论文标题

专家指导的凸约束推断的逆优化

Expert-Guided Inverse Optimization for Convex Constraint Inference

论文作者

Mahmoudzadeh, Houra, Ghobadi, Kimia

论文摘要

常规的逆优化输入解决方案,并找到使给定解决方案最佳的优化模型的参数。当提供接受解决方案作为输入时,文献主要集中在线性问题中推断目标函数。在本文中,我们提出了一个反向优化模型,该模型输入了几个接受和拒绝的解决方案,并恢复可用于生成此类解决方案的基础凸优化模型。我们的模型的新颖性是两个方面:首先,我们专注于推断基础凸的可行区域的参数。其次,拟议的模型从一组被专家接受或拒绝的过去观察值中学习了凸约约束集。所得的逆模型是一个复杂解决的混合成分非线性问题。为了减轻逆问题的复杂性,我们采用了差异不平等和解决方案的理论特性来得出减少的公式,以保留其正向对应物的复杂性。使用现实的乳腺癌患者数据,我们证明了我们的逆模型可以利用过去接受和拒绝的治疗计划的一部分来推断临床标准,这可以导致几乎可以保证对未来患者的可接受治疗计划。

Conventional inverse optimization inputs a solution and finds the parameters of an optimization model that render a given solution optimal. The literature mostly focuses on inferring the objective function in linear problems when accepted solutions are provided as input. In this paper, we propose an inverse optimization model that inputs several accepted and rejected solutions and recovers the underlying convex optimization model that can be used to generate such solutions. The novelty of our model is two-fold: First, we focus on inferring the parameters of the underlying convex feasible region. Second, the proposed model learns the convex constraint set from a set of past observations that are either accepted or rejected by an expert. The resulting inverse model is a mixed-integer nonlinear problem that is complex to solve. To mitigate the inverse problem complexity, we employ variational inequalities and the theoretical properties of the solutions to derive a reduced formulation that retains the complexity of its forward counterpart. Using realistic breast cancer patient data, we demonstrate that our inverse model can utilize a subset of past accepted and rejected treatment plans to infer clinical criteria that can lead to nearly guaranteed acceptable treatment plans for future patients.

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