Daily Papers

Data errors, corruptions, and poisoning attacks during training pose a major threat to the reliability of modern AI systems. While extensive effort has gone into empirical mitigations, the evolving nature of attacks and the complexity of data require a more principled, provable approach to robustly learn on such data - and to understand how perturbations influence the final model. Hence, we introduce MIBP-Cert, a novel certification method based on mixed-integer bilinear programming (MIBP) that computes sound, deterministic bounds to provide provable robustness even under complex threat models. By computing the set of parameters reachable through perturbed or manipulated data, we can predict all possible outcomes and guarantee robustness. To make solving this optimization problem tractable, we propose a novel relaxation scheme that bounds each training step without sacrificing soundness. We demonstrate the applicability of our approach to continuous and discrete data, as well as different threat models - including complex ones that were previously out of reach.

Mixed-integer programming (MIP) is a powerful paradigm for modeling and solving various important combinatorial optimization problems. Recently, learning-based approaches have shown a potential to speed up MIP solving via offline training that then guides important design decisions during the search. However, a significant drawback of these methods is their heavy reliance on offline training, which requires collecting training datasets and computationally costly training epochs yet offering only limited generalization to unseen (larger) instances. In this paper, we propose Balans, an adaptive meta-solver for MIPs with online learning capability that does not require any supervision or apriori training. At its core, Balans is based on adaptive large-neighborhood search, operating on top of an MIP solver by successive applications of destroy and repair neighborhood operators. During the search, the selection among different neighborhood definitions is guided on the fly for the instance at hand via multi-armed bandit algorithms. Our extensive experiments on hard optimization instances show that Balans offers significant performance gains over the default MIP solver, is better than committing to any single best neighborhood, and improves over the state-of-the-art large-neighborhood search for MIPs. Finally, we release Balans as a highly configurable, MIP solver agnostic, open-source software.

Mixed Integer Linear Programming (MILP) is a fundamental tool for modeling combinatorial optimization problems. Recently, a growing body of research has used machine learning to accelerate MILP solving. Despite the increasing popularity of this approach, there is a lack of a common repository that provides distributions of similar MILP instances across different domains, at different hardness levels, with standardized test sets. In this paper, we introduce Distributional MIPLIB, a multi-domain library of problem distributions for advancing ML-guided MILP methods. We curate MILP distributions from existing work in this area as well as real-world problems that have not been used, and classify them into different hardness levels. It will facilitate research in this area by enabling comprehensive evaluation on diverse and realistic domains. We empirically illustrate the benefits of using Distributional MIPLIB as a research vehicle in two ways. We evaluate the performance of ML-guided variable branching on previously unused distributions to identify potential areas for improvement. Moreover, we propose to learn branching policies from a mix of distributions, demonstrating that mixed distributions achieve better performance compared to homogeneous distributions when there is limited data and generalize well to larger instances. The dataset is publicly available at https://sites.google.com/usc.edu/distributional-miplib/home.

Solving Mixed-Integer Programming (MIP) problems often requires substantial computational resources due to their combinatorial nature. Parallelization has emerged as a critical strategy to accelerate solution times and enhance scalability to tackle large, complex instances. This paper investigates the parallelization capabilities of Balans, a recently proposed multi-armed bandits-based adaptive large neighborhood search for MIPs. While Balans's modular architecture inherently supports parallel exploration of diverse parameter configurations, this potential has not been thoroughly examined. To address this gap, we introduce ParBalans, an extension that leverages both solver-level and algorithmic-level parallelism to improve performance on challenging MIP instances. Our experimental results demonstrate that ParBalans exhibits competitive performance compared to the state-of-the-art commercial solver Gurobi, particularly on hard optimization benchmarks.

Mixed Integer Linear Programming (MILP) is essential for modeling complex decision-making problems but faces challenges in computational tractability and requires expert formulation. Current deep learning approaches for MILP focus on specific problem classes and do not generalize to unseen classes. To address this shortcoming, we take a foundation model training approach, where we train a single deep learning model on a diverse set of MILP problems to generalize across problem classes. As existing datasets for MILP lack diversity and volume, we introduce MILP-Evolve, a novel LLM-based evolutionary framework that is capable of generating a large set of diverse MILP classes with an unlimited amount of instances. We study our methodology on three key learning tasks that capture diverse aspects of MILP: (1) integrality gap prediction, (2) learning to branch, and (3) a new task of aligning MILP instances with natural language descriptions. Our empirical results show that models trained on the data generated by MILP-Evolve achieve significant improvements on unseen problems, including MIPLIB benchmarks. Our work highlights the potential of moving towards a foundation model approach for MILP that can generalize to a broad range of MILP applications. Our code and data are publicly available at https://github.com/microsoft/OptiGuide.

Mixed-Integer Linear Programming (MILP) is a cornerstone of combinatorial optimization, yet solving large-scale instances remains a significant computational challenge. Recently, Graph Neural Networks (GNNs) have shown promise in accelerating MILP solvers by predicting high-quality solutions. However, we identify that existing methods misalign with the intrinsic structure of MILP problems at two levels. At the leaning objective level, the Binary Cross-Entropy (BCE) loss treats variables independently, neglecting their relative priority and yielding plausible logits. At the model architecture level, standard GNN message passing inherently smooths the representations across variables, missing the natural competitive relationships within constraints. To address these challenges, we propose CoCo-MILP, which explicitly models inter-variable Contrast and intra-constraint Competition for advanced MILP solution prediction. At the objective level, CoCo-MILP introduces the Inter-Variable Contrastive Loss (VCL), which explicitly maximizes the embedding margin between variables assigned one versus zero. At the architectural level, we design an Intra-Constraint Competitive GNN layer that, instead of homogenizing features, learns to differentiate representations of competing variables within a constraint, capturing their exclusionary nature. Experimental results on standard benchmarks demonstrate that CoCo-MILP significantly outperforms existing learning-based approaches, reducing the solution gap by up to 68.12% compared to traditional solvers. Our code is available at https://github.com/happypu326/CoCo-MILP.

Counterfactual explanations is one of the post-hoc methods used to provide explainability to machine learning models that have been attracting attention in recent years. Most examples in the literature, address the problem of generating post-hoc explanations for black-box machine learning models after the rejection of a loan application. In contrast, in this work, we investigate mathematical programming formulations for scorecard models, a type of interpretable model predominant within the banking industry for lending. The proposed mixed-integer programming formulations combine objective functions to ensure close, realistic and sparse counterfactuals using multi-objective optimization techniques for a binary, probability or continuous outcome. Moreover, we extend these formulations to generate multiple optimal counterfactuals simultaneously while guaranteeing diversity. Experiments on two real-world datasets confirm that the presented approach can generate optimal diverse counterfactuals addressing desired properties with assumable CPU times for practice use.

Integer Linear Programs (ILPs) are powerful tools for modeling and solving a large number of combinatorial optimization problems. Recently, it has been shown that Large Neighborhood Search (LNS), as a heuristic algorithm, can find high quality solutions to ILPs faster than Branch and Bound. However, how to find the right heuristics to maximize the performance of LNS remains an open problem. In this paper, we propose a novel approach, CL-LNS, that delivers state-of-the-art anytime performance on several ILP benchmarks measured by metrics including the primal gap, the primal integral, survival rates and the best performing rate. Specifically, CL-LNS collects positive and negative solution samples from an expert heuristic that is slow to compute and learns a new one with a contrastive loss. We use graph attention networks and a richer set of features to further improve its performance.

Mixed integer linear programs are commonly solved by Branch and Bound algorithms. A key factor of the efficiency of the most successful commercial solvers is their fine-tuned heuristics. In this paper, we leverage patterns in real-world instances to learn from scratch a new branching strategy optimised for a given problem and compare it with a commercial solver. We propose FMSTS, a novel Reinforcement Learning approach specifically designed for this task. The strength of our method lies in the consistency between a local value function and a global metric of interest. In addition, we provide insights for adapting known RL techniques to the Branch and Bound setting, and present a new neural network architecture inspired from the literature. To our knowledge, it is the first time Reinforcement Learning has been used to fully optimise the branching strategy. Computational experiments show that our method is appropriate and able to generalise well to new instances.

