OMLT: Optimization & Machine Learning Toolkit
This toolkit addresses the problem of incorporating machine learning models into optimization frameworks for researchers and practitioners, but it is incremental as it builds on existing optimization technology.
The authors introduced OMLT, an open-source toolkit that integrates neural network and gradient-boosted tree surrogate models into optimization problems, enabling their use with Pyomo for decision-making in computer science and engineering.
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 trained using machine learning, into larger optimization problems. We discuss the advances in optimization technology that made OMLT possible and show how OMLT seamlessly integrates with the algebraic modeling language Pyomo. We demonstrate how to use OMLT for solving decision-making problems in both computer science and engineering.