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math.OC2022
Multi-Task Predict-then-Optimize
Bo Tang, Elias B. Khalil
The predict-then-optimize framework arises in a wide variety of applications where the unknown cost coefficients of an optimization problem are first predicted based on contextual…
math.OC2022★ 28 cited
PyEPO: A PyTorch-based End-to-End Predict-then-Optimize Library for Linear and Integer Programming
Bo Tang, Elias B. Khalil
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 est…