3 papers
cs.LG2026
Decision-Focused On-Policy Learning for Contextual Linear Optimization with Partial Feedback
Wyame Benslimane, Tinghan Ye, Pascal Van Hentenryck +1
Decision-focused learning (DFL) trains predictive models by optimizing downstream decision quality rather than standalone prediction accuracy. For contextual linear optimization, m…
cs.LG2025
Smart Surrogate Losses for Contextual Stochastic Linear Optimization with Robust Constraints
Hyungki Im, Wyame Benslimane, Paul Grigas
We study an extension of contextual stochastic linear optimization (CSLO) that, in contrast to most of the existing literature, involves inequality constraints that depend on uncer…
math.OC2025
Self-Supervised Penalty-Based Learning for Robust Constrained Optimization
Wyame Benslimane, Paul Grigas
We propose a new methodology for parameterized constrained robust optimization, an important class of optimization problems under uncertainty, based on learning with a self-supervi…