Strong mixed-integer programming formulations for trained neural networks

20 Nov 2018Ross AndersonJoey HuchetteChristian TjandraatmadjaJuan Pablo Vielma

We present an ideal mixed-integer programming (MIP) formulation for a rectified linear unit (ReLU) appearing in a trained neural network. Our formulation requires a single binary variable and no additional continuous variables beyond the input and output variables of the ReLU... (read more)

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