Jeroen C . J . H .

Aerts
Erwin E isinger
Gerard B. M . Heuvelink
Theodor J . Stewart

Using Linear Integer Programming for

Multi-Site Land- Use Allocation

Research in the area of spatial decision support (SDS)and resource allocation has re-
cently generated increased attention f o r integrating optimization techniques with
GIs. In this paper we address the use of spatial optimization techniques f o r solving
multi-site land-use allocation (MLUA)problems, where MLUA refers to the optimal
allocation of multiple sites of different land uses to an area. W e solve an MLUA prob-
lem using four different integer programs (IP),of which three are linear integer pro-
grams. The IPS are formulated for a raster-based GIS environment and are designed
to minimize development costs and to maximize compactness of the allocated land use.
The preference for either minimizing costs or maximizing compactness has been made
operational by including a weighting factor: The IPS are evaluated on their speed and
their eficacy f o r handling large databases. All f a r Ips yielded the optimal solution
within a reasonable amount of time,for an area of 8 x 8 cells. The fastest model was
successfully applied to a case study involving an area of 30 x 30 cells. The case study
demonstrates the practical use of linear Ipsfor spatial decision support issues.

1. INTRODUCTION

Recently, much attention has been paid to solving resource allocation problems with
multi-criteria decision-making (MCDM) techniques in a geographic information

The remote sensing image is courtes of the ASTEEUSMOS EU- roject ENV4V-CT97-037 The au-
thors ratefdl acknowledge Mark RidgLy (University of Hawaii) ancfcor Hurkens (Eindhoven Univer-
sity of%echnolbgy) for their suggestions and comments.

]eroen C. J. H. Aerts is a professor at the Institute for Environmental Studies (IVM), Vnje
UniversiteitAmsterdam. Email: Jeroen.Aerts@ivm.vu.nl.Erwin Eisinger is a professer at Eind-
hoven University of Technology, Department of Mathematics and Computer Science in The
Netherlands. Gerard B. M . Heuvelink is a professor at the Institute for Biodiversity and
Ecosystem Dynamics, Universiteit van Amsterdam. Email: G.B.M.Heuvelink@science.uva.nl.
Theodor]. Stewart is a professor in the Department of Statistical Sciences, University of Cape
Town, South Africa. E-mail: tjstew@maths.uct.ac.za
Geographical Analysis, Vol. 35, No. 2 (April 2003) The Ohio State University
Submitted: February 14,2002. Revised version accepted: October 10,2002
 1.C. J. H . Aerts, E . Eisingeq G. B. M . Heuvelink, and T J . Stewart / 149

system (GIS) environment. For resource allocation, this area is often referred to as
spatial decision support (SDS). There are two basic MCDM techniques suitable for
implementation in a GIs. The first is multi-criteria analysis (MCA), which involves
the evaluation of a relatively small set of allocation alternatives (Nijkamp, Rietveld,
and Voogd 1990; Janssen 1991; Henvijnen et al. 1997; Fulong 1998; Henvijnen 1999;
Malczewski 1999). These alternatives, usually about three to five and rarely more
than ten, are defined beforehand and are simply evaluated against each other. MCA
is therefore termed an evaluation technique. MCA is certainly useful when the alter-
natives are available. However, in many cases a set of allocation alternatives is not
available, or difficult to define. Hence, research in the field of SDS and resource allo-
cation has changed focusing to techniques that generate an optimal allocation alter-
native using optimization techniques (e.g., Barber 1976; Chuvieco 1993, 1997;
Guariso, Hitz, and Werther 1996; Arthur and Nalle 1997; Dutta, Gupta, and Ram-
naron 1998; Grabaum and Meyer 1998; Maniezzo, Mendes, and Paruccini 1998;
Ridgley and Heil 1998; Fedra and Haurie 1999; Purao, Jain, and Nazareth 1999;
Aerts 2001; Aerts and Heuvelink 2002). These so-called design techniques form the
second branch of basic MCDM techniques.
In this paper we examine the use of linear optimization techniques for multi-site
land-use allocation problems (MLUA). Multi-site refers to the problem of allocating
multiple sites of different land uses to an area. It is explored whether linear optimiza-
tion methods are suitable for practical use in a decision environment. A crucial ele-
ment in the analysis is how to introduce a spatial compactness objective in the
optimization model. Four different integer programming (IP) models, three linear
IPS and one non-linear IP, are considered that all solve the same basic problem and
are evaluated against two criteria: (1)their efficacy to encourage spatial compactness
within a reasonable solution time for small and large data sets (preferably more than
50 x 50 cells), and ( 2 )their ability to yield a mathematically optimal allocation alter-
native. It is finally illustrated how IP models can be used in a decision environment by
demonstrating the use of the models to a case study in Spain. The main problem of
the case study is to restore a former open mining area with new land use.

