Learning Feasible Decisions Directly from Features for Combinatorial Optimization
A solver-free way to predict decisions that are feasible by construction, trained to minimise regret, not prediction error.
Proposes LR-STE, which projects a neural predictor’s output onto the problem’s linear relaxation and applies a feasibility-correction layer, trained end-to-end with a straight-through estimator to minimise decision regret rather than prediction error. Benchmarked on 0/1 Knapsack and the Travelling Salesperson Problem against SPO+, two-stage predict-then-optimize, and projection-free (STE) baselines.