{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,6,16]],"date-time":"2026-06-16T15:12:37Z","timestamp":1781622757179,"version":"3.54.5"},"reference-count":43,"publisher":"Springer Science and Business Media LLC","issue":"1","license":[{"start":{"date-parts":[[2017,12,7]],"date-time":"2017-12-07T00:00:00Z","timestamp":1512604800000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"funder":[{"DOI":"10.13039\/501100001711","name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung","doi-asserted-by":"publisher","award":["BSCGI0_157733"],"award-info":[{"award-number":["BSCGI0_157733"]}],"id":[{"id":"10.13039\/501100001711","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Math. Program."],"published-print":{"date-parts":[[2018,1]]},"DOI":"10.1007\/s10107-017-1216-6","type":"journal-article","created":{"date-parts":[[2017,12,6]],"date-time":"2017-12-06T20:51:47Z","timestamp":1512593507000},"page":"191-234","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":75,"title":["Data-driven inverse optimization with imperfect information"],"prefix":"10.1007","volume":"167","author":[{"given":"Peyman","family":"Mohajerin Esfahani","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Soroosh","family":"Shafieezadeh-Abadeh","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Grani A.","family":"Hanasusanto","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-2697-8886","authenticated-orcid":false,"given":"Daniel","family":"Kuhn","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"297","published-online":{"date-parts":[[2017,12,7]]},"reference":[{"key":"1216_CR1","doi-asserted-by":"crossref","first-page":"4171","DOI":"10.1016\/S1573-4412(07)06063-1","volume-title":"Handbook of Econometrics","author":"D Ackerberg","year":"2007","unstructured":"Ackerberg, D., Benkard, C.L., Berry, S., Pakes, A.: Econometric tools for analyzing market outcomes. In: Heckman, J., Leamer, E. (eds.) Handbook of Econometrics, pp. 4171\u20134276. Elsevier, Amsterdam (2007)"},{"key":"1216_CR2","doi-asserted-by":"crossref","first-page":"91","DOI":"10.1007\/s10107-004-0515-x","volume":"102","author":"S Ahmed","year":"2005","unstructured":"Ahmed, S., Guan, Y.: The inverse optimal value problem. Math. Program. A 102, 91\u2013110 (2005)","journal-title":"Math. Program. A"},{"key":"1216_CR3","doi-asserted-by":"crossref","first-page":"177","DOI":"10.1006\/jagm.1999.1052","volume":"34","author":"RK Ahuja","year":"2000","unstructured":"Ahuja, R.K., Orlin, J.B.: A faster algorithm for the inverse spanning tree problem. J. Algorithms 34, 177\u2013193 (2000)","journal-title":"J. Algorithms"},{"key":"1216_CR4","doi-asserted-by":"crossref","first-page":"771","DOI":"10.1287\/opre.49.5.771.10607","volume":"49","author":"RK Ahuja","year":"2001","unstructured":"Ahuja, R.K., Orlin, J.B.: Inverse optimization. Oper. Res. 49, 771\u2013783 (2001)","journal-title":"Oper. Res."},{"key":"1216_CR5","volume-title":"Optimal Control: Linear Quadratic Methods","author":"BD Anderson","year":"2007","unstructured":"Anderson, B.D., Moore, J.B.: Optimal Control: Linear Quadratic Methods. Courier Corporation, North Chelmsford (2007)"},{"key":"1216_CR6","unstructured":"Aswani, A., Shen, Z.-J.M., Siddiq, A.: Inverse optimization with noisy data. Preprint arXiv:1507.03266 (2015)"},{"key":"1216_CR7","doi-asserted-by":"crossref","unstructured":"Bajari, P., Benkard, C.L., Levin, J.: Estimating dynamic models of imperfect competition. Technical Report, National Bureau of Economic Research (2004)","DOI":"10.3386\/w10450"},{"key":"1216_CR8","doi-asserted-by":"crossref","first-page":"556","DOI":"10.1287\/opre.38.3.556","volume":"38","author":"O Ben-Ayed","year":"1990","unstructured":"Ben-Ayed, O., Blair, C.E.: Computational difficulties of bilevel linear programming. Oper. Res. 38, 556\u2013560 (1990)","journal-title":"Oper. Res."