Search Results for author: Pedro Zattoni Scroccaro

Found 3 papers, 2 papers with code

Inverse Optimization for Routing Problems

1 code implementation14 Jul 2023 Pedro Zattoni Scroccaro, Piet van Beek, Peyman Mohajerin Esfahani, Bilge Atasoy

We propose a method for learning decision-makers' behavior in routing problems using Inverse Optimization (IO).

Learning in Inverse Optimization: Incenter Cost, Augmented Suboptimality Loss, and Algorithms

1 code implementation12 May 2023 Pedro Zattoni Scroccaro, Bilge Atasoy, Peyman Mohajerin Esfahani

In Inverse Optimization (IO), an expert agent solves an optimization problem parametric in an exogenous signal.

Adaptive Composite Online Optimization: Predictions in Static and Dynamic Environments

no code implementations1 May 2022 Pedro Zattoni Scroccaro, Arman Sharifi Kolarijani, Peyman Mohajerin Esfahani

In the past few years, Online Convex Optimization (OCO) has received notable attention in the control literature thanks to its flexible real-time nature and powerful performance guarantees.

Portfolio Optimization

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