Originally posted by: KhiemTong

Apologies for the redundant post but I did see any way to move my original post from the "Mathematical Programming" forum. So I will just re-post here as was suggested:

I'm implementing a model wherein the objective function requires that intermediate results be sorted, specifically I'm using multiple Ordered Weighted Averages (OWA).

For example, the function might look like f(x) = OWA(w1, OWA(w2, x)), where w1 and w2 are the weight vectors and x is the sorted input vector. The input x is sorted and the first OWA result would then be sorted again before being used as input into the second function. If I was using only one OWA I believe this could just be achieved using having x be a sorted set. However since I'm chaing two together this does not seem possible.

Is there a way to achieve this sorting of intermediate results for the objective function?
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