},{"key":"1216_CR9","doi-asserted-by":"crossref","DOI":"10.1515\/9781400831050","volume-title":"Robust Optimization","author":"A Ben-Tal","year":"2009","unstructured":"Ben-Tal, A., Ghaoui, El, Nemirovski, A.: Robust Optimization. Princeton University Press, Princeton (2009)"},{"key":"1216_CR10","doi-asserted-by":"crossref","first-page":"1389","DOI":"10.1287\/opre.1120.1115","volume":"60","author":"D Bertsimas","year":"2012","unstructured":"Bertsimas, D., Gupta, V., Paschalidis, I.C.: Inverse optimization: a new perspective on the Black\u2013Litterman model. Oper. Res. 60, 1389\u20131403 (2012)","journal-title":"Oper. Res."},{"key":"1216_CR11","doi-asserted-by":"crossref","first-page":"595","DOI":"10.1007\/s10107-014-0819-4","volume":"153","author":"D Bertsimas","year":"2015","unstructured":"Bertsimas, D., Gupta, V., Paschalidis, I.C.: Data-driven estimation in equilibrium using inverse optimization. Math. Program. 153, 595\u2013633 (2015)","journal-title":"Math. Program."},{"key":"1216_CR12","doi-asserted-by":"crossref","first-page":"2296","DOI":"10.1214\/EJP.v16-958","volume":"16","author":"E Boissard","year":"2011","unstructured":"Boissard, E.: Simple bounds for convergence of empirical and occupation measures in 1-Wasserstein distance. Electron. J. Probab. 16, 2296\u20132333 (2011)","journal-title":"Electron. J. Probab."},{"key":"1216_CR13","doi-asserted-by":"crossref","first-page":"123","DOI":"10.1007\/s11044-006-9019-1","volume":"16","author":"CL Bottasso","year":"2006","unstructured":"Bottasso, C.L., Prilutsky, B.I., Croce, A., Imberti, E., Sartirana, S.: A numerical procedure for inferring from experimental data the optimization cost functions using a multibody model of the neuro-musculoskeletal system. Multibody Syst. Dyn. 16, 123\u2013154 (2006)","journal-title":"Multibody Syst. Dyn."},{"key":"1216_CR14","volume-title":"Convex Optimization","author":"S Boyd","year":"2009","unstructured":"Boyd, S., Vandenberghe, L.: Convex Optimization. Cambridge University Press, Cambridge (2009)"},{"key":"1216_CR15","doi-asserted-by":"crossref","first-page":"446","DOI":"10.1287\/trsc.1050.0127","volume":"39","author":"D Braess","year":"2005","unstructured":"Braess, D., Nagurney, A., Wakolbinger, T.: On a paradox of traffic planning. Transp. Sci. 39, 446\u2013450 (2005)","journal-title":"Transp. Sci."},{"key":"1216_CR16","doi-asserted-by":"crossref","first-page":"231","DOI":"10.1561\/2200000050","volume":"8","author":"S Bubeck","year":"2015","unstructured":"Bubeck, S.: Convex optimization: algorithms and complexity. Found. Trends Mach. Learn. 8, 231\u2013357 (2015)","journal-title":"Found. Trends Mach. Learn."},{"key":"1216_CR17","doi-asserted-by":"crossref","first-page":"45","DOI":"10.1007\/BF01585693","volume":"53","author":"D Burton","year":"1992","unstructured":"Burton, D., Toint, P.L.: On an instance of the inverse shortest paths problem. Math. Program. 53, 45\u201361 (1992)","journal-title":"Math. Program."},{"key":"1216_CR18","doi-asserted-by":"crossref","first-page":"912","DOI":"10.1287\/mnsc.46.7.912.12036","volume":"46","author":"S Carr","year":"2000","unstructured":"Carr, S., Lovejoy, W.: The inverse newsvendor problem: choosing an optimal demand portfolio for capacitated resources. Manag. Sci. 46, 912\u2013927 (2000)","journal-title":"Manag. Sci."},{"key":"1216_CR19","doi-asserted-by":"crossref","first-page":"680","DOI":"10.1287\/opre.2014.1267","volume":"62","author":"TC Chan","year":"2014","unstructured":"Chan, T.C., Craig, T., Lee, T., Sharpe, M.B.: Generalized inverse multiobjective optimization with application to cancer therapy. Oper. Res. 62, 680\u2013695 (2014)","journal-title":"Oper. Res."},{"key":"1216_CR20","doi-asserted-by":"crossref","first-page":"83","DOI":"10.1016\/S0166-218X(02)00235-4","volume":"129","author":"A Farag\u00f3","year":"2003","unstructured":"Farag\u00f3, A., Szentesi, \u00c1., Szviatovszki, B.: Inverse optimization in high-speed networks. Discrete Appl. Math. 129, 83\u201398 (2003)","journal-title":"Discrete Appl. Math."