A Semidefinite Programming approach for minimizing ordered weighted averages of rational functions

This paper considers the problem of minimizing the ordered weighted average (or ordered median) function of finitely many rational functions over compact semi-algebraic sets. Ordered weighted averages of rational functions are not, in general, neither rational functions nor the supremum of rational functions so that current results available for the minimization of rational functions cannot be applied to handle these problems. We prove that the problem can be transformed into a new problem embedded in a higher dimension space where it admits a convenient representation. This reformulation admits a hierarchy of SDP relaxations that approximates, up to any degree of accuracy, the optimal value of those problems. We apply this general framework to a broad family of continuous location problems showing that some difficult problems (convex and non-convex) that up to date could only be solved on the plane and with Euclidean distance, can be reasonably solved with different $\ell_p$-norms and in any finite dimension space. We illustrate this methodology with some extensive computational results on location problems in the plane and the 3-dimension space.Comment: 27 pages, 1 figure, 7 table

Single machine scheduling problems with uncertain parameters and the OWA criterion

In this paper a class of single machine scheduling problems is discussed. It is assumed that job parameters, such as processing times, due dates, or weights are uncertain and their values are specified in the form of a discrete scenario set. The Ordered Weighted Averaging (OWA) aggregation operator is used to choose an optimal schedule. The OWA operator generalizes traditional criteria in decision making under uncertainty, such as the maximum, average, median or Hurwicz criterion. It also allows us to extend the robust approach to scheduling by taking into account various attitudes of decision makers towards the risk. In this paper a general framework for solving single machine scheduling problems with the OWA criterion is proposed and some positive and negative computational results for two basic single machine scheduling problems are provided

Weighted Constraints in Fuzzy Optimization

Many practical optimization problems are characterized by someflexibility in the problem constraints, where this flexibility canbe exploited for additional trade-off between improving theobjective function and satisfying the constraints. Especially indecision making, this type of flexibility could lead to workablesolutions, where the goals and the constraints specified bydifferent parties involved in the decision making are traded offagainst one another and satisfied to various degrees. Fuzzy setshave proven to be a suitable representation for modeling this typeof soft constraints. Conventionally, the fuzzy optimizationproblem in such a setting is defined as the simultaneoussatisfaction of the constraints and the goals. No additionaldistinction is assumed to exist amongst the constraints and thegoals. This report proposes an extension of this model forsatisfying the problem constraints and the goals, where preferencefor different constraints and goals can be specified by thedecision-maker. The difference in the preference for theconstraints is represented by a set of associated weight factors,which influence the nature of trade-off between improving theoptimization objectives and satisfying various constraints.Simultaneous weighted satisfaction of various criteria is modeledby using the recently proposed weighted extensions of(Archimedean) fuzzy t-norms. The weighted satisfaction of theproblem constraints and goals are demonstrated by using a simplefuzzy linear programming problem. The framework, however, is moregeneral, and it can also be applied to fuzzy mathematicalprogramming problems and multi-objective fuzzy optimization.wiskundige programmering;fuzzy sets;optimalisatie

On the Complexity of Optimization Problems based on Compiled NNF Representations

Optimization is a key task in a number of applications. When the set of feasible solutions under consideration is of combinatorial nature and described in an implicit way as a set of constraints, optimization is typically NP-hard. Fortunately, in many problems, the set of feasible solutions does not often change and is independent from the user's request. In such cases, compiling the set of constraints describing the set of feasible solutions during an off-line phase makes sense, if this compilation step renders computationally easier the generation of a non-dominated, yet feasible solution matching the user's requirements and preferences (which are only known at the on-line step). In this article, we focus on propositional constraints. The subsets L of the NNF language analyzed in Darwiche and Marquis' knowledge compilation map are considered. A number of families F of representations of objective functions over propositional variables, including linear pseudo-Boolean functions and more sophisticated ones, are considered. For each language L and each family F, the complexity of generating an optimal solution when the constraints are compiled into L and optimality is to be considered w.r.t. a function from F is identified