Mixed-integer optimisation of graph neural networks for computer-aided molecular design

ReLU neural networks have been modelled as constraints in mixed integer linear programming (MILP), enabling surrogate-based optimisation in various domains and efficient solution of machine learning certification problems. However, previous works are mostly limited to MLPs. Graph neural networks (GNNs) can learn from non-euclidean data structures such as molecular structures efficiently and are thus highly relevant to computer-aided molecular design (CAMD). We propose a bilinear formulation for ReLU Graph Convolutional Neural Networks and a MILP formulation for ReLU GraphSAGE models. These formulations enable solving optimisation problems with trained GNNs embedded to global optimality. We apply our optimisation approach to an illustrative CAMD case study where the formulations of the trained GNNs are used to design molecules with optimal boiling points.