Overview

LOBI: Learning au sein de l’Optimisation BIniveau

The interplay between optimization and machine learning (ML) is one of the most important developments in modern computational science. Simultaneously there is a tremendous increase in the availability of large quantities of data in a multitude of applications, and a growing interest in exploiting the information that this data can provide to improve decision-making. Given the  importance of big data in business analytics, its explicit integration into an optimization process is a challenge with high potential impact. The project developped by LOBI is concerned with the interconection between ML approaches and a particular branch of optimization called bilevel  optimization (BO) in this “big data” context. More precisley, LOBI team will focus on the development of new approaches integrating ML within BO.