gurobi ML optimization with multiple machine learning models

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Yingku Du

2024年10月08日 04:00

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Can multiple machine learning models be used in the same Optimization Model? If possible, can I directly add multiple machine learning models to the Model? Are there any other tips that need attention? For example, in an optimization problem, I need to use constraint 1: y=f (x), constraint 2: z=g (x, y), where f() and g() are both machine learning models, and x is the input variable.

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  Riley Clement

  • Gurobi Staff

  2024年10月09日 02:25

  Hi Yingku,

  Yes, you can embed multiple machine learning models in the same optimization model.

  You will find examples which embed a single ML model here.  Extending to two models is straightforward - it just requires twice the code.

  - Riley

   

   

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