Cover Image

Smart Surrogate Losses for Contextual Stochastic Linear Optimization with Robust Constraints

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Im, Hyungki, Benslimane, Wyame, Grigas, Paul
Format:	Preprint
Published:	2025
Subjects:	Machine Learning Optimization and Control
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Self-Supervised Penalty-Based Learning for Robust Constrained Optimization
by: Benslimane, Wyame, et al.
Published: (2025)

Decision-Focused On-Policy Learning for Contextual Linear Optimization with Partial Feedback
by: Benslimane, Wyame, et al.
Published: (2026)

Active Learning For Contextual Linear Optimization: A Margin-Based Approach
by: Liu, Mo, et al.
Published: (2023)

Beyond Discretization: Learning the Optimal Solution Path
by: Dong, Qiran, et al.
Published: (2024)

Bridging Constraints and Stochasticity: A Fully First-Order Method for Stochastic Bilevel Optimization with Linear Constraints
by: Phan, Cac, et al.
Published: (2025)

Towards Robust Interpretable Surrogates for Optimization
by: Goerigk, Marc, et al.
Published: (2024)

Stochastic Smoothed Primal-Dual Algorithms for Nonconvex Optimization with Linear Inequality Constraints
by: Huang, Ruichuan, et al.
Published: (2025)

A Barrier-Metric First-Order Method for Linearly Constrained Bilevel Optimization
by: Hong, Tenglong, et al.
Published: (2026)

Stochastic Compositional Optimization with Compositional Constraints
by: Yang, Shuoguang, et al.
Published: (2022)

Solving Hidden Monotone Variational Inequalities with Surrogate Losses
by: D'Orazio, Ryan, et al.
Published: (2024)

Robust Out-of-Distribution Stochastic Optimization
by: Li, Xianyu, et al.
Published: (2026)

Local Linear Convergence of Infeasible Optimization with Orthogonal Constraints
by: Sun, Youbang, et al.
Published: (2024)

Strong Formulations for Hybrid System Control
by: Lee, Jisun, et al.
Published: (2024)

Optimal Rates for Robust Stochastic Convex Optimization
by: Gao, Changyu, et al.
Published: (2024)

Optimistic Safety for Online Convex Optimization with Unknown Linear Constraints
by: Hutchinson, Spencer, et al.
Published: (2024)

Achieving Linear Speedup with ProxSkip in Distributed Stochastic Optimization
by: Guo, Luyao, et al.
Published: (2023)

Contextual Stochastic Vehicle Routing with Time Windows
by: Serrano, Breno, et al.
Published: (2024)

LEARN: An Invex Loss for Outlier Oblivious Robust Online Optimization
by: Barik, Adarsh, et al.
Published: (2024)

Feature-Based Interpretable Surrogates for Optimization
by: Goerigk, Marc, et al.
Published: (2024)

Infeasible Deterministic, Stochastic, and Variance-Reduction Algorithms for Optimization under Orthogonality Constraints
by: Ablin, Pierre, et al.
Published: (2023)

Contextual Scenario Generation for Two-Stage Stochastic Programming
by: Islip, David, et al.
Published: (2025)

Optimization over Trained (and Sparse) Neural Networks: A Surrogate within a Surrogate
by: Pham, Hung, et al.
Published: (2025)

Scaffold with Stochastic Gradients: New Analysis with Linear Speed-Up
by: Mangold, Paul, et al.
Published: (2025)

Contextual Optimization under Covariate Shift: A Robust Approach by Intersecting Wasserstein Balls
by: Wang, Tianyu, et al.
Published: (2024)

Evaluation of Prosumer Networks for Peak Load Management in Iran: A Distributed Contextual Stochastic Optimization Approach
by: Noori, Amir, et al.
Published: (2024)

Learning Rate Annealing Improves Tuning Robustness in Stochastic Optimization
by: Attia, Amit, et al.
Published: (2025)

Safe and Efficient Online Convex Optimization with Linear Budget Constraints and Partial Feedback
by: Liu, Shanqi, et al.
Published: (2024)

Transit Network Design with Two-Level Demand Uncertainties: A Machine Learning and Contextual Stochastic Optimization Framework
by: Guan, Hongzhao, et al.
Published: (2026)

Gaussian Approximation and Multiplier Bootstrap for Federated Linear Stochastic Approximation
by: Levin, Ilya, et al.
Published: (2026)

Fair Supervised Learning Through Constraints on Smooth Nonconvex Unfairness-Measure Surrogates
by: Khatti, Zahra, et al.
Published: (2025)

Variance-Aware Regret Bounds for Stochastic Contextual Dueling Bandits
by: Di, Qiwei, et al.
Published: (2023)

A Variance-Reduced Stochastic Gradient Tracking Algorithm for Decentralized Optimization with Orthogonality Constraints
by: Wang, Lei, et al.
Published: (2022)

Parametric Nonconvex Optimization via Convex Surrogates
by: Wang, Renzi, et al.
Published: (2026)

Optimal Complexity in Byzantine-Robust Distributed Stochastic Optimization with Data Heterogeneity
by: Shi, Qiankun, et al.
Published: (2025)

Bregman Linearized Augmented Lagrangian Method for Nonconvex Constrained Stochastic Zeroth-order Optimization
by: Shi, Qiankun, et al.
Published: (2025)

Adaptive Learning-based Surrogate Method for Stochastic Programs with Implicitly Decision-dependent Uncertainty
by: Shen, Boyang, et al.
Published: (2025)

SCAFFLSA: Taming Heterogeneity in Federated Linear Stochastic Approximation and TD Learning
by: Mangold, Paul, et al.
Published: (2024)

Nested Stochastic Algorithm for Generalized Sinkhorn distance-Regularized Distributionally Robust Optimization
by: Yang, Yufeng, et al.
Published: (2025)

A Taxonomy of Loss Functions for Stochastic Optimal Control
by: Domingo-Enrich, Carles
Published: (2024)

Surrogate-based Optimization via Clustering for Box-Constrained Problems
by: Ahmad, Maaz, et al.
Published: (2026)