Neur2RO: Neural Two-Stage Robust Optimization.

Justin Dumouchelle Esther Julien Jannis Kurtz Elias B. Khalil

Published in: CoRR (2023)

Keyphrases

robust optimization
chance constrained
network architecture
mathematical programming
stochastic programming
neural network
portfolio optimization
risk measures
lot sizing
decision theory
semidefinite programming
linear combination