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Book Sections Year : 2015

Fully inverse parametric linear/quadratic programming problems via convex liftings

Abstract

n this chapter, we present in an unified manner the latest developments on inverse optimality problem for continuous piecewise affine (PWA) functions. A particular attention is given to convex liftings as a cornerstone for the constructive solution we advocate in this framework. Subsequently, an algorithm based on convex lifting is presented for recovering a continuous PWA function defined over a polyhedral partition of a polyhedron. We also prove that any continuous PWA function can be equivalently obtained by a parametric linear programming problem with at most one auxiliary one-dimensional variable.
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Dates and versions

hal-01259951 , version 1 (21-01-2016)

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  • HAL Id : hal-01259951 , version 1

Cite

Ngoc Anh Nguyen, Sorin Olaru, Pedro Rodriguez-Ayerbe, Morten Hovd, Necoara Ion. Fully inverse parametric linear/quadratic programming problems via convex liftings. Developments in Model-Based Optimization and Control , 464, pp.27-47, 2015. ⟨hal-01259951⟩
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