# 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} }

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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