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math.OC2023
Tight Mixed-Integer Optimization Formulations for Prescriptive Trees
Max Biggs, Georgia Perakis
We focus on modeling the relationship between an input feature vector and the predicted outcome of a trained decision tree using mixed-integer optimization. This can be used in man…
math.OC2022★ 2 cited
Optimizing Objective Functions from Trained ReLU Neural Networks via Sampling
Georgia Perakis, Asterios Tsiourvas
This paper introduces scalable, sampling-based algorithms that optimize trained neural networks with ReLU activations. We first propose an iterative algorithm that takes advantage…