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Computing the variance of interval and fuzzy data

机译:计算区间和模糊数据的方差

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摘要

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.
机译:我们提出了一种计算区间和模糊方差的算法。特别是,基于最大-最小不等式的应用,我们获得了最大化问题的上限,并指出了如何从上限获得可行的(启发式)解。该过程要求在一个紧凑的间隔内最小化一维(连续)凸函数,为此存在有效的过程。确定上限后,我们可以估算任何启发式解决方案的质量。报告了不同尺寸问题的一些计算结果。

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