2. METHODOLOGY

2.1. The Basic MLUA Model

An MLUA problem can be formalized as a pair ( S j ) , where the solution space S
denotes the set of all possible solutions and f denotes a cost function. In the case of
minimization, the problem is to find a solution ivt E S, which satisfies:

As an example, consider a rectangular area that has to be allocated with new land use.
First, the area is divided into a grid, which measures N rows by M columns. Let there
be K different land uses, denoted by k = 1,...,K. We now introduce a binary variable
xi.k,which equals 1 when land use k is assigned to cell (ij)and equals 0 otherwise. Let
t i e fixed total number of cells to be allocated with land use k be represented by para-
meter Tk. Furthermore, development costs C.. are involved with allocating land use
type k at cell (id).These costs are allowed to cf2pend on location.
Let the objective be to minimize development costs. We then can formulate the
following basic optimization model (for recent papers see, e.g., Hanink and Cromley
1998, Cova 1999):
150 / Geographical Analysis

Minimize:

Subject to:

Equation ( 3 )specifies that one and only one land use must be assigned to each cell.
Equation (4)specifies the required area proportions of land use. Because the decision
x g k variable must be either 0 or 1, the model is defined as an integer program (IP).

2.2. Adding a Compactness Objective to the MLUA Problem

As formulated in Diamond and Wright (1989),MLUA problems may be classified as
combinatorial optimization problems, which are characterized by a very large number
of possible solutions (Greenberg 2000). MLUA problems become more complex when
spatial requirements are included in the model. An example of such a requirement is to
either maximize spatial compactness or spatial contiguity of the allocated land use.
Please note the difference between contiguity and compactness in this respect (Figure
1). Contiguity requires all cells of equal land use to be connected (Figure 1,middle).
Compactness merely encourages cells of equal land use to be allocated next to or in
proximity of one another, but this may result in divided patches (Figure 1,right). In this
paper, we will restrict ourselves to the compactness objective.
Existing optimization techniques for solving MLUA problems, including compact-
ness requirements, may be divided into “heuristic” and “exact” (e.g., linear integer)
approaches. Heuristic approaches are capable of solving large combinatorial prob-
lems, but they do not guarantee the optimal solution. Examples are simulated an-
nealing, greedy growing algorithms and tabu search (Lockwood and Moore 1993;
Brookes 1997; Boston and Bettinger 1999; Aerts 2001; Aerts and Heuvelink 2002).
Exact linear integer programs solved with linear programming (LP) solvers explicitly
guarantee an optimal solution, if carried to completion, but can be slow in some in-

FIG.1. Area with single land use (lightgray) covering 52 cells. These cells are randomly placed before
optimization (left).The cells are allocated by optimizing contiguity (middle)and compactness (right).
 1.C . J. H . Aerts, E . Eisinger, G. B. M . Heuvelink, and T. 1.Stewart / 151

stances as compared to heuristic algorithms. Moreover, linear integer programs are

typically more difficult to solve than continuous LPs because the feasible region is
non-convex.
Cova (1999) writes that most linear IP models only include formulations to encour-
age compactness as opposed to the more “strict”contiguity requirements. However, for
small-sized problems, up to 8 x 8 cells, linear IP models including a compactness re-
quirement can easily be solved with commercial linear IP solvers such as CPLEX
(ILOG 2001) or LINDO (Lindo Systems 1998).
Most of the existing IP models encourage compactness by pursuing a low perime-
ter-to-area ratio of an allocated site of land use (e.g., Wright, ReVelle, and Cohon
1983; Gilbert, Holmes, and Rosenthal 1985; Benabdallah and Wright 1991, 1992;
Minor and Jacobs 1994; Cova and Church 2000). Studies as Williams (1995) and
Cova (1999) summarize available IP models and techniques for solving single site
land use allocation problems. Other IP models for site allocation are found within
forestry and ecological research and involve a vast stack of approaches (e.g., Jones et
al. 1991; Lockwood and Moore 1993; Murray and Church 1995; Crohn and Thomas
1998; Church, Stoms, and Davis 1996; Church and Daugherty 1999; Nalle, Arthur,
and Sessions 2002).
The challenge in this paper lies in developing linear IP models that are capable of
solving larger problems (more than 10 x 10 cells) and yet fast enough for use in a de-
cision support setting. We now present four IPS that include a compactness objective
and demonstrate how to arrive at a solvable optimization problem. Models 2 , 3 and 4
are linear IP models. Models 1,2, and 4 are newly developed models, and model 3 is
based on work by Williams and ReVelle (1996, 1998).
Model 1: A Non-linear Integer Program
Using the basic optimization model, equations (2), ( 3 ) ,and (4) introduce a second
objective, namely that of maximizing “compactness.” As a first definition, we propose
to include a measure of compactness by:

Maximize:

where

Maximizing (5) favors solutions in which neighboring cells have the same land use. In
order for equation (6) to be well defined at the border of the area, we, in addition,
formulate:

We proceed with combining both the compactness measure defined in equation (5 )

and the cost objective in equation (2) into a multi-objective optimization model
where the objectives are:
152 / Geographical Analysis

