Inverse optimization in semi-infinite linear programs
نویسندگان
چکیده
منابع مشابه
Inverse optimization in countably infinite linear programs
Given the costs and a feasible solution for a linear program, inverse optimization involves finding new costs that are close to the original ones and make the given solution optimal. We develop an inverse optimization framework for countably infinite linear programs using the weighted absolute sum metric. We reformulate this as an infinite-dimensional mathematical program using duality. We prop...
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ژورنال
عنوان ژورنال: Operations Research Letters
سال: 2020
ISSN: 0167-6377
DOI: 10.1016/j.orl.2020.02.007