This paper considers the following inverse optimization problem: given a linear program, a desired optimal objective value, and a set of feasible cost vectors, determine a cost vector such that the corresponding optimal ob- jective value of the linear program is closest to the desired value.
May 21, 2004 · In this paper, we show that the inverse optimal value problem is NP-hard in general. We identify conditions under which the problem reduces to a ...
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This paper considers the following inverse optimization problem: given a linear program, a desired optimal objective value, and a set of feasible cost ...
Jul 22, 2002 · This paper considers the following inverse optimization problem: given a linear program, a desired optimal objective value, and a set of ...
Jun 25, 2024 · In an inverse linear programming (ILP) problem, we aim to minimize the modification of cost coefficients to make a given solution optimal. Zhang ...
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An inverse optimal value problem is a kind of inverse optimization problem, it determines the reverse-inferred parameters to make the objective function value ...
INVERSE OPTIMAL PROBLEMS 167 deterministic inverse optimal problem, the corresponding equation is. (49) - U"(c)k + U"(c)[f'(k)-n ] k + U'(c) [f'(k)-(n + p ...
Aug 21, 2023 · Abstract:We study the restricted inverse optimal value problem on linear programming under weighted l_1 norm (RIOVLP _1).
This paper aims to consider a type of inverse optimal value problem in second-order conic programming, in which the parameter in its objective function needs ...
Then we give via an exact penalty method an existence theorem of solutions and propose an algorithm for the inverse optimal value problem, also analysis the ...