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相关论文: ReLU Networks as Surrogate Models in Mixed-Integer…

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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…

最优化与控制 · 数学 2024-02-01 Fabian Badilla , Marcos Goycoolea , Gonzalo Muñoz , 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…

最优化与控制 · 数学 2025-02-06 Christoph Plate , Mirko Hahn , Alexander Klimek , Caroline Ganzer , Kai Sundmacher , Sebastian Sager

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…

最优化与控制 · 数学 2026-04-27 Calvin Tsay

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,…

机器学习 · 计算机科学 2019-12-17 Thiago Serra , Srikumar Ramalingam

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,…

最优化与控制 · 数学 2026-04-03 Giacomo Lastrucci , Tanuj Karia , Victor Schulte , Dominik Bongartz , Artur M. Schweidtmann

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…

最优化与控制 · 数学 2023-12-05 Tom McDonald , Calvin Tsay , Artur M. Schweidtmann , Neil Yorke-Smith

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…

最优化与控制 · 数学 2026-04-21 Shivi Dixit , Rishabh Gupta , Qi Zhang

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…

最优化与控制 · 数学 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…

系统与控制 · 电气工程与系统科学 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…

系统与控制 · 电气工程与系统科学 2026-01-22 Yogesh Pipada Sunil Kumar , S. Ali Pourmousavi , Jon A. R. Liisberg , Julian Lesmos-Vinasco

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…

最优化与控制 · 数学 2021-11-23 Dominic Yang , Prasanna Balaprakash , Sven Leyffer

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…

机器学习 · 计算机科学 2024-02-13 Navid Aftabi , Nima Moradi , Fatemeh Mahroo

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…

最优化与控制 · 数学 2026-03-19 Jiatai Tong , Yilin Zhu , Thiago Serra , Samuel Burer

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…

机器学习 · 计算机科学 2017-12-19 Matteo Fischetti , Jason Jo

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…

机器学习 · 计算机科学 2021-04-12 Steffen Goebbels

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…

最优化与控制 · 数学 2024-02-09 Lara Scavuzzo , Karen Aardal , Andrea Lodi , Neil Yorke-Smith

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…

最优化与控制 · 数学 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…

最优化与控制 · 数学 2021-10-22 Calvin Tsay , Jan Kronqvist , Alexander Thebelt , Ruth Misener

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…

机器学习 · 计算机科学 2022-05-11 Keliang Wang , Leonardo Lozano , Carlos Cardonha , David Bergman

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…

最优化与控制 · 数学 2021-02-12 Andrea Camisa , Ivano Notarnicola , Giuseppe Notarstefano
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