Title:

On the adjustment problem for linear programs

Subtitle:

Raport Badawczy = Research Report ; RB/18/2006

Creator:

Libura, Marek

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Date issued/created:

2006

Description:

14 pages ; 21 cm ; Bibliography p. 14

Subject and Keywords:

Combinatorial optimization ; Linear programming ; Inverse optimization ; Adjustment problem ; Optymalizacja kombinatoryczna ; Programowanie liniowe ; Optymalizacja odwrotna

Abstract:

The paper proposes a generalization of the inverse problem which was called the adjustment problem. For an optimization problem with linear objective function and its restriction defined by a given subset of feasible solutions, the adjustment problem consists in finding the least costly perturbations of the original objective function coefficients, which guarantee that an optimal solution of the perturbed problem is also feasible for the considered restriction. The method of solving the adjustment problem for continuous linear programming problems when variables in the restriction are required to be binary is described.

Relation:

Raport Badawczy = Research Report

Resource type:

Text

Detailed Resource Type:

Report

Source:

RB-2006-18

Language:

eng

Language of abstract:

eng

Rights:

Creative Commons Attribution BY 4.0 license

Terms of use:

Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -

Digitizing institution:

Systems Research Institute of the Polish Academy of Sciences

Original in:

Library of Systems Research Institute PAS

Projects co-financed by:

Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.

Access:

Open