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math.OC2023
Newton-type algorithms for inverse optimization II: weighted span objective
Kristóf Bérczi, Lydia Mirabel Mendoza-Cadena, Kitti Varga
In inverse optimization problems, the goal is to modify the costs in an underlying optimization problem in such a way that a given solution becomes optimal, while the difference be…
math.OC2023
Newton-type algorithms for inverse optimization I: weighted bottleneck Hamming distance and -norm objectives
Kristóf Bérczi, Lydia Mirabel Mendoza-Cadena, Kitti Varga
In minimum-cost inverse optimization problems, we are given a feasible solution to an underlying optimization problem together with a linear cost function, and the goal is to modif…