Two general methods for inverse optimization problems
β Scribed by C. Yang; J. Zhang
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 240 KB
- Volume
- 12
- Category
- Article
- ISSN
- 0893-9659
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β¦ Synopsis
We formulate a group of inverse optimization problems as a uniform LP model and provide two computation methods. One is a column generation method which generates necessary columns for simplex method by solving the original optimization problem. Another is an application of the ellipsoid method which can solve the group of inverse problems in polynomial time provided that the original problem has a polynomial-order algorithm. (~) 1998 Elsevier Science Ltd. All rights reserved.
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