Decomposition and Adaptive Sampling for Data-Driven Inverse Linear Optimization
Author
Abstract
Suggested Citation
DOI: 10.1287/ijoc.2022.1162
Download full text from publisher
References listed on IDEAS
- Timothy C. Y. Chan & Taewoo Lee & Daria Terekhov, 2019. "Inverse Optimization: Closed-Form Solutions, Geometry, and Goodness of Fit," Management Science, INFORMS, vol. 65(3), pages 1115-1135, March.
- Timothy C. Y. Chan & Tim Craig & Taewoo Lee & Michael B. Sharpe, 2014. "Generalized Inverse Multiobjective Optimization with Application to Cancer Therapy," Operations Research, INFORMS, vol. 62(3), pages 680-695, June.
- Ravindra K. Ahuja & James B. Orlin, 2001. "Inverse Optimization," Operations Research, INFORMS, vol. 49(5), pages 771-783, October.
- Hyeong Soo Chang & Michael C. Fu & Jiaqiao Hu & Steven I. Marcus, 2005. "An Adaptive Sampling Algorithm for Solving Markov Decision Processes," Operations Research, INFORMS, vol. 53(1), pages 126-139, February.
- repec:inm:orijoo:v:3:y:2021:i:2:p:119-138 is not listed on IDEAS
- Longcheng Liu & Jianzhong Zhang, 2006. "Inverse maximum flow problems under the weighted Hamming distance," Journal of Combinatorial Optimization, Springer, vol. 12(4), pages 395-408, December.
- Zhang, Jianzhong & Xu, Chengxian, 2010. "Inverse optimization for linearly constrained convex separable programming problems," European Journal of Operational Research, Elsevier, vol. 200(3), pages 671-679, February.
- Dimitris Bertsimas & Vishal Gupta & Ioannis Ch. Paschalidis, 2012. "Inverse Optimization: A New Perspective on the Black-Litterman Model," Operations Research, INFORMS, vol. 60(6), pages 1389-1403, December.
- Jianzhong Zhang & Mao Cai, 1998. "Inverse problem of minimum cuts," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 47(1), pages 51-58, February.
- Damian R. Beil & Lawrence M. Wein, 2003. "An Inverse-Optimization-Based Auction Mechanism to Support a Multiattribute RFQ Process," Management Science, INFORMS, vol. 49(11), pages 1529-1545, November.
- Chan, Timothy C.Y. & Lee, Taewoo, 2018. "Trade-off preservation in inverse multi-objective convex optimization," European Journal of Operational Research, Elsevier, vol. 270(1), pages 25-39.
- Marvin D. Troutt & Wan-Kai Pang & Shui-Hung Hou, 2006. "Behavioral Estimation of Mathematical Programming Objective Function Coefficients," Management Science, INFORMS, vol. 52(3), pages 422-434, March.
- John R. Birge & Ali Hortaçsu & J. Michael Pavlin, 2017. "Inverse Optimization for the Recovery of Market Structure from Market Outcomes: An Application to the MISO Electricity Market," Operations Research, INFORMS, vol. 65(4), pages 837-855, August.
- Clemens Heuberger, 2004. "Inverse Combinatorial Optimization: A Survey on Problems, Methods, and Results," Journal of Combinatorial Optimization, Springer, vol. 8(3), pages 329-361, September.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Lindong Liu & Xiangtong Qi & Zhou Xu, 2024. "Stabilizing Grand Cooperation via Cost Adjustment: An Inverse Optimization Approach," INFORMS Journal on Computing, INFORMS, vol. 36(2), pages 635-656, March.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Merve Bodur & Timothy C. Y. Chan & Ian Yihang Zhu, 2022. "Inverse Mixed Integer Optimization: Polyhedral Insights and Trust Region Methods," INFORMS Journal on Computing, INFORMS, vol. 34(3), pages 1471-1488, May.
- Timothy C. Y. Chan & Tim Craig & Taewoo Lee & Michael B. Sharpe, 2014. "Generalized Inverse Multiobjective Optimization with Application to Cancer Therapy," Operations Research, INFORMS, vol. 62(3), pages 680-695, June.
- Jonathan Yu-Meng Li, 2021. "Inverse Optimization of Convex Risk Functions," Management Science, INFORMS, vol. 67(11), pages 7113-7141, November.
