PyEPO: A PyTorch-based End-to-End Predict-then-Optimize Library for Linear and Integer Programming

In deterministic optimization, it is typically assumed that all parameters of the problem are fixed and known. In practice, however, some parameters may be a priori unknown but can be estimated from historical data. A typical predict-then-optimize approach separates predictions and optimization into two stages. Recently, end-to-end predict-then-optimize has become an attractive alternative. In this … Read more