Henry Aldridge-Krawciw

Eigenvalue-Decomposition Cost Denoising as an Alternative to Predict-then-Optimize for Shortest-Path Problems

This work proposes and evaluates a structurally different remedy for a specific but common setting: when the decision-maker observes many noisy realizations of the same underlying cost process, the realized cost vectors themselves can be treated as a noisy signal and denoised directly, via eigenvalue decomposition of t...