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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
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.
Published in Mathematical Programming, 2022
We review some recent advances that highlight the difference that optimization can make in data-driven decision-making
Recommended citation: Baardman, L., Cristian, R., Perakis, G., Singhvi, D., Skali Lami, O., & Thayaparan, L. (2022). The role of optimization in some recent advances in data-driven decision-making. Mathematical Programming, 1-35. https://rdcu.be/cTvux
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We consider a common class of database range queries which consists of evaluating a given function on contiguous subranges of arrays. For instance, this may be the average or minimum of a range. Such queries are also common subroutines in various algorithms. A common approach to tackling the range query problem for semigroup operators is to precompute the answer for a small subset of ranges, and combine these solutions when answering any given query. For instance, the sum of the elements from index i to index j can be computed as the answers to the ranges from i to k and k+1 to j for i <= k < j. This introduces an inherent tradeoff between the precomputation complexity and the query complexity - the more precomputation, the less query time required. Moreover, we consider a data-driven case and design a method to make better precompuation decisions than traditional methods.
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We developed a novel neural network architecture that can learn to approximately solve optimization problems. We incorporate this network into an end-to-end framework which can effectively learn forecasts producing near-optimal decisions.
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We develop a method for producing robust decisions in predict-optimize tasks. In particular, we introduce two notions of robustness: (1) decisions which minimize maximum cost with respect to noise/uncertainty in the objective, (2) producing stable decisions which do not change significantly under perturbation to the training data.
Undergraduate Honors Class, Georgia Tech, 2019
Undergraduate Honors Class, Georgia Tech, 2019
Undergraduate Class, Georgia Tech, 2019
Executive MBA course, Massachusetts Institute of Technology, 2022