Bilge Atasoy

Inverse Optimization for Routing Problems

  • Pedro Zattoni Scroccaro
  • Peyman Mohajerin Esfahani
  • Bilge Atasoy
    • Categories Applications - OR and Management Sciences, Convex and Nonsmooth Optimization, Transportation

    We propose a method for learning decision-makers’ behavior in routing problems using Inverse Optimization (IO). The IO framework falls into the supervised learning category and builds on the premise that the target behavior is an optimizer of an unknown cost function. This cost function is to be learned through historical data, and in the context … Read more

    Learning in Inverse Optimization: Incenter Cost, Augmented Suboptimality Loss, and Algorithms

  • Pedro Zattoni Scroccaro
  • Bilge Atasoy
  • Peyman Mohajerin Esfahani
    • Categories Convex and Nonsmooth Optimization Tags ,

    In Inverse Optimization (IO), an expert agent solves an optimization problem parametric in an exogenous signal. From a learning perspective, the goal is to learn the expert’s cost function given a dataset of signals and corresponding optimal actions. Motivated by the geometry of the IO set of consistent cost vectors, we introduce the “incenter” concept, … Read more