Inverse Linear Programming

Stephan Dempe () and Sebastian Lohse
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Stephan Dempe: Technical University Bergakademie Freiberg
Sebastian Lohse: Technical University Bergakademie Freiberg

A chapter in Recent Advances in Optimization, 2006, pp 19-28 from Springer

Abstract: Summary Let Ψ(b, c) be the solution set mapping of a linear parametric optimization problem with parameters b in the right hand side and c in the objective function. Then, given a point x0 we search for parameter values b̄ and c̄ as well as for an optimal solution x̄ ∈ Ψ (b̄, c̄) such that ‖x̄ − x0‖ is minimal. This problem is formulated as a bilevel programming problem. Focus in the paper is on optimality conditions for this problem. We show that, under mild assumptions, these conditions can be checked in polynomial time.

Keywords: Feasible Point; Tangent Cone; Short Path Problem; Bilevel Programming; Local Optimal Solution (search for similar items in EconPapers)
Date: 2006
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Persistent link: https://EconPapers.repec.org/RePEc:spr:lnechp:978-3-540-28258-7_2

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DOI: 10.1007/3-540-28258-0_2

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