On the inverse linear programming problem

The inverse linear programming problems have very practical applications in the real world problems. In this paper, we first introduce the inverse problem of Linear Programming (LP) in which we need to adjust the cost coefficients of a given LP problem as less as possible so that a known feasible solution becomes the optimal one. We also introduce the inverse problem of LP in which we would like to adjust the right hand side as less as possible so that the current operating plan becomes optimal. Using an interior-point like method, we present an algorithm to solve this problem.

کلیدواژه ها:

Linear and nonlinear programming ، interior point method ، Newton method. KKT optimalityconditions