Using the WOWA operator in robust discrete optimization problems
Data Structures and Algorithms
2015-10-09 v2
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.
Keywords
Cite
@article{arxiv.1504.07863,
title = {Using the WOWA operator in robust discrete optimization problems},
author = {Adam Kasperski and Pawel Zielinski},
journal= {arXiv preprint arXiv:1504.07863},
year = {2015}
}