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solving inverse optimization problems in linear programming: a geometric and algorithmic approach
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نویسنده
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akbari z.
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منبع
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caspian journal of mathematical sciences - 2025 - دوره : 14 - شماره : 1 - صفحه:62 -71
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چکیده
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This paper addresses the inverse optimization problem for linear programming, focusing on determining a cost vector that ensures a pre-specified solution is optimal. two approaches are presented: (i) using the karush-kuhn-tucker (kkt) conditions, and (ii) a geometric perspective leveraging first-order necessary conditions. the latter method results in a convex quadratic programming problem, solved efficiently using the gradient projection method. numerical experiments, including a complex resource allocation problem, validate the proposed approach. this study extends the theory and application of inverse optimization across logistics, resource management, and supply chain optimization.
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کلیدواژه
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inverse optimization ,linear programming ,gradient projection method
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آدرس
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university of mazandaran, department of applied mathematics, iran.
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پست الکترونیکی
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z.akbari@umz.ac.ir
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Authors
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