  Inverse optimization describes a process that is the "reverse" of traditional
mathematical optimization. Unlike traditional optimization, which seeks to
compute optimal decisions given an objective and constraints, inverse
optimization takes decisions as input and determines an objective and/or
constraints that render these decisions approximately or exactly optimal. In
recent years, there has been an explosion of interest in the mathematics and
applications of inverse optimization. This paper provides a comprehensive
review of both the methodological and application-oriented literature in
inverse optimization.
