3 papers
cs.LG2024
Scalable Kernel Inverse Optimization
Youyuan Long, Tolga Ok, Pedro Zattoni Scroccaro +1
Inverse Optimization (IO) is a framework for learning the unknown objective function of an expert decision-maker from a past dataset. In this paper, we extend the hypothesis class…
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…