The inverse optimal value problem

DOI10.1007/s10107-004-0515-xzbMath1059.90102OpenAlexW2042349733MaRDI QIDQ1769073

Shabbir Ahmed, Yongpei Guan

Publication date: 17 March 2005

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-004-0515-x

zbMATH Keywords

ComplexityLinear programmingInverse optimizationBilinear programming

Mathematics Subject Classification ID

Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60) Nonconvex programming, global optimization (90C26) Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05) Inverse problems in optimal control (49N45)

Related Items (17)

Inverse optimization: towards the optimal parameter set of inverse LP with interval coefficients ⋮ Disjoint Bilinear Optimization: A Two-Stage Robust Optimization Perspective ⋮ Some inverse min-max network problems under weighted \(l_1\) ans \(l_{\infty}\) norms with bound constraints on changes ⋮ Modeling Defender-Attacker Problems as Robust Linear Programs with Mixed-Integer Uncertainty Sets ⋮ The restricted inverse optimal value problem on shortest path under \(l_1\) norm on trees ⋮ Branch-and-bound algorithms for the partial inverse mixed integer linear programming problem ⋮ Inverse optimal value problem on minimum spanning tree under unit \(l_{\infty}\) norm ⋮ A penalty function method for solving inverse optimal value problem ⋮ Inverse linear programming with interval coefficients ⋮ Data-driven inverse optimization with imperfect information ⋮ A penalty function method based on bilevel programming for solving inverse optimal value problems ⋮ The lower bounded inverse optimal value problem on minimum spanning tree under unit \(l_{\infty}\) norm ⋮ Complexity of some inverse shortest path lengths problems ⋮ Two-stage network constrained robust unit commitment problem ⋮ Capacitated inverse optimal value problem on minimum spanning tree under bottleneck Hamming distance ⋮ Weak optimal inverse problems of interval linear programming based on KKT conditions ⋮ Combinatorial algorithms for solving the restricted bounded inverse optimal value problem on minimum spanning tree under weighted \(l_\infty\) norm

Uses Software

• NETLIB LP Test Set

Cites Work

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