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math.OC2025
OPO: Making Decision-Focused Data Acquisition Decisions
Egon Peršak, Miguel F. Anjos
We propose a model for making data acquisition decisions for variables in contextual stochastic optimisation problems. Data acquisition decisions are typically treated as separate…
math.OC2024
Decision-Focused Forecasting: A Differentiable Multistage Optimisation Architecture
Egon Peršak, Miguel F. Anjos
Most decision-focused learning work has focused on single stage problems whereas many real-world decision problems are more appropriately modelled using multistage optimisation. In…
math.OC2023
Learning Deterministic Surrogates for Robust Convex QCQPs
Egon Peršak, Miguel F. Anjos
Decision-focused learning is a promising development for contextual optimisation. It enables us to train prediction models that reflect the contextual sensitivity structure of the…