3 papers
cs.LG2026
MathOptAI.jl: Embed trained machine learning predictors into JuMP models
Oscar Dowson, Robert B Parker, Russel Bent
We present \texttt{MathOptAI.jl}, an open-source Julia library for embedding trained machine learning predictors into a JuMP model. \texttt{MathOptAI.jl} can embed a wide variety o…
cs.LG2025
Nonlinear Optimization with GPU-Accelerated Neural Network Constraints
Robert Parker, Oscar Dowson, Nicole LoGiudice +2
We propose a reduced-space formulation for optimizing over trained neural networks where the network's outputs and derivatives are evaluated on a GPU. To do this, we treat the neur…
cs.LG2024
Formulations and scalability of neural network surrogates in nonlinear optimization problems
Robert B. Parker, Oscar Dowson, Nicole LoGiudice +2
We compare full-space, reduced-space, and gray-box formulations for representing trained neural networks in nonlinear constrained optimization problems. We test these formulations…