An Iterative Approach for the Solution of the Constrained OWA Aggregation Problem with Two Comonotone Constraints

Abstract

In this paper, first, we extend the analytical expression of the optimal solution of the constrained OWA aggregation problem with two comonotone constraints by also including the case when the OWA weights are arbitrary non-negative numbers. Then, we indicate an iterative algorithm that precisely indicates whether a constraint in an auxiliary problem is either biding or strictly redundant. Actually, the biding constraint (or two biding constraints, as this case also may occur) are essential in expressing the solution of the initial constrained OWA aggregation problem.