Related papers: ReLU Networks as Surrogate Models in Mixed-Integer…
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…
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…
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…
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,…
Neural networks are increasingly used as surrogates in optimization problems to replace computationally expensive models. However, embedding ReLU neural networks in mathematical programs introduces significant computational challenges,…
ReLU neural networks have been modelled as constraints in mixed integer linear programming (MILP), enabling surrogate-based optimisation in various domains and efficient solution of machine learning certification problems. However, previous…
Mixed-integer optimization is at the core of many online decision-making systems that demand frequent updates of decisions in real time. However, due to their combinatorial nature, mixed-integer linear programs (MILPs) can be difficult to…
We present an ideal mixed-integer programming (MIP) formulation for a rectified linear unit (ReLU) appearing in a trained neural network. Our formulation requires a single binary variable and no additional continuous variables beyond the…
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…
The ongoing decarbonisation of power systems is driving an increasing reliance on distributed energy resources, which introduces complex and nonlinear interactions that are difficult to capture in conventional optimisation models. As a…
We consider nonlinear optimization problems that involve surrogate models represented by neural networks. We demonstrate first how to directly embed neural network evaluation into optimization models, highlight a difficulty with this…
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…
When optimizing a nonlinear objective, one can employ a neural network as a surrogate for the nonlinear function. However, the resulting optimization model can be time-consuming to solve globally with exact methods. As a result, local…
Deep Neural Networks (DNNs) are very popular these days, and are the subject of a very intense investigation. A DNN is made by layers of internal units (or neurons), each of which computes an affine combination of the output of the units in…
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…
Mixed Integer Linear Programming (MILP) is a pillar of mathematical optimization that offers a powerful modeling language for a wide range of applications. During the past decades, enormous algorithmic progress has been made in solving…
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…
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…
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…
This paper deals with a distributed Mixed-Integer Linear Programming (MILP) set-up arising in several control applications. Agents of a network aim to minimize the sum of local linear cost functions subject to both individual constraints…