Numerical methods for calculating the fuzzy integral

Abstract A general procedure for calculating the fuzzy integral (FI) is developed for monotonic and single maxima functions. In the case of monotonic functions, an iterative algorithm based on the standard iteration method (SIM) is shown to converge to the FI independently of the initial value. An alternative Newton-type procedure can be applied for both monotonic and single maxima functions provided that an appropriate initial approximation is used.