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题名Inverse optimization for linearly constrained convex separable programming problems
作者
发表日期2010-02-01
发表期刊European Journal of Operational Research
ISSN/eISSN0377-2217
卷号200期号:3页码:671-679
摘要In this paper, we study inverse optimization for linearly constrained convex separable programming problems that have wide applications in industrial and managerial areas. For a given feasible point of a convex separable program, the inverse optimization is to determine whether the feasible point can be made optimal by adjusting the parameter values in the problem, and when the answer is positive, find the parameter values that have the smallest adjustments. A sufficient and necessary condition is given for a feasible point to be able to become optimal by adjusting parameter values. Inverse optimization formulations are presented with ℓ and ℓ norms. These inverse optimization problems are either linear programming when ℓ norm is used in the formulation, or convex quadratic separable programming when ℓ norm is used. © 2009 Elsevier B.V. All rights reserved.
关键词Convex separable program Inverse optimization KKT conditions Linear programming Quadratic programming
DOI10.1016/j.ejor.2009.01.043
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语种英语English
Scopus入藏号2-s2.0-69749100410
引用统计
被引频次:27[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/6635
专题北师香港浸会大学
通讯作者Zhang,Jianzhong
作者单位
1.BJNU-HKBU United International College,China
2.Department of Mathematics,Xian Jiaotong University,China
第一作者单位北师香港浸会大学
通讯作者单位北师香港浸会大学
推荐引用方式
GB/T 7714
Zhang,Jianzhong,Xu,Chengxian. Inverse optimization for linearly constrained convex separable programming problems[J]. European Journal of Operational Research, 2010, 200(3): 671-679.
APA Zhang,Jianzhong, & Xu,Chengxian. (2010). Inverse optimization for linearly constrained convex separable programming problems. European Journal of Operational Research, 200(3), 671-679.
MLA Zhang,Jianzhong,et al."Inverse optimization for linearly constrained convex separable programming problems". European Journal of Operational Research 200.3(2010): 671-679.
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