On an inverse linear programming problem |
| |
| Authors: | G A Amirkhanova A I Golikov Yu G Evtushenko |
| |
| Institution: | 1.Institute for Information and Computing Technologies,Almaty,Kazakhstan;2.Dorodnitsyn Computing Center,Russian Academy of Sciences,Moscow,Russia |
| |
| Abstract: | A method for solving the following inverse linear programming (LP) problem is proposed. For a given LP problem and one of its feasible vectors, it is required to adjust the objective function vector as little as possible so that the given vector becomes optimal. The closeness of vectors is estimated by means of the Euclidean vector norm. The inverse LP problem is reduced to a problem of unconstrained minimization for a convex piecewise quadratic function. This minimization problem is solved by means of the generalized Newton method. |
| |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ |
|
