Ghobadi, Kimia, Lee, Taewoo, Mahmoudzadeh, Houra and Terekhov, Daria (2018) Robust inverse optimization. Operations Research Letters . ISSN 01676377 (In Press)

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Official URL: http://dx.doi.org/10.1016/j.orl.2018.03.007
Abstract
Given an observation of a decisionmaker’s uncertain behavior, we develop a robust inverse optimization model for imputing an objective function that is robust against misspecifications of the behavior. We characterize the inversely optimized cost vectors for uncertainty sets that may or may not intersect the feasible region, and propose tractable solution methods for special cases. We demonstrate the proposed model in the context of diet recommendation.
Divisions:  Concordia University > Gina Cody School of Engineering and Computer Science > Mechanical, Industrial and Aerospace Engineering 

Item Type:  Article 
Refereed:  Yes 
Authors:  Ghobadi, Kimia and Lee, Taewoo and Mahmoudzadeh, Houra and Terekhov, Daria 
Journal or Publication:  Operations Research Letters 
Date:  28 March 2018 
Digital Object Identifier (DOI):  10.1016/j.orl.2018.03.007 
Keywords:  Inverse optimization; Robust optimization; Dietary recommendation 
ID Code:  983642 
Deposited By:  MICHAEL BIRON 
Deposited On:  29 Mar 2018 17:31 
Last Modified:  29 Mar 2020 00:00 
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