r u c t t h e GRS in t h e form (34), at t h e Computing Center of t h e USSR Academy of Sciences a group of numerical methods w a s developed.
These methods were combined into t h e software system POTENTIAL f o r t h e computer BESM-6. The f i r s t version of t h e system POTENTIAL w a s published in (Bushenkov and Lotov, 1980), t h e second one w a s described in (Bushenkov and Lotov, 1982 and 1984).
The methods included into t h e system POTENTIAL are based on t h e con- s t r u c t i o n of projections of finite dimensional polyhedral sets into sub- spaces. Suppose we have some polyhedral set M belonging t o
O,
+ q ) - dimensional l i n e a r s p a c e R P + Q . Suppose t h i s set is described in t h e form of solution of finite system of l i n e a r inequalitieswhere v E R P , w E R Q , t h e matrices A and B as w e l l as t h e v e c t o r c are given. The projection of t h e set
M
into t h e s p a c e RQ of v a r i a b l e s w i s defined as t h e set Mw of all points w E Rq f o r which t h e r e e x i s t s such a point v E RP t h a t [ v ,w1
E RP + Q belongs t o M . An example of t h e two dimen- sional set and i t s projection into one dimensional s p a c e is p r e s e n t e d in Fig- u r e 1.To c o n s t r u c t t h e GRS f o r t h e system (31)-(32) l e t s consider t h e set
The GRS i s t h e projection of t h e set Z into t h e s p a c e Rm of t h e c r i t e r i a f
.
The methods of t h e system POTENTIAL give t h e possibility t o c o n s t r u c t pro- jections of polyhedral sets in t h e form of solution of a system of l i n e a r ine- qualities. Therefore, using t h e system POTENTIAL i t i s possible t o c o n s t r u c t t h e GRS in t h e form (34).
The f i r s t method of t h e construction of projections of polyhedral sets described as solutions of systems of l i n e a r inequalities w a s introduced by F o u r i e r (1826). This method w a s based on exclusion of variables by combi- nation of inequalities. The application of t h e method given by F o u r i e r t o t h e construction of t h e projection of t h e set given in Figure 1 is described in (Lotov 1981a).
Figure 1
The idea suggested by F o u r i e r w a s used in more effective methods of construction of projections of polyhedral sets ( s e e Motzkin et al. 1953, as w e l l as Chernikov 1965) based on exclusion of v a r i a b l e s by combination of inequalitiess. The experimental study of t h e s e methods proved t h a t t h e methods of t h i s kind are effective for small systems only (n
-
10-30). For mathematical models (31) with hundreds of v a r i a b l e s new methods were sug- gested. The most effective of them a t t h e moment i s t h e method ofimprovement of t h e approximations of t h e projection (IAP). The IAP method gives t h e possibility t o approximate t h e projection of t h e set 2 f o r all t h e models (31) f o r which l i n e a r optimization problems c a n b e solved. The IAP method i s described in s h o r t below. For more detailed information see Bushenkov and Lotov (1982) as well as Bushenkov (1985).
The g e n e r a l idea of t h e IAP method consists of combining methods based on exclusion of variables with t h e optimization methods of construc- 'tion of t h e GRS which are usually ineffective f o r m
>
2. The IAP methodconsists of iterations having t h e following form.
Before t h e k-th iteration two polyhedral sets Pk and P' should b e given while i t holds
The set Pk which is t h e internal approximation of t h e set Gf should b e given in t h e two following forms simultaneously:
1 ) as t h e solution of a system of linear inequalities, i.e.
where cj a r e t h e v e c t o r s and dj a r e t h e numbers calculated on previous iterations,
2) as t h e convex combination of points (vertices) f ,
. . .
, f r k :The description of t h e polyhedral set using both forms i s called double description (Motzkin et al. 1953). I t i s necessary t o note t h a t t h e conver- sion from one form to a n o t h e r is a v e r y difficult t a s k . Only if t h e number of inequalities sk in t h e f i r s t form o r t h e number of points r k in t h e second one a r e r a t h e r small c a n t h i s task b e solved numerically. This i s why on t h e z e r o iteration w e c o n s t r u c t a simple approximation P I f o r which t h e
conversion between forms c a n b e fulfilled easily. Subsequently, s t e p by s t e p t h e internal approximation i s improved: from t h e set P I w e obtain P 2 and s o on. On k -th i t e r a t i o n we c o n s t r u c t t h e set Pk f o r which
Each form of t h e presentation of t h e set Pk+l i s calculated on t h e basis of t h e same form f o r t h e set Pk
.
