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Support for contextual stochastic optimization problems#60

Merged
BatyLeo merged 5 commits intomainfrom
contextual
Mar 25, 2026
Merged

Support for contextual stochastic optimization problems#60
BatyLeo merged 5 commits intomainfrom
contextual

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@BatyLeo BatyLeo commented Mar 20, 2026

Summary

  • Rename DataSample.contextDataSample.maximizer_kwargs
  • Add generate_context hook to the exogenous stochastic interface, enabling contextual information correlated with randomness
  • Add SampleAverageApproximation wrapper that converts any ExogenousStochasticBenchmark into a static benchmark with pre-drawn scenarios
  • Add ContextualStochasticArgmaxBenchmark as the minimal reference implementation of the new contextual
    interface

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codecov Bot commented Mar 20, 2026

Codecov Report

❌ Patch coverage is 91.00000% with 9 lines in your changes missing coverage. Please review.

Files with missing lines Patch % Lines
...hasticVehicleScheduling/solution/algorithms/mip.jl 0.00% 4 Missing ⚠️
src/StochasticVehicleScheduling/policies.jl 75.00% 3 Missing ⚠️
src/Utils/data_sample.jl 91.66% 1 Missing ⚠️
src/Utils/interface.jl 97.61% 1 Missing ⚠️
Files with missing lines Coverage Δ
ext/DFLBenchmarksPlotsExt.jl 100.00% <ø> (ø)
...tualStochasticArgmax/ContextualStochasticArgmax.jl 100.00% <100.00%> (ø)
src/ContextualStochasticArgmax/policies.jl 100.00% <100.00%> (ø)
src/DecisionFocusedLearningBenchmarks.jl 100.00% <ø> (ø)
...icVehicleScheduling/StochasticVehicleScheduling.jl 100.00% <ø> (ø)
src/Utils/Utils.jl 100.00% <ø> (ø)
src/Utils/maximizers.jl 100.00% <100.00%> (ø)
src/Utils/data_sample.jl 93.10% <91.66%> (ø)
src/Utils/interface.jl 93.61% <97.61%> (+2.23%) ⬆️
src/StochasticVehicleScheduling/policies.jl 81.25% <75.00%> (-18.75%) ⬇️
... and 1 more
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Comment thread docs/src/tutorials/warcraft_tutorial.jl Outdated
Comment thread src/ContextualStochasticArgmax/ContextualStochasticArgmax.jl Outdated
Comment thread src/ContextualStochasticArgmax/ContextualStochasticArgmax.jl
Comment thread src/ContextualStochasticArgmax/ContextualStochasticArgmax.jl Outdated
Comment thread src/ContextualStochasticArgmax/ContextualStochasticArgmax.jl Outdated
Comment thread src/StochasticVehicleScheduling/policies.jl Outdated
Comment thread src/Utils/data_sample.jl Outdated
Comment thread src/Utils/interface.jl Outdated
Comment thread src/Utils/interface.jl Outdated
Comment thread test/contextual_stochastic_argmax.jl Outdated
@BatyLeo BatyLeo marked this pull request as ready for review March 24, 2026 16:30
@BatyLeo BatyLeo merged commit 4282039 into main Mar 25, 2026
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@BatyLeo BatyLeo deleted the contextual branch March 25, 2026 15:02
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