ONLINE PROBABILISTIC INVERSE OPTIMIZATION SYSTEM FOR DECISION MAKING SUPPORT, ONLINE PROBABILISTIC INVERSE OPTIMIZATION METHOD FOR DECISION MAKING SUPPORT, AND ONLINE PROBABILISTIC INVERSE OPTIMIZATION PROGRAM FOR DECISION MAKING SUPPORT

Abstract

An online probabilistic inverse optimization system 10 is proposed for inferring objectives and constraints in an online fashion from changing problem data and corresponding agent decisions. The online probabilistic inverse optimization system 10 includes: a computing unit 11 which computes optimal solutions or decisions based on the forward optimization problem using the problem data that may include objectives, constraints and parameters; and a solving unit 12 which solves the inverse optimization problem using the agent decisions.

CPC Classifications