Inverse Optimization: An Application to the Capacitated Plant Location Problem
Name
OR-091-79.pdf
Size
1.27 MB
Format
Adobe PDF
Checksum (MD5)
0491be0b83f5fdda4b8dae3edcd566cd
Author(s)
Bitran, Gabriel R.
Sempolinski, Dorothy E.
Shapiro, Jeremy F., 1939-
Date Issued
September 1979
Publisher
Massachusetts Institute of Technology, Operations Research Center
Series/Report no.
Operations Research Center Working Paper;OR 091-79
Abstract
Inverse optimization refers to the fact that each time a Lagrangean derived from a given mathematical programming problem is solved, it produces an optimal solution to some problem with a different right hand side. This paper reports on the application of inverse optimization to the capacitated plant location problem including the study of implied mappings of dual variables into the space of demand vectors. A new parametric method based on inverse optimization and subgradient optimization is also presented.
MIT Department
Massachusetts Institute of Technology. Operations Research Center
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