no code implementations • 26 Feb 2024 • Segev Wasserkrug, Leonard Boussioux, Dick den Hertog, Farzaneh Mirzazadeh, Ilker Birbil, Jannis Kurtz, Donato Maragno
Significantly simplifying the creation of optimization models for real-world business problems has long been a major goal in applying mathematical optimization more widely to important business and societal decisions.
1 code implementation • 26 Jan 2023 • Donato Maragno, Jannis Kurtz, Tabea E. Röber, Rob Goedhart, Ş. Ilker Birbil, Dick den Hertog
To this end, our method provides a whole region of CEs allowing the user to choose a suitable recourse to obtain a desired outcome.
1 code implementation • 17 Dec 2021 • Dimitris Bertsimas, Xavier Boix, Kimberly Villalobos Carballo, Dick den Hertog
We introduce a new approach to adversarial training by minimizing an upper bound of the adversarial loss that is based on a holistic expansion of the network instead of separate bounds for each layer.
1 code implementation • 4 Nov 2021 • Donato Maragno, Holly Wiberg, Dimitris Bertsimas, S. Ilker Birbil, Dick den Hertog, Adejuyigbe Fajemisin
The case studies illustrate the framework's ability to generate high-quality prescriptions as well as the value added by the trust region, the use of ensembles to control model robustness, the consideration of multiple machine learning methods, and the inclusion of multiple learned constraints.
1 code implementation • 5 Oct 2021 • Adejuyigbe Fajemisin, Donato Maragno, Dick den Hertog
Many real-life optimization problems frequently contain one or more constraints or objectives for which there are no explicit formulas.