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Alternative Formulations for the Ordered Weighted Averaging Objective

  • The ordered weighted averaging objective (OWA) is an aggregate function over multiple optimization criteria which received increasing attention by the research community over the last decade. Different to the ordered weighted sum, weights are attached to ordered objective functions (i.e., a weight for the largest value, a weight for the second-largest value and so on). As this contains max-min or worst-case optimization as a special case, OWA can also be considered as an alternative approach to robust optimization. For linear programs with OWA objective, compact reformulations exist, which result in extended linear programs. We present new such reformulation models with reduced size. A computational comparison indicates that these formulations improve solution times.

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Author:Andre Chassein, Marc Goerigk
Document Type:Preprint
Language of publication:English
Publication Date:2014/10/15
Year of Publication:2014
Publishing Institute:Technische Universität Kaiserslautern
Date of the Publication (Server):2014/10/16
Number of page:6
Faculties / Organisational entities:Fachbereich Mathematik
DDC-Cassification:5 Naturwissenschaften und Mathematik / 510 Mathematik
Licence (German):Standard gemäß KLUEDO-Leitlinien vom 10.09.2012