We introduce the Mixed-Integer Quadratically Constrained Quadratic Programming framework for the quantum compilation problem and apply it in the context of topological quantum computing. In this setting, quantum gates are realized by sequences of elementary braids of quasiparticles with exotic fractional statistics in certain two-dimensional topological condensed matter systems, described by effective topological quantum field theories. We specifically focus on a non-semisimple version of topological field theory, which provides a foundation for an extended theory of Ising anyons and which has recently been shown by Iulianelli et al., Nature Communications {\bf 16}, 6408 (2025), to permit universal quantum computation. While the proofs of this pioneering result are existential in nature, the mixed integer programming provides an approach to explicitly construct quantum gates in topological systems. We demonstrate this by focusing specifically on the entangling controlled-NOT operation, and its local equivalence class, using braiding operations in the non-semisimple Ising system. This illustrates the utility of the Mixed-Integer Quadratically Constrained Quadratic Programming for topological quantum compilation.

This work studies the combinatorial optimization problem of finding an optimal core tensor shape, also called multilinear rank, for a size-constrained Tucker decomposition. We give an algorithm with provable approximation guarantees for its reconstruction error via connections to higher-order singular values. Specifically, we introduce a novel Tucker packing problem, which we prove is NP-hard, and give a polynomial-time approximation scheme based on a reduction to the 2-dimensional knapsack problem with a matroid constraint. We also generalize our techniques to tree tensor network decompositions. We implement our algorithm using an integer programming solver, and show that its solution quality is competitive with (and sometimes better than) the greedy algorithm that uses the true Tucker decomposition loss at each step, while also running up to 1000x faster.

Mathematical programming -- the task of expressing operations and decision-making problems in precise mathematical language -- is fundamental across domains, yet remains a skill-intensive process requiring operations research expertise. Recent advances in large language models for complex reasoning have spurred interest in automating this task, translating natural language into executable optimization models. Current approaches, however, achieve limited accuracy, hindered by scarce and noisy training data without leveraging domain knowledge. In this work, we systematically integrate optimization expertise to improve formulation accuracy for mixed-integer linear programming, a key family of mathematical programs. Our approach first cleans training data through class-based error analysis to explicitly prevent common mistakes within each optimization class. We then develop multi-turn inference strategies that guide LLMs with class-specific error summaries and solver feedback, enabling iterative refinement. Experiments across multiple base LLMs demonstrate that combining cleaned data with domain-informed prompting and feedback improves formulation accuracy by 14 percentage points on average, enabling further progress toward robust LLM-assisted optimization formulation.

Numerous real-world decision-making problems can be formulated and solved using Mixed-Integer Linear Programming (MILP) models. However, the transformation of these problems into MILP models heavily relies on expertise in operations research and mathematical optimization, which restricts non-experts' accessibility to MILP. To address this challenge, we propose a framework for automatically formulating MILP models from unstructured natural language descriptions of decision problems, which integrates Large Language Models (LLMs) and mathematical modeling techniques. This framework consists of three phases: i) identification of decision variables, ii) classification of objective and constraints, and iii) finally, generation of MILP models. In this study, we present a constraint classification scheme and a set of constraint templates that can guide the LLMs in synthesizing a complete MILP model. After fine-tuning LLMs, our approach can identify and synthesize logic constraints in addition to classic demand and resource constraints. The logic constraints have not been studied in existing work. To evaluate the performance of the proposed framework, we extend the NL4Opt dataset with more problem descriptions and constraint types, and with the new dataset, we compare our framework with one-step model generation methods offered by LLMs. The experimental results reveal that with respect to the accuracies of generating the correct model, objective, and constraints, our method which integrates constraint classification and templates with LLMs significantly outperforms the others. The prototype system that we developed has a great potential to capture more constraints for more complex MILPs. It opens up opportunities for developing training tools for operations research practitioners and has the potential to be a powerful tool for automatic decision problem modeling and solving in practice.

In this study, we introduce an innovative deep learning framework that employs a transformer model to address the challenges of mixed-integer programs, specifically focusing on the Capacitated Lot Sizing Problem (CLSP). Our approach, to our knowledge, is the first to utilize transformers to predict the binary variables of a mixed-integer programming (MIP) problem. Specifically, our approach harnesses the encoder decoder transformer's ability to process sequential data, making it well-suited for predicting binary variables indicating production setup decisions in each period of the CLSP. This problem is inherently dynamic, and we need to handle sequential decision making under constraints. We present an efficient algorithm in which CLSP solutions are learned through a transformer neural network. The proposed post-processed transformer algorithm surpasses the state-of-the-art solver, CPLEX and Long Short-Term Memory (LSTM) in solution time, optimal gap, and percent infeasibility over 240K benchmark CLSP instances tested. After the ML model is trained, conducting inference on the model, reduces the MIP into a linear program (LP). This transforms the ML-based algorithm, combined with an LP solver, into a polynomial-time approximation algorithm to solve a well-known NP-Hard problem, with almost perfect solution quality.

The problem of optimal sizing and power scheduling in microgrids subject to uncertainties is well known to the control community. Commonly, the optimal control problem is cast as a mixed-integer program to model the logical constraints arising in energy storage systems, and is then solved approximately using numerical methods such as the scenario approach. In this paper, we propose and compare two formulations of a robust microgrid sizing and power scheduling optimal control problem with logical constraints and uncertainties in the user's power demand, solar power generation, grid electricity prices and battery efficiencies. The first formulation uses binary variables and big-M constraints, leading to a mixed-integer linear program. The second formulation casts the problem as a continuous nonlinear program through an exact smooth reformulation of the logical constraints, consisting of additional modelling variables and non-convex constraints. We then propose a novel local reduction algorithm, extending an existing method, to solve both problems. The two formulations are compared by evaluating the solutions returned by local reduction using 100,000-sample Monte Carlo simulations and achieve promising results, with both averaging feasibility rates above 90%.

This paper introduces bucket calculus, a novel mathematical framework that fundamentally transforms the computational complexity landscape of parallel machine scheduling optimization. We address the strongly NP-hard problem P2|r_j|C_{max} through an innovative adaptive temporal discretization methodology that achieves exponential complexity reduction from O(T^n) to O(B^n) where B ll T, while maintaining near-optimal solution quality. Our bucket-indexed mixed-integer linear programming (MILP) formulation exploits dimensional complexity heterogeneity through precision-aware discretization, reducing decision variables by 94.4\% and achieving a theoretical speedup factor 2.75 times 10^{37} for 20-job instances. Theoretical contributions include partial discretization theory, fractional bucket calculus operators, and quantum-inspired mechanisms for temporal constraint modeling. Empirical validation on instances with 20--400 jobs demonstrates 97.6\% resource utilization, near-perfect load balancing (σ/μ= 0.006), and sustained performance across problem scales with optimality gaps below 5.1\%. This work represents a paradigm shift from fine-grained temporal discretization to multi-resolution precision allocation, bridging the fundamental gap between exact optimization and computational tractability for industrial-scale NP-hard scheduling problems.

In this paper, we propose a new mixed-integer linear programming (MILP) model ontology and a novel constraint typology of MILP formulations. MILP is a commonly used mathematical programming technique for modelling and solving real-life scheduling, routing, planning, resource allocation, and timetabling optimization problems providing optimized business solutions for industry sectors such as manufacturing, agriculture, defence, healthcare, medicine, energy, finance, and transportation. Despite the numerous real-life Combinatorial Optimization Problems found and solved and millions yet to be discovered and formulated, the number of types of constraints (the building blocks of a MILP) is relatively small. In the search for a suitable machine-readable knowledge representation structure for MILPs, we propose an optimization modelling tree built based upon an MILP model ontology that can be used as a guide for automated systems to elicit an MILP model from end-users on their combinatorial business optimization problems. Our ultimate aim is to develop a machine-readable knowledge representation for MILP that allows us to map an end-user's natural language description of the business optimization problem to an MILP formal specification as a first step towards automated mathematical modelling.

