Inverse Stochastic Programming with Interval Constraints

Dr.K.L.Muruganantha Prasad; Mr.S.Mookkan; Mr.N. Ressal Raj

doi:https://doi.org/10.14445/22315373/IJMTT-V24P506

International Journal of Mathematics Trends and Technology

Research Article | Open Access | Download PDF

Volume 24 | Number 1 | Year 2015 | Article Id. IJMTT-V24P506 | DOI : https://doi.org/10.14445/22315373/IJMTT-V24P506

Inverse Stochastic Programming with Interval Constraints

Dr.K.L.Muruganantha Prasad, Mr.S.Mookkan, Mr.N. Ressal Raj

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.

Keywords

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

References

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4. Zhang and Lin. calculating some inverse linnear programming problem. Journel of computation and applied mathematics.72 (1996)261-273.

Citation :

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), vol. 24, no. 1, pp. 47-53, 2015. Crossref, https://doi.org/10.14445/22315373/IJMTT-V24P506