Inverse Optimization: Closed-Form Solutions, Geometry, and Goodness of Fit
Inverse Optimization: Closed-Form Solutions, Geometry, and Goodness of Fit
In classical inverse linear optimization, one assumes that a given solution is a candidate to be optimal. Real data are imperfect and noisy, so there is no guarantee that this assumption is satisfied. Inspired by regression, this paper presents a unified framework for cost function estimation in linear optimization comprising …