On the adjustment problem for linear programs

We propose a generalization of the inverse problem which we will call 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 t...

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Bibliographic Details
Published in:European journal of operational research 2007-11, Vol.183 (1), p.125-134
Main Author: Libura, Marek
Format: Article
Language:English
Subjects:
Adjustment problem
Applied sciences
Binary system
Combinatorial optimization
Exact sciences and technology
Flows in networks. Combinatorial problems
Inverse optimization
Linear programming
Operational research and scientific management
Operational research. Management science
Optimization
Problem solving
Studies
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Summary:We propose a generalization of the inverse problem which we will call 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. We describe a method of solving the adjustment problem for continuous linear programming problems when variables in the restriction are required to be binary.
ISSN:0377-2217
1872-6860
DOI:10.1016/j.ejor.2006.10.038