A survey of contextual optimization methods for decision-making under uncertainty

U Sadana, A Chenreddy, E Delage, A Forel… - European Journal of …, 2024 - Elsevier
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 …

Decision-focused learning: Foundations, state of the art, benchmark and future opportunities

J Mandi, J Kotary, S Berden, M Mulamba… - Journal of Artificial …, 2024 - arxiv.org
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 …

Pyepo: A pytorch-based end-to-end predict-then-optimize library for linear and integer programming

B Tang, EB Khalil - Mathematical Programming Computation, 2024 - Springer
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 …

Decision-focused learning: Through the lens of learning to rank

J Mandi, V Bucarey, MMK Tchomba… - … on machine learning, 2022 - proceedings.mlr.press
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 …

Searching large neighborhoods for integer linear programs with contrastive learning

T Huang, AM Ferber, Y Tian… - … on Machine Learning, 2023 - proceedings.mlr.press
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 …

Decision-focused learning without decision-making: Learning locally optimized decision losses

S Shah, K Wang, B Wilder… - Advances in Neural …, 2022 - proceedings.neurips.cc
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 …

End-to-end stochastic optimization with energy-based model

L Kong, J Cui, Y Zhuang, R Feng… - Advances in …, 2022 - proceedings.neurips.cc
Decision-focused learning (DFL) was recently proposed for stochastic optimization problems
that involve unknown parameters. By integrating predictive modeling with an implicitly …

Learning with combinatorial optimization layers: a probabilistic approach

G Dalle, L Baty, L Bouvier, A Parmentier - arXiv preprint arXiv:2207.13513, 2022 - arxiv.org
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 …

Prescriptive analytics for a maritime routing problem

X Tian, R Yan, S Wang, G Laporte - Ocean & Coastal Management, 2023 - Elsevier
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 …

Tutorial on prescriptive analytics for logistics: What to predict and how to predict

X Tian, R Yan, S Wang, Y Liu, L Zhen - Electronic Research Archive, 2023 - dr.ntu.edu.sg
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 …