Journal
OPERATIONS RESEARCH LETTERS
Volume 46, Issue 3, Pages 339-344Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.orl.2018.03.007
Keywords
Inverse optimization; Robust optimization; Dietary recommendation
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Given an observation of a decision-maker's uncertain behavior, we develop a robust inverse optimization model for imputing an objective function that is robust against mis-specifications of the behavior. We characterize the inversely optimized cost vectors for uncertainty sets that may or may not intersect the feasible region, and propose tractable solution methods for special cases. We demonstrate the proposed model in the context of diet recommendation. (C) 2018 Elsevier B.V. All rights reserved.
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