MIPaaL differentiates through mixed integer programs via cutting planes to enable decision-focused learning for general MIPs, outperforming two-stage prediction-plus-optimization and LP-relaxation baselines on real-world domains.
predict, then optimize
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A tutorial framing deep learning as a complement to optimization for sequential decision-making under uncertainty, with applications in supply chains, healthcare, and energy.
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MIPaaL: Mixed Integer Program as a Layer
MIPaaL differentiates through mixed integer programs via cutting planes to enable decision-focused learning for general MIPs, outperforming two-stage prediction-plus-optimization and LP-relaxation baselines on real-world domains.
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Deep Learning for Sequential Decision Making under Uncertainty: Foundations, Frameworks, and Frontiers
A tutorial framing deep learning as a complement to optimization for sequential decision-making under uncertainty, with applications in supply chains, healthcare, and energy.