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docs/make.jl

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"Tutorials" => include_tutorial ? md_tutorial_files : [],
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"Benchmark problems list" => [
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"benchmarks/subset_selection.md",
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"benchmarks/portfolio_optimization.md",
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"benchmarks/fixed_size_shortest_path.md",
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"benchmarks/warcraft.md",
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"benchmarks/portfolio_optimization.md",
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],
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"API reference" =>
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["api/interface.md", "api/decision_focused.md", "api/warcraft.md"],
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# Shortest paths
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[`FixedSizeShortestPathBenchmark`](@ref)
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[`FixedSizeShortestPathBenchmark`](@ref) is a benchmark problem that consists of finding the shortest path in a grid graph between the top left and bottom right corners.
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In this benchmark, the grid size is the same for all instances.
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# Portfolio Optimization
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[`PortfolioOptimizationBenchmark`](@ref)
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[`PortfolioOptimizationBenchmark`](@ref) is a Markovitz portfolio optimization problem, where asset prices are unknown, and only contextual data is available to predict these prices.
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The goal is to predict asset prices $c$ and maximize the expected return of a portfolio, subject to a risk constraint using this maximization program:
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```math
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\begin{aligned}
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\max\quad & c^\top x\\
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\text{s.t.}\quad & x^\top \Sigma x \leq \gamma\\
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& 1^\top x \leq 1\\
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& x \geq 0
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\end{aligned}
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```

docs/src/benchmarks/subset_selection.md

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As input, instead of the items costs, we are given a feature vector, such that an unknown linear mapping between the feature vector and the value of the items exists.
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By default, this linear mapping is the identity mapping, i.e., the value of each item is equal to the value of the corresponding feature vector element.
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However, this mapping can be changed by setting the `identity_mapping` parameter to false.
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However, this mapping can be changed by setting the `identity_mapping` parameter to `false`.

docs/src/benchmarks/warcraft.md

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# Warcraft
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[`WarcraftBenchmark`](@ref)
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See the tutorial for a full demo of [`WarcraftBenchmark`](@ref).

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