Smart Predict-and-Optimize for Hard Combinatorial Optimization Problems

Understand

Combinatorial optimization assumes that all parameters of the optimization problem, e.g.

• the weights in the objective function is fixed.
• Often, these weights are mere estimates and increasingly machine learning techniques are used to for their estimation.
• Recently, Smart Predict and Optimize (SPO) has been proposed for problems with a linear objective function over the predictions, more specifically linear programming problems.