AI RESEARCH
MathOptAI.jl: Embed trained machine learning predictors into JuMP models
arXiv CS.LG
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ArXi:2507.03159v2 Announce Type: replace We present \texttt{MathOptAI.jl}, an open-source Julia library for embedding trained machine learning predictors into a JuMP model. \texttt{MathOptAI.jl} can embed a wide variety of neural networks, decision trees, and Gaussian Processes into a larger mathematical optimization model. In addition to interfacing a range of Julia-based machine learning libraries such as \texttt{Lux.jl} and \texttt{Flux.jl}, \texttt{MathOptAI.jl} uses Julia's Python interface to provide for PyTorch models.