Related papers: Partition-based formulations for mixed-integer opt…
The training process of ReLU neural networks often exhibits complicated nonlinear phenomena. The nonlinearity of models and non-convexity of loss pose significant challenges for theoretical analysis. Therefore, most previous theoretical…
Mixed integer convex and nonlinear programs, MICP and MINLP, are expressive but require long solving times. Recent work that combines learning methods on solver heuristics has shown potential to overcome this issue allowing for applications…
We prove that finding all globally optimal two-layer ReLU neural networks can be performed by solving a convex optimization program with cone constraints. Our analysis is novel, characterizes all optimal solutions, and does not leverage…
We investigate the complexity of training a two-layer ReLU neural network with weight decay regularization. Previous research has shown that the optimal solution of this problem can be found by solving a standard cone-constrained convex…
We derive upper bounds on the complexity of ReLU neural networks approximating the solution of a linear system given the matrix and the right-hand side. We focus on matrices which are symmetric positive definite and sparse, as they appear…
Neural networks can be trained to solve regression problems by using gradient-based methods to minimize the square loss. However, practitioners often prefer to reformulate regression as a classification problem, observing that training on…
Mixed integer set representations, and specifically hybrid zonotopes, have enabled new techniques for reachability and verification of nonlinear and hybrid systems. Mixed-integer sets which have the property that their convex relaxation is…
The increasing penetration of renewables in distribution networks calls for faster and more advanced voltage regulation strategies. A promising approach is to formulate the problem as an optimization problem, where the optimal reactive…
Large number of ReLU and MAC operations of Deep neural networks make them ill-suited for latency and compute-efficient private inference. In this paper, we present a model optimization method that allows a model to learn to be shallow. In…
In this paper, we identify partial correlation information structures that allow for simpler reformulations in evaluating the maximum expected value of mixed integer linear programs with random objective coefficients. To this end, assuming…
Region-specific linear models are widely used in practical applications because of their non-linear but highly interpretable model representations. One of the key challenges in their use is non-convexity in simultaneous optimization of…
In this paper, we introduce a technique to enhance the computational efficiency of solution algorithms for high-dimensional discrete simulation-based optimization problems. The technique is based on innovative adaptive partitioning…
In this paper, we study the mixed-integer nonlinear set given by a separable quadratic constraint on continuous variables, where each continuous variable is controlled by an additional indicator. This set occurs pervasively in optimization…
This paper presents a new method for pre-training neural networks that can decrease the total training time for a neural network while maintaining the final performance, which motivates its use on deep neural networks. By partitioning the…
We introduce an output layer for neural networks that ensures satisfaction of convex constraints. Our approach, $\Pi$net, leverages operator splitting for rapid and reliable projections in the forward pass, and the implicit function theorem…
We present a novel layerwise optimization algorithm for the learning objective of Piecewise-Linear Convolutional Neural Networks (PL-CNNs), a large class of convolutional neural networks. Specifically, PL-CNNs employ piecewise linear…
The non-convexity of the artificial neural network (ANN) training landscape brings inherent optimization difficulties. While the traditional back-propagation stochastic gradient descent (SGD) algorithm and its variants are effective in…
We establish a broad methodological foundation for mixed-integer optimization with learned constraints. We propose an end-to-end pipeline for data-driven decision making in which constraints and objectives are directly learned from data…
We present a novel relaxation framework for general mixed-integer nonlinear programming (MINLP) grounded in computational geometry. Our approach constructs polyhedral relaxations by convexifying finite sets of strategically chosen points,…
Discrete optimization belongs to the set of $\mathcal{NP}$-hard problems, spanning fields such as mixed-integer programming and combinatorial optimization. A current standard approach to solving convex discrete optimization problems is the…