ICML 2022Spotlight
An Exact Symbolic Reduction of Linear Smart Predict+Optimize to Mixed Integer Linear Programming
Authors: Jihwan Jeong, Parth Jaggi, Andrew Butler, Scott Sanner
Abstract
Predictive models are traditionally optimized independently of their use in downstream decision-based optimization. The ‘smart, predict then optimize’ (SPO) framework addresses this shortcoming by optimizing predictive models in order to