Inverse conic programming with applications

Operations Research Letters

Volumn 33, Issue 3, 2005, Pages 319-330

  Iyengar, Garud ^a   Kang, Wanmo ^a  

^a Och Spine at New York Presbyterian Hospitals   (United States)

Author keywords

Conic programming; Inverse optimization; Portfolio optimization; Utility function identification

Indexed keywords

ALGORITHMS; DECISION THEORY; OPTIMIZATION; PARAMETER ESTIMATION; PROBLEM SOLVING; VECTORS;

CONIC PROGRAMMING; INVERSE OPTIMIZATION; PORTFOLIO OPTIMIZATION; UTILITY FUNCTION IDENTIFICATION;

MATHEMATICAL PROGRAMMING;

EID: 10044263010     PISSN: 01676377     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.orl.2004.04.007     Document Type: Article

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