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In this paper, it is demonstrated through a case study that multilayer feedforward neural networks activated by ReLU functions can in principle be trained iteratively with Mixed Integer Linear Programs (MILPs) as follows. Weights are…

Machine Learning · Computer Science 2021-04-12 Steffen Goebbels

We consider {\em Mixed Linear Regression (MLR)}, where training data have been generated from a mixture of distinct linear models (or clusters) and we seek to identify the corresponding coefficient vectors. We introduce a {\em Mixed Integer…

Machine Learning · Statistics 2019-09-10 Taiyao Wang , Ioannis Ch. Paschalidis

Mixed Integer Programming (MIP) is one of the most widely used modeling techniques for combinatorial optimization problems. In many applications, a similar MIP model is solved on a regular basis, maintaining remarkable similarities in model…

Artificial Intelligence · Computer Science 2019-09-10 Jian-Ya Ding , Chao Zhang , Lei Shen , Shengyin Li , Bing Wang , Yinghui Xu , Le Song

It is well known that selecting a good Mixed Integer Programming (MIP) formulation is crucial for an effective solution with state-of-the art solvers. While best practices and guidelines for constructing good formulations abound, there is…

Optimization and Control · Mathematics 2017-05-23 Juan Pablo Vielma

Global optimization of decision trees is a long-standing challenge in combinatorial optimization, yet such models play an important role in interpretable machine learning. Although the problem has been investigated for several decades, only…

Machine Learning · Computer Science 2026-02-03 Jiancheng Tu , Wenqi Fan , Zhibin Wu

Machine learning components commonly appear in larger decision-making pipelines; however, the model training process typically focuses only on a loss that measures accuracy between predicted values and ground truth values. Decision-focused…

Machine Learning · Computer Science 2019-07-19 Aaron Ferber , Bryan Wilder , Bistra Dilkina , Milind Tambe

Neural networks are known to be vulnerable to adversarial attacks, which are small, imperceptible perturbations that can significantly alter the network's output. Conversely, there may exist large, meaningful perturbations that do not…

Machine Learning · Computer Science 2023-05-18 Tianqi Cui , Thomas Bertalan , George J. Pappas , Manfred Morari , Ioannis G. Kevrekidis , Mahyar Fazlyab

This work introduces a framework to address the computational complexity inherent in Mixed-Integer Programming (MIP) models by harnessing the potential of deep learning. By employing deep learning, we construct problem-specific heuristics…

Optimization and Control · Mathematics 2024-05-13 Niki Triantafyllou , Maria M. Papathanasiou

We consider the problem of learning optimal binary classification trees. Literature on the topic has burgeoned in recent years, motivated both by the empirical suboptimality of heuristic approaches and the tremendous improvements in…

Machine Learning · Statistics 2020-05-14 Sina Aghaei , Andres Gomez , Phebe Vayanos

Mixed Integer Programming (MIP) solvers rely on an array of sophisticated heuristics developed with decades of research to solve large-scale MIP instances encountered in practice. Machine learning offers to automatically construct better…

Mixed-integer programming (MIP) technology offers a generic way of formulating and solving combinatorial optimization problems. While generally reliable, state-of-the-art MIP solvers base many crucial decisions on hand-crafted heuristics,…

Machine Learning · Computer Science 2022-05-31 Elias B. Khalil , Christopher Morris , Andrea Lodi

This paper develops a method to obtain the optimal value for the regularization coefficient in a general mixed-integer problem (MIP). This approach eliminates the cross-validation performed in the existing penalty techniques to obtain a…

Optimization and Control · Mathematics 2020-08-05 Behrad Soleimani , Behzad Khamidehi , Maryam Sabbaghian

We study the reformulation of integer linear programs by means of a mixed integer linear program with fewer integer variables. Such reformulations can be solved efficiently with mixed integer linear programming techniques. We exhibit…

Optimization and Control · Mathematics 2017-04-14 Jörg Bader , Robert Hildebrand , Robert Weismantel , Rico Zenklusen

We study optimization problems where the objective function is modeled through feedforward neural networks with rectified linear unit (ReLU) activation. Recent literature has explored the use of a single neural network to model either…

Machine Learning · Computer Science 2022-05-11 Keliang Wang , Leonardo Lozano , Carlos Cardonha , David Bergman

Recent work has shown potential in using Mixed Integer Programming (MIP) solvers to optimize certain aspects of neural networks (NNs). However the intriguing approach of training NNs with MIP solvers is under-explored.…

Machine Learning · Computer Science 2023-04-03 Tómas Thorbjarnarson , Neil Yorke-Smith

This paper presents a novel approach to the joint optimization of job scheduling and data allocation in grid computing environments. We formulate this joint optimization problem as a mixed integer quadratically constrained program. To…

This paper introduces a class of mixed-integer formulations for trained ReLU neural networks. The approach balances model size and tightness by partitioning node inputs into a number of groups and forming the convex hull over the partitions…

Optimization and Control · Mathematics 2021-10-22 Calvin Tsay , Jan Kronqvist , Alexander Thebelt , Ruth Misener

This article presents the first mixed-integer linear programming (MILP)-based iterative algorithm to solve factorable mixed-integer nonlinear programs (MINLPs) with bounded, differentiable periodic functions to global optimality with an…

Optimization and Control · Mathematics 2025-10-01 Christopher Montez , Sujeevraja Sanjeevi , Kaarthik Sundar

In this paper, we explore model-based approach to training robust and interpretable binarized regression models for multiclass classification tasks using Mixed-Integer Programming (MIP). Our MIP model balances the optimization of prediction…

Machine Learning · Computer Science 2022-03-22 Sanjana Tule , Nhi Ha Lan Le , Buser Say

We introduce a mixed integer program (MIP) for assigning importance scores to each neuron in deep neural network architectures which is guided by the impact of their simultaneous pruning on the main learning task of the network. By…

Machine Learning · Computer Science 2023-07-26 Mostafa ElAraby , Guy Wolf , Margarida Carvalho