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Scenario reduction alleviates this issue by selecting a small, representative subset of scenarios to enable tractable computation. However, existing methods are largely problem-agnostic, operating solely on the uncertainty set without consulting the feasible region or recourse structure. In this paper, we introduce PRISE, a problem-driven sequential lookahead heuristic that constructs reduced scenario sets by evaluating the marginal impact of each scenario. While PRISE yields high-quality scenario subsets, each selection step requires solving multiple subproblems, making it computationally expensive at scale. To address this, we propose NeurPRISE, a neural surrogate model built on a GNN-Transformer backbone that encodes the per-scenario structure via graph convolution and captures cross-scenario interactions through ","title":"Learning Scenario Reduction for Two-Stage Robust Optimization with Discrete Uncertainty","url":"https://arxiv.org/abs/2605.14494","vendor":"arxiv_cs_ai"},"summary":"arXiv:2605.14494v1 Announce Type: new \nAbstract: Two-Stage Robust Optimization (2RO) with discrete uncertainty is challenging, often rendering exact solutions prohibitive. Scenario reduction alleviates this issue by selecting a small, representative subset of scenarios to enable tractable computation. However, existing methods are largely problem-agnostic, operating solely on the uncertainty set without consulting the feasible region or recourse structure. In this paper, we introduce PRISE, a problem-driven sequential lookahead heuristic that constructs reduced scenario sets by evaluating the marginal impact of each scenario. While PRISE yields high-quality scenario subsets, each selection step requires solving multiple subproblems, making it computationally expensive at scale. To address this, we propose NeurPRISE, a neural surrogate model built on a GNN-Transformer backbone that encodes the per-scenario structure via graph convolution and captures cross-scenario interactions through ","title":"Learning Scenario Reduction for Two-Stage Robust Optimization with Discrete Uncertainty","vendor":"arxiv_cs_ai"},"confidence":{"method":"deterministic"},"decision":"POSITIVE","issued_at":"2026-05-15T04:43:17Z","notes":"Spider vendor_press (news) news.vendor_press.v1","object":{"captured_by":"crovia.spider.vendor_press","primary_source_url":"https://arxiv.org/abs/2605.14494"},"predecessors":[],"schema":"crovia.axiom.v1","signature":"ed25519:27543e386406120bfbc2acf77e77aa975955c1724dab408b7a1ea2b8d313d5db13a7b86bb2e15edb870d8b85815013343c7bac2f242d9e7aa8928e360a259906","signer":"crovia.substrate","subject":{"observed_at":"2026-05-15T04:43:17Z","source_collector":"spider:vendor_press","target_id":"https://arxiv.org/abs/2605.14494"},"tsa":{"authority":"crovia.substrate.bootstrap","rfc3161_token":"{\"kind\":\"crovia.bootstrap.tsa\",\"source_jsonl\":\"/opt/crovia/spider/data/news/vendor_press_v1.jsonl\",\"source_seal_merkle_root\":\"spider_vendor_press_v1\",\"upgrade_path\":\"Sessione H \\u2014 OpenTimestamps weekly anchor\"}"},"zk_mode":"clear","zk_proof":null},"ledger":{"leaf_hash":"307f3feb6cf6abe40aa045b7221c5988b787cde1bd0a14cc00e4ffd29f6142ab","leaf_index":134450,"ledger_path":"/opt/crovia/substrate/axiom_ledger.jsonl"},"merkle_proof":{"hash_alg":"sha256","leaf_prefix":"0x00","node_prefix":"0x01","odd_leaf_rule":"duplicate_last","path":[{"sibling":"f9d7be71807b180be5f507f052027f3a9f9700520cde7fbcb493473b23eba17d","side":"right"},{"sibling":"53d0e3ed3ae10d3db30610cfddb265d3a198ba465641afc994e78339c36bbec9","side":"left"},{"sibling":"b533bf2ca3d50cea4c10af83bd34f11f3fd07a610ca4487fbc11d90c8fb7b2a2","side":"right"},{"sibling":"4366993d208738c4042249b7477cc5d3117f8838b2c5154f484e621d18ca0f9e","side":"right"},{"sibling":"561d6cb7dc243cdf3c362d8fb46ed3283d9dd05594a071f71c85748a9151277c","side":"left"},{"sibling":"9d64e063ec8d6f97cefcad7652b624c6029019d468e5fb00fe34fd6f6fa4e3e3","side":"left"},{"sibling":"95db707d4c2fb29f0e7091946b3cabe291908aa524bcc83e082b0ed9c09c741c","side":"right"},{"sibling":"74f15de1b6fc788befd85007692dbe91c695ee2181b0b20f20e5a3e4147eaa67","side":"right"},{"sibling":"4711a7f4329f1874c3aa1ae93c336e1d4fa402bdd4b3d766c2a95304ea226882","side":"left"},{"sibling":"8ce2a4687a8ceb409df2e1cb10e44a610b21dc294e518a8550b6d1122335ca2b","side":"right"},{"sibling":"36672459e5ed50c64ee1842b69cb6d2eb682c2a04844555be8d124257571994a","side":"left"},{"sibling":"727783827652adfa99c455bd80a01bfb33836228e51068b4f654ef3da468ca69","side":"left"},{"sibling":"623194cd30880ed223e306737fdb111aa0d781751bfc47553c404a6af6aad2c4","side":"right"},{"sibling":"fc8f53ed42756907fb79ee19a4ed09f72c560e5302b3d98198b96bf1da635a4a","side":"right"},{"sibling":"d6607539da7ba39ec68be2d12f27ed6768766c745e3120fd915f88c5e288e07c","side":"right"},{"sibling":"b63408a424d27cd6a75e0fb155e69a58a328f41e9cb9dba1eddef9a5289cc7fd","side":"right"},{"sibling":"356fb36a4e188f03d7a05c54cd8789bdd40eda454b9bc9560f667acc08e6c4e0","side":"right"},{"sibling":"d841ad93efda0869e5eb97678f348f03f5caab4353e05ff4bf18f47fb945b822","side":"left"}]},"schema":"crovia.axiom_proof.v1","seal":{"first_collector_run_id":"","first_receipt_hash":"","jsonl_path":"/opt/crovia/substrate/axiom_ledger.jsonl","key_id":"430895f101d38164","last_collector_run_id":"","last_receipt_hash":"","leaf_count":134886,"merkle_root":"c6c7ae28c065bced89e7f844216b073f1a7cc4b378db0d41a98bcd21b28066db","public_key_hex":"cf742e26f75669dc673cb5c0786a1ae23ae8ca19c347317192ce40c28a7ff25c","run_id":"hourly_json_retrofit_20260515T053701Z","schema":"crovia.seal.v1","seal_family_version":"crovia-seal-family/1","seal_kind":"substrate_batch","sealed_at":"2026-05-15T05:37:26Z","sig_algorithm":"ed25519","signature":"5a3978c26017daf4104adbb3e1c3099c5750157acbfc7242ece1815dc6740fe08a690291ce0afe42011e20cc565b5ebe64ec016bf658b5bab563a63337985c05","signer_version":"1.1.0"},"trust_root":{"key_id":"430895f101d38164","public_key_hex":"cf742e26f75669dc673cb5c0786a1ae23ae8ca19c347317192ce40c28a7ff25c","signature_algorithm":"ed25519","url":"/registry/canon/TRUST_ROOT.md"},"verifier":{"spec":"/registry/canon/AXIOM_RECEIPT_v1.md","url":"/v/axm_6b1e14c713770ca423cb270a4a56431cd82ebf762d80a7ba3fd80d7573f4760b"}}