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Scaling Mixed-Integer Programming for Certification of Neural Network Controllers Using Bounds Tightening

Published 26 Mar 2024 in math.OC | (2403.17874v2)

Abstract: Neural networks offer a computationally efficient approximation of model predictive control, but they lack guarantees on the resulting controlled system's properties. Formal certification of neural networks is crucial for ensuring safety, particularly in safety-critical domains such as autonomous vehicles. One approach to formally certify properties of neural networks is to solve a mixed-integer program based on the network. This approach suffers from scalability issues due to the complexity of solving the resulting mixed-integer programs. Nevertheless, these issues can be (partially) mitigated via bound-tightening techniques prior to forming the mixed-integer program, which results in tighter formulations and faster optimisation. This paper presents bound-tightening techniques in the context of neural network explicit control policies. Bound tightening is particularly important when considering problems spanning multiple time steps of a controlled system, as the bounds must be propagated through the problem depth. Several strategies for bound tightening are evaluated in terms of both computational complexity and tightness of the bounds.

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