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A Parametric, Second-Order Cone Representable Model of Fairness for Decision-Making Problems

A Parametric, Second-Order Cone Representable Model of Fairness for Decision-Making Problems

The article develops a parametric model of fairness called "$\varepsilon$-fairness" that can be represented using a single second-order cone constraint and incorporated into existing decision-making problem formulations without impacting the complexity of solution techniques. We develop the model from the fundamental result of finite-dimensional norm equivalence in linear algebra and …