Applications of inverse optimization for convex nonlinear problems

Abstract EN

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 .

In this paper, the algorithm to solve the inverse nonlinear convex problem is introduced for a case with change in the coefficient of the objective function only and two applied examples are presented.