CaVE: A Cone-Aligned Approach for Fast Predict-then-optimize with Binary Linear Programs.
Bo TangElias B. KhalilPublished in: CoRR (2023)
Keyphrases
- linear program
- linear programming
- binary variables
- semi infinite
- simplex method
- stochastic programming
- optimal solution
- multistage stochastic
- mixed integer
- interior point methods
- column generation
- dynamic programming
- extreme points
- primal dual
- np hard
- mixed integer linear program
- objective function
- interior point
- linear inequalities
- nelder mead
- linear programming problems
- convex functions
- simplex algorithm
- special case
- integer program
- market equilibrium