A perturbation approach for a type of inverse linear programming problems

doi:10.1080/00207160903513003

科研成果详情

题名	A perturbation approach for a type of inverse linear programming problems
作者	Jiang，Yong 1; Xiao，Xiantao 1; Zhang，Liwei 1; Zhang，Jianzhong 2
发表日期	2011
发表期刊	International Journal of Computer Mathematics
ISSN/eISSN	0020-7160
卷号	88 期号:3 页码:508-516
摘要	We consider an inverse linear programming (LP) problem in which the parameters in both the objective function and the constraint set of a given LP problem need to be adjusted as little as possible so that a known feasible solution becomes the optimal one. We formulate this problem as a linear complementarity constrained minimization problem. With the help of the smoothed Fischer-Burmeister function, we propose a perturbation approach to solve the inverse problem and demonstrate its global convergence. An inexact Newton method is constructed to solve the perturbed problem and numerical results are reported to show the effectiveness of the approach. © 2011 Taylor & Francis.
关键词	inexact Newton method inverse optimization linear programming perturbation approach quadratic convergence
DOI	10.1080/00207160903513003
URL	查看来源
语种	英语English
Scopus入藏号	2-s2.0-79251500356
引用统计	被引频次：10[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	https://repository.uic.edu.cn/handle/39GCC9TT/6613
专题	北师香港浸会大学
通讯作者	Xiao，Xiantao
作者单位	1.School of Mathematical Sciences,Dalian University of Technology,Dalian 116024,China 2.Institute of Statistics and Computational Intelligence,Beijing Normal University-Hong Kong Baptist University,United International College,Zhuhai,China
推荐引用方式 GB/T 7714	Jiang，Yong,Xiao，Xiantao,Zhang，Liweiet al. A perturbation approach for a type of inverse linear programming problems[J]. International Journal of Computer Mathematics, 2011, 88(3): 508-516.
APA	Jiang，Yong, Xiao，Xiantao, Zhang，Liwei, & Zhang，Jianzhong. (2011). A perturbation approach for a type of inverse linear programming problems. International Journal of Computer Mathematics, 88(3), 508-516.
MLA	Jiang，Yong,et al."A perturbation approach for a type of inverse linear programming problems". International Journal of Computer Mathematics 88.3(2011): 508-516.