An analytic approach for obtaining maximal entropy OWA operator weights

Authors:
Robert Fullér;Péter Majlender
Affiliations:
Department of OR, Eötvös Loráand University, Rákóczi ut 5, Kecskemeti utca 10-12, H-1088 Budapest, Hungary;Department of OR, Eötvös Loráand University, Rákóczi ut 5, Kecskemeti utca 10-12, H-1088 Budapest, Hungary
Venue:
Fuzzy Sets and Systems
Year:
2001

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Abstract

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. In this paper, using the method of Lagrange multipliers, we shall solve this constrained optimization problem analytically and derive a polynomial equation which is then solved to determine the optimal weighting vector.