Presentation on YouTube

In recent years, there has been an explosion of interest in the mathematics and applications of inverse optimization. Mathematically, inverse optimization is the problem of "reverse engineering" an optimization model, namely, by finding parameters of an optimization model which render a given set of solutions optimal. This talk will provide an introduction into the research area through motivating applications and models. A core focus of the talk will be on solution methods for solving different classes of inverse linear and mixed integer optimization problems.