Minimize:

Maximize:

Subject to:
Equations. (3), ( 4 ) ,(6),and ( 7 )
Efficient solutions can be found by minimizing a function of the form:

for various combinations of parametric weights w 1 and w2,or equivalently by mini-

mizing:

for various values of a,where a = wz/wl.The term a represents the weight on the
compactness objective relative to the cost objective. The scale factor a can be varied
step by step to find various efficient solutions. Note that the optimization problem is
now non-linear because the term by@, in equation (11)is no longer linear in xyk.
Model 2: A Linear Znteger Program
Model 2 is an equivalent linear re-formulation of model 1,but at the expense of in-
cluding additional integer variables. For this, the non-linear product bypci.k
in equa-
tion (10) is transformed by introducing an integer variable Y$, and an additional set
of linear constraints:

The second objective in Model 1can be replaced by:

 1.C. 1.H . Aerts, E . Eisinger, G. B. M . Heuvelink, and T J. Stewart / 153

Maximize:

The overall objective function of Model 2 becomes:

Minimize

Subject to:

Equations (3),(4),
and (12).

Let us clarify that equation (12) guarantees that y q k = b g f l q k with two examples, one
where X q k = 0 and one where x q k = 1 (see Table 1).
When x g k = 0, cell (ij)is not assigned with land use k , which means that Y i j k should
be 0. In this case, equations (12a) and (12d) together force Y q k = 0 when X q k = 0. Fur-
thermore, equations (12c) is smaller than 0, which is accomplished by the term
4(1-xg). Equation (12b) is always greater than or equal to 0.
When x g k = 1,cell (ij)is assigned with land use k , and thus y i j k should be set to the
sum of the adjacent cells that have the same land use k (i.e., y i j k = x i - q k + X i + y k $.
X q - l k + X q + l k ) . In this case, the upper and lower bounds that define Y y k , are defined by
equations (12b) and (12c). The right hand side of equation (12a) is greater than the
upper bound. The upper bound equal is to the number of adjacent cells with land use
k. The right hand side of equation (12d) is always smaller than or equal to the mini-
mum number of adjacent cells.
The linear form of model 2 allows the use of a linear IP solver, but only at the ex-
pense of using more variables as compared to model 1 and the introduction of addi-
tional constraints. It is, therefore, not a priori evident whether the solutions of the
smaller non-linear model 1 or the larger linear form (model 2) will be computation-
ally more efficient.

TABLE 1
Two Examples for rlk = 0 and 1,and the Resulting Values for Equations 12a, b, c, d and ylik.

Cells i-1 i i+l 12d 12c YYk 1% 1%

Example 1:x,,k = 0
j- 1 0 0 0
j 1 P a l 0 -2 0 2 0
j+l 0 0 0
Example 2: xnk = 1
j-1 0 0 0
j 1 (111 0 2 2 2 4
i+l 0 0 0
154 / Geographical Analysis

Model 3: A Linear Integer Program Using Bufer Cells

In this model, we replace the previous definition of compactness by another mea-
sure, which is a concept proposed by Williams and ReVelle (1996,1998) and Wright,
ReVelle, and Cohon (1983). They describe a problem where one selects parcels of
land for inclusion within a protected reserve. Each reserve (a land-use type) consists
of core cells, surrounded by a buffer zone one parcel wide (Figure 2). Compactness is
indirectly obtained through minimizing the number of buffer cells around reserve
core areas. Core areas will therefore tend to cluster, thereby using fewer buffer cells.
Although the method was developed for a single-site allocation problem, we here
generalize the buffer concept to an MLUA problem. For this, we distinguish buffer
cells from core cells, for each land-use type. Accordingly, we define a binary variable
x5jk, which equals 1 when land-use k is assigned to cell (ij)as a core and 0 otherwise.
When land-use k is assigned to cell (id)as a buffer, the binary variable equals 1 xik
and 0 otherwise. The cost for assigning land-use k (core or buffer) to cell (id)are Cqk.
T k represents the total number of cells to be allocated with land-use k . T k is defined
K
suchthat c T k = N . M .
k=l
The bi-objective optimization problem is then formulated as

Minimize:

and

Minimize:

Buffers cells Lu 1
Buffers cells Lu 2
Buffers cells Lu 3

FIG.2. Example of an allocation result, generated by the buffer approach (model 3). Note how each
patch of land use (Zul,Zu2 and Z U ~ ) , is surrounded by buffer cells of its own type. For depicting the final al-
location results of model 3, land-use type k and buffer type k were merged to one land use k as in Figures
5 , 6 , and 9.
 1.C. J. H . Aerts, E. Eisinger, G. B. M . Heuvelink, and ?: 1.Stewart / 155

Subject to:

Additional constraints (19) are required to ensure that each core cell x:$ is bordered
by either another core cell with the same land-use or a buffer cell with the same land
use (see Figure 2 ) .

