An analytic approach for obtaining maximal entropy OWA operator weights

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 polinomial equation which is then solved to determine the optimal weighting vector.