Inverse Optimization: Theory and Applications

Timothy C. Y. Chan (), Rafid Mahmood () and Ian Yihang Zhu ()
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Timothy C. Y. Chan: Department of Mechanical and Industrial Engineering, University of Toronto, Ontario M5S 3G8, Canada
Rafid Mahmood: Telfer School of Management, University of Ottawa, Ottawa, Ontario K1N 6N5, Canada
Ian Yihang Zhu: NUS Business School, National University of Singapore, Singapore 119245

Operations Research, 2025, vol. 73, issue 2, 1046-1074

Abstract: Inverse optimization describes a process that is the “reverse” of traditional mathematical optimization. Unlike traditional optimization, which seeks to compute optimal decisions given an objective and constraints, inverse optimization takes decisions as input and determines objective and/or constraint parameters that render these decisions approximately or exactly optimal. In recent years, there has been an explosion of interest in the mathematics and applications of inverse optimization. This paper provides a comprehensive review of both the methodological and application-oriented literature in this field.

Keywords: Optimization; inverse optimization; bilevel optimization; contextual optimization; parameter estimation; data-driven decision making (search for similar items in EconPapers)
Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:73:y:2025:i:2:p:1046-1074

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