{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/learning-in-inverse-optimization-incenter","title":"Learning in Inverse Optimization: Incenter Cost, Augmented Suboptimality Loss, and Algorithms","arxiv_id":"2305.07730","date":"2023-05-12","proceeding":null,"authors":["Pedro Zattoni Scroccaro","Bilge Atasoy","Peyman Mohajerin Esfahani"],"abstract":"In Inverse Optimization (IO), an expert agent solves an optimization problem parametric in an exogenous signal. From a learning perspective, the goal is to learn the expert's cost function given a dataset of signals and corresponding optimal actions. Motivated by the geometry of the IO set of consistent cost vectors, we introduce the \"incenter\" concept, a new notion akin to circumcenter recently proposed by Besbes et al. (2023). Discussing the geometric and robustness interpretation of the incenter cost vector, we develop corresponding tractable convex reformulations, which are in contrast with the circumcenter, which we show is equivalent to an intractable optimization program. We further propose a novel loss function called Augmented Suboptimality Loss (ASL), a relaxation of the incenter concept for problems with inconsistent data. Exploiting the structure of the ASL, we propose a novel first-order algorithm, which we name Stochastic Approximate Mirror Descent. This algorithm combines stochastic and approximate subgradient evaluations, together with mirror descent update steps, which is provably efficient for the IO problems with discrete feasible sets with high cardinality. We implement the IO approaches developed in this paper as a Python package called InvOpt. Our numerical experiments are reproducible, and the underlying source code is available as examples in the InvOpt package.","url_abs":"https://arxiv.org/abs/2305.07730v2","url_pdf":"https://arxiv.org/pdf/2305.07730v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"learning-in-inverse-optimization-incenter","repo_url":"https://github.com/pedroszattoni/invopt","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":"https://syntology.ai/paper/2305.07730","atlas_url":"https://app.syntology.ai/?focus=2305.07730","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"2305.07730"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-25T09:33:49+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. Samples come from repositories linked to the paper, official or community; repo_kind says which.","repos":[{"provenance":"external:paperswithcode_snapshot_2025-07-28","url":"https://github.com/pedroszattoni/invopt","reach":null}],"summary":{"ran_draft_wrong":1},"by_repo_kind":{"official":{"samples":1,"ran":1,"repositories":1}},"repo_kind_vocabulary":{"official":"The archive marks this repository official for the paper","named_in_paper":"The archive records that the paper mentions this repository; it is not marked official","listed":"In the archive's code links for this paper, not marked official and not recorded as mentioned in the paper","found_in_text":"Syntology found this repository in the paper's own text; whether it is the authors' implementation is not asserted","community":"Not in the archive's code links for this paper; a community repository Syntology harvested"},"n_pointer_only_for_licence":0,"samples":[{"code_sha256_prefix":"f81b8a1f93701a57","entry":"create_datasets","repo":"pedroszattoni/invopt","repo_kind":"official","path":"examples/FOM/first_order_methods.py","file_url":"https://github.com/pedroszattoni/invopt/blob/HEAD/examples/FOM/first_order_methods.py","link_basis":"first_harvest_node","language":"python","status":"ran_draft_wrong","verification_level":1,"contract_check":"MISDECLARED","metamorphic_tier":"deterministic","behaviour_fingerprint":false,"licence":"MIT","inline_ok":true,"mcp_get_code":{"code_sha256":"f81b8a1f93701a57"}}]},"arxiv_metadata":null,"syntology_extracted_results":null}