Papers

End-to-end learning via constraint-enforcing approximators for linear programs with applications to supply chains

Published in AAAI-23 Main Track, 2022

We present a novel appoach in joint prediction and optimization by introducing a neural network architecture (ProjectNet) capable of approximately solving optimization problems.

Recommended citation: Cristian, R., Harsha, P., Perakis, G., Quanz, B. L., & Spantidakis, I. (2022). End-to-End Learning via Constraint-Enforcing Approximators for Linear Programs with Applications to Supply Chains.

Learning near-optimal decisions: from SAA to robust optimization

Published in In Preparation, 2022

We propose a novel approach that directly recommends robust, near-optimal decisions based on data within the context of contextual stochastic optimization problems.

Recommended citation: Cristian, R., Perakis, G. (2022). Learning Robust Decisions for Contextual Stochastic Optimization Problems Directly from Data