Optimal sequencing of a set of positive numbers with the variance of the sequence's partial sums maximized
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Publication:360482
DOI10.1007/S11590-012-0449-9zbMATH Open1300.90051arXiv1202.2410OpenAlexW3105170761MaRDI QIDQ360482FDOQ360482
Peng Liu, Dingxing Chen, En Yuan, Li Wei, Wangdong Qi
Publication date: 27 August 2013
Published in: Optimization Letters (Search for Journal in Brave)
Abstract: We consider the problem of sequencing a set of positive numbers. We try to find the optimal sequence to maximize the variance of its partial sums. The optimal sequence is shown to have a beautiful structure. It is interesting to note that the symmetric problem which aims at minimizing the variance of the same partial sums is proved to be NP-complete in the literature.
Full work available at URL: https://arxiv.org/abs/1202.2410
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Cited In (3)
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