A fast algorithm to minimize prediction loss of the optimal solution in inverse optimization problem of MILP.
Akira KitaokaPublished in: CoRR (2024)
Keyphrases
- optimal solution
- linear program
- optimization method
- prediction accuracy
- feasible solution
- optimization algorithm
- optimization process
- search space
- discrete optimization
- mathematical programming
- prediction error
- prediction model
- parameter optimization
- knapsack problem
- column generation
- global optimum
- combinatorial optimization
- prediction algorithm
- linear programming
- directly optimize
- data sets
- general loss functions
- optimization model
- global optimization
- metaheuristic
- optimization problems
- np hard
- objective function