To obtain t h e set Pk+l on t h e basis of t h e set Pk w e add t o t h e s e t Pk a new v e r t e x FTk+l. This v e r t e x is chosen in t h e following manner. I t i s sup- posed t h a t f o r any v e c t o r c j in t h e f i r s t form of presentation t h e following optimiation problem w a s solved:
{ ( c j , f ) -B
7
max=
Fz ,Az
S bLet {z; , f;
1
b e t h e optimal solution of t h i s problem. Letwhere
lbjll
is t h e norm of cj. The values of Aj d e s c r i b e descrepancy between t h e i n t e r n a l approximation Pk and t h e e x t e r n a l approximation Pk which i s described asSince
t h e value of max {Aj: j
=
1 ,. . .
, Sk1
can b e used as estimation of descrepancy between t h e sets Pk and Gf.
In Figure 2 f o r m
=
2 we have t h e internal approximation Pk (its v e r - t i c e s are A , B , C and D), t h e e x t e r n a l approximation Pk (its v e r t i c e s areK ,
L,
M and N) and t h e set Gf which i s unknown f o r t h e r e s e a r c h e r . The points E , F , G and H a r e t h e solutions of optimization problems (36) f o r ine- qualities describing t h e set Pk.
Figure 2
The set Pk i s obtained by inclusion into t h e second form of descrip- tion of t h e i n t e r n a l approximation t h e new v e r t e x J'rk f o r which i s chosen one of t h e points
J',:
obtained in optimization problems (36). I t i s r a t h e r effective to u s e t h e point with maximal value of A; b u t d i f f e r e n t s t r a t e g i e s c a n b e applied as well. The description of t h e approximation of t h e set Pk in t h e second form i s found. Note t h a t to obtain J'rk t h e f i r s t form of t h e description of t h e set Pk was used. N o w w e will c o n s t r u c t t h e f i r s t form of description of t h e set PkIn Figure 2 t h e point with maximal value of A, i s t h e point G . I t is included into t h e description of t h e s e t which t h e r e f o r e h a s v e r t i c e s A , B , C , D , and G. To obtain t h e description of t h e Pk in t h e f i r s t form in t w o dimensional case p r e s e n t e d in Figure 2 i t i s sufficient to exclude from t h e description t h e inequality corresponding to t h e line passing through t h e points D and C and to include in t h e description t w o new inequalities corresponding to t h e lines passing through points D and G as w e l l as C and G . In g e n e r a l (m >2) t h e problem of constructing t h e description of t h e set
Pk+l in t h e f i r s t form is not s o simple and c a n b e solved by using methods of excluding of variables in t h e system of l i n e a r inequalities.
F i r s t of all, we find t h e inequalities which a r e violated by t h e point
f r k + , . These inequalities a r e excluded from t h e system. Let
P I ,
f 2 ,
. . .
, f N k be t h e v e r t i c e s belonging t o t h e excluded inequalities. Let usconsider t h e cone with t h e v e r t e x
Irk+,
and t h e edges f 1 -P 2 -
grk+l. . . INk -
i.e. t h e coneW e shall p r e s e n t t h i s cone in t h e form of solution of finite number of ine- qualities. For t h i s r e a s o n w e consider t h e set
and c o n s t r u c t i t s projection into t h e s p a c e
R m
of v a r i a b l e s f.
This projec- tion coincides with t h e coneK
and c a n b e constructed by means of methods of excluding of v a r i a b l e s in systems of l i n e a r inequalities. Note t h a t t h i s problem h a s small dimensionality and c a n b e solved easily. The obtained system of l i n e a r inequalities we include into t h e description of t h e approxi- mation. The set Pk in t h e f i r s t form i s constructed. Then we solve optimi- zation problems (36) f o r new inequalities. The e x t e r n a l approximation p ki s constructed as well. The k-th i t e r a t i o n i s finished.
