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Transformer-based Stagewise Decomposition for Large-Scale Multistage Stochastic Optimization
Solving large-scale multistage stochastic programming (MSP) problems poses a significant challenge as commonly used stagewise decomposition algorithms, including stochastic dual dynamic programming (SDDP), face growing time complexity as the subproblem size and problem count increase.
ICLN: Input Convex Loss Network for Decision Focused Learning
In this paper, we propose Input Convex Loss Network (ICLN), a novel global surrogate loss which can be implemented in a general DFL paradigm.
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