A general model of some inverse combinatorial optimization problems and its solution method under \(\ell_\infty\) norm (Q1598883): Difference between revisions
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English | A general model of some inverse combinatorial optimization problems and its solution method under \(\ell_\infty\) norm |
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A general model of some inverse combinatorial optimization problems and its solution method under \(\ell_\infty\) norm (English)
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28 May 2002
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Given a combinatorial optimization problem \(\min \{ w(F): F \in {\mathcal F} \}\) and a feasible solution \(\overline F\) to it, the associated inverse combinatorial optimization problem asks for a new weighting vector \(\overline w\) such that \(\overline F\) is optimal under \(\overline w\) and the distance between \(w\) and \(\overline w\) is minimized under a suitable norm. A related reverse problem asks to adjust in the most economic way suitable parameters (e.g. capacities) in order to achieve a given target value for the optimal solution or not exceed a given budget. This paper proposes an optimization model which generalizes several inverse and reverse problems, focalizing on the \(L_1\) and \(L_{\infty}\) norms. For the \(L_{\infty}\) norm a Newton-type algorithm is described which solves the model in a strongly polynomial number of iterations, each one of them requiring the solution of a related subproblem for a fixed value of a scalar parameter. The paper discusses several inverse optimization problems that can be solved in strongly polynomial time by the proposed procedure.
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path
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cycle
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mean-cycle
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assignment
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spanning tree
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matching
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matroid intersection
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basis
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