Constraint 20 defines the “border cells” of the area as buffer cells:

x cEJk =o
* b9k = I
Vk = 1,...K , i ~ ( 0N +, l ] , j E{O,M+1)

The composite objective function then becomes:

Minimize:

Subject to:

Equations (17), (18), (19),and (20)

156 / Geographical Analysis

By charging extra costs a x$k for each cell used as a buffer, it becomes less “attrac-
tive” to use buffer cells. Hence, compact land use is indirectly encouraged using
fewer buffer cells. This is again a linear IP but with twice the number of variables
used as compared to the non-linear form of model 1. Model 3 also requires a larger
number of constraints than either of models 1 and 2.
Model 4: Linear I P Using “Aggregated Blocks”
The idea behind this approach is to aggregate individual cells into blocks and de-
velop a model that minimizes the number of blocks that contain only one land-use
type in the final allocation result. Because blocks are defined such that they overlap
(Figure 3), cells with the same land use will tend to cluster in overlapping blocks.
Let us explain the approach using the model formulations for compactness. First
the area is divided into overlapping blocks of size n ? m. We formally define these
blocks as:

Bg =((p,q)Ip = i,..., (i+n),q = j ,..., (j+m)) i = 1,..., N - n , j = 1,...,M - m

1SnSSN
15mSSM (22)

Next, a variable is introduced denoted by v g k , which sums the cells assigned to

land-use k in a given block By. A block is a set of cells (ij)within the original grid N X
M. In Figure 3, we arbitrarily choose a block size of 5 x 4 cells, but the blocks may be
any size as long as the size is relatively small as compared to the original grid. Note
that different block sizes have an impact on the allocation results. Larger blocks will
produce more rectangular-shaped allocation results and the process of aggregation
implies that a certain amount of detail will be lost. The variable v g k is defined as:

0..=
yk c
(i,j)EBij
xijk

Vk = 1,...,K,i = 1,...,N - n, j = 1,..., M -m (23)

Next, we introduce a binary variable zi.kinequation (24),which is forced to 1 when

at least one of the cells in the block has iand-use type k , and 0 otherwise This is for-
mally expressed in:

FIG.3. Example of two data blocks for only one land-use type k, represented by uqk.The values for uqk
in this example are 7 for the dark gray block and 9 for the light gray block.
 J. C. J. H . Aerts, E . Eisinger, G. B. M . Heuvelink, and ‘I:J. Stewart / 157

vyk Inmzijk

Vk = 1,..., K , i = 1,..., N - n, j = 1,...,M - m

and

zyk ~ ( 0 , l )Vk = 1,...,K , i = 1,..., N - n , j = 1,...,M - m (25)

Compactness is encouraged by promoting a maximum number of variables 2 i . k = 0,

thus forcing the same land use to be allocated within a minimum number of blocks
B y . This is achieved by minimizing the total sum of zyk values. Hence, blocks with
vyk > 0 will tend to cluster as it is “cheaper” to store values x y k = 1in as few blocks as
possible.
The compactness objective can be formulated as:

Minimize:

K
zyk
k=l

By combining the objectives minimizing cost and minimizing blocks, we derive linear
IP model 4 with the following objective function and constraints:

Minimize:

Subject to:
Equations ( 3 ) ,(4), (23),and (24)
Note that correlation and regression results across cell values after aggregation will
differ between different ways of aggregating exactly the same data to the same scale.
This effect is known as the modifiable areal unit problem (MAUP) (Openshaw and
Taylor 1981).

3. EVALUATION

In the previous section we presented four operational IPS that are all designed to
solve MLUA problems while minimizing costs and encouraging compactness. In this
section we evaluate the models on their usefulness for use in a decision environment.
Think, for example, of a workshop setting where resource allocation experts discuss
the possibilities for designing a land-use plan. For this, an optimization model is ex-
pected to quickly generate those plans under changing scenarios. Therefore, the per-
formance of the models is evaluated using two criteria.
Criterion 1 evaluates the computation time against the achieved degree of com-
pactness. Initially, we will arbitrarily assume that it is not likely that a decision maker
is willing to wait more than two minutes for a solution. Thereafter, the models are al-
lowed to run until they reach the optimal solution. Obviously, a computation time to
derive a feasible solution in the order of seconds (CPU time) is strongly preferred.
158 / Geographical Analysis

