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On the adjustment problem for linear programs
Authors:Marek Libura
Affiliation:Systems Research Institute, Polish Academy of Sciences, Newelska 6, 01-447 Warszawa, Poland
Abstract:
We propose a generalization of the inverse problem which we will call the adjustment problem. For an optimization problem with linear objective function and its restriction defined by a given subset of feasible solutions, the adjustment problem consists in finding the least costly perturbations of the original objective function coefficients, which guarantee that an optimal solution of the perturbed problem is also feasible for the considered restriction. We describe a method of solving the adjustment problem for continuous linear programming problems when variables in the restriction are required to be binary.
Keywords:Combinatorial optimization   Linear programming   Inverse optimization   Adjustment problem
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