Regularizers that penalize big-M constants, unstable neurons, and per-sample LP relaxation gaps during neural network training reduce MILP solve times by up to four orders of magnitude while preserving surrogate accuracy.
Computers & Chemical Engineering179, 108411 (2023)
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PALM-Mean combines sign-aware piecewise-linear relaxations of locally important kernel terms with closed-form analytic bounds on the rest inside a reduced-space branch-and-bound framework, yielding valid lower bounds and ε-global convergence for GP posterior mean optimization.
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Relaxation-Informed Training of Neural Network Surrogate Models
Regularizers that penalize big-M constants, unstable neurons, and per-sample LP relaxation gaps during neural network training reduce MILP solve times by up to four orders of magnitude while preserving surrogate accuracy.
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An Efficient Spatial Branch-and-Bound Algorithm for Global Optimization of Gaussian Process Posterior Mean Functions
PALM-Mean combines sign-aware piecewise-linear relaxations of locally important kernel terms with closed-form analytic bounds on the rest inside a reduced-space branch-and-bound framework, yielding valid lower bounds and ε-global convergence for GP posterior mean optimization.