Smart predict-then-optimize for two-stage linear programs with side information
Year of publication: |
2023
|
---|---|
Authors: | Estes, Alexander S. ; Richard, Jean-Philippe P. |
Published in: |
INFORMS journal on optimization. - Catonsville, Md. : INFORMS, ISSN 2575-1492, ZDB-ID 2957493-6. - Vol. 5.2023, 3, p. 295-320
|
Subject: | contextual stochastic optimization | optimization with side information | regression | smart predict-then-optimize | two-stage linear programming | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
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