Inverse integer optimization with an imperfect observation |
| |
Abstract: | This study develops and evaluates methods for inverse integer optimization problems with an imperfect observation where the unknown parameters are the cost coefficients. We propose a cutting plane algorithm for this problem and compare it to a heuristic which solves the inverse of the linear relaxation of the forward problem. We then propose a hybrid approach that initializes the cutting plane algorithm from the solution of the heuristic. |
| |
Keywords: | Inverse optimization Inverse integer optimization Integer programming Cutting plane algorithm Imperfect observation |
本文献已被 ScienceDirect 等数据库收录! |