After a finite number of iterations t h e polyhedral set Gf could b e con- s t r u c t e d . Usually if t h e system (31) is l a r g e enough i t i s necessarily t o ful- fill millions of i t e r a t i o n s t o c o n s t r u c t Gf precisely. T h e r e f o r e in p r a c t i c a l problems i t i s reasonable t o find a good approximation of t h e set GI. The good approximation i s usually found a f t e r a small number of iterations. For example, f o r m
=
4 t h e set Gf i s approximated with 1% precision a f t e r 15-20 iterations. Note t h a t w e c o n s t r u c t both internal and e x t e r n a l approximations of t h e set G f ; so i t i s possible t o decide a f t e r e a c h iteration t o s t o p o r not t o stop t h e p r o c e s s on t h e basis of graphical presentation of both approximations of t h e set.I t is n e c e s s a r y t o note t h a t t h e IAP method coincides in some details with non-inferior s e t estimation (NISE) method introduced by J. Cohon (1978). The main f e a t u r e of t h e IAP method consists of using t h e double description of t h e polyhedral set and application of t h e methods of exclu- sion of variables from t h e systems of l i n e a r inequalities f o r t h e construc- tion of t h e double description.
The IAP method w a s applied f o r t h e construction of t h e GRS f o r t h e model of P e e l region.
6. THE RESULTS FOR THE "MODEL SUBREGION"
The GRS method w a s applied f o r investigation of t h e "model subregion"
described e a r l i e r . Four indicators were chosen:
(1) income y ; i t s maximal value equals t o 2340 x
lo5
fl;(2) level of groundwater above t h e minimal level h w
-
h u m i n ; i t s maximal value equals t o 50.2 cm; hwmin=
-2OOcm ;(3) public water supply e x t r a c t i o n during winter qw; its maximal value equals t o 51 X 106m3;
(4) public water supply e x t r a c t i o n during summer q s ; i t s maximal value equals t o 51 x lo6m3.
The GRS in t h e s p a c e [y , h w
-
hwmin, qw , q s j w a s constructed. This s e t w a s studied in dialogue using presentation of two dimensional cross-sections (slices) of t h e s e t on t h e s c r e e n of t h e computer. Some of t h e c r o s s - sections are presented in t h i s p a p e r . A number of interesting points belonging t o t h e GRS were chosen. The values of t h e variables in this points a r e p r e s e n t e d as well. The values of indicators corresponding t o maximal income a r e pointed out by t h e s t a r : [y ' , h w '-
hwmin,q w * , q s ' j .
Figure 3 shows t h e slices of t h e GRS in t h e s p a c e [ h w
-
hw,,,, q s1.
The value qw i s fixed on t h e level corresponding t o maximal income, i.e.
qw
=
qw '=
11.75 x lo6m3. The value of income y i s changing from s l i c e t o slice. The slice with low value of y=
1500 X lo5fl contains points 1 , 3 , 3' and 1'. While t h e value of y i s increasing t h e s l i c e i s getting smaller and smaller. Changes of s l i c e caused by increment of t h e value of y a r e shownby t h e arrows. The r e l a t e d value of y is p r e s e n t e d n e a r t h e boundary of t h e slice. For maximal value of y'
=
2340 x lo5fl t h e slice consists of one6 3
point hw'
-
hwmin=
48.8 cm, qs=
11.8 x 1 0 m (point 2).I I
I I
I I
b
-.
10 qsW 1 20 30 40 50 qs
Y qw fixe
Figure 3
The analysis of slices presented in Figure 3 r e s u l t s in t h e following p r o p e r t i e s of t h e system under study. F i r s t of all point 1 with t h e maximal groundwater level can b e achieved only if t h e income is r a t h e r s m a l l (in Fig- u r e 3 we have y
=
1500 X lo5fl). If t h e value of y i s increased t h e point 1 does not belong t o t h e slice. But t h e fall of t h e maximum groundwater level belonging t o t h e slice i s r a t h e r small-
only about 1 centimeter. On t h e smallest slice r e l a t e d t o value y'=
2340 X lo5fl w e have hw'-
hwmin=
48.8 cm. I t means t h a t t h e r e exists a conflict between income and groundwa- ter level but t h i s conflict i s limited t o small changes in level of groundwa- t e r .
