CaVE: A Cone-Aligned Approach for Fast Predict-then-optimize with Binary Linear Programs.
Bo TangElias B. KhalilPublished in: CPAIOR (2) (2024)
Keyphrases
- linear program
- linear programming
- binary variables
- semi infinite
- simplex method
- multistage stochastic
- column generation
- interior point methods
- objective function
- stochastic programming
- mixed integer
- optimal solution
- linear programming problems
- mixed integer linear program
- linear inequalities
- integer program
- np hard
- primal dual
- dynamic programming
- nelder mead
- extreme points
- inventory routing
- simplex algorithm
- interior point
- convex functions
- semidefinite
- feasible solution
- evolutionary algorithm
- low discrepancy sequences
- reinforcement learning