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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Vydáno v:	Operations research letters Ročník 59; s. 107251
Hlavní autoři:	Nadi, Sina, Lee, Taewoo, Prokopyev, Oleg A.
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Elsevier B.V 01.03.2025
Témata:	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
On-line přístup:	Získat plný text
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Popis
Shrnutí:	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