Inverse Optimization for Linear Programs

This package solves inverse optimization (IO) problems for linear programs (LPs), with a focus on recovering objective-function coefficients.

Models

The package provides two IO models:

• Strict: assumes the given solutions are optimal.
• Robust: accommodates noisy data.

Features

• Inverse optimization for LPs
• Sample generation utilities
• Gurobi-based LP solving

Requirements

• Python 3.x
• Gurobi Optimizer

Acknowledgment

• This project is supported by the National Science and Technology Council, Taiwan, under Grant MOST 111-2221-E-A49 -080 -MY3.