Presented by: Prof Ruth MISENER
Imperial College London, UK
This talk introduces OMLT (https://github.com/cog-imperial/OMLT), an open source software package incorporating surrogate models, which have been trained using machine learning, into larger optimisation problems. Computer science applications include maximizing a neural acquisition function and verifying neural networks. Engineering applications include the use of machine learning models to replace complicated constraints in larger design/operations problems. OMLT 1.0 supports GBTs through an ONNX (https://github.com/onnx/onnx) interface and NNs through both ONNX and Keras interfaces. We discuss the advances in optimisation technology that made OMLT possible and show how OMLT seamlessly integrates with the python-based algebraic modeling language Pyomo (http://www.pyomo.org). The literature often presents different optimization formulations as competitors, but in OMLT, competing formulations become alternatives: users can select the best for a specific application. We provide examples including neural network verification, autothermal reformer optimization, and Bayesian optimization.
This work is joint with the Imperial Computational Optimisation Group (Francesco Ceccon, Ruth Misener, Alexander Thebelt, Calvin Tsay), Sandia National Laboratories (Jordan Jalving, Joshua Haddad), and Carnegie Mellon (Carl Laird).