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We are interested in assessing the use of neural networks as surrogate models to approximate and minimize objective functions in optimization problems. While neural networks are widely used for machine learning tasks such as classification…

Machine Learning · Computer Science 2023-11-22 Tommaso Giovannelli , Oumaima Sohab , Luis Nunes Vicente

Nonlinear optimization-based control policies, such as those those arising in nonlinear Model Predictive Control, have seen remarkable success in recent years. These policies require solving computationally demanding nonlinear optimization…

Optimization and Control · Mathematics 2025-12-02 Riccardo Zuliani , Efe C. Balta , John Lygeros

Neural networks are increasingly used in complex (data-driven) simulations as surrogates or for accelerating the computation of classical surrogates. In many applications physical constraints, such as mass or energy conservation, must be…

Computational Physics · Physics 2020-02-25 Jim Magiera , Deep Ray , Jan S. Hesthaven , Christian Rohde

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

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

Recently, neural networks have been widely applied in the power system area. They can be used for better predicting input information and modeling system performance with increased accuracy. In some applications such as battery degradation…

Machine Learning · Computer Science 2025-05-27 Cunzhi Zhao , Fan Jiang , Xingpeng Li

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

Constructing first-principles models is usually a challenging and time-consuming task due to the complexity of the real-life processes. On the other hand, data-driven modeling, and in particular neural network models often suffer from…

Optimization and Control · Mathematics 2023-02-03 Ece S. Koksal , Erdal Aydin

Optimal actuator and control design is studied as a multi-level optimisation problem, where the actuator design is evaluated based on the performance of the associated optimal closed loop. The evaluation of the optimal closed loop for a…

Optimization and Control · Mathematics 2024-02-13 Dante Kalise , Estefanía Loayza-Romero , Kirsten A. Morris , Zhengang Zhong

We propose an optimization algorithm to improve the design and performance of quantum communication networks. When physical architectures become too complex for analytical methods, numerical simulation becomes essential to study quantum…

Quantum Physics · Physics 2025-08-21 Luise Prielinger , Álvaro G. Iñesta , Gayane Vardoyan

In constraint learning, we use a neural network as a surrogate for part of the constraints or of the objective function of an optimization model. However, the tractability of the resulting model is heavily influenced by the size of the…

Optimization and Control · Mathematics 2026-03-19 Hung Pham , Aiden Ren , Ibrahim Tahir , Jiatai Tong , Thiago Serra

In this paper, we develop unrolled neural networks to solve constrained optimization problems, offering accelerated, learnable counterparts to dual ascent (DA) algorithms. Our framework, termed constrained dual unrolling (CDU), comprises…

Machine Learning · Computer Science 2026-01-27 Samar Hadou , Alejandro Ribeiro

We propose a reduced-space formulation for optimizing over trained neural networks where the network's outputs and derivatives are evaluated on a GPU. To do this, we treat the neural network as a "gray box" where intermediate variables and…

Machine Learning · Computer Science 2025-12-10 Robert Parker , Oscar Dowson , Nicole LoGiudice , Manuel Garcia , Russell Bent

This study aims to benchmark candidate strategies for embedding neural network (NN) surrogates in nonlinear model predictive control (NMPC) formulations that are subject to systems described with partial differential equations and that are…

Systems and Control · Electrical Eng. & Systems 2025-01-14 Carlos Andrés Elorza Casas , Luis A. Ricardez-Sandoval , Joshua L. Pulsipher

Surrogate modeling of non-linear oscillator networks remains challenging due to discrepancies between simplified analytical models and real-world complexity. To bridge this gap, we investigate hybrid reservoir computing, combining reservoir…

Systems and Control · Electrical Eng. & Systems 2025-05-20 Andrew Shannon , Conor Houghton , David Barton , Martin Homer

Optimization problems with nonlinear cost functions and combinatorial constraints appear in many real-world applications but remain challenging to solve efficiently compared to their linear counterparts. To bridge this gap, we propose…

Machine Learning · Computer Science 2023-07-20 Aaron Ferber , Taoan Huang , Daochen Zha , Martin Schubert , Benoit Steiner , Bistra Dilkina , Yuandong Tian

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…

Systems and Control · Electrical Eng. & Systems 2026-01-22 Yogesh Pipada Sunil Kumar , S. Ali Pourmousavi , Jon A. R. Liisberg , Julian Lesmos-Vinasco

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,…

Optimization and Control · Mathematics 2026-04-03 Giacomo Lastrucci , Tanuj Karia , Victor Schulte , Dominik Bongartz , Artur M. Schweidtmann

Recurrent neural network (RNN)'s architecture is a key factor influencing its performance. We propose algorithms to optimize hidden sizes under running time constraint. We convert the discrete optimization into a subset selection problem.…

Machine Learning · Statistics 2018-02-22 Junqi Jin , Ziang Yan , Kun Fu , Nan Jiang , Changshui Zhang

A promising approach to optimal control of nonlinear systems involves iteratively linearizing the system and solving an optimization problem at each time instant to determine the optimal control input. Since this approach relies on online…

Optimization and Control · Mathematics 2025-01-30 Anran Li , John P. Swensen , Mehdi Hosseinzadeh
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