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We present strong mixed-integer programming (MIP) formulations for high-dimensional piecewise linear functions that correspond to trained neural networks. These formulations can be used for a number of important tasks, such as verifying…

Optimization and Control · Mathematics 2020-01-23 Ross Anderson , Joey Huchette , Will Ma , Christian Tjandraatmadja , Juan Pablo Vielma

Artificial Neural Networks (ANNs) are prevalent machine learning models that are applied across various real-world classification tasks. However, training ANNs is time-consuming and the resulting models take a lot of memory to deploy. In…

Machine Learning · Computer Science 2022-06-27 Vrishabh Patil , Yonatan Mintz

Deep neural networks (DNNs) are widely studied in various applications. A DNN consists of layers of neurons that compute affine combinations, apply nonlinear operations, and produce corresponding activations. The rectified linear unit…

Machine Learning · Computer Science 2024-02-13 Navid Aftabi , Nima Moradi , Fatemeh Mahroo

This paper presents a unified mixed-integer programming framework for training sparse and interpretable neural networks. We develop exact formulations for both fully connected and convolutional architectures by modeling nonlinearities such…

Artificial Intelligence · Computer Science 2025-04-22 Masoud Ataei , Edrin Hasaj , Jacob Gipp , Sepideh Forouzi

An important problem in optimization is the construction of mixed-integer programming (MIP) formulations of disjunctive constraints that are both strong and small. Motivated by lower bounds on the number of integer variables that are…

Optimization and Control · Mathematics 2017-12-05 Joey Huchette , Juan Pablo Vielma

This paper introduces scalable, sampling-based algorithms that optimize trained neural networks with ReLU activations. We first propose an iterative algorithm that takes advantage of the piecewise linear structure of ReLU neural networks…

Optimization and Control · Mathematics 2022-06-07 Georgia Perakis , Asterios Tsiourvas

Solving mixed-integer optimization problems with embedded neural networks with ReLU activation functions is challenging. Big-M coefficients that arise in relaxing binary decisions related to these functions grow exponentially with the…

Optimization and Control · Mathematics 2025-02-06 Christoph Plate , Mirko Hahn , Alexander Klimek , Caroline Ganzer , Kai Sundmacher , Sebastian Sager

We consider the embedding of piecewise-linear deep neural networks (ReLU networks) as surrogate models in mixed-integer linear programming (MILP) problems. A MILP formulation of ReLU networks has recently been applied by many authors to…

Optimization and Control · Mathematics 2022-01-10 Bjarne Grimstad , Henrik Andersson

We present a technique for neural network verification using mixed-integer programming (MIP) formulations. We derive a \emph{strong formulation} for each neuron in a network using piecewise linear activation functions. Additionally, as in…

Machine Learning · Computer Science 2022-11-29 Tu Anh-Nguyen , Joey Huchette

We give an explicit geometric way to build mixed-integer programming (MIP) formulations for unions of polyhedra. The construction is simply described in terms of spanning hyperplanes in an r-dimensional linear space. The resulting MIP…

Optimization and Control · Mathematics 2019-10-11 Joey Huchette , Juan Pablo Vielma

ReLU neural networks trained as surrogate models can be embedded exactly in mixed-integer linear programs (MILPs), enabling global optimization over the learned function. The tractability of the resulting MILP depends on structural…

Optimization and Control · Mathematics 2026-04-27 Calvin Tsay

The use of Mixed-Integer Linear Programming (MILP) models to represent neural networks with Rectified Linear Unit (ReLU) activations has become increasingly widespread in the last decade. This has enabled the use of MILP technology to…

Optimization and Control · Mathematics 2024-02-01 Fabian Badilla , Marcos Goycoolea , Gonzalo Muñoz , Thiago Serra

We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…

Machine Learning · Statistics 2021-06-08 Antoine Dedieu , Hussein Hazimeh , Rahul Mazumder

We present a new mixed-integer programming (MIP) approach for offline multiple change-point detection by casting the problem as a globally optimal piecewise linear (PWL) fitting problem. Our main contribution is a family of strengthened MIP…

Optimization and Control · Mathematics 2026-02-13 Apoorva Narula , Santanu S. Dey , Yao Xie

We consider integer programming problems with bounded general-integer variables belonging to the general class of network flow problems. For those, we computationally investigate the effect on mixed-integer linear programming (MIP) solvers…

Optimization and Control · Mathematics 2026-04-09 Pierre Bonami , Sanjeeb Dash , Anton Derkach , Andrea Lodi

We study the Rectified Linear Unit (ReLU) dual, an existing dual formulation for stochastic programs that reformulates non-anticipativity constraints using ReLU functions to generate tight, non-convex, and mixed-integer representable cuts.…

Optimization and Control · Mathematics 2026-02-06 Akul Bansal , Simge Küçükyavuz

Embedding deep neural networks (NNs) into mixed-integer programs (MIPs) is attractive for decision making with learned constraints, yet state-of-the-art monolithic linearisations blow up in size and quickly become intractable. In this…

Optimization and Control · Mathematics 2025-11-13 Shuli Zeng , Sijia Zhang , Feng Wu , Shaojie Tang , Xiang-Yang Li

In this work, we explore the efficacy of rectified linear unit artificial neural networks in addressing the intricate challenges of convoluted constraints arising from feedback linearization mapping. Our approach involves a comprehensive…

Systems and Control · Electrical Eng. & Systems 2024-05-27 Huu-Thinh Do , Ionela Prodan

Mixed-integer linear programming (MILP) is widely employed for modeling combinatorial optimization problems. In practice, similar MILP instances with only coefficient variations are routinely solved, and machine learning (ML) algorithms are…

Optimization and Control · Mathematics 2023-03-07 Qingyu Han , Linxin Yang , Qian Chen , Xiang Zhou , Dong Zhang , Akang Wang , Ruoyu Sun , Xiaodong Luo

We can compare the expressiveness of neural networks that use rectified linear units (ReLUs) by the number of linear regions, which reflect the number of pieces of the piecewise linear functions modeled by such networks. However,…

Machine Learning · Computer Science 2019-12-17 Thiago Serra , Srikumar Ramalingam
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