解决线性规划系统识别问题的新方法

对一类特殊的逆线性规划问题———线性规划系统识别———进行研究,即试图通过给定的输入-输出数据来估计线性规划模型的技术系数矩阵以及目标函数系数.构建了估计技术系数矩阵的行估计模型,并对该模型进行改进得到更好的估计模型;基于Troutt提出的最大决策效率方法,构建了估计标准化目标函数系数的模型;通过两个数值算例说明该估计方法具有良好的表面有效性,且符合提出的后续验证准则.

A new method to solve problem of linear programming system identification

A special kind of inverse linear programming called linear programming system identification, which seeks to estimate the technological coefficient matrix and the objective function coefficient vector with the given input-output data, is considered. The row estimation model and the modified row estimation model are constructed to estimate the technological coefficient matrix, and based on the maximum decision-making efficiency approach proposed by Troutt, an estimation model is constructed to estimate the objective function coefficient vector. It is found that the estimation method exhibits excellent face validity for two test datasets, and corresponds with the proposed subsequent validation criteria.