Optimization under Uncertainty in the Era of Big Data and Deep Learning: When Machine Learning Meets Mathematical Programming

@article{Ning2019OptimizationUU,
  title={Optimization under Uncertainty in the Era of Big Data and Deep Learning: When Machine Learning Meets Mathematical Programming},
  author={Chao Ning and Fengqi You},
  journal={Comput. Chem. Eng.},
  year={2019},
  volume={125},
  pages={434-448}
}
  • C. Ning, F. You
  • Published 3 April 2019
  • Computer Science, Mathematics
  • Comput. Chem. Eng.
Abstract This paper reviews recent advances in the field of optimization under uncertainty via a modern data lens, highlights key research challenges and promise of data-driven optimization that organically integrates machine learning and mathematical programming for decision-making under uncertainty, and identifies potential research opportunities. A brief review of classical mathematical programming techniques for hedging against uncertainty is first presented, along with their wide spectrum… 
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