All models are evaluated according to a compactness measure. This is calculated by

summing the number of adjacent cells with the same land use, summed across all
cells. This is referred to as standard compactness. Other means of describing com-
pactness are the number of allocated patches per land-use type (more patches im-
plies a smaller compactness) and the commonly employed ratio “diameter to area”
(D/A) of the largest cluster of land use (Diamond and Wright 1989). Note the differ-
ence between compactness and standard compactness in Tables 2,3,4, and 5, where
compactness refers to the value of the compactness objectives in each model, and
standard compactness to the calculation as explained above.
Criterion 2 refers to the reliability of the results. A reliable alternative is defined as
the result of a model run reaching the global optimum (“LO” stands for local opti-
mum and “ G O for global optimum). The search for non-inferior solutions is critical
in this respect. Non-inferior refers to solutions from which it is impossible to improve
upon the attainment of any one of the objectives without degrading that of at least
one other objective (Steuer 1986).Varying the preference for the compactness objec-
tive, thereby evaluating accompanying development costs, will generate non-inferior
solutions.
3.1. Initial Conditions
Having defined two evaluation criteria, the following initial measures are applied
to maintain equal boundary conditions for all model runs. First, we choose a regular
grid size of 8 x 8 rows and columns (Figure 4).Secondly, all input values are kept con-
stant for all four models by: (1) applying identical initial values for the decision vari-
ables (xqk = 0), and (2)setting the required proportions Tk as in equation (4) for each
of three possible land-use types at a fixed value. We require exactly 20 cells of land-
use type 1 ( l u l ) ,20 cells of Zu2 and 24 cells of Zu3.

Land use t w e 1 Land use v p e 2

FIG.4. Development costs per land use type. Lighter shades of gray represent lower developmentcosts.
 J. C. J. H. Aerts, E. Eishger, G. B. M. Heuvelink, and T 1.Stewart / 159

All calculations are performed using the What'sBest! extended solver for PC
(Lindo Systems 1998), on a Pentium 111computer. This solver is capable for handling
a large number of (integer) variables. In case the solver detects non-linearities in the
model formulations, such as with model 1, the solver automatically uses a built-in
non-linear heuristic solver, which does not guarantee a GO.
3.2. Single Objective Mode: Encouraging Only Compactness
To start with, we evaluate the models in a single objective mode, by only evaluating
their capacity for encouraging compactness. The models were initially allowed to run
with a maximum of two minutes. Figure 5 shows the results per model. None of the
linear IP models 2 , 3 , and 4 reached the GO within the allowed two minutes calcula-
tion time. Model 1produced the most compact allocated sites with a standard com-
pactness value slightly better than models 2 and 3 (Table 2). The result of model 1
was derived within several seconds and probably is a GO. Figure 5 shows, further-
more, that models 2, 3, and 4 produce scattered cells that are not merged with the
larger sites of one certain land use. They have clearly not reached the GO, yet only a
Best Integer (BI) value. Best Integer is a term used in What'sBest! for the best inter-
mediate solution achieved during the optimization process. The shapes of these in-
termediate results, expressed in a diameter to area (D/A) ratio, show no significant
differences (Table 2). Model 1 generates the most compact shapes (low D/A values)
and model 4 the least compact shapes (high D/A values).
Thereafter, models 2, 3, and 4 were allowed to run until they reached the GO.
They reached a GO within respectively eight, twenty-three, and five minutes, yield-
ing identical spatial resiilts as generated earlier by model 1 (see Figure 5, upper Zeft).
When comparing all results, it now becomes clear that the earlier achieved result of
model 1 is indeed a GO.
It may be concluded that all four models are successful in allocating compact
patches of land use. The relatively fast computation time of models 2 and 4 may be

TABLE 2
Performance of the Four IP Models as Applied to an 8 x8 Grid. The models were allowed to run with a
maximum of two minutes

Model I Model 2 Model 3 Model 4

NLIP LIP Buffer Blocks

# of Integers 192 384 384 60

# of Constraints 45 1 1027 2095 579
Only Compactness/mr. 2 Minutes
Calculation time 0'02" 2'00" 2'00" 2'00"
Objective F. Value 192 192 27 50
# Iterations 171 5095 430788 15495
Optimum GO Best Int. Best Int Best Int.
Standard Com actness 192 192 192 182
# of Clusters L , 1 1 2 1 1
# of Clusters LU 2 1 1 2 1
# of Clusters LU 3 1 1 1 2
Shape
Diameter LU 1 8.54 7.21 7.21 9.43
Diameter LU 2 6.40 6.40 7.21 6.40
Diameter LU 3 6.40 7.62 8.54 8.54
D/A LU 1 0.43 0.38 0.36 0.47
D/A LU 2 0.32 0.32 0.36 0.32
D/A LU 3 0.32 0.38 0.43 0.43
160 / Geographical Analysis

M1 M2

M3 M4

FIG.5. Results for models 1,2,3, and 4,encouraging only compactness within two minutes allowed so-
lution time. The darkest cells represent Zul, the middle gray tones Zu2 and the light gray colors represent
lu3.

