[01034] Machine Learning for Two-stage Robust Optimization
Session Time & Room : 3C (Aug.23, 13:20-15:00) @A201
Type : Contributed Talk
Abstract : When dealing with problems under uncertainty, two-stage robust optimization is one of the key approaches: you obtain an optimal robust solution, and adapt to the real scenario. However, these problems are one of the hardest optimization problem classes. To accelerate finding high-quality solutions, we propose a machine learning-based strategy. We experimentally show that with using our strategy you can train based on small problems, and apply them to bigger problems, while still getting good results.
