Solving optimization problem is the key to decision making in many real-life analytics applications. However, the coefficients of the optimization problems are often uncertain and dependent on external factors, such as future demand or energy-or stock prices. Machine learning (ML) models, especially neural networks, are increasingly being used to estimate these coefficients in a data-driven way. Hence, end-to-end predict-and-optimize approaches, which consider how effective the predicted values are to solve the optimization problem, have received increasing attention. In case of integer linear programming problems, a popular approach to overcome their non-differentiabilty is to add a quadratic penalty term to the continuous relaxation, such that results from differentiating over quadratic programs can be used. Instead we investigate the use of the more principled logarithmic barrier term, as widely used in interior point solvers for linear programming. Instead of differentiating the KKT conditions, we consider the homogeneous self-dual formulation of the LP and we show the relation between the interior point step direction and corresponding gradients needed for learning. Finally, our empirical experiments demonstrate our approach performs as good as if not better than the state-of-the-art QPTL (Quadratic Programming task loss) formulation of Wilder et al. and SPO approach of Elmachtoub and Grigas.

We consider the strategyproof facility location problem on a circle. We focus on the case of 5 agents, and find a tight bound for the PCD strategyproof mechanism, which selects the reported location of an agent in proportion to the length of the arc in front of it. We methodically "reduce" the size of the instance space and then use standard optimization techniques to find and prove the bound is tight. Moreover we hypothesize the approximation ratio of PCD for general odd $n$.

Consider the following system with a generic R.H.S-X We also added the approach of Blackbox [25], which also deals with a combinatorial optimization problem with a linear objective.

Solving optimization problems is the key to decision making in many real-life analytics applications. However, the coefficients of the optimization problems are often uncertain and dependent on external factors, such as future demand or energy or stock prices. Machine learning (ML) models, especially neural networks, are increasingly being used to estimate these coefficients in a data-driven way.

This paper introduces a novel neural network-based approach to solving the Monge-Amp\`ere equation with the transport boundary condition, specifically targeted towards optical design applications. We leverage multilayer perceptron networks to learn approximate solutions by minimizing a loss function that encompasses the equation's residual, boundary conditions, and convexity constraints. Our main results demonstrate the efficacy of this method, optimized using L-BFGS, through a series of test cases encompassing symmetric and asymmetric circle-to-circle, square-to-circle, and circle-to-flower reflector mapping problems. Comparative analysis with a conventional least-squares finite-difference solver reveals the competitive, and often superior, performance of our neural network approach on the test cases examined here. A comprehensive hyperparameter study further illuminates the impact of factors such as sampling density, network architecture, and optimization algorithm. While promising, further investigation is needed to verify the method's robustness for more complicated problems and to ensure consistent convergence. Nonetheless, the simplicity and adaptability of this neural network-based approach position it as a compelling alternative to specialized partial differential equation solvers.

Solving optimization problem is the key to decision making in many real-life analytics applications. However, the coefficients of the optimization problems are often uncertain and dependent on external factors, such as future demand or energy- or stock prices. Machine learning (ML) models, especially neural networks, are increasingly being used to estimate these coefficients in a data-driven way. Hence, end-to-end predict-and-optimize approaches, which consider how effective the predicted values are to solve the optimization problem, have received increasing attention. In case of integer linear programming problems, a popular approach to overcome their non-differentiabilty is to add a quadratic penalty term to the continuous relaxation, such that results from differentiating over quadratic programs can be used.

--Model-based control faces fundamental challenges in partially-observable environments due to unmodeled obstacles. We propose an online learning and optimization method to identify and avoid unobserved obstacles online. Our method, Constraint Obeying Gaussian Implicit Surfaces (COGIS), infers contact data using a combination of visual input and state tracking, informed by predictions from a nominal dynamics model. We then fit a Gaussian process implicit surface (GPIS) to these data and refine the dataset through a novel method of enforcing constraints on the estimated surface. This allows us to design a Model Predictive Control (MPC) method that leverages the obstacle estimate to complete multiple manipulation tasks. By modeling the environment instead of attempting to directly adapt the dynamics, our method succeeds at both low-dimensional peg-in-hole tasks and high-dimensional deformable object manipulation tasks. Our method succeeds in 10/10 trials vs 1/10 for a baseline on a real-world cable manipulation task under partial observability of the environment. PECIAL care must be taken when using model-based planning and control methods in partially observable environments. This is particularly important where not all obstacles are modeled by dynamics, to avoid collisions with unmodeled or unobserved parts of the environment. Such collisions could prevent task completion; for instance, the object being manipulated might be blocked by the unmodeled environment object. The challenge is heightened when manipulating deformable objects like cables in the home or office. This creates more possibilities for task failure.