Including a machine learning-based model in the objective

Answered

Kadir Amasyali

July 07, 2021 23:23

Lets suppose f(x) is a neural network model that is developed using PyTorch.

Is there a way to include f(x) in the objective function.

For example:

minimize f(x)+y

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Official comment
Simranjit Kaur

Gurobi Staff

June 23, 2025 02:52 Edited
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Jaromił Najman

Gurobi Staff

July 08, 2021 07:43 Edited
Hi Kadir,

Currently, there is no such feature. As of today, you would have to model the neural network by hand. Assuming that you are using the ReLU activation function, you could use the addGenConstrMax() function.

Best regards,
Jaromił
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