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 …

End-to-end constrained optimization learning: A survey

J Kotary, F Fioretto, P Van Hentenryck… - arxiv preprint arxiv …, 2021‏ - arxiv.org
This paper surveys the recent attempts at leveraging machine learning to solve constrained
optimization problems. It focuses on surveying the work on integrating combinatorial solvers …

Combinatorial optimization and reasoning with graph neural networks

Q Cappart, D Chételat, EB Khalil, A Lodi… - Journal of Machine …, 2023‏ - jmlr.org
Combinatorial optimization is a well-established area in operations research and computer
science. Until recently, its methods have focused on solving problem instances in isolation …

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

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

Implicit MLE: backpropagating through discrete exponential family distributions

M Niepert, P Minervini… - Advances in Neural …, 2021‏ - proceedings.neurips.cc
Combining discrete probability distributions and combinatorial optimization problems with
neural network components has numerous applications but poses several challenges. We …

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 …

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 …

A survey of contextual optimization methods for decision making under uncertainty

U Sadana, A Chenreddy, E Delage, A Forel… - arxiv preprint arxiv …, 2023‏ - arxiv.org
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 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 …

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 …