The inverse optimal value problem for linear fractional programming

We study the inverse optimal value problem for linear fractional programming, where the goal is to find the coefficients of the fractional objective function such that the resulting optimal objective function value is as close as possible to some given target value. We show that this problem is NP-h...

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Bibliographic Details
Published in:	Operations research letters Vol. 59; p. 107251
Main Authors:	Nadi, Sina, Lee, Taewoo, Prokopyev, Oleg A.
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01.03.2025
Subjects:	Charnes-Cooper transformation Inverse optimal value problem Inverse optimization Linear fractional programming Mixed integer programming Inverse optimal value problem Mixed integer programming Inverse optimization Charnes-Cooper transformation Linear fractional programming
ISSN:	0167-6377
Online Access:	Get full text
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Summary:	We study the inverse optimal value problem for linear fractional programming, where the goal is to find the coefficients of the fractional objective function such that the resulting optimal objective function value is as close as possible to some given target value. We show that this problem is NP-hard. Then, we provide some structural results, which are exploited to derive several reformulations and two solution algorithms. The proposed approaches are based on the Charnes-Cooper and parametric transformations.
ISSN:	0167-6377
DOI:	10.1016/j.orl.2025.107251