A Neural Networks Approach to Inverse Optimization
نویسندگان
چکیده
Proposed in this paper is a novel approach to inverse optimization problems by the learning of neural networks. Inverse optimization here means to estimate a positive semide nite quadratic criterion function which optimizes a given solution subject to predetermined constraints. A new network architecture for inverse optimization problems is proposed to simultaneously satisfy the KuhnTucker condition and the positive semide nite condition. An application of the proposed method to data on second-hand houses well demonstrates its e ectiveness.
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تاریخ انتشار 1998