Algorithm for solving the inverse problems of economic analysis in the presence of limitations

Статья в журнале

The solution of inverse problems is considered taking into account the restrictions using inverse calculations. An algorithm is proposed for solving the inverse problem, taking into account restrictions while minimizing the sum of the absolute values of the changes in the arguments. The problem of determining the increments of the function arguments is presented as a linear programming problem. The algorithm includes solving the inverse problem with the help of inverse calculations while minimizing the sum of the absolute changes in the arguments, checking the correspondence of the obtained arguments to the given restrictions, adjusting the value of the argument if it goes beyond the limits of acceptable values, and changing the varied arguments to achieve the given value of the resulting indicator. The solution of two problems with the additive and mixed dependence between the arguments of the function is considered. It is shown that the solutions obtained in this case are consistent with the result of using an iterative procedure based on changing the resulting value to a small value until a given result is achieved, and the results are compared with solving problems using the MathCad mathematical package. The advantage of the algorithm is a smaller number of iterations compared to the known method, as well as the absence of the need to use coefficients of relative importance. The presented results can be used in management decision support systems.

Журнал:

EUREKA: Physics and Engineering
Scientific Route (Tallinn)
Индексируется в Scopus

Библиографическая запись: Gribanova, E. Algorithm for solving the inverse problems of economic analysis in the presence of limitations / E. Gribanova. // EUREKA: Physics and Engineering. – 2020. – Iss. 1. – P. 70-78. – DOI: 10.21303/2461-4262.2020.001102

Ключевые слова:

INVERSE CALCULATIONS INVERSE PROBLEM LINEAR PROGRAMMING ECONOMIC ANALYSIS OPTIMIZATION ALGORITHM

Индексируется в:

Автор: Грибанова Е. Б.

Год издания: 2020

Страницы: 70 - 78

Язык: Английский

DOI: 10.21303/2461-4262.2020.001102