explained by the small number of integer variables. Model 1 has a non-linear struc-
ture, for which What'sBest! automatically uses a heuristic non-linear solver. This
solver appears to be very fast.
3.3. Trade-08s: Minimizing Cost and Maximizing Compactness
As explained in section 2, each model uses a factor for expressing the relative
weight (or preference) for compactness against costs. We continue with evaluating
the models in eight optimization runs, by optimizing both development cost and
compactness, each run involving a different value for a. The results for the different
optimization runs are given in Table 3 and in Figures 6 and 7.
Table 3 shows for each run the value for the goal function, objective value 1; devel-
opment costs, objective value 2; compactness, the standard compactness value, the
optimization time (in seconds), the number of iterations, and the type of optimum
reached (GO or LO). Figure 6 shows allocation results for different values of a,
which correspond to the same results in Table 3. Figure 7 (top) shows the graph of
costs against (standardized) compactness, again for the same results depicted in Fig.
6 and Table 3.
It would be expected from the previous section that model 3 performs relatively
slow against models 1,2, and 4. Table 3 shows, however, that the overall performance
of model 3 is relatively good in terms of optimization time. This is in addition to what
is reported in the literature (Cova 1999), where it was concluded that the method of
Williams and ReVelle (1996, 1998) is only suitable for small-sized problems. Yet, a
grid of 8 x 8 cells is still a small-sized grid, but the performance of model 3 is promis-
ing for larger-sized grids. Models 1 and model 2 are the fastest models for small
values, yielding a solution time below two minutes. The performance of model 3 ap-
pears the best across all model results. The solution time of model 3 similarly in-
creases with an increasing value for a, but less rapidly as compared to models 2 and
4. All models yielded results giving a good indication where compact patches of land
use might be allocated at reasonable cost and low a values (runs 1-6, Figure 6).
TABLE 3
Multi Objective Optimization: Costs & Compactness

Ob'ect. 1 Object. 2 Standard

run # dfa ~ o afunc
l dmts compactness compactness tirneisesec. #iterations Optimum

Model 1 0 186299 186299 n S6

1__. 1 1 GO
2 1 186143 186299 156 156 4 1 GO
3 5 185496 186346 170 170 2 19 LO
4 10 184638 186378 174 174 1 4 LO
5 15 183765 186405 176 176 1 3 LO
6 30 181103 186503 180 180 1 5 LO
7 50 177428 186628 184 184 1 3 LO
8 100 167768 186968 192 192 11 125 LO
Model 2 1 0 186299 186299 0 156 1 200 GO
2 1 186143 186299 156 156 2 643 GO
3 2 185984 186308 162 162 2 678 GO
4 3 185836 186346 170 170 6 1172 GO
5 9 184812 186378 174 174 14 2458 GO
6 14 183941 186405 176 176 69 10505 GO
7 30 181091 186551 182 182 16440 3829212 GO
8 60 175448 186968 192 192 298654 55284164 GO
Model 3 1 0 186299 186299 64 156 3 259 GO
2 8 186708 186308 50 162 4 809 GO
3 10 186806 186346 46 170 10 1499 GO
4 20 187258 186378 44 174 7 1084 GO
5 35 187903 186503 40 180 8 1388 GO
6 50 188443 186843 32 188 13 1920 GO
7 75 189183 187158 27 192 31 2550 GO
8 100 189855 187455 24 198 77 7202 GO
Model 4 1 0 186299 186299 58 156 4 1269 GO
2 5 186588 186308 56 166 61 25857 GO
3 6 186644 186314 55 164 61 27223 GO
4 35 188233 186343 54 162 117 55053 GO
5 40 188499 186379 53 160 178 105911 GO
6 50 189029 186379 53 160 203 143369 GO
7 100 191667 186567 51 168 1206 467516 GO
8 200 196722 187522 46 192 13560 9120084 GO
Minimum Model 1 Model 2 Model 3 Model 4
Compactness
run 1

run 2

run 3

run 4

run 5

run 6

run 7

run 8

Maximum
Compactness

FIG.6. Optimization runs with an increased weight (or preference) for compactness against develop-
ment costs. The run number corresponds to the run number in Table 3.
 1.C. J. H . Aerts, E . Eisinger, G. B. M . Heuvelink, and 'I:J . Stewart / 163

Standard compactness against costs

186100 186600 187100 187600

costs

2=2
c.
lg5
180

165

150
Model 1: Non Linear

I
-
:::I/.-
165

150
Model 2: Linear

186000 186500 187000 187500 186000 186500 187000 187500

costs costs

Model 3: Buffer cells Model 4: Blocks

186000 186500 187000 187500 186000 186500 187000 187500

costs Costs

FIG.7. Trade off curves between cost and compactness. The top graph shows cost against standard com-
pactness. The bottom four graphs show for each model the costs against the compactness value in the ob-
jective function.

