Inverse Stochastic Programming with Interval Constraints

  IJMTT-book-cover
 
International Journal of Mathematics Trends and Technology (IJMTT)
 
© 2015 by IJMTT Journal
Volume-24 Number-1
Year of Publication : 2015
Authors : Dr.K.L.Muruganantha Prasad, Mr.S.Mookkan, Mr.N. Ressal Raj
  10.14445/22315373/IJMTT-V24P506

MLA

Dr.K.L.Muruganantha Prasad, Mr.S.Mookkan, Mr.N. Ressal Raj"Inverse Stochastic Programming with Interval Constraints", International Journal of Mathematics Trends and Technology (IJMTT). V24(1):47-53 August 2015. ISSN:2231-5373. www.ijmttjournal.org. Published by Seventh Sense Research Group.

Abstract
Inverse optimization perturb objective function to make an initial feasible solution optimal with respect to perturbed objective function while minimizing cost of perturbation. We extend inverse optimization to two state stochastic linear program since the resulting model grows with number of scenarios, we present two decomposition approaches for solving these problems.

Reference
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3. M.L.Fisher. An application oriented guide to Lagrangian Relaxation Inferences 15(1985) 10-21
4. Zhang and Lin. calculating some inverse linnear programming problem. Journel of computation and applied mathematics.72 (1996)261-273.

Keywords
Inverse optimization perturb objective function to make an initial feasible solution optimal with respect to perturbed objective function while minimizing cost of perturbation.