ICNN-enhanced 2SP: Leveraging input convex neural networks for solving two-stage stochastic programming
arXiv:2505.05261v3 Announce Type: replace-cross Abstract: Two-stage stochastic programming (2SP) offers a basic framework for modelling decision-making under uncertainty, yet scalability remains a challenge due to the computational complexity of recourse function evaluation. Existing learning-based methods like Neural Two-Stage Stochastic Programming…