Figure 6 shows that all models finally reach a point at which each land use is allo-
cated in one closed patch, similarly to those patterns generated in single objective
mode (see Figure 5). It is interesting for a decision maker to study the intermediate
runs 1-8, expressing trade-offs between compactness and development cost by vary-
ing a.Furthermore, the points in the top graph of Figure 7 are quite similar for mod-
els 1, 2, and 3, but not for model 4. This can be explained by the fact that
compactness in model 4 is encouraged indirectly through minimizing Z y k as in equa-
tion (27) and not by directly maximizing similar adjacent cells as in the other models.
The lower four graphs of Figure 7 depict the non-inferior points between cost and
the (not standardized) compactness objective per model. Here, the trade-off curve
between zyk and development costs is similar in shape as the other trade-off curves, as
would be expected. The development costs generated by model 4 are relatively high
for achieving similar compactness values as compared to the other models. For ex-
ample, at a standard compactness value of 190, model 4 calculates development costs
around 187,500, whereas the other models calculate development costs around
187,000 to187,200.
Finally, all models reached a verified GO for each value of a.The GO results of the
164 / Geographical Analysis

non-linear model 1 were only verified for the first model runs through using the re-
sults of model 2. The other runs reached most probably a GO.

4. CASE STUDY: RESTORATION OF AN OPEN MINING AREA

We now demonstrate an application of models 3 and 4 for a larger data set for a
case study in Galicia, Spain. Again, the focus is on the speed of the models and their
ability to generate compact results. We use models 3 and 4 because they performed
relatively well compared to model 2. Model 1was not considered because the focus
of this paper is on solving MLUA problems with linear IPS. An application of a simi-
lar, non-linear optimization model for the same area can be found in Aerts and
Heuvelink (2002).
4.1. The Case Study Area and SDSS Development
The open cast lignite mine of As Pontes in Galicia, in the northwestern part of Spain
covers a total area of about 25 km2 (Figure 8). The lignite is used to generate elec-
tricity in a power plant, which is situated just outside the mining area. The mining
area can be divided in two main areas: (1)the exploitation area, which consists of two
pits of about 200-250m deep, and (2)the dump area, where waste material (overbur-
den) is stored. Before the year 2005, the mine will be economically exhausted and
closed and will have to be restored as much as possible in the original state (Aerts
1999).
First, it was observed that due to the considerable lowering of the elevation in the
mining pit, this part of the area would by itself transform into a lake. It was clear to all
parties involved that the cost associated with preventing this from happening, i.e., by
filling the pits, would be far too high. Therefore, the restoration plan focused only on
the dumpsite. The mining experts expressed that the main interest for the mining
company was simply to restore the area at the lowest cost, whilst satisfylng the legal
requirements. Other parties involved in the restoration activities claimed that an im-
portant additional objective should be to create closed patches of land use, as large
closed areas of forest and water represent a higher natural value than fragmented
areas and because less fragmented areas have an increased potential for recreational
activities. It was also claimed that the restoration works could be carried out more
economically if the restoration plan would be less fragmented, but the anticipated

FIG.8. Area of As Pontes in Spain and a satellite image of the mining area with the location of the test
area of 30 x 30 cells (black rectangle). The white shades are reflections of the bare soil of the dump area.
 J . C. J. H. Aerts, E. Eisinger, G. B. M . Heuvelink, and 7:J. Stewart / 165

reduction of cost was not quantified and thus were not included in the optimization
model. Hence, the objective function used was a combination of cost minimization
and compactness preferences. A simplification was to ignore the spatial requirement
for creating wildlife corridors. This requirement would involve an adjustment of the
compactness objective by formulating an objective aims at generating line-shaped
land-use patches.
The main constraints refer to the required division of land-use types. Knowing the
potential land-use types for restoration, we defined a set of required proportions of
land uses (forest, water and shrub) of 48%, 26%, and 26%, respectively. A further re-
quirement was to specify the development costs per land-use type. Although devel-
opment costs encompasses a broad range of activities, the experts estimated average
cost per land-use type that primarily depends on the physical attributes “elevation
and slope” (Aerts and Heuvelink 2002).
4.2. Case Study Results
After a few test runs, it quickly became clear that it was iinpossible to solve the
whole case study area of 300 x 300 cells (1cell = 25m2)within one model run as per-
formed with an heuristic approach in Aerts and Heuvelink (2002). We therefore used
samples of 16 x16 and 30 x 30 cells within the case study area. It appeared that both
models 3 and 4 could handle an area of 16 x 16 cells, produced verifiable GO results
and generated compact patches of land use with increasing values for a.Table 4
shows the results for the 16 x 16 cells area, with higher compactness values for higher
values for a.However, with even higher values for a,model 4 became unsolvable.
Next, both models 3 and 4 were applied to the sample area of 30 x 30 cells. Figure
9 shows the cost maps in U.S. dollars per cell. Model 4 &d not even reach a Best In-
teger value, and was omitted from further analysis. Therefore, it was decided to only
apply model 3 to the sample area of 30 x 30 cells. Figure 10 shows the optimal result.
The map at the left shows the optimal result by minimizing only development costs.
Water is predominantly allocated at the cheaper southwestern part of the area as
would be expected by examining the cost map for water in Figure 9. The cost map for
forest and shrub look quite similar in pattern, as for both land uses the middle section
of the area appears to be the least expensive. Forest in general is more expensive to
develop, and therefore receives allocation priority above shrubs in areas that are
cheap for both forest and shrub.
When applying a value for a of 125, the optimized map shows clearly compact
patches of land use (Figure 10, right).The a value could even be considered too high
as especially the shrubs are allocated in an un-natural angular shape. We also tested
the model using higher values for , but the optimization runs were interrupted be-
cause of solution times of more than sixteen hours. Therefore, an application of
model 3 to an area of 50 x 50 cells, as formulated in the goals of this paper, was not
performed.

