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Optimal sequencing of a set of positive numbers with the variance of the sequence’s partial sums maximized

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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 nice 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.

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Correspondence to Li Wei.

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Wei, L., Qi, W., Chen, D. et al. Optimal sequencing of a set of positive numbers with the variance of the sequence’s partial sums maximized. Optim Lett 7, 1071–1086 (2013). https://doi.org/10.1007/s11590-012-0449-9

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  • DOI: https://doi.org/10.1007/s11590-012-0449-9

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