Quantile Inverse Optimization: Improving Stability in Inverse Linear Programming
Published Online:24 Nov 2021https://doi.org/10.1287/opre.2021.2143
References
- (2004) Apprenticeship learning via inverse reinforcement learning. Proc. 21st Internat. Conf. Machine Learn. (Association for Computing Machinery, New York), 1–8.Google Scholar
- (2001) Inverse optimization. Oper. Res. 49(5):771–783.Link, Google Scholar
- (2018) Inverse optimization with noisy data. Oper. Res. 66(3):870–892.Link, Google Scholar
- (2019) Data-driven incentive design in the Medicare Shared Savings Program. Oper. Res. 67(4):1002–1026.Abstract, Google Scholar
- (2021) An ensemble learning framework for model fitting and evaluation in inverse linear optimization. INFORMS J. Optim. 3(2):119–138.Google Scholar
- (2017) Emulating the expert: Inverse optimization through online learning. Precup D, Teh YW, eds. Proc. 34th Internat. Conf. Machine Learn., vol. 70 (PMLR), 400–410.Google Scholar
- (2014) Least quantile regression via modern optimization. Ann. Statist. 42(6):2494–2525.Crossref, Google Scholar
- (2012) Inverse optimization: A new perspective on the Black-Litterman model. Oper. Res. 60(6):1389–1403.Link, Google Scholar
- (2015) Data-driven estimation in equilibrium using inverse optimization. Math. Programming 153(2):595–633.Crossref, Google Scholar
- (2017) Inverse optimization for the recovery of market structure from market outcomes: An application to the MISO electricity market. Oper. Res. 65(4):837–855.Link, Google Scholar
- (2015) Models for predicting objective function weights in prostate cancer IMRT. Medical Phys. 42(4):1586–1595.Crossref, Google Scholar
- (2008) Enhancing sparsity by reweighted ℓ1 minimization. J. Fourier Anal. Appl. 14(5–6):877–905.Crossref, Google Scholar
- (2018) Trade-off preservation in inverse multi-objective convex optimization. Eur. J. Oper. Res. 270(1):25–39.Crossref, Google Scholar
- (2019) Inverse optimization: Closed-form solutions, geometry and goodness of fit. Management Sci. 65(3):680–695.Google Scholar
- (2014) Generalized inverse multiobjective optimization with application to cancer therapy. Oper. Res. 62(3):680–695.Link, Google Scholar
- (2006) Impact of a cost constraint on nutritionally adequate food choices for French women: An analysis by linear programming. J. Nutrition Ed. Behav. 38(2):82–90.Crossref, Google Scholar
- (2001) On bipartite and multipartite clique problems. J. Algorithms 41(2):388–403.Crossref, Google Scholar
- (2018) Generalized inverse optimization through online learning. Proc. 32nd Conf. Neural Inform. Processing Systems, 86–95.Google Scholar
- (2010) Eliciting patients’ revealed preferences: An inverse Markov decision process approach. Decision Anal. 7(4):358–365.Link, Google Scholar
- (2018) Data-driven inverse optimization with imperfect information. Math. Programming 167(1):191–234.Crossref, Google Scholar
- (2015) Inverse optimization in countably infinite linear programs. Oper. Res. Lett. 43(3):231–235.Crossref, Google Scholar
- (2018) Robust inverse optimization. Oper. Res. Lett. 46(3):339–344.Crossref, Google Scholar
- (2020) Gurobi optimizer reference manual. Accessed April 13, 2021, http://www.gurobi.com.Google Scholar
- (2004) Inverse combinatorial optimization: A survey on problems, methods, and results. J. Combin. Optim. 8(3):329–361.Crossref, Google Scholar
- (2008) High-breakdown robust multivariate methods. Statist. Sci. 23(1):92–119.Crossref, Google Scholar
- (2005) Inverse conic programming with applications. Oper. Res. Lett. 33(3):319–330.Crossref, Google Scholar
- (2011) Imputing a convex objective function. 2011 IEEE Internat. Sympos. Intelligent Control (IEEE), 613–619.Google Scholar
- (2001) Quantile regression. J. Econom. Perspect. 15(4):143–156.Crossref, Google Scholar
- (2015) A polyhedral characterization of the inverse-feasible region of a mixed-integer program. Oper. Res. Lett. 43(6):575–578.Crossref, Google Scholar
- (2013) Predicting objective function weights from patient anatomy in prostate IMRT treatment planning. Medical Phys. 40(12):121706.Crossref, Google Scholar
- (1979) Uniqueness of solution in linear programming. Linear Algebra Appl. 25(1):151–162.Crossref, Google Scholar
- (2019) Inverse optimization for multi-objective linear programming. Optim. Lett. 13(2):281–294.Crossref, Google Scholar
- (2016) How low can dietary greenhouse gas emissions be reduced without impairing nutritional adequacy, affordability and acceptability of the diet? A modelling study to guide sustainable food choices. Public Health Nutrition 19(14):2662–2674.Crossref, Google Scholar
- (1984) Least median of squares regression. J. Amer. Statist. Assoc. 79(388):871–880.Crossref, Google Scholar
- (2006) Computing LTS regression for large data sets. Data Mining Knowledge Discovery 12(1):29–45.Crossref, Google Scholar
- (2017) Short-term forecasting of price-responsive loads using inverse optimization. IEEE Trans. Smart Grid 9(5):4805–4814.Crossref, Google Scholar
- (2009) Inverse integer programming. Optim. Lett. 3(4):483–489.Crossref, Google Scholar
- (2018) On the structure of the inverse-feasible region of a linear program. Oper. Res. Lett. 46(1):147–152.Crossref, Google Scholar
- (2008) Linear programming system identification: The general nonnegative parameters case. Eur. J. Oper. Res. 185(1):63–75.Crossref, Google Scholar
- (2009) Cutting plane algorithms for the inverse mixed integer linear programming problem. Oper. Res. Lett. 37(2):114–116.Crossref, Google Scholar
- (2012) A note on a maximum k-subset intersection problem. Inform. Processing Lett. 112(12):471–472.Crossref, Google Scholar
- (1987) High breakdown-point and high efficiency robust estimates for regression. Ann. Statist. 15(2):642–656.Crossref, Google Scholar

