math.OC · 2026-06-25 · No. 34

Optimization and Control, 2026-06-25.

2 new papers in math.OC. Titles, authors, abstracts. Links to arXiv. Want this in your inbox every morning? Subscribe →

01 — The papers

2 entries
  1. 01

    Generating Input Distributions for Explaining Portfolio Optimization Pipelines

    Batuhan Ataş, Nurşen Aydın, E. Mehmet Kıral, Ş. İlker Birbil

    math.OC · cs.LG

    We propose a predict-optimize-explain framework that uses gradient-based sample generation to interpret various portfolio models by identifying macroeconomic conditions that induce specified portfolio outcomes. Unlike traditional feature-importance methods, this approach directly probes decision pipelines (predictive models coupled with portfolio optimization) by constructing economically meaningful what-if questions. We focus on four such...

    arxiv.org/abs/2606.25808 · PDF

  2. 02

    Learning Optimization Proxies for Sequential Contextual Stochastic Programs: An Order Fulfillment Application

    Tinghan Ye, Shuaicheng Tong, Changkun Guan, Beste Basciftci, Pascal Van Hentenryck

    math.OC · cs.LG

    Sequential contextual stochastic programs model real-time decision systems in which each time epoch commits to an action under uncertainty whose consequences propagate into future decisions. In many practical contexts, these programs require obtaining solutions rapidly as new information becomes available. These problems can be represented through scenario approximations to be solved by off-the-shelf optimization solvers, which achieve high...

    arxiv.org/abs/2606.25362 · PDF

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