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math.OC2023
Inverse Optimization for Routing Problems
Pedro Zattoni Scroccaro, Piet van Beek, Peyman Mohajerin Esfahani +1
We propose a method for learning decision-makers' behavior in routing problems using Inverse Optimization (IO). The IO framework falls into the supervised learning category and bui…
math.OC2023
Learning in Inverse Optimization: Incenter Cost, Augmented Suboptimality Loss, and Algorithms
Pedro Zattoni Scroccaro, Bilge Atasoy, Peyman Mohajerin Esfahani
In Inverse Optimization (IO), an expert agent solves an optimization problem parametric in an exogenous signal. From a learning perspective, the goal is to learn the expert's cost…