On an inverse linear programming problem (Q2396367)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On an inverse linear programming problem |
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On an inverse linear programming problem (English)
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8 June 2017
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This article presents an optimization method to solve an inverse linear programming problem, namely the problem of adjusting the objective function vector in such a way that a given feasible solution will be optimal. The paper begins with an overview of the literature and a presentation of the notation used, followed by a method to convert this problem into an unconstrained minimization problem with a convex piecewise quadratic function. Several properties of this problem are presented as well as a method for its solution.
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linear programming
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inverse linear programming problem
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duality
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unconstrained optimization
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generalized Newton method
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