A Newton-based perturbation method for a robust inverse optimization problem

DOI10.3770/J.ISSN:2095-2651.2016.06.014MaRDI QIDQ5277049zbMATH OpenFDO

Authors Zhiqiang Jia, Jian Gu, Xiantao Xiao

Publication date 14 July 2017

Full work available at URL https://doi.org/10.3770/J.ISSN:2095-2651.2016.06.014

zbMATH Keywords

inexact Newton methodinverse optimizationperturbation approachrobust linear programming

Mathematics Subject Classification ID

Newton-type methods (49M15) Linear programming (90C05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Minimax problems in mathematical programming (90C47)

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Cited in

(2)

• Variable-sized uncertainty and inverse problems in robust optimization
• Inverse optimization for the recovery of constraint parameters

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