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逆优化:理论与应用

Inverse Optimization: Theory and Applications

Operations Research · 2023
被引 68 · 同刊同年前 1%
人大 AFT50UTD24ABS 4*

中文导读

综述了逆优化的数学方法与应用,涵盖模型性质、重构技术和计算方法,涉及交通、物流、医疗和能源等领域,适合想了解逆优化研究现状的学者。

Abstract

A Review of Inverse Optimization In recent years, there has been an explosion of interest in the mathematics and applications of inverse optimization. Unlike traditional optimization, which seeks to compute optimal decisions given an objective and constraints, inverse optimization takes decisions as input and determines an objective and/or constraints that render these decisions approximately or exactly optimal. In “Inverse Optimization: Theory and Applications,” Chan, Rafid, and Zhu provide a comprehensive review of both the methodological and application-oriented literature. Specifically, the authors consolidate various model properties, reformulation techniques, and computational methods of different classes of inverse optimization problems. The authors also review a wide range of application areas that include, but are not limited to, transportation, logistics, healthcare, and energy systems. The paper concludes with several major directions for future research.

运筹学数学优化计算机科学工程应用