Inverse optimisation and linear programming have emerged as crucial instruments in addressing complex decision-making problems where underlying models must be inferred from observed behaviour. At its ...

A routine written in IML to solve this problem follows. The approach appends slack, surplus, and artificial variables to the model where needed. It then solves phase 1 to find a primal feasible ...

can be solved by solving an equivalent linear complementarity problem when H is positive semidefinite. The approach is outlined in the discussion of the LCP subroutine in Chapter 17, "Language ...