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 decision-maker’s uncertain behavior, we develop a robust inverse optimization model for imputing an objective function that is robust against mis-specifications 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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