Using the WOWA operator in robust discrete optimization problems
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Publication:895514
DOI10.1016/J.IJAR.2015.10.005zbMATH Open1346.68200arXiv1504.07863OpenAlexW2147411589MaRDI QIDQ895514FDOQ895514
Authors: Adam Kasperski, Paweł Zieliński 
Publication date: 3 December 2015
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
Abstract: In this paper a class of discrete optimization problems with uncertain costs is discussed. The uncertainty is modeled by introducing a scenario set containing a finite number of cost scenarios. A probability distribution in the scenario set is available. In order to choose a solution the weighted OWA criterion (WOWA) is applied. This criterion allows decision makers to take into account both probabilities for scenarios and the degree of pessimism/ optimism. In this paper the complexity of the considered class of discrete optimization problems is described and some exact and approximation algorithms for solving it are proposed. An application to a selection problem, together with results of computational tests are shown.
Full work available at URL: https://arxiv.org/abs/1504.07863
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Analysis of algorithms and problem complexity (68Q25) Combinatorial optimization (90C27) Reasoning under uncertainty in the context of artificial intelligence (68T37) Approximation algorithms (68W25)
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Cited In (11)
- Choosing robust solutions in discrete optimization problems with fuzzy costs
- Robust discrete optimization problems with the WOWA criterion
- On efficient WOWA optimization for decision support under risk
- Optimizing three-dimensional constrained ordered weighted averaging aggregation problem with bounded variables
- Minimum cost strategic weight assignment for multiple attribute decision-making problem using robust optimization approach
- On Decision Support Under Risk by the WOWA Optimization
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- Approximating combinatorial optimization problems with uncertain costs and the OWA criterion
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