Inverse optimization for linear fractional programming problem with bounded decision variables

Subject Areas : تحقیق در عملیات

Ali Hamzehee ¹

1 -

Received: 2022-10-04 Accepted : 2023-01-21 Published : 2025-01-19

Keywords: برنامه ریزی کسری خطی, شرایط مکمل زائد, متغیرهای کراندار, بهینه سازی معکوس,

Abstract :

Inverse optimization is a modern study in operation research topics that is taken into consideration of researchers in recent three decades. In fact, the purpose of inverse optimization is adjustment in the parameter values of a mathematical programming problem until a given feasible point of those problem arrives to optimality. If this is possible, then those parameter values be must found that require minimum adjustments. In this paper, a branch of the inverse optimization for linear fractional programming problem with bounded decision variables is investigated that have wide applications in industrial area in order to optimize production. To this end, the duality relations and complementary slackness conditions of linear programming problems are used. Next, the conditions for a feasible solution, in order to be optimized by adjusting parameter values of the objective function, are stated and discussed. Finally, a numerical example of the proposed method with complete analysis is presented.

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