Abstract

In recent years, the integration of Machine Learning (ML) models with Operation Research (OR) tools has gained popularity in applications such as cancer treatment, algorithmic configuration, and chemical process optimization. This integration often uses Mixed Integer Programming (MIP) formulations to represent the chosen ML model, that is often an Artificial Neural Networks (ANNs) due to their widespread use. However, ANNs frequently contain a large number of parameters, resulting in MIP formulations impractical to solve. In this paper we showcase the effectiveness of a ANN pruning, when applied to models prior to their integration into MIPs. We discuss why pruning is more suitable in this context than other ML compression techniques, and we highlight the potential of appropriate pruning strategies via experiments on MIPs used to construct adversarial examples to ANNs. Our results demonstrate that pruning offers remarkable reductions in solution times without hindering the quality of the final decision, enabling the resolution of previously unsolvable instances.

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