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Robust min-max (regret) optimization using ordered weighted averaging

delete2025-04-01
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PRE
AI
W
Werner Baak
M
Marc Goerigk
A
Adam Kasperski *
P
Paweł Zieliński
DOI:10.1016/j.ejor.2024.10.028delete
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摘要

摘要

En 中文
In decision-making under uncertainty, several criteria have been studied to aggregate the performance of a solution over multiple possible scenarios. This paper introduces a novel variant of ordered weighted averaging (OWA) for optimization problems. It generalizes the classic OWA approach, which includes the robust min-max optimization as a special case, as well as the min-max regret optimization. We derive new complexity results for this setting, including insights into the inapproximability and approximability of this problem. In particular, we provide stronger positive approximation results that asymptotically improve the previously best-known bounds for the classic OWA approach.
Keyword:
Robust optimization
Ordered weighted averaging
Min-max regret

期刊

European Journal of Operational Research 封面图
European Journal of Operational Research
IF:
6
论文数:
2.2W
被引数:
6.4W

机构

U
University of Passau
学者数:
692
论文数: 680
被引数: 515
W
wroclaw university of science & technology
学者数:
7.4K
论文数: 7.1K
被引数: 2
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