Neur2RO: Neural Two-Stage Robust Optimization.

Justin Dumouchelle Esther Julien Jannis Kurtz Elias Boutros Khalil

Published in: ICLR (2024)

Keyphrases

robust optimization
chance constrained
network architecture
mathematical programming
stochastic programming
neural network
portfolio optimization
risk measures
decision theory
semidefinite programming
lot sizing
genetic algorithm
high dimensional
special case
chance constraints