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PartitionedFormulations_OSIF

This repository contains scripts for generating partition-based formulations for trained ReLU neural networks and several Optimal Sparse Input Features (OSIF) test instances implemented in Gurobi. More details on the problems and methods can be found here: https://arxiv.org/abs/2202.05198.

Please cite this work as:

@article{kronqvist2022p,
  title    =   {{P-split formulations: A class of intermediate formulations between big-M and convex hull for disjunctive constraints}},
  author   =   {Kronqvist, Jan and Misener, Ruth and Tsay, Calvin},
  journal  =   {arXiv},
  volume   =   {2202.05198},
  year     =   {2022}
}

Installing Gurobi

The solver software Gurobi is required to run the examples. Gurobi is a commercial mathematical optimization solver and free of charge for academic research. It is available on Linux, Windows and Mac OS.

Please follow the instructions to obtain a free academic license. Once Gurobi is installed on your system, follow the steps to setup the Python interface gurobipy.

Authors

License

This repository is released under the Apache License 2.0. Please refer to the LICENSE file for details.

Acknowledgements

This work was supported by Engineering & Physical Sciences Research Council (EPSRC) Fellowships to CT and RM (grants EP/T001577/1 and EP/P016871/1), an Imperial College Research Fellowship to CT, a Royal Society Newton International Fellowship (NIF\R1\182194) to JK, a grant by the Swedish Cultural Foundation in Finland to JK, and a grant by the Swedish Research Council (2022-03502) to JK. The project was also in-part financially sponsored by Digital Futures at KTH through JK and CT.

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