Abstract Counterfactual explanation (CE) is a popular post hoc interpretability approach that explains how to obtain an alternative outcome from machine learning model by specifying minimum changes in the input. In line with this context, when model’s inputs represent actual individuals, actionable recourse (AR) refers personalized CE prescribes feasible according individual’s preferences. Henc...

In this paper, we consider a new formulation for stochastic mathematical programs with complementarity constraints and recourse. We show that the new formulation is equivalent to a smooth semi-infinite program that does no longer contain recourse variables. Optimality conditions for the problem are deduced and connections among the conditions are investigated. Then, we propose a combined Monte ...

In this paper we present a framework for solving stochastic programs with complete integer recourse and discretely distributed right-hand side vector, using Gröbner basis methods from computational algebra to solve the numerous second-stage integer programs. Using structural properties of the expected integer recourse function, we prove that under mild conditions an optimal solution is containe...

n this paper the problem of capacity planning under risk from demand and price/cost uncertainty of the finished products is addressed. The deterministic model is extended into a two-stage stochastic model with fixed recourse by means of various expected levels of demand as random. A recourse penalty is also included in the objective for both shortage and surplus in the finished products. The mo...

Ariyawansa and Zhu have introduced a class of volumetric barrier decomposition algorithms [5] for solving two-stage stochastic semidefinite programs with recourse (SSDPs) [4]. In this paper we utilize their work for SSDPs to derive a class of volumetric barrier decomposition algorithms for solving two-stage stochastic quadratic programs with recourse and to establish polynomial complexity of ce...

In this paper we present a parallel method for solving two-stage stochastic linear programs with restricted recourse. The mathematical model considered here can be used to represent several real-world applications, including ®nancial and production planning problems, for which signi®cant changes in the recourse solutions should be avoided because of their diculty to be implemented. Our paralle...