2 papers
math.OC2026
Input convex neural networks as surrogates in mathematical optimisation
Yu Liu, Jan Kronqvist, Fabricio Oliveira
Embedding trained neural networks as surrogates within optimisation problems is an established practice in operations research. The prevailing approach uses feedforward neural netw…
math.OC2026
ICNN-enhanced 2SP: Leveraging input convex neural networks for solving two-stage stochastic programming
Yu Liu, Fabricio Oliveira, Jan Kronqvist
Two-stage stochastic programming (2SP) offers a basic framework for modelling decision-making under uncertainty, yet scalability remains a challenge due to the computational comple…