A polyhedral characterization of the inverse-feasible region of a mixed-integer program

作者：Lamperski Jourdain B; Schaefer Andrew J^*

来源：Operations Research Letters, 2015, 43(6): 575-578.

DOI：10.1016/j.orl.2015.08.010

• Inverse optimization
• Mixed-integer programming
• Superadditive duality
• Value functions

Given a feasible solution x(0) to a mixed-integer program (MIP), the inverse MIP problem is to find an objective d such that x(0) is optimal for the MIP with objective function d, and among all such objectives, the distance from a given target objective is minimized. By using a novel expression for the MIP value function, we formulate the inverse MIP problem as a linear program (LP), albeit of exponentially large size.

• 出版日期2015-11
• 单位MIT