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cs.LG2024★ 1 cited
Transformer-based Stagewise Decomposition for Large-Scale Multistage Stochastic Optimization
Chanyeong Kim, Jongwoong Park, Hyunglip Bae +1
Solving large-scale multistage stochastic programming (MSP) problems poses a significant challenge as commonly used stagewise decomposition algorithms, including stochastic dual dy…
cs.LG2024
Locally Convex Global Loss Network for Decision-Focused Learning
Haeun Jeon, Hyunglip Bae, Minsu Park +2
In decision-making problems under uncertainty, predicting unknown parameters is often considered independent of the optimization part. Decision-focused learning (DFL) is a task-ori…