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I am working on a marketing optimization problem, where the goal is maximize profit by optimally allocating spend to different products. Constraint is getting at least 1 Million revenue.

As a first step, I built a model to predict the revenue using XGboost (which I can use to calculate profit given spend). Now, how can I use this xgboost model as the objective function to optimize overall profit ( allocating spend across different products) given the constraint on revenue. What are some methods for this optimization ?

The Xgboost model uses about 6-7 variables like spend, target population, product, month etc.I came across linear programming for optimization but noticed LP uses linear objective function. I am newbie to optimization. I am not sure if I can/how to use xgboost model as objective function in Nonlinear optimization.

tjt
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    The first part, as you've suggested, can be easily done with ```xgboost```. I am not quite sure how ```xgboost``` can be applied for the 2nd part. But as you mentioned, it can be formulated as an optimization problem easily. Having said that, you may try your luck at https://or.stackexchange.com/. Folks there may surprise you. – Shibaprasadb Oct 12 '21 at 06:55

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