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Meshfree simulation methods are emerging as compelling alternatives to conventional mesh-based approaches, particularly in the fields of Computational Fluid Dynamics (CFD) and continuum mechanics. In this publication, we provide a…
When model predictions inform downstream decision making, a natural question is under what conditions can the decision-makers simply respond to the predictions as if they were the true outcomes. Calibration suffices to guarantee that simple…
In many optimization problems in wireless communications, the expressions of objective function or constraints are hard or even impossible to derive, which makes the solutions difficult to find. In this paper, we propose a model-free…
Marketing optimization plays an important role to enhance user engagement in online Internet platforms. Existing studies usually formulate this problem as a budget allocation problem and solve it by utilizing two fully decoupled stages,…
Adversarial training can be used to learn models that are robust against perturbations. For linear models, it can be formulated as a convex optimization problem. Compared to methods proposed in the context of deep learning, leveraging the…
The goal of this tutorial is to introduce key models, algorithms, and open questions related to the use of optimization methods for solving problems arising in machine learning. It is written with an INFORMS audience in mind, specifically…
Decision-focused learning (DFL) integrates predictive modeling and optimization by training predictors to optimize the downstream decision target rather than merely minimizing prediction error. To date, existing DFL methods typically rely…
Derivative-free optimization (DFO) consists in finding the best value of an objective function without relying on derivatives. To tackle such problems, one may build approximate derivatives, using for instance finite-difference estimates.…
Decision-focused learning (DFL) integrates predictive models with downstream optimization, directly training machine learning models to minimize decision errors. While DFL has been shown to provide substantial advantages when compared to a…
Decision-focused learning (DFL) was recently proposed for stochastic optimization problems that involve unknown parameters. By integrating predictive modeling with an implicitly differentiable optimization layer, DFL has shown superior…
Derivative-free optimization (DFO) is the mathematical study of the optimization algorithms that do not use derivatives. One branch of DFO focuses on model-based DFO methods, where an approximation of the objective function is used to guide…
The paper is about developing a solver for maximizing a real-valued function of binary variables. The solver relies on an algorithm that estimates the optimal objective-function value of instances from the underlying distribution of…
End-to-end learning has become a widely applicable and studied problem in training predictive ML models to be aware of their impact on downstream decision-making tasks. These end-to-end models often outperform traditional methods that…
Scheduling problems are a fundamental class of combinatorial optimization problems that underpin operational efficiency in manufacturing, logistics, and service systems. While operations research has traditionally developed solver-centric…
Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the…
Physics-informed deep learning often faces optimization challenges due to the complexity of solving partial differential equations (PDEs), which involve exploring large solution spaces, require numerous iterations, and can lead to unstable…
In this paper, we propose a machine learning (ML) method to learn how to solve a generic constrained continuous optimization problem. To the best of our knowledge, the generic methods that learn to optimize, focus on unconstrained…
This paper presents a simulation free framework for solving reliability analysis problems. The method proposed is rooted in a recently developed deep learning approach, referred to as the physics-informed neural network. The primary idea is…
This paper surveys studies on the use of neural networks for optimization in the training-data-free setting. Specifically, we examine the dataless application of neural network architectures in optimization by re-parameterizing problems…
In the predict-then-optimize framework, the objective is to train a predictive model, mapping from environment features to parameters of an optimization problem, which maximizes decision quality when the optimization is subsequently solved.…