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Inverse programming: Theory and examples

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Abstract

In this paper some simple ideas about ordered sets and inverse functions are developed into a theory of inverse pairs of optimization problems. This relationship is shown to permit the use of root-finding methods to find a solution for one problem through a sequence of solutions to the other. A variety of problems showing this relationship are presented as examples.

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References

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This research was partially supported by the National Research Council of Canada under grants A7675 and A7751.

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Cassidy, R.G., Field, C.A. & Sutherland, W.R.S. Inverse programming: Theory and examples. Mathematical Programming 4, 297–308 (1973). https://doi.org/10.1007/BF01584672

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  • DOI: https://doi.org/10.1007/BF01584672

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