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Using the WOWA operator in robust discrete optimization problems
- Publication Year :
- 2015
-
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.
- Subjects :
- Computer Science - Data Structures and Algorithms
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1504.07863
- Document Type :
- Working Paper