Computing weak counterfactual explanations for linear optimization: A new class of bilevel models and a tailored penalty alternating direction method

Authors

Publication Details

Journal
European Journal of Operational Research
Published
2026-02-01
DOI
https://doi.org/10.1016/j.ejor.2026.02.007
Primary Topic
Risk and Portfolio Optimization
Type
article
Field-Weighted Citation Impact
0.00
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
article

Computing weak counterfactual explanations for linear optimization: A new class of bilevel models and a tailored penalty alternating direction method

Henri Lefebvre, Martin Schmidt
European Journal of Operational Research
Risk and Portfolio Optimization
article

Computing weak counterfactual explanations for linear optimization: A new class of bilevel models and a tailored penalty alternating direction method

Henri Lefebvre, Martin Schmidt
article en

Abstract

No abstract available for this paper.
European Journal of Operational Research
Openalex Percentile: Top 64%
Risk and Portfolio Optimization
DOIOpen Access PDFOpenAlex
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.