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.