},{"key":"1216_CR21","doi-asserted-by":"crossref","first-page":"707","DOI":"10.1007\/s00440-014-0583-7","volume":"162","author":"N Fournier","year":"2014","unstructured":"Fournier, N., Guillin, A.: On the rate of convergence in Wasserstein distance of the empirical measure. Probab. Theory Relat. Fields 162, 707\u2013738 (2014)","journal-title":"Probab. Theory Relat. Fields"},{"key":"1216_CR22","volume-title":"The Elements of Statistical Learning","author":"J Friedman","year":"2001","unstructured":"Friedman, J., Hastie, T., Tibshirani, R.: The Elements of Statistical Learning. Springer, Berlin (2001)"},{"key":"1216_CR23","doi-asserted-by":"crossref","first-page":"161","DOI":"10.1007\/BF01582255","volume":"48","author":"P Harker","year":"1990","unstructured":"Harker, P., Pang, J.: Finite-dimensional variational inequality and nonlinear complementarity problems: a survey of theory, algorithms and applications. Math. Program. 48, 161\u2013220 (1990)","journal-title":"Math. Program."},{"key":"1216_CR24","doi-asserted-by":"crossref","first-page":"329","DOI":"10.1023\/B:JOCO.0000038914.26975.9b","volume":"8","author":"C Heuberger","year":"2004","unstructured":"Heuberger, C.: Inverse combinatorial optimization: a survey on problems, methods, and results. J. Comb. Optim. 8, 329\u2013361 (2004)","journal-title":"J. Comb. Optim."},{"key":"1216_CR25","doi-asserted-by":"crossref","first-page":"785","DOI":"10.1287\/opre.51.5.785.16756","volume":"51","author":"DS Hochbaum","year":"2003","unstructured":"Hochbaum, D.S.: Efficient algorithms for the inverse spanning-tree problem. Oper. Res. 51, 785\u2013797 (2003)","journal-title":"Oper. Res."},{"key":"1216_CR26","doi-asserted-by":"crossref","first-page":"319","DOI":"10.1016\/j.orl.2004.04.007","volume":"33","author":"G Iyengar","year":"2005","unstructured":"Iyengar, G., Kang, W.: Inverse conic programming with applications. Oper. Res. Lett. 33, 319\u2013330 (2005)","journal-title":"Oper. Res. Lett."},{"key":"1216_CR27","doi-asserted-by":"crossref","unstructured":"Keshavarz, A., Wang, Y., Boyd, S.: Imputing a convex objective function. In: IEEE International Symposium on Intelligent Control, pp.\u00a0613\u2013619 (2011)","DOI":"10.1109\/ISIC.2011.6045410"},{"key":"1216_CR28","doi-asserted-by":"crossref","unstructured":"Lofberg, J.: YALMIP: a toolbox for modeling and optimization in MATLAB. In: IEEE International Symposium on Computer Aided Control Systems Design, pp.\u00a0284 \u2013289 (2004)","DOI":"10.1109\/CACSD.2004.1393890"},{"key":"1216_CR29","volume-title":"Portfolio Selection: Efficient Diversification of Investments","author":"H\u00a0M Markowitz","year":"1968","unstructured":"Markowitz, H\u00a0.M.: Portfolio Selection: Efficient Diversification of Investments. Yale University Press, New Haven (1968)"},{"key":"1216_CR30","doi-asserted-by":"publisher","unstructured":"Mohajerin Esfahani, P., Kuhn, D.: Data-driven distributionally robust optimization using the Wasserstein metric: performance guarantees and tractable reformulations. Math. Program. (2017). https:\/\/doi.org\/10.1007\/s10107-017-1172-1","DOI":"10.1007\/s10107-017-1172-1"},{"key":"1216_CR31","doi-asserted-by":"crossref","first-page":"117","DOI":"10.1007\/BF02592948","volume":"39","author":"KG Murty","year":"1987","unstructured":"Murty, K.G., Kabadi, S.N.: Some NP-complete problems in quadratic and nonlinear programming. Math. Program. 39, 117\u2013129 (1987)","journal-title":"Math. Program."},{"key":"1216_CR32","doi-asserted-by":"crossref","first-page":"305","DOI":"10.1111\/j.1365-246X.1984.tb02858.x","volume":"79","author":"G Neumann-Denzau","year":"1984","unstructured":"Neumann-Denzau, G., Behrens, J.: Inversion of seismic data using tomographical reconstruction techniques for investigations of laterally inhomogeneous media. Geophys. J. Int. 79, 305\u2013315 (1984)","journal-title":"Geophys. J. Int."},{"key":"1216_CR33","doi-asserted-by":"crossref","first-page":"21","DOI":"10.21314\/JOR.2000.038","volume":"2","author":"RT Rockafellar","year":"2000","unstructured":"Rockafellar, R.T., Uryasev, S.: Optimization of conditional value-at-risk. J. Risk 2, 21\u201342 (2000)","journal-title":"J. Risk"},{"key":"1216_CR34","doi-asserted-by":"crossref","first-page":"5001","DOI":"10.1109\/TPWRS.2016.2530843","volume":"31","author":"J Saez-Gallego","year":"2016","unstructured":"Saez-Gallego, J., Morales, J.M., Zugno, M., Madsen, H.: A data-driven bidding model for a cluster of price-responsive consumers of electricity. IEEE Trans. Power Syst. 31, 5001\u20135011 (2016)","journal-title":"IEEE Trans. Power Syst."