We study the conditions under which the convex relaxation of a mixed-integer linear programming formulation for ordered optimization problems, where sorting is part of the decision process, yields integral optimal solutions. Thereby solving the problem exactly in polynomial time. Our analysis identifies structural properties of the input data that influence the integrality of the relaxation. We show that incorporating ordered components introduces additional layers of combinatorial complexity that invalidate the exactness observed in classical (non-ordered) settings. In particular, for certain ordered problems such as the min--max case, the linear relaxation never recovers the integral solution. These results clarify the intrinsic hardness introduced by sorting and reveal that the strength of the relaxation depends critically on the ``proximity'' of the ordered problem to its classical counterpart: problems closer to the non-ordered case tend to admit tighter relaxations, while those further away exhibit substantially weaker behavior. Computational experiments on benchmark instances confirm the predictive value of the integrality conditions and demonstrate the practical implications of exact relaxations for ordered location problems.

The Branch-and-bound (B&B) algorithm is the main solver for Mixed Integer Linear Programs (MILPs), where the selection of branching variable is essential to computational efficiency. However, traditional heuristics for branching often fail to generalize across heterogeneous problem instances, while existing learning-based methods such as imitation learning (IL) suffers from dependence on expert demonstration quality, and reinforcement learning (RL) struggles with limitations in sparse rewards and dynamic state representation challenges. To address these issues, we propose ReviBranch, a novel deep RL framework that constructs revived trajectories by reviving explicit historical correspondences between branching decisions and their corresponding graph states along search-tree paths. During training, ReviBranch enables agents to learn from complete structural evolution and temporal dependencies within the branching process. Additionally, we introduce an importance-weighted reward redistribution mechanism that transforms sparse terminal rewards into dense stepwise feedback, addressing the sparse reward challenge. Extensive experiments on different MILP benchmarks demonstrate that ReviBranch outperforms state-of-the-art RL methods, reducing B&B nodes by 4.0% and LP iterations by 2.2% on large-scale instances. The results highlight the robustness and generalizability of ReviBranch across heterogeneous MILP problem classes.

For pre-training of MoE (Mixture-of-Experts) models, one of the main issues is unbalanced expert loads, which may cause routing collapse or increased computational overhead. Existing methods contain the Loss-Controlled method and the Loss-Free method, where both the unbalanced degrees at first several training steps are still high and decrease slowly. In this work, we propose BIP-Based Balancing, an expert load balancing algorithm based on binary integer programming (BIP). The algorithm maintains an additional vector q on each MoE layer that can help change the top-K order of s by solving a binary integer programming with very small time costs. We implement the algorithm on two MoE language models: 16-expert (0.3B) and 64-expert (1.1B). The experimental results show that on both models comparing with the Loss-Controlled method and the Loss-Free method, our algorithm trains models with the lowest perplexities, while saves at least 13% of pre-training time compared with the Loss-Controlled method. Within our current knowledge, this is the first routing algorithm that achieves maintaining load balance status on every expert in every MoE layer from the first step to the last step during the whole pre-training process, while the trained MoE models also perform well. The code material of this work is available at https://github.com/sunyuanLLM/bip_routing_algorithm.

Optimization modeling via mixed-integer linear programming (MILP) is fundamental to industrial planning and scheduling, yet translating natural-language requirements into solver-executable models and maintaining them under evolving business rules remains highly expertise-intensive. While large language models (LLMs) offer promising avenues for automation, existing methods often suffer from low data efficiency, limited solver-level validity, and poor scalability to industrial-scale problems. To address these challenges, we present EvoOpt-LLM, a unified LLM-based framework supporting the full lifecycle of industrial optimization modeling, including automated model construction, dynamic business-constraint injection, and end-to-end variable pruning. Built on a 7B-parameter LLM and adapted via parameter-efficient LoRA fine-tuning, EvoOpt-LLM achieves a generation rate of 91% and an executability rate of 65.9% with only 3,000 training samples, with critical performance gains emerging under 1,500 samples. The constraint injection module reliably augments existing MILP models while preserving original objectives, and the variable pruning module enhances computational efficiency, achieving an F1 score of ~0.56 on medium-sized LP models with only 400 samples. EvoOpt-LLM demonstrates a practical, data-efficient approach to industrial optimization modeling, reducing reliance on expert intervention while improving adaptability and solver efficiency.

In recent years, a variety of gradient-based first-order methods have been developed to solve bi-level optimization problems for learning applications. However, theoretical guarantees of these existing approaches heavily rely on the simplification that for each fixed upper-level variable, the lower-level solution must be a singleton (a.k.a., Lower-Level Singleton, LLS). In this work, we first design a counter-example to illustrate the invalidation of such LLS condition. Then by formulating BLPs from the view point of optimistic bi-level and aggregating hierarchical objective information, we establish Bi-level Descent Aggregation (BDA), a flexible and modularized algorithmic framework for generic bi-level optimization. Theoretically, we derive a new methodology to prove the convergence of BDA without the LLS condition. Our investigations also demonstrate that BDA is indeed compatible to a verify of particular first-order computation modules. Additionally, as an interesting byproduct, we also improve these conventional first-order bi-level schemes (under the LLS simplification). Particularly, we establish their convergences with weaker assumptions. Extensive experiments justify our theoretical results and demonstrate the superiority of the proposed BDA for different tasks, including hyper-parameter optimization and meta learning.

The deployment constraints in practical applications necessitate the pruning of large-scale deep learning models, i.e., promoting their weight sparsity. As illustrated by the Lottery Ticket Hypothesis (LTH), pruning also has the potential of improving their generalization ability. At the core of LTH, iterative magnitude pruning (IMP) is the predominant pruning method to successfully find 'winning tickets'. Yet, the computation cost of IMP grows prohibitively as the targeted pruning ratio increases. To reduce the computation overhead, various efficient 'one-shot' pruning methods have been developed, but these schemes are usually unable to find winning tickets as good as IMP. This raises the question of how to close the gap between pruning accuracy and pruning efficiency? To tackle it, we pursue the algorithmic advancement of model pruning. Specifically, we formulate the pruning problem from a fresh and novel viewpoint, bi-level optimization (BLO). We show that the BLO interpretation provides a technically-grounded optimization base for an efficient implementation of the pruning-retraining learning paradigm used in IMP. We also show that the proposed bi-level optimization-oriented pruning method (termed BiP) is a special class of BLO problems with a bi-linear problem structure. By leveraging such bi-linearity, we theoretically show that BiP can be solved as easily as first-order optimization, thus inheriting the computation efficiency. Through extensive experiments on both structured and unstructured pruning with 5 model architectures and 4 data sets, we demonstrate that BiP can find better winning tickets than IMP in most cases, and is computationally as efficient as the one-shot pruning schemes, demonstrating 2-7 times speedup over IMP for the same level of model accuracy and sparsity.

Risk scores are simple classification models that let users make quick risk predictions by adding and subtracting a few small numbers. These models are widely used in medicine and criminal justice, but are difficult to learn from data because they need to be calibrated, sparse, use small integer coefficients, and obey application-specific operational constraints. In this paper, we present a new machine learning approach to learn risk scores. We formulate the risk score problem as a mixed integer nonlinear program, and present a cutting plane algorithm for non-convex settings to efficiently recover its optimal solution. We improve our algorithm with specialized techniques to generate feasible solutions, narrow the optimality gap, and reduce data-related computation. Our approach can fit risk scores in a way that scales linearly in the number of samples, provides a certificate of optimality, and obeys real-world constraints without parameter tuning or post-processing. We benchmark the performance benefits of this approach through an extensive set of numerical experiments, comparing to risk scores built using heuristic approaches. We also discuss its practical benefits through a real-world application where we build a customized risk score for ICU seizure prediction in collaboration with the Massachusetts General Hospital.

