On ordered weighted averaging aggregation operators in multicriteria decisionmaking
IEEE Transactions on Systems, Man and Cybernetics
Interior point algorithms: theory and analysis
Interior point algorithms: theory and analysis
k-order additive discrete fuzzy measures and their representation
Fuzzy Sets and Systems - Special issue on fuzzy measures and integrals
On Sugeno integral as an aggregation function
Fuzzy Sets and Systems
Discrete Convex Analysis: Monographs on Discrete Mathematics and Applications 10
Discrete Convex Analysis: Monographs on Discrete Mathematics and Applications 10
A faster strongly polynomial time algorithm for submodular function minimization
Mathematical Programming: Series A and B
On efficient WOWA optimization for decision support under risk
International Journal of Approximate Reasoning
Paper: Evidence measures based on fuzzy information
Automatica (Journal of IFAC)
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We address here the problem of minimizing Choquet Integrals (also known as ''Lovasz Extensions'') over solution sets which can be either polyhedra or (mixed) integer sets. Typical applications of such problems concern the search of compromise solutions in multicriteria optimization. We focus here on the case where the Choquet Integrals to be minimized are convex, implying that the set functions (or ''capacities'') underlying the Choquet Integrals considered are submodular. We first describe an approach based on a large scale LP formulation, and show how it can be handled via the so-called column-generation technique. We next investigate alternatives based on compact LP formulations, i.e. featuring a polynomial number of variables and constraints. Various potentially useful special cases corresponding to well-identified subclasses of underlying set functions are considered: quadratic and cubic submodular functions, and a more general class including set functions which, up to a sign, correspond to capacities which are both (k+1)-additive and k-monotone for k=3. Computational experiments carried out on series of test instances, including transportation problems and knapsack problems, clearly confirm the superiority of compact formulations. As far as we know, these results represent the first systematic way of practically solving Choquet minimization problems on solution sets of significantly large dimensions.