PyTorch-based End-to-End Predict-then-Optimize Tool
Project description
PyEPO (PyTorch-based End-to-End Predict-then-Optimize Tool) is a Python-based, open-source software that supports modeling and solving predict-then-optimize problems with the linear objective function. The core capability of PyEPO is to build optimization models with GurobiPy, COPT, Pyomo, Google OR-Tools, MPAX, or any other solvers and algorithms, then embed the optimization model into an artificial neural network for the end-to-end training. For this purpose, PyEPO implements various methods as PyTorch autograd modules.
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