Journal
FUZZY SETS AND SYSTEMS
Volume 136, Issue 2, Pages 203-215Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/S0165-0114(02)00267-1
Keywords
multiple criteria analysis; fuzzy sets; OWA operator; Lagrange multiplier
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One important issue in the theory of ordered weighted averaging (OWA) operators is the determination of the associated weights. One of the first approaches, suggested by O'Hagan, determines a special class of OWA operators having maximal entropy of the OWA weights for a given level of orness; algorithmically it is based on the solution of a constrained optimization problem. Another consideration that may be of interest to a decision maker involves the variability associated with a weighting vector. In particular, a decision maker may desire low variability associated with a chosen weighting vector. In this paper, using the Kuhn-Tucker second-order sufficiency conditions for optimality, we shall analytically derive the minimal variability weighting vector for any level of orness. (C) 2002 Elsevier Science B.V. All rights reserved.
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