Alternative formulations for the ordered weighted averaging objective ?
The ordered weighted averaging (OWA) objective is a popular aggregate function for multi-criteria optimization problems. A new formulation requiring only O(k) O ( k ) instead of O(k2) O ( k 2 ) additional variables is proposed, where k is the number of criteria. The proposed model is shown to outperform the previously proposed formulation in computational experiments.
ordered weighted averaging multi-criteria optimization combinatorial problems linear programming