An approximation algorithm for random generation of capacities

06/09/2022

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by   Michel Grabisch, et al.

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Capacities on a finite set are sets functions vanishing on the empty set and being monotonic w.r.t. inclusion. Since the set of capacities is an order polytope, the problem of randomly generating capacities amounts to generating all linear extensions of the Boolean lattice. This problem is known to be intractable even as soon as n>5, therefore approximate methods have been proposed, most notably one based on Markov chains. Although quite accurate, this method is time consuming. In this paper, we propose the 2-layer approximation method, which generates a subset of linear extensions, eliminating those with very low probability. We show that our method has similar performance compared to the Markov chain but is much less time consuming.