Bilinear pooling (BLP) refers to a family of operations recently developed for fusing features from different modalities predominantly developed for VQA models. A bilinear (outer-product) expansion is thought to encourage models to learn interactions between two feature spaces and has experimentally outperformed `simpler' vector operations (concatenation and element-wise-addition/multiplication) on VQA benchmarks. Successive BLP techniques have yielded higher performance with lower computational expense and are often implemented alongside attention mechanisms. However, despite significant progress in VQA, BLP methods have not been widely applied to more recently explored video question answering (video-QA) tasks. In this paper, we begin to bridge this research gap by applying BLP techniques to various video-QA benchmarks, namely: TVQA, TGIF-QA, Ego-VQA and MSVD-QA. We share our results on the TVQA baseline model, and the recently proposed heterogeneous-memory-enchanced multimodal attention (HME) model. Our experiments include both simply replacing feature concatenation in the existing models with BLP, and a modified version of the TVQA baseline to accommodate BLP we name the `dual-stream' model. We find that our relatively simple integration of BLP does not increase, and mostly harms, performance on these video-QA benchmarks. Using recently proposed theoretical multimodal fusion taxonomies, we offer insight into why BLP-driven performance gain for video-QA benchmarks may be more difficult to achieve than in earlier VQA models. We suggest a few additional `best-practices' to consider when applying BLP to video-QA. We stress that video-QA models should carefully consider where the complex representational potential from BLP is actually needed to avoid computational expense on `redundant' fusion.

Adversarial training is well-known to produce high-quality neural network models that are empirically robust against adversarial perturbations. Nevertheless, once a model has been adversarially trained, one often desires a certification that the model is truly robust against all future attacks. Unfortunately, when faced with adversarially trained models, all existing approaches have significant trouble making certifications that are strong enough to be practically useful. Linear programming (LP) techniques in particular face a "convex relaxation barrier" that prevent them from making high-quality certifications, even after refinement with mixed-integer linear programming (MILP) and branch-and-bound (BnB) techniques. In this paper, we propose a nonconvex certification technique, based on a low-rank restriction of a semidefinite programming (SDP) relaxation. The nonconvex relaxation makes strong certifications comparable to much more expensive SDP methods, while optimizing over dramatically fewer variables comparable to much weaker LP methods. Despite nonconvexity, we show how off-the-shelf local optimization algorithms can be used to achieve and to certify global optimality in polynomial time. Our experiments find that the nonconvex relaxation almost completely closes the gap towards exact certification of adversarially trained models.

This paper proposes a novel admission and routing scheme which takes into account arbitrarily assigned priorities for network flows. The presented approach leverages the centralized Software Defined Networking (SDN) capabilities in order to do so. Exact and heuristic approaches to the stated Priority Flow Admission and Routing (PFAR) problem are provided. The exact approach which provides an optimal solution is based on Integer Linear Programming (ILP). Given the potentially long running time required to find an exact and optimal solution, a heuristic approach is proposed; this approach is based on Genetic Algorithms (GAs). In order to effectively estimate the performance of the proposed approaches, a simulator that is capable of generating semi-random network topologies and flows has been developed. Experimental results for large problem instances (up 50 network nodes and thousands of network flows), show that: i) an optimal solution can be often found in few seconds (even milliseconds), and ii) the heuristic approach yields close-to-optimal solutions (approximately 95\% of the optimal) in a fixed amount of time; these experimental results demonstrate the pertinence of the proposed approaches.

Recent advancements have introduced machine learning frameworks to enhance the Branch and Bound (B\&B) branching policies for solving Mixed Integer Linear Programming (MILP). These methods, primarily relying on imitation learning of Strong Branching, have shown superior performance. However, collecting expert samples for imitation learning, particularly for Strong Branching, is a time-consuming endeavor. To address this challenge, we propose Contrastive Learning with Augmented MILPs for Branching (CAMBranch), a framework that generates Augmented MILPs (AMILPs) by applying variable shifting to limited expert data from their original MILPs. This approach enables the acquisition of a considerable number of labeled expert samples. CAMBranch leverages both MILPs and AMILPs for imitation learning and employs contrastive learning to enhance the model's ability to capture MILP features, thereby improving the quality of branching decisions. Experimental results demonstrate that CAMBranch, trained with only 10\% of the complete dataset, exhibits superior performance. Ablation studies further validate the effectiveness of our method.

Knowledge graphs are incomplete by nature, with only a limited number of observed facts from the world knowledge being represented as structured relations between entities. To partly address this issue, an important task in statistical relational learning is that of link prediction or knowledge graph completion. Both linear and non-linear models have been proposed to solve the problem. Bilinear models, while expressive, are prone to overfitting and lead to quadratic growth of parameters in number of relations. Simpler models have become more standard, with certain constraints on bilinear map as relation parameters. In this work, we propose a factorized bilinear pooling model, commonly used in multi-modal learning, for better fusion of entities and relations, leading to an efficient and constraint-free model. We prove that our model is fully expressive, providing bounds on the embedding dimensionality and factorization rank. Our model naturally generalizes Tucker decomposition based TuckER model, which has been shown to generalize other models, as efficient low-rank approximation without substantially compromising the performance. Due to low-rank approximation, the model complexity can be controlled by the factorization rank, avoiding the possible cubic growth of TuckER. Empirically, we evaluate on real-world datasets, reaching on par or state-of-the-art performance. At extreme low-ranks, model preserves the performance while staying parameter efficient.

Constraint handling remains a key bottleneck in quantum combinatorial optimization. While slack-variable-based encodings are straightforward, they significantly increase qubit counts and circuit depth, challenging the scalability of quantum solvers. In this work, we investigate a suite of Lagrangian-based optimization techniques including dual ascent, bundle methods, cutting plane approaches, and augmented Lagrangian formulations for solving constrained combinatorial problems on quantum simulators and hardware. Our framework is applied to three representative NP-hard problems: the Travelling Salesman Problem (TSP), the Multi-Dimensional Knapsack Problem (MDKP), and the Maximum Independent Set (MIS). We demonstrate that MDKP and TSP, with their inequality-based or degree-constrained structures, allow for slack-free reformulations, leading to significant qubit savings without compromising performance. In contrast, MIS does not inherently benefit from slack elimination but still gains in feasibility and objective quality from principled Lagrangian updates. We benchmark these methods across classically hard instances, analyzing trade-offs in qubit usage, feasibility, and optimality gaps. Our results highlight the flexibility of Lagrangian formulations as a scalable alternative to naive QUBO penalization, even when qubit savings are not always achievable. This work provides practical insights for deploying constraint-aware quantum optimization pipelines, with applications in logistics, network design, and resource allocation.

This paper presents Post-Decision Proximal Policy Optimization (PDPPO), a novel variation of the leading deep reinforcement learning method, Proximal Policy Optimization (PPO). The PDPPO state transition process is divided into two steps: a deterministic step resulting in the post-decision state and a stochastic step leading to the next state. Our approach incorporates post-decision states and dual critics to reduce the problem's dimensionality and enhance the accuracy of value function estimation. Lot-sizing is a mixed integer programming problem for which we exemplify such dynamics. The objective of lot-sizing is to optimize production, delivery fulfillment, and inventory levels in uncertain demand and cost parameters. This paper evaluates the performance of PDPPO across various environments and configurations. Notably, PDPPO with a dual critic architecture achieves nearly double the maximum reward of vanilla PPO in specific scenarios, requiring fewer episode iterations and demonstrating faster and more consistent learning across different initializations. On average, PDPPO outperforms PPO in environments with a stochastic component in the state transition. These results support the benefits of using a post-decision state. Integrating this post-decision state in the value function approximation leads to more informed and efficient learning in high-dimensional and stochastic environments.

