Two general methods for inverse optimization problems

被引：28

作者：

Yang, C ^{[1
]}

Zhang, J ^{[1
]}

机构：

[1] City Univ Hong Kong, Dept Math, Hong Kong, Peoples R China

来源：

APPLIED MATHEMATICS LETTERS | 1999年 / 12卷 / 02期

关键词：

revised simplex method; column generation method; ellipsoid method;

D O I：

10.1016/S0893-9659(98)00151-7

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We formulate a group of inverse optimization problems as a uniform LP model and provide two computation methods. One is a column generation method which generates necessary columns for simplex method by solving the original optimization problem. Another is an application of the ellipsoid method which can solve the group of inverse problems in polynomial time provided that the original problem has a polynomial-order algorithm. (C) 1998 Elsevier Science Ltd. All rights reserved.

引用

页码：69 / 72

页数：4

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