Approximations of the Lovász extension of pseudo-Boolean functions; applications to multicriteria decision making
English
Marichal, Jean-Luc[University of Liège, Belgium > Department of Management (FEGSS)]
22-Oct-1998
International
Rutcor Seminar
22-10-1998
Peter Hammer (Rutcor, NJ, U.S.A.)
Rutgers Center for Operations Research (RUTCOR), Rutgers University, NJ
U.S.A.
[en] We investigate the approximation of the Lovász extension of a pseudo-Boolean function by the Lovász extension of a multilinear polynomial of (at most) a specified degree. Certain constrained versions of this approximation problem are also studied. Finally, we apply this theory to the aggregation phase of a multicriteria decision making problem.
University of Liège, Belgium ; NATO (grant CRG 931531)