This paper presents a new approach and algorithm for solving a class of constrained Bi-Level Optimization (BLO) problems in which the lower-level problem involves constraints coupling both upper-level and lower-level variables. Such problems have recently gained significant attention due to their broad applicability in machine learning. However, conventional gradient-based methods unavoidably rely on computationally intensive calculations related to the Hessian matrix. To address this challenge, we begin by devising a smooth proximal Lagrangian value function to handle the constrained lower-level problem. Utilizing this construct, we introduce a single-level reformulation for constrained BLOs that transforms the original BLO problem into an equivalent optimization problem with smooth constraints. Enabled by this reformulation, we develop a Hessian-free gradient-based algorithm-termed proximal Lagrangian Value function-based Hessian-free Bi-level Algorithm (LV-HBA)-that is straightforward to implement in a single loop manner. Consequently, LV-HBA is especially well-suited for machine learning applications. Furthermore, we offer non-asymptotic convergence analysis for LV-HBA, eliminating the need for traditional strong convexity assumptions for the lower-level problem while also being capable of accommodating non-singleton scenarios. Empirical results substantiate the algorithm's superior practical performance.

Modeling and estimating mixed memberships for overlapping unipartite un-weighted networks has been well studied in recent years. However, to our knowledge, there is no model for a more general case, the overlapping bipartite weighted networks. To close this gap, we introduce a novel model, the Bipartite Mixed Membership Distribution-Free (BiMMDF) model. Our model allows an adjacency matrix to follow any distribution as long as its expectation has a block structure related to node membership. In particular, BiMMDF can model overlapping bipartite signed networks and it is an extension of many previous models, including the popular mixed membership stochastic blcokmodels. An efficient algorithm with a theoretical guarantee of consistent estimation is applied to fit BiMMDF. We then obtain the separation conditions of BiMMDF for different distributions. Furthermore, we also consider missing edges for sparse networks. The advantage of BiMMDF is demonstrated in extensive synthetic networks and eight real-world networks.

This note describes the development of an exact solver for Minimal Directed Feedback Vertex Set as part of the PACE 2022 competition. The solver is powered largely by aggressively trying to reduce the DFVS problem to a Minimal Cover problem, and applying reduction rules adapted from Vertex Cover literature. The resulting problem is solved as an Integer Linear Program (ILP) using SCIP. The resulting solver performed the second-best in the competition, although a bug at submission time disqualified it. As an additional note, we describe a new vertex cover reduction generalizing the Desk reduction rule.

Given a graph, the shortest-path problem requires finding a sequence of edges with minimum cumulative length that connects a source vertex to a target vertex. We consider a variant of this classical problem in which the position of each vertex in the graph is a continuous decision variable constrained in a convex set, and the length of an edge is a convex function of the position of its endpoints. Problems of this form arise naturally in many areas, from motion planning of autonomous vehicles to optimal control of hybrid systems. The price for such a wide applicability is the complexity of this problem, which is easily seen to be NP-hard. Our main contribution is a strong and lightweight mixed-integer convex formulation based on perspective operators, that makes it possible to efficiently find globally optimal paths in large graphs and in high-dimensional spaces.

Optimizing the performance of many objectives (instantiated by tasks or clients) jointly with a few Pareto stationary solutions (models) is critical in machine learning. However, previous multi-objective optimization methods often focus on a few number of objectives and cannot scale to many objectives that outnumber the solutions, leading to either subpar performance or ignored objectives. We introduce Many-objective multi-solution Transport (MosT), a framework that finds multiple diverse solutions in the Pareto front of many objectives. Our insight is to seek multiple solutions, each performing as a domain expert and focusing on a specific subset of objectives while collectively covering all of them. MosT formulates the problem as a bi-level optimization of weighted objectives for each solution, where the weights are defined by an optimal transport between the objectives and solutions. Our algorithm ensures convergence to Pareto stationary solutions for complementary subsets of objectives. On a range of applications in federated learning, multi-task learning, and mixture-of-prompt learning for LLMs, MosT distinctly outperforms strong baselines, delivering high-quality, diverse solutions that profile the entire Pareto frontier, thus ensuring balanced trade-offs across many objectives.

Combinatorial optimization finds an optimal solution within a discrete set of variables and constraints. The field has seen tremendous progress both in research and industry. With the success of deep learning in the past decade, a recent trend in combinatorial optimization has been to improve state-of-the-art combinatorial optimization solvers by replacing key heuristic components with machine learning (ML) models. In this paper, we investigate two essential aspects of machine learning algorithms for combinatorial optimization: temporal characteristics and attention. We argue that for the task of variable selection in the branch-and-bound (B&B) algorithm, incorporating the temporal information as well as the bipartite graph attention improves the solver's performance. We support our claims with intuitions and numerical results over several standard datasets used in the literature and competitions. Code is available at: https://developer.huaweicloud.com/develop/aigallery/notebook/detail?id=047c6cf2-8463-40d7-b92f-7b2ca998e935

We study the computational complexity of approximating general constrained Markov decision processes. Our primary contribution is the design of a polynomial time (0,ε)-additive bicriteria approximation algorithm for finding optimal constrained policies across a broad class of recursively computable constraints, including almost-sure, chance, expectation, and their anytime variants. Matching lower bounds imply our approximation guarantees are optimal so long as P neq NP. The generality of our approach results in answers to several long-standing open complexity questions in the constrained reinforcement learning literature. Specifically, we are the first to prove polynomial-time approximability for the following settings: policies under chance constraints, deterministic policies under multiple expectation constraints, policies under non-homogeneous constraints (i.e., constraints of different types), and policies under constraints for continuous-state processes.

Bootstrap aggregating (bagging) is an effective ensemble protocol, which is believed can enhance robustness by its majority voting mechanism. Recent works further prove the sample-wise robustness certificates for certain forms of bagging (e.g. partition aggregation). Beyond these particular forms, in this paper, we propose the first collective certification for general bagging to compute the tight robustness against the global poisoning attack. Specifically, we compute the maximum number of simultaneously changed predictions via solving a binary integer linear programming (BILP) problem. Then we analyze the robustness of vanilla bagging and give the upper bound of the tolerable poison budget. Based on this analysis, we propose hash bagging to improve the robustness of vanilla bagging almost for free. This is achieved by modifying the random subsampling in vanilla bagging to a hash-based deterministic subsampling, as a way of controlling the influence scope for each poisoning sample universally. Our extensive experiments show the notable advantage in terms of applicability and robustness.

The ability of neural networks to represent more features than neurons makes interpreting them challenging. This phenomenon, known as superposition, has spurred efforts to find architectures that are more interpretable than standard multilayer perceptrons (MLPs) with elementwise activation functions. In this note, I examine bilinear layers, which are a type of MLP layer that are mathematically much easier to analyze while simultaneously performing better than standard MLPs. Although they are nonlinear functions of their input, I demonstrate that bilinear layers can be expressed using only linear operations and third order tensors. We can integrate this expression for bilinear layers into a mathematical framework for transformer circuits, which was previously limited to attention-only transformers. These results suggest that bilinear layers are easier to analyze mathematically than current architectures and thus may lend themselves to deeper safety insights by allowing us to talk more formally about circuits in neural networks. Additionally, bilinear layers may offer an alternative path for mechanistic interpretability through understanding the mechanisms of feature construction instead of enumerating a (potentially exponentially) large number of features in large models.

We study the polynomial-time approximability of the optimal online stochastic bipartite matching algorithm, initiated by Papadimitriou et al. (EC'21). Here, nodes on one side of the graph are given upfront, while at each time t, an online node and its edge weights are drawn from a time-dependent distribution. The optimal algorithm is PSPACE-hard to approximate within some universal constant. We refer to this optimal algorithm, which requires time to think (compute), as a philosopher, and refer to polynomial-time online approximations of the above as philosopher inequalities. The best known philosopher inequality for online matching yields a 0.652-approximation. In contrast, the best possible prophet inequality, or approximation of the optimum offline solution, is 0.5. Our main results are a 0.678-approximate algorithm and a 0.685-approximation for a vertex-weighted special case. Notably, both bounds exceed the 0.666-approximation of the offline optimum obtained by Tang, Wu, and Wu (STOC'22) for the vertex-weighted problem. Building on our algorithms and the recent black-box reduction of Banihashem et al. (SODA'24), we provide polytime (pricing-based) truthful mechanisms which 0.678-approximate the social welfare of the optimal online allocation for bipartite matching markets. Our online allocation algorithm relies on the classic pivotal sampling algorithm (Srinivasan FOCS'01, Gandhi et al. J.ACM'06), along with careful discarding to obtain negative correlations between offline nodes. Consequently, the analysis boils down to examining the distribution of a weighted sum X of negatively correlated Bernoulli variables, specifically lower bounding its mass below a threshold, E[min(1,X)], of possible independent interest. Interestingly, our bound relies on an imaginary invocation of pivotal sampling.

