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-Oriented Learning for Future Power System Decision-Making under Uncertainty

H Zhang, R Li - arXiv preprint arXiv:2401.03680, 2024 - arxiv.org
Better forecasts may not lead to better decision-making. To address this challenge, decision-
oriented learning (DOL) has been proposed as a new branch of machine learning that …

CF-OPT: Counterfactual Explanations for Structured Prediction

A Forel, A Parmentier, T Vidal - arXiv preprint arXiv:2405.18293, 2024 - arxiv.org
Optimization layers in deep neural networks have enjoyed a growing popularity in structured
learning, improving the state of the art on a variety of applications. Yet, these pipelines lack …

CaVE: A Cone-Aligned Approach for Fast Predict-then-optimize with Binary Linear Programs

B Tang, EB Khalil - International Conference on the Integration of …, 2024 - Springer
The end-to-end predict-then-optimize framework, also known as decision-focused learning,
has gained popularity for its ability to integrate optimization into the training procedure of …

Decision-focused predictions via pessimistic bilevel optimization: a computational study

V Bucarey, S Calderón, G Muñoz, F Semet - International Conference on …, 2024 - Springer
Dealing with uncertainty in optimization parameters is an important and longstanding
challenge. Typically, uncertain parameters are predicted accurately, and then a deterministic …

One Step Beyond Linear: An Integrated Prediction-and-Optimization Framework with Rectified-Linear Objectives

H Guo, M Qi, W Qi - Available at SSRN 4746243, 2024 - papers.ssrn.com
Data-driven optimization often involves the prediction of uncertain parameters drawn from
unknown probability distributions for a subsequent optimization task. Recent literature has …

CF-OPT: Counterfactual Explanations for Structured Prediction

G Vivier-Ardisson, A Forel, A Parmentier… - Forty-first International … - openreview.net
Optimization layers in deep neural networks have enjoyed a growing popularity in structured
learning, improving the state of the art on a variety of applications. Yet, these pipelines lack …

[PDF][PDF] Towards Scalable Decision-Focused Learning for Combinatorial Optimization Problems

J Mandi - 2023 - cris.vub.be
The aspiration to use artificial intelligence (AI) in decision-making has been growing rapidly
in recent years. In most real-world applications, the optimal decisions not only optimize …

Métodos de optimización no convexos para encontrar predicciones que minimicen el error de decisión

SAZ Calderón Pimienta - 2024 - repositorio.uoh.cl
Lidiar con parámetros desconocidos en problemas de optimización es un desafío
importante y ha sido bien estudiado en la literatura. Una forma de enfrentar este problema …

A Systematic Review on Predict-then-Optimize

K Lee, H Kim, S Lee - 대한산업공학회추계학술대회논문집, 2023 - dbpia.co.kr
Recently, machine learning has revolutionized optimization. The" predict-then-optimize"
approach is gaining attention globally. But there is a noticeable absence of this approach in …