Efficient Learning of Decision-Making Models: A Penalty Block Coordinate Descent Algorithm for Data-Driven Inverse Optimization.
Rishabh GuptaQi ZhangPublished in: CoRR (2022)
Keyphrases
- efficient learning
- data driven
- decision making
- optimization algorithm
- probabilistic model
- learning algorithm
- constrained optimization
- objective function
- quadratic programming
- optimization method
- optimization criteria
- machine learning
- penalty function
- primal dual
- linear programming
- np hard
- multi objective
- optimal solution
- metadata
- artificial intelligence