},{"key":"1216_CR35","doi-asserted-by":"crossref","first-page":"483","DOI":"10.1007\/s11590-009-0131-z","volume":"3","author":"AJ Schaefer","year":"2009","unstructured":"Schaefer, A.J.: Inverse integer programming. Optim. Lett. 3, 483\u2013489 (2009)","journal-title":"Optim. Lett."},{"key":"1216_CR36","unstructured":"Shafieezadeh-Abadeh, S., Kuhn, D., Mohajerin Esfahani, P.: Regularization via mass transportation. Preprint arXiv:1710.10016 (2017)"},{"key":"1216_CR37","unstructured":"Shafieezadeh-Abadeh, S., Esfahani, P.M., Kuhn, D.: Distributionally robust logistic regression. In: Cortes, C., Lawrence, N.D., Lee, D.D., Sugiyama, M., Garnett, R. (eds.) Advances in Neural Information Processing Systems, vol. 28, pp. 1576\u20131584. Curran Associates, Inc. (2015)"},{"key":"1216_CR38","doi-asserted-by":"crossref","first-page":"171","DOI":"10.2140\/pjm.1958.8.171","volume":"8","author":"M Sion","year":"1958","unstructured":"Sion, M.: On general minimax theorems. Pac. J. Math. 8, 171\u2013176 (1958)","journal-title":"Pac. J. Math."},{"key":"1216_CR39","doi-asserted-by":"crossref","first-page":"423","DOI":"10.1007\/s00285-009-0306-3","volume":"61","author":"AV Terekhov","year":"2010","unstructured":"Terekhov, A.V., Pesin, Y.B., Niu, X., Latash, M.L., Zatsiorsky, V.M.: An analytical approach to the problem of inverse optimization with additive objective functions: an application to human prehension. J. Math. Biol. 61, 423\u2013453 (2010)","journal-title":"J. Math. Biol."},{"key":"1216_CR40","doi-asserted-by":"crossref","first-page":"422","DOI":"10.1287\/mnsc.1050.0445","volume":"52","author":"MD Troutt","year":"2006","unstructured":"Troutt, M.D., Pang, W.-K., Hou, S.-H.: Behavioral estimation of mathematical programming objective function coefficients. Manag. Sci. 52, 422\u2013434 (2006)","journal-title":"Manag. Sci."},{"key":"1216_CR41","doi-asserted-by":"crossref","first-page":"114","DOI":"10.1016\/j.orl.2008.12.001","volume":"37","author":"L Wang","year":"2009","unstructured":"Wang, L.: Cutting plane algorithms for the inverse mixed integer linear programming problem. Oper. Res. Lett. 37, 114\u2013116 (2009)","journal-title":"Oper. Res. Lett."},{"key":"1216_CR42","doi-asserted-by":"crossref","first-page":"5953","DOI":"10.1029\/JB089iB07p05953","volume":"89","author":"JH Woodhouse","year":"1984","unstructured":"Woodhouse, J.H., Dziewonski, A.M.: Mapping the upper mantle: three-dimensional modeling of earth structure by inversion of seismic waveforms. J. Geophys. Res. 89, 5953\u20135986 (1984)","journal-title":"J. Geophys. Res."},{"key":"1216_CR43","doi-asserted-by":"crossref","first-page":"671","DOI":"10.1016\/j.ejor.2009.01.043","volume":"200","author":"J Zhang","year":"2010","unstructured":"Zhang, J., Xu, C.: Inverse optimization for linearly constrained convex separable programming problems. Eur. J. Oper. Res. 200, 671\u2013679 (2010)","journal-title":"Eur. J. Oper. Res."}],"container-title":["Mathematical Programming"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10107-017-1216-6\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10107-017-1216-6.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10107-017-1216-6.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,10,7]],"date-time":"2019-10-07T12:16:25Z","timestamp":1570450585000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10107-017-1216-6"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017,12,7]]},"references-count":43,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2018,1]]}},"alternative-id":["1216"],"URL":"https:\/\/doi.org\/10.1007\/s10107-017-1216-6","relation":{},"ISSN":["0025-5610","1436-4646"],"issn-type":[{"value":"0025-5610","type":"print"},{"value":"1436-4646","type":"electronic"}],"subject":[],"published":{"date-parts":[[2017,12,7]]}}}