2006 | OriginalPaper | Buchkapitel
Inverse Linear Programming
verfasst von : Stephan Dempe, Sebastian Lohse
Erschienen in: Recent Advances in Optimization
Verlag: Springer Berlin Heidelberg
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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
x
0
we search for parameter values
b̄
and
c̄
as well as for an optimal solution
x̄
∈
Ψ
(
b̄
,
c̄
) such that ‖
x̄
−
x
0
‖ 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.