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EnglishWe 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.
| Titolo: | Computing the variance of interval and fuzzy data |
| Autore/i: | SPADONI, MASSIMO; L. Stefanini |
| Autore/i Unibo: | |
| Anno: | 2011 |
| Rivista: | |
| Digital Object Identifier (DOI): | 10.1016/j.fss.2010.09.003 |
| 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. |
| Data prodotto definitivo in UGOV: | 2014-12-12 10:53:29 |
| Appare nelle tipologie: | 1.01 Articolo in rivista |
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http://hdl.handle.net/11585/97459
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