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[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.
  • Classification : 90C17, 90C90
  • Format : Talk at Waseda University
  • Author(s) :
    • Esther Julien (Delft University of Technology)
    • Krzysztof Postek (Delft University of Technology)
    • Ilker Birbil (University of Amsterdam)