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20232026
most citedTransformer-based Stagewise Decomposition for Large-Scale Multistage Stochastic Optimization

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math.OC2023

Universal Approximation of Parametric Optimization via Neural Networks with Piecewise Linear Policy Approximation

Hyunglip Bae, Jang Ho Kim, Woo Chang Kim

Parametric optimization solves a family of optimization problems as a function of parameters. It is a critical component in situations where optimal decision making is repeatedly p…