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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 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

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

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

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

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

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 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…

Optimization and Control · Mathematics 2019-03-04 Ross Anderson , Joey Huchette , Christian Tjandraatmadja , Juan Pablo Vielma

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…

Optimization and Control · Mathematics 2026-03-19 Jiatai Tong , Yilin Zhu , Thiago Serra , Samuel Burer

Rectified Linear Units (ReLU) have become the main model for the neural units in current deep learning systems. This choice has been originally suggested as a way to compensate for the so called vanishing gradient problem which can undercut…

Disordered Systems and Neural Networks · Physics 2024-05-06 Carlo Baldassi , Enrico M. Malatesta , Riccardo Zecchina

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

We propose a unified framework to address a family of classical mixed-integer optimization problems with logically constrained decision variables, including network design, facility location, unit commitment, sparse portfolio selection,…

Optimization and Control · Mathematics 2021-10-19 Dimitris Bertsimas , Ryan Cory-Wright , Jean Pauphilet

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…

Numerical Analysis · Mathematics 2026-03-20 Benjamin Dörich , Roland Maier , Lukas Ullmer

Large Language Models (LLMs) with billions of parameters have drastically transformed AI applications. However, their demanding computation during inference has raised significant challenges for deployment on resource-constrained devices.…

The choice of activation function can have a large effect on the performance of a neural network. While there have been some attempts to hand-engineer novel activation functions, the Rectified Linear Unit (ReLU) remains the most…

Machine Learning · Computer Science 2020-04-14 Garrett Bingham , William Macke , Risto Miikkulainen

It has been shown that neural network classifiers are not robust. This raises concerns about their usage in safety-critical systems. We propose in this paper a regularization scheme for ReLU networks which provably improves the robustness…

Machine Learning · Computer Science 2019-03-11 Francesco Croce , Maksym Andriushchenko , Matthias Hein

It is commonly recognized that the expressiveness of deep neural networks is contingent upon a range of factors, encompassing their depth, width, and other relevant considerations. Currently, the practical performance of the majority of…

Machine Learning · Computer Science 2023-11-08 Xuan Qi , Yi Wei

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

Scheduling problems requires to explicitly account for control considerations in their optimisation. The literature proposes two traditional ways to solve this integrated problem: hierarchical and monolithic. The monolithic approach ignores…

Systems and Control · Electrical Eng. & Systems 2023-04-27 Roberto X. Jiménez J

We can compress a rectifier network while exactly preserving its underlying functionality with respect to a given input domain if some of its neurons are stable. However, current approaches to determine the stability of neurons with…

Machine Learning · Computer Science 2021-10-29 Thiago Serra , Xin Yu , Abhinav Kumar , Srikumar Ramalingam
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