math.OC · 2026-08-11 · No. 81
Optimization and Control, 2026-08-11.
1 new papers in math.OC. Titles, authors,
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01 — The papers
1 entries-
01
Input convex neural networks as surrogates in mathematical optimisation
Yu Liu, Jan Kronqvist, Fabricio Oliveira
math.OC · cs.LG
Embedding trained neural networks as surrogates within optimisation problems is an established practice in operations research. The prevailing approach uses feedforward neural networks (FNNs) with ReLU activations, whose piecewise-linear structure admits an exact but computationally intensive mixed-integer programming (MIP) reformulation as the networks grow. We advocate input convex neural networks (ICNNs) as structurally superior surrogates...
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