Yilin Zhu

Optimization over Trained Neural Networks: Going Large with Gradient-Based Algorithms

  • Jiatai Tong
  • Yilin Zhu
  • Thiago Serra
  • Samuel Burer
    • Categories (Mixed) Integer Linear Programming, Meta Heuristics, Polyhedra

    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 search that exploits the neural-network structure has been employed to find good solutions within a reasonable time limit. For … Read more

    An Extended Validity Domain for Constraint Learning

  • Yilin Zhu
  • Samuel Burer
    • Categories Data Science Algorithms, Optimization in Data Science Tags , , , ,

    We consider embedding a predictive machine-learning model within a prescriptive optimization problem. In this setting, called constraint learning, we study the concept of a validity domain, i.e., a constraint added to the feasible set, which keeps the optimization close to the training data, thus helping to ensure that the computed optimal solution exhibits less prediction … Read more