The second f e a t u r e of t h e system under study which r e s u l t s from analysis of Figure 3 i s t h e l i n e a r trade-off between hw and qs described by t h e line between points 1 and 3. Note t h a t this boundary i s t h e s a m e f o r all slices and does not depend on t h e value of y . S o we have evident conflict between groundwater level and summer e x t r a c t i o n s of water.
Figure 4 p r e s e n t s five slices of t h e GRS in t h e s p a c e iy , qs j. These slices show t h e same p r o p e r t i e s of t h e system but from a different viewpoint. The value of qw i s chosen t o b e technologically connected with t h e value of qs and t o b e optimal in this sense. The value of hw is changed from slice t o slice. On t h e slice A t h e value of hw i s minimal, i.e., hw
=
hwmin=
-200 c m . The possible values of y on this slice are not high, not g r e a t e r than 2200 X 1 0 f l . If t h e level of groundwater 5 hw i s increasing, t h e u p p e r boundary of y i n c r e a s e s as well (see slice B). This p r o p e r t y is connected with t h e f a c t t h a t t h e groundwater level hw and t h e income y have no conflict if t h e values of hw and y a r e r a t h e r small. On t h e slice C where t h e value of hw i s h i g h e r (hw-
hw mi,=
40cm) t h e conflict between hw and qs a r i s e s : t o p r e s e r v e t h i s value of hw one h a s t o e x t r a c t less than 2 3 X l o 6 m 3 of water during t h e summer.On t h e slice
D
w e have hw=
hw'=
-151.2 cm. In t h i s c a s e water e x t r a c t i o n during t h e summer is limited by qs'=
11.8 X lo6m3. The rnax- imum value of income y *=
2340 X l o 5 f l c a n b e achieved on t h i s slice. On t h e slice E r e l a t e d t o maximal value of hw , i.e., hw=
h w d n+
50.2 cm=
-179.8 c m , we have only limited possibilities of obtaining income which i s not h i g h e r than 1840 X l o 5 f l . Note t h a t t h e conflict between income and groundwater level a r i s e s if t h e value of hw i s h i g h e r than hw *
=
-151.2 cm.Figures 5 and 6 p r e s e n t t h e same p i c t u r e but t h e s c a l e i s changed. The new slice F is r e l a t e d t o t h e value of hw which i s less than hw,,, but higher than hw
.
In Figure 7 t h r e e slices of t h e GRS in t h e s p a c e f y , qw j a r e presented. All slices a r e r e l a t e d t o income-optimal value of groundwa- ter level hw '.
The value of qs changes from slice t o slice:Figure 4 hw = -151.2 cm
6 3
s l i c e A i s r e l a t e d to qs
=
1 0 X 1 0 m ,---__-
hw = hwmi, = -200 cm
---
I I '
11 I I
1840
--
11 I I II1 ' I
--
ti-+ hw = -149.8 cm II ' I
E
/ j
I1720
--
II I
f !
I--
I1 I I
I ' I
1600
-- i
I'
'~ ~ - - - 1 - - -
As l i c e B i s r e l a t e d to qs
=
10.3 x lo6m3,3 B A
s l i c e C i s r e l a t e d to qs
=
qs ' 11.82 X lo6m3.I . . I I
I a ' I I I I I
10
d*
20 I 30 40 50 qs bFigure 7 shows t h a t if t h e value of q w i s minimally (qru
=
1 0 . 1 0 ~ m ~ ) * , t h e n t h e value of income c a n b e not g r e a t e r t h a n 1700 X l o 5 f l but a small additional value of q w makes t h e u p p e r boundary of t h e income jump up.The boundary is kinked: a f t e r a s h a r p i n c r e a s e of possible income t h e boundary becomes horizontal. I t means t h a t t h e additional value of qru i s used ineffectively. Note t h a t t h e jump of t h e income n e a r t h e minimal value 8 M , j n ~ l values of qw and qr are connected with extractions for public water supply of
10 m
.
I I,-'' I I I 1
l o q s * 14
I I I I I
I I I
18
b
22 qs
Figure 5
of qw depends on t h e value of q s . This means t h a t qs and qw are "techno- logically" connected in t h e model.
