Abstract: Embodiments generate an optimized demand model for a retail item. Embodiments train a tree ensemble machine learning model comprising a plurality of trees, the training comprising storing upper bounds for each of the trees, the trees comprising levels and branches that correspond to the demand features that influence demand for the item. Embodiments generate an objective function for the demand model. At a top split of each tree, embodiments determine optimal child nodes using the stored upper bounds and calculate a new feasible region for each tree. Using bounds on the new feasible region, embodiments move down each tree to a next level of splits and generate the optimized demand model when a leaf node of every tree has been reached.