|
Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2015, Volume 21, Number 3, Pages 13–19
(Mi timm1193)
|
|
|
|
This article is cited in 3 scientific papers (total in 3 papers)
On an inverse linear programming problem
G. A. Amirkhanova, A. I. Golikova, Yu. G. Evtushenkoa a Dorodnitsyn Computing Centre of the Russian Academy of Sciences, Moscow
Abstract:
A method for solving the following inverse linear programming (LP) problem is proposed. For a given LP problem and one of its feasible vectors, it is required to adjust the objective function vector as little as possible so that the given vector becomes optimal. The closeness of vectors is estimated by means of the Euclidean vector norm. The inverse LP problem is reduced to a problem of unconstrained minimization for a convex piecewise quadratic function. This minimization problem is solved by means of the generalized Newton method.
Keywords:
linear programming, inverse linear programming problem, duality, unconstrained optimization, generalized newton method.
Received: 14.05.2015
Citation:
G. A. Amirkhanova, A. I. Golikov, Yu. G. Evtushenko, “On an inverse linear programming problem”, Trudy Inst. Mat. i Mekh. UrO RAN, 21, no. 3, 2015, 13–19; Proc. Steklov Inst. Math. (Suppl.), 295, suppl. 1 (2016), 21–27
Linking options:
https://www.mathnet.ru/eng/timm1193 https://www.mathnet.ru/eng/timm/v21/i3/p13
|
Statistics & downloads: |
Abstract page: | 465 | Full-text PDF : | 133 | References: | 74 | First page: | 20 |
|