Figure 8 p r e s e n t s t h e same effect. W e have t h e s a m e s p a c e ly ,qw j but five slices p r e s e n t e d in Figure 8 c o r r e s p o n d t o d i f f e r e n t values of h w . The slice C i s t h e same as f o r Figure 7. The correspondence between slices and t h e values of qs and hw i s t h e following:
7 3
s l i c e A : qs = q s m i , = 1 0 m , h w = h w m , , = 1 4 9 . 8 c m ,
6 3
slice B: qs
=
10.27 x 10 m , hw=
-150 cm,Figure 6
6 3
slice C: qs
=
q s s=
11.82 X 10 m , h w=
h w=
-151.2 cm,6 3
slice D: qs
=
35 X 10 m , h w=
-170 cm,6 3
s l i c e E : qs = 5 l X l O m , h w = - 1 9 2 c m ,
2 hw = -151.2
cm_,-r0C7~
4- I
,//-
I I/' I
// I
/ I
/ I
/ / I
/ I
/ I
I I
(F
I I
!
I II
! i
I' i
Ii i i I
i i
I; i
Ii i
II
/ i
Ii
I; i I
i j
I II
i ---.--- l-
--,-,-J ---------2250
2200
2150
2100
--
--
2050 --
--
2000
--
I t is interesting t o note t h a t high extractions of groundwater during winter
6 3
and summer (qs
=
35 x 10 m , qw=
15 x l o 6 m 3 ) can r e s u l t in sufficient high income ( y=
2 3 0 0 ) . However, in this c a s e t h e groundwater level in n a t u r e areas i s very low ( h w=
-170 cm).T 1
I I I I I I I I , 1 I_
. 10.5 qs* 10.9 11.3 11.7 q s-- --
-
-- -- --
Figure 9 presents t h e r e s u l t s on cross-sections in t h e s p a c e f y , h w
-
h w m i n j . W e have 9 slices h e r e a r r a n g e d in t h r e e groups. The group A corresponds t o a minimal value of t h e summer extraction7 3
qs
=
qsmin=
10 m.
group B corresponds t o qs=
q s s=
11.82 xl o 6 ,
groupFigure 7
6 3
C c o r r e s p o n d s t o qs
=
qs,,,=
5 1 x 1 0 m.
The slices in o n e g r o u p are dis- tinguished by t h e value of q w . I t is clear t h a t t h e maximal value of hw which c o r r e s p o n d s t o g r o u p A is in s h a r p conflict with t h e income. The maximal value of income c a n b e achieved by a small i n c r e a s e of t h e summer water e x t r a c t i o n (group B). The f u r t h e r increasing of summer water e x t r a c t i o n (group C) r e s u l t s in low groundwater levels (not h i g h e r t h a n -180 cm) and r e a s o n a b l e d r o p s in incomes.Figure 1 0 shows slices in t h e same s p a c e f y
,
hw-
h w d ,1,
but t h e s c a l e is d i f f e r e n t .Figure 8
On the figures described above some points are presented (points 1-7).
The controls resulting in these points a r e described in Appendix 1. The indicators related t o points 1-7 are presented in Table 1.
Table 1
7 . THE
FIYE
CLUSTER MODELOn t h e second s t a g e of o u r investigation a more complicated model w a s studied. The model consists of five economic c l u s t e r s (see Figure 11). I t w a s obtained on t h e b a s e of t h e model consisting of 3 1 subregions. The con- s t r u c t i o n of five c l u s t e r s model w a s based on aggregation described in Sec- tion 4, while S
=
5. The original 3 1 subregional model described in Section 3 was slightly modified. The modifications are described f o r t h e c l u s t e r model.N
B.1. INVESTMENT AND REORGANISATION OF THE ECONOMIC STRUCTURE The modified model t a k e s into account t h e possibilities of reorganisa- tion of t h e economic s t r u c t u r e of t h e region. For t h i s purpose investment i s used. The volume of investment needed i s described in t h e following manner:
indicators (10
%
fl) hw-hw sub min(cm)
Cbw
3(10 m
(10 m 3
10
inv
= x
C p z i ( j ) . z i ( j )-
0.3 p z i ( j ) . z d ( j ) l +j = I 1
170.3
50.2
10
10
2
234.6
46.6
11.75
11.82
5 5 5 2
+ x
p z i ( j ).
