Including a machine learning-based model in the objective

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Kadir Amasyali

2021年07月07日 23:23

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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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  Simranjit Kaur

  • Gurobi Staff

  2025年06月23日 02:52 編集済み

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
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  Jaromił Najman

  • Gurobi Staff

  2021年07月08日 07:43 編集済み

  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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