A survey of contextual optimization methods for decision-making under uncertainty
Recently there has been a surge of interest in operations research (OR) and the machine
learning (ML) community in combining prediction algorithms and optimization techniques to …
learning (ML) community in combining prediction algorithms and optimization techniques to …
Decision-focused learning: Foundations, state of the art, benchmark and future opportunities
Decision-focused learning (DFL) is an emerging paradigm that integrates machine learning
(ML) and constrained optimization to enhance decision quality by training ML models in an …
(ML) and constrained optimization to enhance decision quality by training ML models in an …
Pyepo: A pytorch-based end-to-end predict-then-optimize library for linear and integer programming
In deterministic optimization, it is typically assumed that all problem parameters are fixed
and known. In practice, however, some parameters may be a priori unknown but can be …
and known. In practice, however, some parameters may be a priori unknown but can be …
Decision-focused learning: Through the lens of learning to rank
In the last years decision-focused learning framework, also known as predict-and-optimize,
have received increasing attention. In this setting, the predictions of a machine learning …
have received increasing attention. In this setting, the predictions of a machine learning …
Searching large neighborhoods for integer linear programs with contrastive learning
Abstract Integer Linear Programs (ILPs) are powerful tools for modeling and solving a large
number of combinatorial optimization problems. Recently, it has been shown that Large …
number of combinatorial optimization problems. Recently, it has been shown that Large …
Decision-focused learning without decision-making: Learning locally optimized decision losses
Abstract Decision-Focused Learning (DFL) is a paradigm for tailoring a predictive model to a
downstream optimization task that uses its predictions in order to perform better\textit {on that …
downstream optimization task that uses its predictions in order to perform better\textit {on that …
End-to-end stochastic optimization with energy-based model
Decision-focused learning (DFL) was recently proposed for stochastic optimization problems
that involve unknown parameters. By integrating predictive modeling with an implicitly …
that involve unknown parameters. By integrating predictive modeling with an implicitly …
Learning with combinatorial optimization layers: a probabilistic approach
Combinatorial optimization (CO) layers in machine learning (ML) pipelines are a powerful
tool to tackle data-driven decision tasks, but they come with two main challenges. First, the …
tool to tackle data-driven decision tasks, but they come with two main challenges. First, the …
Prescriptive analytics for a maritime routing problem
Port state control (PSC) serves as the final defense against substandard ships in maritime
transportation. The port state control officer (PSCO) routing problem involves selecting ships …
transportation. The port state control officer (PSCO) routing problem involves selecting ships …
Tutorial on prescriptive analytics for logistics: What to predict and how to predict
The development of the Internet of things (IoT) and online platforms enables companies and
governments to collect data from a much broader spatial and temporal area in the logistics …
governments to collect data from a much broader spatial and temporal area in the logistics …