Dynamic programming (DP) is a fundamental method in operations research, but formulating DP models has traditionally required expert knowledge of both the problem context and DP techniques. Large Language Models (LLMs) offer the potential to automate this process. However, DP problems pose unique challenges due to their inherently stochastic transitions and the limited availability of training data. These factors make it difficult to directly apply existing LLM-based models or frameworks developed for other optimization problems, such as linear or integer programming. We introduce DP-Bench, the first benchmark covering a wide range of textbook-level DP problems to enable systematic evaluation. We present Dynamic Programming Language Model (DPLM), a 7B-parameter specialized model that achieves performance comparable to state-of-the-art LLMs like OpenAI's o1 and DeepSeek-R1, and surpasses them on hard problems. Central to DPLM's effectiveness is DualReflect, our novel synthetic data generation pipeline, designed to scale up training data from a limited set of initial examples. DualReflect combines forward generation for diversity and backward generation for reliability. Our results reveal a key insight: backward generation is favored in low-data regimes for its strong correctness guarantees, while forward generation, though lacking such guarantees, becomes increasingly valuable at scale for introducing diverse formulations. This trade-off highlights the complementary strengths of both approaches and the importance of combining them.

Combining discrete probability distributions and combinatorial optimization problems with neural network components has numerous applications but poses several challenges. We propose Implicit Maximum Likelihood Estimation (I-MLE), a framework for end-to-end learning of models combining discrete exponential family distributions and differentiable neural components. I-MLE is widely applicable as it only requires the ability to compute the most probable states and does not rely on smooth relaxations. The framework encompasses several approaches such as perturbation-based implicit differentiation and recent methods to differentiate through black-box combinatorial solvers. We introduce a novel class of noise distributions for approximating marginals via perturb-and-MAP. Moreover, we show that I-MLE simplifies to maximum likelihood estimation when used in some recently studied learning settings that involve combinatorial solvers. Experiments on several datasets suggest that I-MLE is competitive with and often outperforms existing approaches which rely on problem-specific relaxations.

Sequential decision-making problems with multiple objectives arise naturally in practice and pose unique challenges for research in decision-theoretic planning and learning, which has largely focused on single-objective settings. This article surveys algorithms designed for sequential decision-making problems with multiple objectives. Though there is a growing body of literature on this subject, little of it makes explicit under what circumstances special methods are needed to solve multi-objective problems. Therefore, we identify three distinct scenarios in which converting such a problem to a single-objective one is impossible, infeasible, or undesirable. Furthermore, we propose a taxonomy that classifies multi-objective methods according to the applicable scenario, the nature of the scalarization function (which projects multi-objective values to scalar ones), and the type of policies considered. We show how these factors determine the nature of an optimal solution, which can be a single policy, a convex hull, or a Pareto front. Using this taxonomy, we survey the literature on multi-objective methods for planning and learning. Finally, we discuss key applications of such methods and outline opportunities for future work.

Recently, semidefinite programming (SDP) techniques have shown great promise in providing accurate Lipschitz bounds for neural networks. Specifically, the LipSDP approach (Fazlyab et al., 2019) has received much attention and provides the least conservative Lipschitz upper bounds that can be computed with polynomial time guarantees. However, one main restriction of LipSDP is that its formulation requires the activation functions to be slope-restricted on [0,1], preventing its further use for more general activation functions such as GroupSort, MaxMin, and Householder. One can rewrite MaxMin activations for example as residual ReLU networks. However, a direct application of LipSDP to the resultant residual ReLU networks is conservative and even fails in recovering the well-known fact that the MaxMin activation is 1-Lipschitz. Our paper bridges this gap and extends LipSDP beyond slope-restricted activation functions. To this end, we provide novel quadratic constraints for GroupSort, MaxMin, and Householder activations via leveraging their underlying properties such as sum preservation. Our proposed analysis is general and provides a unified approach for estimating ell_2 and ell_infty Lipschitz bounds for a rich class of neural network architectures, including non-residual and residual neural networks and implicit models, with GroupSort, MaxMin, and Householder activations. Finally, we illustrate the utility of our approach with a variety of experiments and show that our proposed SDPs generate less conservative Lipschitz bounds in comparison to existing approaches.

We introduce a framework based on bilevel programming that unifies gradient-based hyperparameter optimization and meta-learning. We show that an approximate version of the bilevel problem can be solved by taking into explicit account the optimization dynamics for the inner objective. Depending on the specific setting, the outer variables take either the meaning of hyperparameters in a supervised learning problem or parameters of a meta-learner. We provide sufficient conditions under which solutions of the approximate problem converge to those of the exact problem. We instantiate our approach for meta-learning in the case of deep learning where representation layers are treated as hyperparameters shared across a set of training episodes. In experiments, we confirm our theoretical findings, present encouraging results for few-shot learning and contrast the bilevel approach against classical approaches for learning-to-learn.

Traditional optimization methods rely on the use of single-precision floating point arithmetic, which can be costly in terms of memory size and computing power. However, mixed precision optimization techniques leverage the use of both single and half-precision floating point arithmetic to reduce memory requirements while maintaining model accuracy. We provide here an algorithm to further reduce memory usage during the training of a model by getting rid of the floating point copy of the parameters, virtually keeping only half-precision numbers. We also explore the benefits of getting rid of the gradient's value by executing the optimizer step during the back-propagation. In practice, we achieve up to 25% lower peak memory use and 15% faster training while maintaining the same level of accuracy.

To bridge the ever increasing gap between deep neural networks' complexity and hardware capability, network quantization has attracted more and more research attention. The latest trend of mixed precision quantization takes advantage of hardware's multiple bit-width arithmetic operations to unleash the full potential of network quantization. However, this also results in a difficult integer programming formulation, and forces most existing approaches to use an extremely time-consuming search process even with various relaxations. Instead of solving a problem of the original integer programming, we propose to optimize a proxy metric, the concept of network orthogonality, which is highly correlated with the loss of the integer programming but also easy to optimize with linear programming. This approach reduces the search time and required data amount by orders of magnitude, with little compromise on quantization accuracy. Specifically, we achieve 72.08% Top-1 accuracy on ResNet-18 with 6.7Mb, which does not require any searching iterations. Given the high efficiency and low data dependency of our algorithm, we used it for the post-training quantization, which achieve 71.27% Top-1 accuracy on MobileNetV2 with only 1.5Mb. Our code is available at https://github.com/MAC-AutoML/OMPQ.

In this work, we study policy poisoning through state manipulation, also known as sensor spoofing, and focus specifically on the case of an agent forming a control policy through batch learning in a linear-quadratic (LQ) system. In this scenario, an attacker aims to trick the learner into implementing a targeted malicious policy by manipulating the batch data before the agent begins its learning process. An attack model is crafted to carry out the poisoning strategically, with the goal of modifying the batch data as little as possible to avoid detection by the learner. We establish an optimization framework to guide the design of such policy poisoning attacks. The presence of bi-linear constraints in the optimization problem requires the design of a computationally efficient algorithm to obtain a solution. Therefore, we develop an iterative scheme based on the Alternating Direction Method of Multipliers (ADMM) which is able to return solutions that are approximately optimal. Several case studies are used to demonstrate the effectiveness of the algorithm in carrying out the sensor-based attack on the batch-learning agent in LQ control systems.

