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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

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

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

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…

Systems and Control · Electrical Eng. & Systems 2024-05-27 Huu-Thinh Do , Ionela Prodan

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

In this paper we solve mixed-integer linear programs (MILPs) via distributed asynchronous saddle point computation. This work is motivated by the MILPs being able to model problems in multi-agent autonomy, such as task assignment problems…

Optimization and Control · Mathematics 2024-10-16 Luke Fina , Christopher Petersen , Matthew Hale

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

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

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…

Optimization and Control · Mathematics 2026-04-21 Shivi Dixit , Rishabh Gupta , Qi Zhang

Lagrangian Relaxation (LR) is a powerful technique for solving large-scale Mixed Integer Linear Programming (MILP), particularly those with decomposable structures, such as vehicle routing or unit commitment problems. By relaxing the…

Machine Learning · Statistics 2026-05-27 Tung Quoc Le , Anh Tuan Nguyen , Viet Anh Nguyen

Besides training, mathematical optimization is also used in deep learning to model and solve formulations over trained neural networks for purposes such as verification, compression, and optimization with learned constraints. However,…

Optimization and Control · Mathematics 2024-01-30 Jiatai Tong , Junyang Cai , Thiago Serra

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

We solve large-scale mixed-integer linear programs (MILPs) via distributed asynchronous saddle point computation. This is motivated by the MILPs being able to model problems in multi-agent autonomy, e.g., task assignment problems and…

Optimization and Control · Mathematics 2022-11-23 Luke Fina , Matthew Hale

We develop exact representations of training two-layer neural networks with rectified linear units (ReLUs) in terms of a single convex program with number of variables polynomial in the number of training samples and the number of hidden…

Machine Learning · Computer Science 2020-08-18 Mert Pilanci , Tolga Ergen

Overparameterized neural networks can interpolate a given dataset in many different ways, prompting the fundamental question: which among these solutions should we prefer, and what explicit regularization strategies will provably yield…

Machine Learning · Statistics 2026-01-28 Julia Nakhleh , Robert D. Nowak

It is widely believed that a neural network can fit a training set containing at least as many samples as it has parameters, underpinning notions of overparameterized and underparameterized models. In practice, however, we only find…

Machine Learning · Computer Science 2024-06-18 Ravid Shwartz-Ziv , Micah Goldblum , Arpit Bansal , C. Bayan Bruss , Yann LeCun , Andrew Gordon Wilson

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

Linear programming (LP) relaxations are widely employed in exact solution methods for multilinear programs (MLP). One example is the family of Recursive McCormick Linearization (RML) strategies, where bilinear products are substituted for…

Optimization and Control · Mathematics 2022-07-20 Arvind U Raghunathan , Carlos Cardonha , David Bergman , Carlos J Nohra

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…

Optimization and Control · Mathematics 2023-12-05 Tom McDonald , Calvin Tsay , Artur M. Schweidtmann , Neil Yorke-Smith

Using weight decay to penalize the L2 norms of weights in neural networks has been a standard training practice to regularize the complexity of networks. In this paper, we show that a family of regularizers, including weight decay, is…

Machine Learning · Computer Science 2022-06-09 Ziquan Liu , Yufei Cui , Antoni B. Chan
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