English

Restricted inverse optimal value problem on linear programming under weighted $l_1$ norm

Optimization and Control 2023-08-22 v1

Abstract

We study the restricted inverse optimal value problem on linear programming under weighted l1l_1 norm (RIOVLP 1_1). Given a linear programming problem LPc:min{cxAx=b,x0}LP_c: \min \{cx|Ax=b,x\geq 0\} with a feasible solution x0x^0 and a value KK, we aim to adjust the vector cc to cˉ\bar{c} such that x0x^0 becomes an optimal solution of the problem LPcˉ_{\bar c} whose objective value cˉx0\bar{c}x^0 equals KK. The objective is to minimize the distance cˉc1=j=1ndjcˉjcj\|\bar c - c\|_1=\sum_{j=1}^nd_j|\bar c_j-c_j| under weighted l1l_1 norm.Firstly, we formulate the problem (RIOVLP1_1) as a linear programming problem by dual theories. Secondly, we construct a sub-problem (Dz)(D^z), which has the same form as LPcLP_c, of the dual (RIOVLP1_1) problem corresponding to a given value zz. Thirdly, when the coefficient matrix AA is unimodular, we design a binary search algorithm to calculate the critical value zz^* corresponding to an optimal solution of the problem (RIOVLP1_1). Finally, we solve the (RIOV) problems on Hitchcock and shortest path problem, respectively, in O(TMCFlogmax{dmax,xmax0,n})O(T_{MCF}\log\max\{d_{max},x^0_{max},n\}) time, where we solve a sub-problem (Dz)(D^z) by minimum cost flow in TMCFT_{MCF} time in each iteration. The values dmax,xmax0d_{max},x^0_{max} are the maximum values of dd and x0x^0, respectively.

Keywords

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}
}
R2 v1 2026-06-28T12:00:13.427Z