In this paper, we consider the minimum submodular cost allocation (MSCA) problem. The input of MSCA is k non-negative submodular functions f_1,ldots,f_k on the ground set N given by evaluation oracles, and the goal is to partition N into k (possibly empty) sets X_1,ldots,X_k so that sum_{i=1}^k f_i(X_i) is minimized. In this paper, we focus on the case when f_1,ldots,f_k are monotone (denoted by Mono-MSCA). We provide a natural LP-relaxation for Mono-MSCA, which is equivalent to the convex program relaxation introduced by Chekuri and Ene. We show that the integrality gap of the LP-relaxation is at most k/2, which yields a k/2-approximation algorithm for Mono-MSCA. We also show that the integrality gap of the LP-relaxation is at least k/2-epsilon for any constant epsilon>0 when k is fixed.

Multiobjective combinatorial optimization (MOCO) problems can be found in many real-world applications. However, exactly solving these problems would be very challenging, particularly when they are NP-hard. Many handcrafted heuristic methods have been proposed to tackle different MOCO problems over the past decades. In this work, we generalize the idea of neural combinatorial optimization, and develop a learning-based approach to approximate the whole Pareto set for a given MOCO problem without further search procedure. We propose a single preference-conditioned model to directly generate approximate Pareto solutions for any trade-off preference, and design an efficient multiobjective reinforcement learning algorithm to train this model. Our proposed method can be treated as a learning-based extension for the widely-used decomposition-based multiobjective evolutionary algorithm (MOEA/D). It uses a single model to accommodate all the possible preferences, whereas other methods use a finite number of solutions to approximate the Pareto set. Experimental results show that our proposed method significantly outperforms some other methods on the multiobjective traveling salesman problem, multiobjective vehicle routing problem, and multiobjective knapsack problem in terms of solution quality, speed, and model efficiency.

In critical applications, it is vital for classifiers to defer decision-making to humans. We propose a post-hoc method that makes existing classifiers selectively abstain from predicting certain samples. Our abstaining classifier is incentivized to maintain the original accuracy for each sub-population (i.e. no harm) while achieving a set of group fairness definitions to a user specified degree. To this end, we design an Integer Programming (IP) procedure that assigns abstention decisions for each training sample to satisfy a set of constraints. To generalize the abstaining decisions to test samples, we then train a surrogate model to learn the abstaining decisions based on the IP solutions in an end-to-end manner. We analyze the feasibility of the IP procedure to determine the possible abstention rate for different levels of unfairness tolerance and accuracy constraint for achieving no harm. To the best of our knowledge, this work is the first to identify the theoretical relationships between the constraint parameters and the required abstention rate. Our theoretical results are important since a high abstention rate is often infeasible in practice due to a lack of human resources. Our framework outperforms existing methods in terms of fairness disparity without sacrificing accuracy at similar abstention rates.

Mehta and Panigrahi (2012) proposed Online Matching with Stochastic Rewards, which generalizes the Online Bipartite Matching problem of Karp, Vazirani, and Vazirani (1990) by associating the edges with success probabilities. This new feature captures the pay-per-click model in online advertising. Recently, Huang and Zhang (2020) studied this problem under the online primal dual framework using the Configuration Linear Program (LP), and got the best known competitive ratios of the Stochastic Balance algorithm. Their work suggests that the more expressive Configuration LP is more suitable for this problem than the Matching LP. This paper advances the theory of Configuration LP in two directions. Our technical contribution includes a characterization of the joint matching outcome of an offline vertex and all its neighbors. This characterization may be of independent interest, and is aligned with the spirit of Configuration LP. By contrast, previous analyses of Ranking generally focus on only one neighbor. Second, we designed a Stochastic Configuration LP that captures a stochastic benchmark proposed by Goyal and Udwani (2020), who used a Path-based LP. The Stochastic Configuration LP is smaller and simpler than the Path-based LP. Moreover, using the new LP we improved the competitive ratio of Stochastic Balance from 0.596 to 0.611 when the success probabilities are infinitesimal, and to 0.613 when the success probabilities are further equal.

This work focuses on addressing two major challenges in the context of large-scale nonconvex Bi-Level Optimization (BLO) problems, which are increasingly applied in machine learning due to their ability to model nested structures. These challenges involve ensuring computational efficiency and providing theoretical guarantees. While recent advances in scalable BLO algorithms have primarily relied on lower-level convexity simplification, our work specifically tackles large-scale BLO problems involving nonconvexity in both the upper and lower levels. We simultaneously address computational and theoretical challenges by introducing an innovative single-loop gradient-based algorithm, utilizing the Moreau envelope-based reformulation, and providing non-asymptotic convergence analysis for general nonconvex BLO problems. Notably, our algorithm relies solely on first-order gradient information, enhancing its practicality and efficiency, especially for large-scale BLO learning tasks. We validate our approach's effectiveness through experiments on various synthetic problems, two typical hyper-parameter learning tasks, and a real-world neural architecture search application, collectively demonstrating its superior performance.

In this work, we study first-order algorithms for solving Bilevel Optimization (BO) where the objective functions are smooth but possibly nonconvex in both levels and the variables are restricted to closed convex sets. As a first step, we study the landscape of BO through the lens of penalty methods, in which the upper- and lower-level objectives are combined in a weighted sum with penalty parameter sigma > 0. In particular, we establish a strong connection between the penalty function and the hyper-objective by explicitly characterizing the conditions under which the values and derivatives of the two must be O(sigma)-close. A by-product of our analysis is the explicit formula for the gradient of hyper-objective when the lower-level problem has multiple solutions under minimal conditions, which could be of independent interest. Next, viewing the penalty formulation as O(sigma)-approximation of the original BO, we propose first-order algorithms that find an epsilon-stationary solution by optimizing the penalty formulation with sigma = O(epsilon). When the perturbed lower-level problem uniformly satisfies the small-error proximal error-bound (EB) condition, we propose a first-order algorithm that converges to an epsilon-stationary point of the penalty function, using in total O(epsilon^{-3}) and O(epsilon^{-7}) accesses to first-order (stochastic) gradient oracles when the oracle is deterministic and oracles are noisy, respectively. Under an additional assumption on stochastic oracles, we show that the algorithm can be implemented in a fully {\it single-loop} manner, i.e., with O(1) samples per iteration, and achieves the improved oracle-complexity of O(epsilon^{-3}) and O(epsilon^{-5}), respectively.

Automated model selection is often proposed to users to choose which machine learning model (or method) to apply to a given regression task. In this paper, we show that combining different regression models can yield better results than selecting a single ('best') regression model, and outline an efficient method that obtains optimally weighted convex linear combination from a heterogeneous set of regression models. More specifically, in this paper, a heuristic weight optimization, used in a preceding conference paper, is replaced by an exact optimization algorithm using convex quadratic programming. We prove convexity of the quadratic programming formulation for the straightforward formulation and for a formulation with weighted data points. The novel weight optimization is not only (more) exact but also more efficient. The methods we develop in this paper are implemented and made available via github-open source. They can be executed on commonly available hardware and offer a transparent and easy to interpret interface. The results indicate that the approach outperforms model selection methods on a range of data sets, including data sets with mixed variable type from drug discovery applications.

Online allocation problems with resource constraints are central problems in revenue management and online advertising. In these problems, requests arrive sequentially during a finite horizon and, for each request, a decision maker needs to choose an action that consumes a certain amount of resources and generates reward. The objective is to maximize cumulative rewards subject to a constraint on the total consumption of resources. In this paper, we consider a data-driven setting in which the reward and resource consumption of each request are generated using an input model that is unknown to the decision maker. We design a general class of algorithms that attain good performance in various input models without knowing which type of input they are facing. In particular, our algorithms are asymptotically optimal under independent and identically distributed inputs as well as various non-stationary stochastic input models, and they attain an asymptotically optimal fixed competitive ratio when the input is adversarial. Our algorithms operate in the Lagrangian dual space: they maintain a dual multiplier for each resource that is updated using online mirror descent. By choosing the reference function accordingly, we recover the dual sub-gradient descent and dual multiplicative weights update algorithm. The resulting algorithms are simple, fast, and do not require convexity in the revenue function, consumption function and action space, in contrast to existing methods for online allocation problems. We discuss applications to network revenue management, online bidding in repeated auctions with budget constraints, online proportional matching with high entropy, and personalized assortment optimization with limited inventory.

