Data-Driven Contextual Optimization with Gaussian Mixtures: Flow-Based Generalization, Robust Models, and Multistage Extensions
Contextual optimization enhances decision quality by leveraging side information to improve predictions of uncertain parameters. However, existing approaches face significant challenges when dealing with multimodal or mixtures of distributions. The inherent complexity of such structures often precludes an explicit functional relationship between the contextual information and the uncertain parameters, limiting the direct applicability of parametric … Read more