The optimization and machine learning toolkit (OMLT) is an open-source software package
incorporating neural network and gradient-boosted tree surrogate models, which have been …

Branch‐and‐cut optimization solvers typically apply generic algorithms, eg, cutting planes
or primal heuristics, to expedite performance for many mathematical optimization problems. …

Designing and analyzing algorithms with provable performance guarantees enables efficient
optimization problem solving in different application domains, eg communication networks, …

We present SUSPECT, an open source toolkit that symbolically analyzes mixed-integer
nonlinear optimization problems formulated using the Python algebraic modeling library Pyomo. …

We present GALINI, an open source solver for nonconvex mixed-integer quadratically-constrained
quadratic programs formulated with the Python algebraic modeling library Pyomo. …

This paper presents a Python library to model pooling problems, a class of network flow
problems with many engineering applications. The library automatically generates a mixed-…

Given the increase in the popularity of algorithmic trading resulting from an increase in
market participants, more considerations are now required to prototype a profitable trading …

In many process systems engineering applications, we seek to integrate surrogate models,
eg already-trained neural network and gradient-boosted tree models, into larger decision-…

… Ceccon … Ceccon et al (Imperial College) … Ceccon et al. (imperial College) …

… Michael Bynum1, Anya Castillo2, Francesco Ceccon3, Ben Knueven4, Carl Laird1, John
Siirola1 1Discrete Mathematics and Optimization, Sandia National Laboratories 2NextEra …