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

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

2012-02-11

arxiv.org/abs/1202.2410v1

Mathematics

Combinatorics

12 pages;Accepted for publication in Optimization Letter

Scientific paper

10.1007/s11590-012-0449-9

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.

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