2019
DOI: 10.1016/j.compchemeng.2019.106580
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ReLU networks as surrogate models in mixed-integer linear programs

Abstract: 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 of ReLU networks has recently been applied by many authors to probe for various model properties subject to input bounds. The formulation is obtained by programming each ReLU operator with a binary variable and applying the big-M method. The efficiency of the formulation hinges on the tightness of the bounds defined by the big-M values. W… Show more

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Cited by 109 publications
(71 citation statements)
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“…ReLU is a non-linear activation function. It is used in multi-layer neural networks or deep neural networks, the output of ReLU is the maximum value between zero and the input value, which effectively removes negative values from an activation map by setting them to zero [ 40 ].…”
Section: Materials and Methodologymentioning
confidence: 99%
“…ReLU is a non-linear activation function. It is used in multi-layer neural networks or deep neural networks, the output of ReLU is the maximum value between zero and the input value, which effectively removes negative values from an activation map by setting them to zero [ 40 ].…”
Section: Materials and Methodologymentioning
confidence: 99%
“…Modelling ReLU neural networks as MIPs is considered in the literature for other application domains, too. Grimstad and Andersson [15] investigate the usage of ReLU neural networks as surrogate models in MIPs and study various bound tightening techniques. Serra et al [28] apply a MIP formulation of a ReLU neural network to enable a lossless pruning method.…”
Section: Related Workmentioning
confidence: 99%
“…Furthermore, over recent decades, novel modeling techniques have been developed which can substantially aid the optimization of process systems. For instance, surrogate models such as Kriging [39][40][41][42][43][44], radial basis functions [45][46][47][48][49][50], artificial neural networks [51][52][53][54][55][56], splines [57,58], among others were shown to accurately represent complex physical systems while aiding optimal search algorithms. No literature exists which explores the application of such techniques to advance the study of CHP dispatch.…”
Section: Optimal Combined Heat and Power Dispatchmentioning
confidence: 99%
“…Rectified neural networks are known to be continuous piecewise-linear functions with the universal approximation ability [99]. As a result, they are a subject of interest for capturing complex nonlinear physics in MILPs [51,100]. Neural networks are popular because of their ability to model large high-dimensional data-sets; however they also possess drawbacks when considering their application in modeling for use in an MILP.…”
Section: Combined Unit Commitment and Economic Dispatchmentioning
confidence: 99%