Inverse Optimization: Theory and Applications

• 成果类型: Article
• 署名作者: Chan, Timothy C. Y.; Mahmood, Rafid; Zhu, Ian Yihang
• 署名单位: University of Toronto; University of Ottawa; National University of Singapore
• 刊物名称: OPERATIONS RESEARCH
• ISSN/ISSBN: 0030-364X
• DOI: 10.1287/opre.2022.0382
• 发表日期: 2025
• 关键词: Network design; spanning tree; living-donor; algorithms; price; transportation; mechanisms; alliances; exchange; weights

摘要

Inverse optimization describes a process that is the reverse of traditional mathematical optimization. Unlike traditional optimization, which seeks to compute optimal decisions given an objective and constraints, inverse optimization takes decisions as input and determines objective and/or constraint parameters that render these decisions approximately or exactly optimal. In recent years, there has been an explosion of interest in the mathematics and applications of inverse optimization. This paper provides a comprehensive review of both the methodological and application-oriented literature in this field.