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4116. OWA for Combinatorial Problems with Interval Uncertainty
Invited abstract in session WC-25: Topics in Combinatorial Optimization I (Contributed), stream Combinatorial Optimization.
Wednesday, 12:30-14:00Room: 011 (building: 208)
Authors (first author is the speaker)
1. | Werner Baak
|
Business Decisions and Data Science, University of Passau | |
2. | Marc Goerigk
|
Business Decisions and Data Science, University of Passau |
Abstract
The Ordered Weighted Averaging (OWA) method is a popular generalization
of robust optimization, which is most commonly applied to combinatorial
problems if they have an uncertainty set modeled by a discrete list of
scenarios. We introduce a novel approach, OWA for interval uncertainty,
which extends OWA to handle uncertainty represented by continous
intervals. We explore its properties, including its relationship with
OWA for discrete scenarios and sample convergence, and present both
theoretical results and solution methods.
Keywords
- Combinatorial Optimization
- Robust Optimization
- Decision Analysis
Status: accepted
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