|
|||||
|
|
Robust inverse optimization |
|
| Authors: | Kimia Ghobadi Taewoo Lee Houra Mahmoudzadeh Daria Terekhov |
| Affiliation: | 1. Sloan School of Management, Massachusetts Institute of Technology, Cambridge, MA, USA;2. Department of Industrial Engineering, University of Houston, Houston, TX, USA;3. Department of Management Sciences, University of Waterloo, Waterloo, ON, Canada;4. Department of Mechanical, Industrial and Aerospace Engineering, Concordia University, Montréal, QC, Canada |
| Abstract: | Given an observation of a decision-maker’s uncertain behavior, we develop a robust inverse optimization model for imputing an objective function that is robust against mis-specifications of the behavior. We characterize the inversely optimized cost vectors for uncertainty sets that may or may not intersect the feasible region, and propose tractable solution methods for special cases. We demonstrate the proposed model in the context of diet recommendation. |
| Keywords: | Inverse optimization Robust optimization Dietary recommendation |
| 本文献已被 ScienceDirect 等数据库收录！ | |