SOC-ICNNs admit exact dual-variable recovery of first-order geometry and local Hessians as value functions of SOCPs.
A New Input Convex Neural Network with Application to Options Pricing
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
cs.LG 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Exact Dual Geometry of SOC-ICNN Value Functions
SOC-ICNNs admit exact dual-variable recovery of first-order geometry and local Hessians as value functions of SOCPs.