Robust inverse optimization
| dc.contributor.author | Ghobadi, Kimia | |
| dc.contributor.author | Lee, Taewoo | |
| dc.contributor.author | Mahmoudzadeh, Houra | |
| dc.contributor.author | Terekhov, Daria | |
| dc.date.accessioned | 2018-05-10T13:37:12Z | |
| dc.date.available | 2018-05-10T13:37:12Z | |
| dc.date.issued | 2018-05-01 | |
| dc.description | The final publication is available at Elsevier via http://dx.doi.org/10.1016/j.orl.2018.03.007 © 2018. This manuscript version is made available under the CC-BY-NC-ND 4.0 license https://creativecommons.org/licenses/by-nc-nd/4.0/ | en |
| dc.description.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. | en |
| dc.identifier.uri | http://dx.doi.org/10.1016/j.orl.2018.03.007 | |
| dc.identifier.uri | http://hdl.handle.net/10012/13278 | |
| dc.language.iso | en | en |
| dc.publisher | Elsevier | en |
| dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 International | * |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | * |
| dc.subject | Dietary recommendation | en |
| dc.subject | Inverse optimization | en |
| dc.subject | Robust optimization | en |
| dc.title | Robust inverse optimization | en |
| dc.type | Article | en |
| dcterms.bibliographicCitation | Ghobadi, K., Lee, T., Mahmoudzadeh, H., & Terekhov, D. (2018). Robust inverse optimization. Operations Research Letters, 46(3), 339–344. https://doi.org/10.1016/j.orl.2018.03.007 | en |
| uws.contributor.affiliation1 | Faculty of Engineering | en |
| uws.contributor.affiliation2 | Management Sciences | en |
| uws.peerReviewStatus | Reviewed | en |
| uws.scholarLevel | Faculty | en |
| uws.typeOfResource | Text | en |
| uws.typeOfResource | Text | en |