no code implementations • 11 Jul 2023 • Mattia Silvestri, Senne Berden, Jayanta Mandi, Ali İrfan Mahmutoğulları, Maxime Mulamba, Allegra De Filippo, Tias Guns, Michele Lombardi
Our experiments show that by using SFGE we can: (1) deal with predictions that occur both in the objective function and in the constraints; and (2) effectively tackle two-stage stochastic optimization problems.
no code implementations • 25 Oct 2022 • Mattia Silvestri, Allegra De Filippo, Michele Lombardi, Michela Milano
Our approach relies on a clever decomposition of the policy in two stages, namely an unconstrained ML model and a CO problem, to take advantage of the strength of each approach while compensating for its weaknesses.