Notes on decision-focused learning, smart predict-then-optimize, and end-to-end optimization layers.
Papers
| Paper | Venue / Publisher | Status | Materials |
|---|---|---|---|
| Contextual Optimization Under Model Misspecification: A Tractable and Generalizable Approach (ICML, PMLR, 2025) | ICML / PMLR, 2025 | draft | note only |
| GLinSAT: The General Linear Satisfiability Neural Network Layer By Accelerated Gradient Descent (NeurIPS, 2024) | NeurIPS, 2024 | polished | note only |
| IPMO: Integrated Prediction and Multi-period Portfolio Optimization (arXiv, 2025) | arXiv, 2025 | draft | note only |
| End-to-End Decision-Based Cardinality-Constrained Portfolio Optimization (EJOR, Elsevier, 2025) | EJOR, Elsevier, 2025 | seed | slides mirrored as PDF |