Article ID: | iaor20131937 |
Volume: | 55 |
Issue: | 3 |
Start Page Number: | 491 |
End Page Number: | 506 |
Publication Date: | Mar 2013 |
Journal: | Journal of Global Optimization |
Authors: | Wang Lizhi |
Keywords: | programming: branch and bound |
This paper presents branch‐and‐bound algorithms for the partial inverse mixed integer linear programming (PInvMILP) problem, which is to find a minimal perturbation to the objective function of a mixed integer linear program (MILP), measured by some norm, such that there exists an optimal solution to the perturbed MILP that also satisfies an additional set of linear constraints. This is a new extension to the existing inverse optimization models. Under the weighted