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Restricted inverse optimal value problem on linear programming under weighted l1 norm
We study the restricted inverse optimal value problem on linear programming under weighted l1 norm (RIOVLP1). Given a linear programming problem (LP with a feasible solution x0 and a value K, we aim to adjust the cost vector c to such that x0 becomes an optimal solution of the problem (LP) whose objective value equals K. The objective function is to minimize the distance under weighted l1 norm. First, we reformulate the problem (RIOVLP1) as a linear programming problem by duality theory. Then, we construct a sub-problem which has similar form as (LPc). Next, when the coefficient matrix A is unimodular, we propose a binary search algorithm to calculate the optimal solution of the problem (RIOVLP1) in each iteration we solve a sub-problem. Finally, we apply the research methods to solve the restricted inverse optimal value problems on Hitchcock and shortest path problem under weighted l1 norm, respectively.