most citedA learning-based algorithm to quickly compute good primal solutions for Stochastic Integer Programs

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math.OC2019★ 1 cited

A learning-based algorithm to quickly compute good primal solutions for Stochastic Integer Programs

Yoshua Bengio, Emma Frejinger, Andrea Lodi +2

We propose a novel approach using supervised learning to obtain near-optimal primal solutions for two-stage stochastic integer programming (2SIP) problems with constraints in the f…