arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2008.00301math.OC
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逆混合矩阵Optimization:多面体透视和置信域方法

Inverse Mixed Integer Optimization: Polyhedral Insights and Trust Region Methods

Merve Bodur, Timothy C. Y. Chan, Ian Yihang Zhu

摘要:

逆优化,确定使给定解最优的最优化问题的参数,近年来受到越来越多的关注。虽然有显着的逆优化文献存在的凸优化问题,有一些离散问题的进展,尽管无处不在的应用程序,从根本上依赖于离散决策。在本文中,我们提出了一套新的理论见解和算法的一般类逆混合整数线性最优化问题。具体而言,一般的最优性条件的特征建立和利用设计新的切割平面的解决方案的算法。通过一组广泛的计算实验,我们表明,我们的方法在解决迄今为止最大和最困难的情况下,提供了显着的改进现有的方法。

英文摘要:

Inverse optimization, determining parameters of an optimization problem that render a given solution optimal, has received increasing attention in recent years. While significant inverse optimization literature exists for convex optimization problems, there have been few advances for discrete problems, despite the ubiquity of applications that fundamentally rely on discrete decision-making. In this paper, we present a new set of theoretical insights and algorithms for the general class of inverse mixed integer linear optimization problems. Specifically, a general characterization of optimality conditions is established and leveraged to design new cutting plane solution algorithms. Through an extensive set of computational experiments, we show that our methods provide substantial improvements over existing methods in solving the largest and most difficult instances to date.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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