Predict-Then-Optimize

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Overview

Predict-then-optimize studies pipelines that predict quantities such as costs, demand, or outcomes and feed those estimates into an optimization model to choose actions. Methods include decision-focused losses such as SPO+, differentiable and solver-free surrogates, bilevel or KKT reformulations, and robust or conformal approaches to uncertainty. They are used in settings including shortest paths, knapsack problems, portfolios, energy scheduling, and resource allocation. A central tension is that predictive accuracy may not reflect decision quality, while methods that improve decisions must also address computational scale, uncertainty, and fairness.

Latest papers

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36 papers8 papers in the last four weeks, up 14% on the four weeks before. 0.0% of all new papers.

  1. Contextual Decision Making: Predictive or Generative

    Oct 23, 2026L. Jeff Hong, Weihuan Huang, Xinyao LiPredict-Then-OptimizeDecision-Making under Uncertainty

    Department of Industrial and Systems Engineering, University of Minnesota, Minneapolis, MN 55455, U.S. · School of Management & Engineering, Nanjing University, Nanjing 210093, China

  2. Preventing Model Extraction in Contextual Linear Optimization

    Oct 21, 2026Adam N. Elmachtoub, Tianyi Lin, Wenxuan LiuModel Extraction AttacksPredict-Then-Optimize

    Columbia University

  3. The Predictive--Optimization Gap in GuanDan Self-Play

    Oct 21, 2026Qicheng Zou, Biao Yuan, Siyu Song +2Predict-Then-OptimizeSelf-Play RL

    the University of California San Diego, La Jolla, CA, USA. · Chabiyue (Shanghai) Information Technology Co., Ltd., Shanghai, China.

  4. Waiting Buys Exactly Two Moments: Endogenous Identification in Prediction-Driven Allocation

    Oct 16, 2026Rama AlHamidi, Rasul Khanbayov, Erchin Serpedin +1Sequential Decision MakingPredict-Then-Optimize

    Department of Computer and Electrical Engineering, Texas A&M University at Qatar, Doha, Qatar · College of Science and Engineering, Hamad Bin Khalifa University, Doha, Qatar · Department of Computer and Electrical Engineering, Texas A&M University, College Station, TX, USA

  5. Fairness under Prediction Error in Predict-then-Optimize Pipelines

    Oct 13, 2026Hilda Adwubi OseiAlgorithmic FairnessGroup Fairness

    Department of Industrial Engineering, Kwame Nkrumah University of Science and Technology, Kumasi, Ghana

  6. FedRSPO+: A Heterogeneity-aware Algorithm for Decision-focused Federated Learning

    Oct 6, 2026Konstantinos Ziliaskopoulos, Alexander Vinel, Jiaqi WangDecision-Focused LearningFederated Learning

    Auburn University

  7. DePICT: Decision-Preserving Interface for Constrained Downstream Tasks

    Oct 2, 2026Utkarsh Grover, Ravi Ranjan, Agoritsa Polyzou +4Predict-Then-OptimizeConstrained Optimization

    University of South Florida · Florida International University · DEVCOM Army Research Lab

  8. RL-PaO: Prediction as Action in Decision Making under Uncertainty

    Sep 29, 2026Jiahui Feng, Dafang Zhao, Zheng Chen +2Predict-Then-OptimizeDecision-Making under Uncertainty

    Great Bay University, School of Computing and Information Technology, China · The University of Osaka, School of Information Science and Technology, Japan · The University of Osaka, SANKEN, Japan +1

  9. Geometric Identification in Predict-Then-Optimize Learning

    Sep 27, 2026Jiaxiao Xu, Changhong Mou, Keji Liu +2Predict-Then-OptimizeDecision-Focused Learning

    Shanghai University of Finance and Economics · Utah State University

  10. Predict Before You Modify: Learning Improvement Dynamics for Self-Evolving Agents

    Sep 26, 2026Zixuan Xie, Chang Xu, Yuhua Jiang +1LLM Agent Self-ImprovementSelf-Improving Agents

    University of Virginia · Microsoft Research · Tsinghua University

  11. PolyStepOR: Learning to Decide Without Optimal Decisions

    Sep 26, 2026Viet The Nguyen, Gunther Gust, An Thai LeDecision-Focused LearningPredict-Then-Optimize

    University of Würzburg, Germany · Center for Artificial Intelligence and Data Science (CAIDAS), Germany · Center for AI Research, VinUniversity, Vietnam +1

  12. Conformal Robustness in Prediction-Driven Decision-Making

    Sep 19, 2026Lingjie Zhao, Hansheng Jiang, Wei QiRobust OptimizationPredict-Then-Optimize

    Department of Industrial Engineering, Tsinghua University, Beijing 100084, China · Rotman School of Management, University of Toronto, Toronto, Ontario M5S 3E6, Canada · Desautels Faculty of Management, McGill University, Montreal, Quebec H3A 1G5, Canada

  13. Decision-Focused Learning for Mean-Variance Portfolio Optimization via KKT-Based Reformulation

    Sep 18, 2026Kensei Nosaka, Shunnosuke Ikeda, Yuichi TakanoPortfolio OptimizationDecision-Focused Learning

    University of Tsukuba, Tsukuba-shi, Ibaraki 305-8573, Japan

  14. Eigenvalue-Decomposition Cost Denoising for Predict-then-Optimize

    Sep 14, 2026Henry Aldridge-Krawciw, Irene AldridgePredict-Then-OptimizeCombinatorial Optimization

