An interior-point algorithm for solving inverse linear optimization problem

DOI10.1080/02331934.2011.637111zbMath1246.90092OpenAlexW1996006133MaRDI QIDQ2903128

M. Reza Peyghami, Z. Akbari

Publication date: 23 August 2012

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2011.637111

Mathematics Subject Classification ID

Linear programming (90C05) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Interior-point methods (90C51)

Related Items (1)

Inverse optimization for multi-objective linear programming

Cites Work

• A Newton method for linear programming
• A smoothing Newton method for a type of inverse semi-definite quadratic programming problem
• Cutting plane algorithms for the inverse mixed integer linear programming problem
• On an instance of the inverse shortest paths problem
• An interior-point algorithm for nonconvex nonlinear programming
• A further study on inverse linear programming problems
• On the inverse problem of linear programming and its application to minimum weight perfect \(k\)-matching
• Calculating some inverse linear programming problems
• Partial inverse assignment problems under \(l_{1}\) norm
• Inverse Optimization
• Solving mathematical programs with complementarity constraints as nonlinear programs
• Local Convergence of SQP Methods for Mathematical Programs with Equilibrium Constraints

This page was built for publication: An interior-point algorithm for solving inverse linear optimization problem