期刊
OPERATIONS RESEARCH LETTERS
卷 46, 期 3, 页码 339-344出版社
ELSEVIER SCIENCE BV
DOI: 10.1016/j.orl.2018.03.007
关键词
Inverse optimization; Robust optimization; Dietary recommendation
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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