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.
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© 2006 Springer-Verlag Berlin Heidelberg
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Dempe, S., Lohse, S. (2006). Inverse Linear Programming. In: Seeger, A. (eds) Recent Advances in Optimization. Lecture Notes in Economics and Mathematical Systems, vol 563. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-28258-0_2
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DOI: https://doi.org/10.1007/3-540-28258-0_2
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-28257-0
Online ISBN: 978-3-540-28258-7
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