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Main Authors: Buchheim, Christoph, Duer, Lowig T.
Format: Preprint
Published: 2025
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Online Access:https://arxiv.org/abs/2511.04549
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author Buchheim, Christoph
Duer, Lowig T.
author_facet Buchheim, Christoph
Duer, Lowig T.
contents We investigate the feasibility problem for generalized inverse linear programs. Given an LP with affinely parametrized objective function and right-hand side as well as a target set Y, the goal is to decide whether the parameters can be chosen such that there exists an optimal solution that belongs to Y (optimistic scenario) or such that all optimal solutions belong to Y (pessimistic scenario). We study the complexity of this decision problem and show how it depends on the structure of the set Y, the form of the LP, the adjustable parameters, and the underlying scenario. For a target singleton Y={y}, we show that the problem is tractable if the given LP is in standard form, but NP-hard if the LP is given in natural form. If instead we are given a target basis B, the problem in standard form becomes NP-complete in the optimistic case, while remaining tractable in the pessimistic case. For partially fixed target solutions, the problem gets almost immediately NP-hard, but for particular cases we prove tractability if the number of free target variables is fixed. Moreover, we give a rigorous proof of membership in NP for any polyhedral target set, and discuss how this property can be extended to more general target sets using an oracle-based approach.
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publishDate 2025
record_format arxiv
spellingShingle On the feasibility of generalized inverse linear programs
Buchheim, Christoph
Duer, Lowig T.
Optimization and Control
We investigate the feasibility problem for generalized inverse linear programs. Given an LP with affinely parametrized objective function and right-hand side as well as a target set Y, the goal is to decide whether the parameters can be chosen such that there exists an optimal solution that belongs to Y (optimistic scenario) or such that all optimal solutions belong to Y (pessimistic scenario). We study the complexity of this decision problem and show how it depends on the structure of the set Y, the form of the LP, the adjustable parameters, and the underlying scenario. For a target singleton Y={y}, we show that the problem is tractable if the given LP is in standard form, but NP-hard if the LP is given in natural form. If instead we are given a target basis B, the problem in standard form becomes NP-complete in the optimistic case, while remaining tractable in the pessimistic case. For partially fixed target solutions, the problem gets almost immediately NP-hard, but for particular cases we prove tractability if the number of free target variables is fixed. Moreover, we give a rigorous proof of membership in NP for any polyhedral target set, and discuss how this property can be extended to more general target sets using an oracle-based approach.
title On the feasibility of generalized inverse linear programs
topic Optimization and Control
url https://arxiv.org/abs/2511.04549