Applications of Inverse Optimization for Convex Nonlinear Problems

Document Type : Original Article

Authors

1 Department of Mathematics & Applied Statistics and Insurance, Faculty of Commerce,, Helwan University, Cairo, Egypt.

2 Department of Mathematics & Applied Statistics and Insurance, Faculty of Commerce, Helwan University, Cairo, Egypt.

Abstract

The inverse nonlinear programming problems have wide applications in economics and industrial areas. For a given certain feasible point of nonlinear convex problem with linear constraints, the inverse optimization is to determine whether this point can be made optimal by adjusting the parameters value in the problem. Zhang and xu are introduced method to solve the inverse nonlinear convex problem is introduced for a case with change in the coefficient of the objective function only and two applies examles are presented

Keywords