TABLE 4
Application of‘ Models 3 and 4 (16 x 16 cells) to the As Pontes Case Study

Object I Object 2 Stanch1 hinr

dfa God func Costr Coinp.ictnrss Coiiipdctntw [wc] itrrdt Optitnuin lnt<g(?\ Lonstr.unt\

Model3 0 64927 64927 256 460 12 1263 GO 1536 8714

40 74828 65588 231 664 560 15347 GO 1536 8714
Model4 0 64927 64927 468 460 272 15627 GO 468 3210
50 69735 48085 433 526 7297 67496 GO 468 3210
 Cost Forest $/cell Cost Water $/cell

FIG.9. Cost in $/cell for developing forest, water, and shrub within a test area of 30 x 30 cells.

FIG. 10. Application of model 3 to a 30 x 30 grid, optimizing only development costs (left)and both de-
velopment costs and compactness (right).
 1.C.]. H . Aerts, E. Eisinger, G. B. M . Heuvelink, and T J . Stewart / 167

TABLE 5
Application of Model 3 (30 x 30 cells)to the As Pontes Case Study

Object. 1 Ohject. 2 Standard tiint~

alfa Goal func Costs Compactnpss Coinpactnpss [sccl itenit Optimum Integers Constraints

Model3 0 375670 375670 831 2698 116 8074 GO 9600 57855

125 378434 360434 144 3336 29580 481855 GO 9600 57855

The solution time for model 3 using the 30 x 30 grid and optimizing only develop-
ment costs, was about two minutes (Table 5 ) . Applying the compactness requirement
with a value for a of 125 resulted in a solution time of more than eight hours. This can
be explained by the relatively large number of integer variables (9600) and con-
straints (57855) in combination with the hardware limitations of our desktop system.
It also appeared that larger areas are difficult to manage in a spreadsheet environ-
ment.

5. CONCLUSIONS

Four integer programming (IP) models were developed, which are capable of op-
timizing a multi-site land-use allocation problem (MLUA). Models 1, 2, and 4 are
newly developed models, and model 3 is derived from an approach described by
Williams and ReVelle (1996, 1998). The models were evaluated on their (1)efficacy,
by comparing the degree of compactness of a model result against solution time for
small and larger data sets, and (2) their ability to yield an optimal allocation alterna-
tive. Spatial compactness as an objective has been made operational by introducing a
weighting factor a,allowing the decision maker to interactively determine the pre-
ferred weight for achieving compactness against cost. The potential of the models for
use in a spatial decision setting was demonstrated for a case study in Spain.
Eficacy. All models showed a good performance in terms of speed for problems
with small grid sizes (8 x 8 cells). We initially set an arbitrary threshold of maximum
two minutes solution time, which was met by all models optimizing both develop-
ment costs and compactness, using low values for a.Model 2 tends to be the slowest
variant. Model 1 is the fastest, followed by models 3 and 4.Although Cova (1999)
mentions a limited use of model 3 for small allocation problems (less than 10 x 10
cells), we feel that the approach is relatively simple as compared to other existing
methods and thus feasible to be implemented for larger grids. This was demonstrated
by successfully applying model 3 to a sample area of a case study measuring 30 x 30
cells, involving 57855 constraints and 9600 integer variables. Model 4 is based on ag-
gregating cells into blocks, thereby simplifylng the problem. It showed a performance
in between those of models 2 and 3. The initial challenge of applying linear IPS to
larger areas of, e.g., 50 x 50 cells or more, was not feasible with the available hard-
ware. The computing time capacity of PCs, however, has improved dramatically dur-
ing the last 5 years and will continue to develop in the future. Note also, that a similar
-non-linear optimization model using simulated annealing has been successfully ap-
plied to the whole case study area of 300 x 300 cells (Aerts and Heuvelink, 2002).
Optimal solutions. All models proved to produce non-inferior solutions, although
probably not all optimal solutions were found, because of the integer character of the
models. With larger grids, solution times increased rapidly with grid size but optimal
solutions were still generated for low a values. Even when the optimization process
was stopped prior to completion due to a long solution time, intermediate results
showed a tendency for encouraging compactness.
168 / Geographical Analysis

Currently, the application of linear IPS to MLUA problems shows many draw-
backs in terms of solution time compared to known models that use heuristic meth-
ods. It can be concluded that at the current state of PCs, linear IP models are able to
solve MLUA problems, probably up to grids of 50 x 50 rows and columns. Similar to
findings by Williams and ReVelle (1998),research on larger problems is recom-
mended and promising for the future as well as to specifically focus on integrating lin-
ear IPS in spatial decision support systems.

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