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Numerical Methods for Solution of the Multiextremal Problems Connected with the Inverse Mathematical Programming Problems

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Abstract

We consider a quite general concept of the inverse mathematical programming problem. A brief description of the connection between primal and inverse problems is given. We show that for some primal convex problems the inverse problem is a d.c. programming problem and we present a cutting plane method for solution of the latter one.

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Authors and Affiliations

  1. Institute of Dynamics System and Control Theory, and Institute of Energy Systems, Russian Academy of Sciences, Irkutsk, Russia

    Valerian Bulatov

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  1. Valerian Bulatov
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Bulatov, V. Numerical Methods for Solution of the Multiextremal Problems Connected with the Inverse Mathematical Programming Problems. Journal of Global Optimization 12, 405–413 (1998). https://doi.org/10.1023/A:1008281414958

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  • DOI: https://doi.org/10.1023/A:1008281414958

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