Linear model decision trees as surrogates in optimization of engineering applications

Bashar L. Ammari, Emma S. Johnson, Georgia Stinchfield, Taehun Kim, Michael Bynum, William E. Hart, Joshua Pulsipher, Carl D. Laird

Abstract: Highlights•Linear model decision trees are viable as piecewise-linear surrogates.•Linear trees are representable in mixed-integer programming problems.•Linear model trees can reduce optimization time compared to gradient boosted trees.•Linear model decision trees can represent discontinuous functions.