Inverse optimization for multi-objective linear programming

被引：0
|
作者：
Mostafa Naghavi
Ali Asghar Foroughi
Masoud Zarepisheh
机构：
[1] University of Qom,Department of Mathematics
[2] Memorial Sloan Kettering Cancer Center,Department of Medical Physics
来源：
Optimization Letters | 2019年 / 13卷
关键词：
Multi-objective linear programming; Linear programming; Inverse optimization; Efficiency;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
This paper generalizes inverse optimization for multi-objective linear programming where we are looking for the least problem modifications to make a given feasible solution a weak efficient solution. This is a natural extension of inverse optimization for single-objective linear programming with regular “optimality” replaced by the “Pareto optimality”. This extension, however, leads to a non-convex optimization problem. We prove some special characteristics of the problem, allowing us to solve the non-convex problem by solving a series of convex problems.
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页码：281 / 294
页数：13
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