Optimization problems for machine learning: A survey

C Gambella, B Ghaddar, J Naoum-Sawaya - European Journal of …, 2021 - Elsevier
This paper surveys the machine learning literature and presents in an optimization
framework several commonly used machine learning approaches. Particularly …

[HTML][HTML] Maximizing information from chemical engineering data sets: Applications to machine learning

A Thebelt, J Wiebe, J Kronqvist, C Tsay… - Chemical Engineering …, 2022 - Elsevier
It is well-documented how artificial intelligence can have (and already is having) a big
impact on chemical engineering. But classical machine learning approaches may be weak …

Strong mixed-integer programming formulations for trained neural networks

R Anderson, J Huchette, W Ma… - Mathematical …, 2020 - Springer
We present strong mixed-integer programming (MIP) formulations for high-dimensional
piecewise linear functions that correspond to trained neural networks. These formulations …

OMLT: Optimization & machine learning toolkit

F Ceccon, J Jalving, J Haddad, A Thebelt… - Journal of Machine …, 2022 - jmlr.org
The optimization and machine learning toolkit (OMLT) is an open-source software package
incorporating neural network and gradient-boosted tree surrogate models, which have been …

Mathematical optimization in classification and regression trees

E Carrizosa, C Molero-Río, D Romero Morales - Top, 2021 - Springer
Classification and regression trees, as well as their variants, are off-the-shelf methods in
Machine Learning. In this paper, we review recent contributions within the Continuous …

ReLU networks as surrogate models in mixed-integer linear programs

B Grimstad, H Andersson - Computers & Chemical Engineering, 2019 - Elsevier
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 …

[HTML][HTML] Formulating data-driven surrogate models for process optimization

R Misener, L Biegler - Computers & Chemical Engineering, 2023 - Elsevier
Recent developments in data science and machine learning have inspired a new wave of
research into data-driven modeling for mathematical optimization of process applications …

Mixed-integer optimization with constraint learning

D Maragno, H Wiberg, D Bertsimas… - Operations …, 2023 - pubsonline.informs.org
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 …

[HTML][HTML] Optimization with constraint learning: A framework and survey

AO Fajemisin, D Maragno, D den Hertog - European Journal of Operational …, 2024 - Elsevier
Many real-life optimization problems frequently contain one or more constraints or objectives
for which there are no explicit formulae. If however data on feasible and/or infeasible states …

Strong optimal classification trees

S Aghaei, A Gómez, P Vayanos - arXiv preprint arXiv:2103.15965, 2021 - arxiv.org
Decision trees are among the most popular machine learning models and are used routinely
in applications ranging from revenue management and medicine to bioinformatics. In this …