A modeling framework for ordered weighted average combinatorial optimization

Multiobjective combinatorial optimization deals with problems considering more than one viewpoint or scenario. The problem of aggregating multiple criteria to obtain a globalizing objective function is of special interest when the number of Pareto solutions becomes considerably large or when a singl...

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Detalles Bibliográficos
Autores: Fernández Aréizaga, Elena, Pozo Montaño, Miguel Ángel, Puerto Albandoz, Justo
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2014
País:España
Institución:Universidad de Sevilla (US)
Repositorio:idUS. Depósito de Investigación de la Universidad de Sevilla
OAI Identifier:oai:idus.us.es:11441/42745
Acceso en línea:http://hdl.handle.net/11441/42745
https://doi.org/10.1016/j.dam.2014.01.001
Access Level:acceso abierto
Palabra clave:combinatorial optimization
multiobjective optimization
weighted average optimization
ordered median
Descripción
Sumario:Multiobjective combinatorial optimization deals with problems considering more than one viewpoint or scenario. The problem of aggregating multiple criteria to obtain a globalizing objective function is of special interest when the number of Pareto solutions becomes considerably large or when a single, meaningful solution is required. Ordered Weighted Average or Ordered Median operators are very useful when preferential information is available and objectives are comparable since they assign importance weights not to specific objectives but to their sorted values. In this paper, Ordered Weighted Average optimization problems are studied from a modeling point of view. Alternative integer programming formulations for such problems are presented and their respective domains studied and compared. In addition, their associated polyhedra are studied and some families of facets and new families of valid inequalities presented. The proposed formulations are particularized for two well-known combinatorial optimization problems, namely, shortest path and minimum cost perfect matching, and the results of computational experiments presented and analyzed. These results indicate that the new formulations reinforced with appropriate constraints can be effective for efficiently solving medium to large size instances.