- Ghobadi, Kimia & Mahmoudzadeh, Houra, 2021. "Inferring linear feasible regions using inverse optimization," European Journal of Operational Research, Elsevier, vol. 290(3), pages 829-843.
- Timothy C. Y. Chan & Katharina Forster & Steven Habbous & Claire Holloway & Luciano Ieraci & Yusuf Shalaby & Nasrin Yousefi, 2022. "Inverse optimization on hierarchical networks: an application to breast cancer clinical pathways," Health Care Management Science, Springer, vol. 25(4), pages 590-622, December.
- Vusal Babashov & Antoine Sauré & Onur Ozturk & Jonathan Patrick, 2023. "Setting wait time targets in a multi‐priority patient setting," Production and Operations Management, Production and Operations Management Society, vol. 32(6), pages 1958-1974, June.
- Timothy C. Y. Chan & Taewoo Lee & Daria Terekhov, 2019. "Inverse Optimization: Closed-Form Solutions, Geometry, and Goodness of Fit," Management Science, INFORMS, vol. 65(3), pages 1115-1135, March.
- Lindong Liu & Xiangtong Qi & Zhou Xu, 2024. "Stabilizing Grand Cooperation via Cost Adjustment: An Inverse Optimization Approach," INFORMS Journal on Computing, INFORMS, vol. 36(2), pages 635-656, March.
- Shi Yu & Haoran Wang & Chaosheng Dong, 2020. "Learning Risk Preferences from Investment Portfolios Using Inverse Optimization," Papers 2010.01687, arXiv.org, revised Feb 2021.
- Timothy C. Y. Chan & Maria Eberg & Katharina Forster & Claire Holloway & Luciano Ieraci & Yusuf Shalaby & Nasrin Yousefi, 2022. "An Inverse Optimization Approach to Measuring Clinical Pathway Concordance," Management Science, INFORMS, vol. 68(3), pages 1882-1903, March.
- Bennet Gebken & Sebastian Peitz, 2021. "Inverse multiobjective optimization: Inferring decision criteria from data," Journal of Global Optimization, Springer, vol. 80(1), pages 3-29, May.
- Chen, Lu & Chen, Yuyi & Langevin, André, 2021. "An inverse optimization approach for a capacitated vehicle routing problem," European Journal of Operational Research, Elsevier, vol. 295(3), pages 1087-1098.
- Roozbeh Qorbanian & Nils Lohndorf & David Wozabal, 2024. "Valuation of Power Purchase Agreements for Corporate Renewable Energy Procurement," Papers 2403.08846, arXiv.org.
- Javad Tayyebi & Ali Reza Sepasian, 2020. "Partial inverse min–max spanning tree problem," Journal of Combinatorial Optimization, Springer, vol. 40(4), pages 1075-1091, November.
- Susan Jia Xu & Mehdi Nourinejad & Xuebo Lai & Joseph Y. J. Chow, 2018. "Network Learning via Multiagent Inverse Transportation Problems," Service Science, INFORMS, vol. 52(6), pages 1347-1364, December.
- Chan, Timothy C.Y. & Lee, Taewoo, 2018. "Trade-off preservation in inverse multi-objective convex optimization," European Journal of Operational Research, Elsevier, vol. 270(1), pages 25-39.
- Chan, Timothy C.Y. & Kaw, Neal, 2020. "Inverse optimization for the recovery of constraint parameters," European Journal of Operational Research, Elsevier, vol. 282(2), pages 415-427.
- Breedveld, Sebastiaan & Craft, David & van Haveren, Rens & Heijmen, Ben, 2019. "Multi-criteria optimization and decision-making in radiotherapy," European Journal of Operational Research, Elsevier, vol. 277(1), pages 1-19.
- Adrian Deaconu & Laura Ciupala, 2020. "Inverse Minimum Cut Problem with Lower and Upper Bounds," Mathematics, MDPI, vol. 8(9), pages 1-10, September.
- Lili Zhang & Zhengrui Chen & Dan Shi & Yanan Zhao, 2023. "An Inverse Optimal Value Approach for Synchronously Optimizing Activity Durations and Worker Assignments with a Project Ideal Cost," Mathematics, MDPI, vol. 11(5), pages 1-21, February.
More about this item
Keywords
inverse optimization; online learning; adaptive sampling;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:orijoc:v:34:y:2022:i:5:p:2720-2735. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.