  15. Optimizing for the decision not the prediction: an exploration of Smooth Net Benefit as a training objective

    Sep 11, 2026Koen M. F. Gorgels, Lasai Barreñada, Maarten van Smeden +3Predict-Then-OptimizeDecision-Focused Learning

    Department of Data Science and Biostatistics, Julius Center for Health Sciences and Primary Care, University Medical Center Utrecht, Utrecht, the Netherlands · Coo peratie VGZ, Arnhem, the Netherlands · Department of Development and Regeneration, KU Leuven, Leuven, Belgium

  16. Decision-Driven Regularization: A Blended Model for Learning and Optimization

    Aug 15, 2026Gar Goei Loke, Qinshen Tang, Yangge Xiao +1Predict-Then-OptimizeLearning to Optimize

    Department of Management and Marketing, Durham University Business School, Waterside, Durham DH1 1SL, United Kingdom · Nanyang Business School, Nanyang Technological University, Singapore · Faculty of Business and Economics, The University of Melbourne +1

  17. Chance-constrained selection of sequential intervention strategies from counterfactual estimates

    Aug 13, 2026Minkyoung Kim, Beakcheol JangStochastic OptimizationChance-Constrained Optimization

    Graduate School of Information, Yonsei University, 50 Yonsei-ro, Seodaemun-gu, Seoul, 03722, Republic of Korea

  18. Local Violation Certification for Linear Predict-Then-Optimize Pipelines

    Aug 5, 2026Ş. İlker Birbil, Wenhao ChiAlgorithmic AuditingPredict-Then-Optimize

    Faculty of Economics and Business, University of Amsterdam, The Netherlands · Yau Mathematical Sciences Center, Tsinghua University

  19. Smart predict-then-robustly-optimize

    Jul 23, 2026Aakil Caunhye, Xuefei Lu, Belen Martin-BarraganDistribution Shift RobustnessPredict-Then-Optimize

  20. Decision-Value Attribution in Predict-then-Optimize Systems

    Jun 29, 2026Konstantinos Ziliaskopoulos, Alexander Vinel, Alice E. SmithFeature AttributionPredict-Then-Optimize

    Auburn University, Industrial & Systems Engineering, 36849, Auburn, AL, USA · University of Alabama, Mechanical Engineering & Computer Science, 35487, Tuscaloosa, AL, USA

  21. Generating Input Distributions for Explaining Portfolio Optimization Pipelines

    Jun 24, 2026Batuhan Ataş, Nurşen Aydın, E. Mehmet Kıral +1Counterfactual ExplanationsPredict-Then-Optimize

    Faculty of Economics and Business, University of Amsterdam, The Netherlands · Warwick Business School, University of Warwick, United Kingdom · RIKEN AIP, Japan

  22. Decision-Focused Learning: When and Why Traditional Prediction Models Fail

    Jun 19, 2026Mo LiuPredict-Then-OptimizeDecision-Focused Learning

    Department of Statistics and Operations Research, University of North Carolina at Chapel Hill

  23. A Solver-Free Training Method for Predict-then-Optimize

    Jun 17, 2026Beichen Wan, Mo LiuPredict-Then-OptimizeLearning to Optimize

    Department of Statistics and Operations Research, University of North Carolina at Chapel Hill, NC, USA.

  24. Scaling Decision-Focused Learning to Large Problems with Lagrangian Decomposition

    Jun 7, 2026Stéphane Eilles-Chan Way, Hugo Percot, Quentin Cappart +2Predict-Then-OptimizeLearning to Optimize

    Polytechnique Montréal, Montreal, Canada · Ecole Polytechnique, Palaiseau, France · UCLouvain, Louvain-la-Neuve, Belgium +2

  25. Decision-Focused On-Policy Learning for Contextual Linear Optimization with Partial Feedback

    May 31, 2026Wyame Benslimane, Tinghan Ye, Pascal Van Hentenryck +1Predict-Then-OptimizeDecision-Focused Learning

    Department of Industrial Engineering and Operations Research University of California, Berkeley · H. Milton Stewart School of Industrial and Systems Engineering Georgia Institute of Technology

  26. Misspecified Estimate-then-Optimize Leads to Supra-Competitive Prices

    May 15, 2026Jackie Baek, Vivek F. Farias, Farrell WuPredict-Then-OptimizeLearning to Optimize

    Stern School of Business, New York University · Massachusetts Institute of Technology

  27. IGT-OMD: Implicit Gradient Transport for Decision-Focused Learning under Delayed Feedback

    May 12, 2026Benjamin Amoh, Geoffrey G. Parker, Wesley MarreroPredict-Then-OptimizeDecision-Focused Learning

    Thayer School of Engineering, Dartmouth College

  28. Plan Before You Trade: Inference-Time Optimization for RL Trading Agents

    May 12, 2026Eun Go, Rohan Deb, Arindam BanerjeeReinforcement LearningInference-Time Optimization

    Siebel School of Computing and Data Science, University of Illinois Urbana-Champaign

  29. Decision-Focused Federated Learning Under Heterogeneous Objectives and Constraints

    Apr 21, 2026Konstantinos Ziliaskopoulos, Alexander VinelPredict-Then-OptimizeLearning to Optimize

    Auburn University

  30. Deep Learning for Sequential Decision Making under Uncertainty: Foundations, Frameworks, and Frontiers

    Apr 13, 2026I. Esra BuyuktahtakinReinforcement LearningPredict-Then-Optimize

    Grado Department of Industrial and Systems Engineering, Virginia Tech Blacksburg, VA 24061, USA