z i ( j )-
0 . 2 - p z i ( j ) z d ( j ) ]+ x
Cpstox x
m s ( s , k , L ) ]+
j =I j =I k = l 1 =1
+
scinv * sci+
gcinv gci-
0.9 scinv.
scd-
0.5gc inv.
gcd , 3228.2
19.8
5 1
5 1
4
228.0
19.9
11.77
20.61 5
234.5
48.6
11.75
11.82 6
170.2
48.8
10
11.82 7
233.5
48.8
5 1
11.82
where
A : qs = qsmin
B: qs-qs*
C: qs = qs,,
--
2230
--
2140
-- --
2050
-- --
1960
--
Figure 9 1870
1780
--
inv i s investment,
zi ( j ) , zd ( j )
-
increments and decrements of intensi- t i e s of technologies j EJZ,
z i ( j ) , z d ( j ) - the same for j E
JZ,
.
2
-- --
A
-.--s=-
/ - s ~ = l - c
qw = 51 X
lo6
m 3 -:3. B--s+--T
e-s.s/
e
----IC.-
# - C -
qw = 11.8X
lo6
rn37 3 q w = 10 m
--
1690
-- --
1
______---
1600-- ] ]
I [
l , < # + + , t # # l
I 1 I I
I I 1 I I
0
t l o
20 30 I 40 I 50 hw- bhw*
-
hwminI I . , l " l r.,l #r lIr,r,l,I I I I I b I
25 30 35 4 0 45 50 hw
-
hwmi,Figure
10
sc* , scd
-
increment and decrement of sprinkling capacities from surface water,get , gcd
-
the same from groundwater p z i (j ), pzi ( j ), sc inv, gc inv$ psto-
prices.Increments and decrements a r e connected with initial capacities
-
33-
THE SOUTHERN PEEL AREA
I Cluster: 1-6 Subregions Natural zones:
I I Cluster: 7-14 Subregions (N) 10 Subregion 1 1 1 Cluster: 15-19 Subregions (N) 16 Subregion I V Cluster: 20-26 Subregions 27 Subregion V Cluster: 27-31 Subregions (N)
Figure 11
The maximal possible value of investment i s given by inv,,,.
I t i s supposed that the total area of agricultural land i s used
7.1. Animal Slurry By-products
I t is supposed t h a t in addition to s p r i n g application of s l u r r y (see Sec- tion 3) autumn application is possible. In t h i s case t h e autumn application of manure of k - t h t y p e in t h e s - t h c l u s t e r should not e x c e e d t h e half-year production. The possibility of manure t r a n s p o r t between c l u s t e r s i s t a k e n i n t o account. W e obtain
where mt, ( s ,k )
-
e x p o r t of manure mtf ( s , k )-
import of manureThe manure s t o r a g e b e f o r e s p r i n g application should not exceed s t o r a g e c a p a c i t i e s while in s p r i n g t h e t o t a l amount of manure should b e applied to land:
T h e r e is n o e x p o r t of manure outside t h e region
7.2. Income
The equation of income (9) should b e modified in a c c o r d a n c e with modif- ication of t h e model. F o r t h i s r e a s o n from income y , calculated by (9), t h e
5
cost of manure t r a n s p o r t
z
p m t mt, ( s .k ) is s u b t r a c t e d .j =I
F u r t h e r , t h e t o t a l income should e x c e e d consumption
where l p i s t h e amount of l a b o u r in t h e region.
7.3. Water Quantity Processes
In t h e modified model i t was supposed t h a t
q w ( s ) = 0 . 8 . q s ( s ) , s = 1
, . . . ,
5 ,Introducing t h e fall of groundwater level in c l u s t e r s from t h e level hs O(s )
A h s ( s )
=
hs ( s )-
h s o ( s )we obtain
For t h e fall of groundwater level in winter we obtain
The description of moisture content of t h e rootzone i s slightly changed while t h e p r o c e s s of deep percolation during t h e summer i s taken into account. The amount of d e e p percolation during t h e summer in c l u s t e r s denoted by d s ( s ) i s described as follows:
The soil moisture requirements a r e modified as well: