Fully inverse parametric linear/quadratic programming problems via convex liftings - CentraleSupélec
Chapitre D'ouvrage Année : 2015

Fully inverse parametric linear/quadratic programming problems via convex liftings

Résumé

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.
Fichier non déposé

Dates et versions

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

Identifiants

  • HAL Id : hal-01259951 , version 1

Citer

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⟩
116 Consultations
0 Téléchargements

Partager

More