Restricted inverse optimal value problem on linear programming under weighted $l_1$ norm
Abstract
We study the restricted inverse optimal value problem on linear programming under weighted norm (RIOVLP ). Given a linear programming problem with a feasible solution and a value , we aim to adjust the vector to such that becomes an optimal solution of the problem LP whose objective value equals . The objective is to minimize the distance under weighted norm.Firstly, we formulate the problem (RIOVLP) as a linear programming problem by dual theories. Secondly, we construct a sub-problem , which has the same form as , of the dual (RIOVLP) problem corresponding to a given value . Thirdly, when the coefficient matrix is unimodular, we design a binary search algorithm to calculate the critical value corresponding to an optimal solution of the problem (RIOVLP). Finally, we solve the (RIOV) problems on Hitchcock and shortest path problem, respectively, in time, where we solve a sub-problem by minimum cost flow in time in each iteration. The values are the maximum values of and , respectively.
Cite
@article{arxiv.2308.10563,
title = {Restricted inverse optimal value problem on linear programming under weighted $l_1$ norm},
author = {Junhua Jia and Xiucui Guan and Xinqiang Qian and Panos M. Pardalos},
journal= {arXiv preprint arXiv:2308.10563},
year = {2023}
}