Fully Inverse Parametric Linear/Quadratic Programming Problems via Convex Liftings

In this chapter, we present in an unified manner the latest developments on inverse optimality problem for continuous piecewise affine (PWA) functions. A particular attention is given to convex liftings as a cornerstone for the constructive solution we advocate in this framework. Subsequently, an algorithm based on convex lifting is presented for recovering a continuous PWA function defined over a polyhedral partition of a polyhedron. We also prove that any continuous PWA function can be equivalently obtained by a parametric linear programming problem with at most one auxiliary one-dimensional variable.

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