Maximal orness Weights with a Fixed Variability for OWA Operators

When using the ordered weighted average operator, it can happen that one wants to optimize the variability (measured by the entropy (maximal) or by the variance (minimal)) of the weights while keeping the orness of this operator at a fixed level. This has been considered by several authors. Dually, there might be some contexts where one wishes to maximize the orness while guaranteeing some fixed variability. In this paper, we present two algorithms for finding such weights, when the variability is captured by the entropy and by the variance.