Inverse conic programming with applications
From MaRDI portal
Publication:1779714
DOI10.1016/j.orl.2004.04.007zbMath1140.90465OpenAlexW2030344026MaRDI QIDQ1779714
Publication date: 1 June 2005
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.orl.2004.04.007
Related Items
Inverse conic linear programs in Banach spaces ⋮ Decomposition and Adaptive Sampling for Data-Driven Inverse Linear Optimization ⋮ Some inverse min-max network problems under weighted \(l_1\) ans \(l_{\infty}\) norms with bound constraints on changes ⋮ Generalized Inverse Multiobjective Optimization with Application to Cancer Therapy ⋮ Inverse Mixed Integer Optimization: Polyhedral Insights and Trust Region Methods ⋮ A perturbation approach for an inverse quadratic programming problem ⋮ Objective Selection for Cancer Treatment: An Inverse Optimization Approach ⋮ Inverse optimization for multi-objective linear programming ⋮ Inverse optimization in semi-infinite linear programs ⋮ On the structure of the inverse-feasible region of a linear program ⋮ Robust inverse optimization ⋮ Inverse attribute‐based optimization with an application in assortment optimization ⋮ Quantile Inverse Optimization: Improving Stability in Inverse Linear Programming ⋮ Branch-and-bound algorithms for the partial inverse mixed integer linear programming problem ⋮ Unnamed Item ⋮ A majorized penalty approach to inverse linear second order cone programming problems ⋮ On linear programs with linear complementarity constraints ⋮ The augmented Lagrangian method for a type of inverse quadratic programming problems over second-order cones ⋮ Unnamed Item ⋮ A nonconvex ADMM for a class of sparse inverse semidefinite quadratic programming problems ⋮ A perturbation approach for a type of inverse linear programming problems ⋮ Inverse semidefinite quadratic programming problem with \(l_1\) norm measure ⋮ Inverse quadratic programming problem with \(l_1\) norm measure ⋮ Data-driven inverse optimization with imperfect information ⋮ Trade-off preservation in inverse multi-objective convex optimization ⋮ Inverse problems and solution methods for a class of nonlinear complementarity problems ⋮ Sparse portfolio rebalancing model based on inverse optimization ⋮ An augmented Lagrangian method for a class of Inverse quadratic programming problems ⋮ Inferring linear feasible regions using inverse optimization ⋮ Inverse optimization for the recovery of constraint parameters ⋮ An alternating direction method for solving a class of inverse semi-definite quadratic programming problems ⋮ Cutting plane algorithms for the inverse mixed integer linear programming problem ⋮ Data-driven estimation in equilibrium using inverse optimization ⋮ Inverse Optimization with Noisy Data ⋮ Inverse min-max spanning r-arborescence problem under the weighted sum-type Hamming distance ⋮ A Sequential Convex Program Approach to an Inverse Linear Semidefinite Programming Problem ⋮ Hidden Markov models: inverse filtering, belief estimation and privacy protection ⋮ A perturbation approach for an inverse quadratic programming problem over second-order cones ⋮ Inverse optimization for linearly constrained convex separable programming problems ⋮ Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography ⋮ Inverse optimization problems with multiple weight functions
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- On an instance of the inverse shortest paths problem
- Inverse problem of minimum cuts
- Robust solutions of uncertain linear programs
- On the use of an inverse shortest paths algorithm for recovering linearly correlated costs
- Second-order cone programming
- Semidefinite programming relaxations for semialgebraic problems
- Inverse combinatorial optimization: a survey on problems, methods, and results
- Calculating some inverse linear programming problems
- Global Optimization with Polynomials and the Problem of Moments
- Lectures on Modern Convex Optimization
- Robust Convex Optimization
- Solving Inverse Spanning Tree Problems Through Network Flow Techniques
- A Bilevel Model of Taxation and Its Application to Optimal Highway Pricing
- An Inverse-Optimization-Based Auction Mechanism to Support a Multiattribute RFQ Process
- Inverse Optimization
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
- Setting Parameters by Example
- Interior Point Methods in Semidefinite Programming with Applications to Combinatorial Optimization
- Robust Portfolio Selection Problems