The minmax regret inverse maximum weight problem

作者:

Highlights:

• The minmax regret inverse maximum weight problem with interval modifying costs is investigated.

• A parameterization approach is proposed.

• The minmax regret function is convex.

• The optimal solution is the intersection of two component functions.

• A linear-time combinatorial algorithm is developed to solve the problem.

摘要

•The minmax regret inverse maximum weight problem with interval modifying costs is investigated.•A parameterization approach is proposed.•The minmax regret function is convex.•The optimal solution is the intersection of two component functions.•A linear-time combinatorial algorithm is developed to solve the problem.

论文关键词:Minmax regret,Robustness,Inverse optimization,Uncertainty,Convexity

论文评审过程:Received 22 April 2020, Revised 4 April 2021, Accepted 13 April 2021, Available online 11 May 2021, Version of Record 11 May 2021.

论文官网地址:https://doi.org/10.1016/j.amc.2021.126328