We propose an algorithm for the computation of the interval and fuzzy variance. In particular, based on the application of the max–min inequality, we obtain an upper bound to the maximization problem and we indicate how to obtain a feasible (heuristic) solution from the upper bound. The procedure requires the minimization of a unidimensional (continuous) convex function over a compact interval, for which efficient procedures exist. Having determined the upper bound, we are able to estimate the quality of any heuristic solution. Some computational results for problems of different dimensions are reported.
M. Spadoni, L. Stefanini (2011). Computing the variance of interval and fuzzy data. FUZZY SETS AND SYSTEMS, 165, 24-36 [10.1016/j.fss.2010.09.003].
Computing the variance of interval and fuzzy data
SPADONI, MASSIMO;
2011
Abstract
We propose an algorithm for the computation of the interval and fuzzy variance. In particular, based on the application of the max–min inequality, we obtain an upper bound to the maximization problem and we indicate how to obtain a feasible (heuristic) solution from the upper bound. The procedure requires the minimization of a unidimensional (continuous) convex function over a compact interval, for which efficient procedures exist. Having determined the upper bound, we are able to estimate the quality of any heuristic solution. Some computational results for problems of different dimensions are reported.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
