Quantile Inverse Optimization: Improving Stability in Inverse Linear Programming

Zahed Shahmoradi,Taewoo Lee

Quantile Inverse Optimization: Improving Stability in Inverse Linear Programming

2021

Zahed Shahmoradi
Taewoo Lee

Although inverse linear programming (LP) has received increasing attention as a technique to identify an LP that can reproduce observed decisions that are originally from a complex system, the perf...

Keywords:

Stability (learning theory)
Complex system
Mathematical optimization
Linear programming
Inverse
Mathematics
Quantile
inverse optimization
online learning

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