Inverse optimization: towards the optimal parameter set of inverse LP with interval coefficients

摘要: We study the inverse optimization problem in following formulation: given a family of parametrized problems and real number called demand, determine for which values parameters optimal value objective function equals to demand. formulate general questions about parameter set function. Then we turn our attention case linear programming, when can be selected from intervals (“inverse interval LP”). prove that is NP-hard not only general, but even very special case. inspect three cases—the appear right-hand sides, function, both sides design technique based on parametric allows us set. illustrate theory by examples.