Training large language models (LLMs) efficiently while preserving model quality poses significant challenges, particularly with subbyte precision supported by state-of-the-art GPUs. Current mixed-precision training approaches either apply uniform precision to all GEMM operations or rely on heuristic-based methods that fail to generalize during training, leading to suboptimal convergence and instability. To address these challenges, this paper introduces SNIP, a fine-grained adaptive mixed-precision training framework for LLM pretraining that supports subbyte precision. SNIP periodically collects statistics on activations, gradients, and optimizer states to assess the precision loss impact on model quality. We define two key metrics: loss divergence in the forward pass, caused by quantization-induced increases in training loss, and weight divergence in the backward pass, which measures error propagation through gradients affecting model updates. These metrics guide an Integer Linear Programming (ILP) problem that systematically optimizes layerwise precision to minimize overall quality loss while meeting efficiency targets. Experiments on 1B, 3B, 7B and 70B Llama-like models demonstrate that SNIP consistently outperforms existing baselines, reducing FLOPs by up to 80% while preserving model quality across different model sizes and training phases with minimal computational overhead.

Optimization problems are pervasive across various sectors, from manufacturing and distribution to healthcare. However, most such problems are still solved heuristically by hand rather than optimally by state-of-the-art solvers, as the expertise required to formulate and solve these problems limits the widespread adoption of optimization tools and techniques. We introduce OptiMUS, a Large Language Model (LLM)-based agent designed to formulate and solve MILP problems from their natural language descriptions. OptiMUS is capable of developing mathematical models, writing and debugging solver code, developing tests, and checking the validity of generated solutions. To benchmark our agent, we present NLP4LP, a novel dataset of linear programming (LP) and mixed integer linear programming (MILP) problems. Our experiments demonstrate that OptiMUS solves nearly twice as many problems as a basic LLM prompting strategy. OptiMUS code and NLP4LP dataset are available at https://github.com/teshnizi/OptiMUS{https://github.com/teshnizi/OptiMUS}

A mechanistic understanding of how MLPs do computation in deep neural networks remains elusive. Current interpretability work can extract features from hidden activations over an input dataset but generally cannot explain how MLP weights construct features. One challenge is that element-wise nonlinearities introduce higher-order interactions and make it difficult to trace computations through the MLP layer. In this paper, we analyze bilinear MLPs, a type of Gated Linear Unit (GLU) without any element-wise nonlinearity that nevertheless achieves competitive performance. Bilinear MLPs can be fully expressed in terms of linear operations using a third-order tensor, allowing flexible analysis of the weights. Analyzing the spectra of bilinear MLP weights using eigendecomposition reveals interpretable low-rank structure across toy tasks, image classification, and language modeling. We use this understanding to craft adversarial examples, uncover overfitting, and identify small language model circuits directly from the weights alone. Our results demonstrate that bilinear layers serve as an interpretable drop-in replacement for current activation functions and that weight-based interpretability is viable for understanding deep-learning models.

Gradient methods have become mainstream techniques for Bi-Level Optimization (BLO) in learning fields. The validity of existing works heavily rely on either a restrictive Lower- Level Strong Convexity (LLSC) condition or on solving a series of approximation subproblems with high accuracy or both. In this work, by averaging the upper and lower level objectives, we propose a single loop Bi-level Averaged Method of Multipliers (sl-BAMM) for BLO that is simple yet efficient for large-scale BLO and gets rid of the limited LLSC restriction. We further provide non-asymptotic convergence analysis of sl-BAMM towards KKT stationary points, and the comparative advantage of our analysis lies in the absence of strong gradient boundedness assumption, which is always required by others. Thus our theory safely captures a wider variety of applications in deep learning, especially where the upper-level objective is quadratic w.r.t. the lower-level variable. Experimental results demonstrate the superiority of our method.

Recently, an intriguing class of non-convex optimization problems has emerged in the context of learning directed acyclic graphs (DAGs). These problems involve minimizing a given loss or score function, subject to a non-convex continuous constraint that penalizes the presence of cycles in a graph. In this work, we delve into the optimization challenges associated with this class of non-convex programs. To address these challenges, we propose a bi-level algorithm that leverages the non-convex constraint in a novel way. The outer level of the algorithm optimizes over topological orders by iteratively swapping pairs of nodes within the topological order of a DAG. A key innovation of our approach is the development of an effective method for generating a set of candidate swapping pairs for each iteration. At the inner level, given a topological order, we utilize off-the-shelf solvers that can handle linear constraints. The key advantage of our proposed algorithm is that it is guaranteed to find a local minimum or a KKT point under weaker conditions compared to previous work and finds solutions with lower scores. Extensive experiments demonstrate that our method outperforms state-of-the-art approaches in terms of achieving a better score. Additionally, our method can also be used as a post-processing algorithm to significantly improve the score of other algorithms. Code implementing the proposed method is available at https://github.com/duntrain/topo.

Sphere packing, Hilbert's eighteenth problem, asks for the densest arrangement of congruent spheres in n-dimensional Euclidean space. Although relevant to areas such as cryptography, crystallography, and medical imaging, the problem remains unresolved: beyond a few special dimensions, neither optimal packings nor tight upper bounds are known. Even a major breakthrough in dimension n=8, later recognised with a Fields Medal, underscores its difficulty. A leading technique for upper bounds, the three-point method, reduces the problem to solving large, high-precision semidefinite programs (SDPs). Because each candidate SDP may take days to evaluate, standard data-intensive AI approaches are infeasible. We address this challenge by formulating SDP construction as a sequential decision process, the SDP game, in which a policy assembles SDP formulations from a set of admissible components. Using a sample-efficient model-based framework that combines Bayesian optimisation with Monte Carlo Tree Search, we obtain new state-of-the-art upper bounds in dimensions 4-16, showing that model-based search can advance computational progress in longstanding geometric problems. Together, these results demonstrate that sample-efficient, model-based search can make tangible progress on mathematically rigid, evaluation limited problems, pointing towards a complementary direction for AI-assisted discovery beyond large-scale LLM-driven exploration.

Recently, cutting-plane methods such as GCP-CROWN have been explored to enhance neural network verifiers and made significant advances. However, GCP-CROWN currently relies on generic cutting planes (cuts) generated from external mixed integer programming (MIP) solvers. Due to the poor scalability of MIP solvers, large neural networks cannot benefit from these cutting planes. In this paper, we exploit the structure of the neural network verification problem to generate efficient and scalable cutting planes specific for this problem setting. We propose a novel approach, Branch-and-bound Inferred Cuts with COnstraint Strengthening (BICCOS), which leverages the logical relationships of neurons within verified subproblems in the branch-and-bound search tree, and we introduce cuts that preclude these relationships in other subproblems. We develop a mechanism that assigns influence scores to neurons in each path to allow the strengthening of these cuts. Furthermore, we design a multi-tree search technique to identify more cuts, effectively narrowing the search space and accelerating the BaB algorithm. Our results demonstrate that BICCOS can generate hundreds of useful cuts during the branch-and-bound process and consistently increase the number of verifiable instances compared to other state-of-the-art neural network verifiers on a wide range of benchmarks, including large networks that previous cutting plane methods could not scale to. BICCOS is part of the α,β-CROWN verifier, the VNN-COMP 2024 winner. The code is available at http://github.com/Lemutisme/BICCOS .

In this paper, we develop an approximation scheme for solving bilevel programs with equilibrium constraints, which are generally difficult to solve. Among other things, calculating the first-order derivative in such a problem requires differentiation across the hierarchy, which is computationally intensive, if not prohibitive. To bypass the hierarchy, we propose to bound such bilevel programs, equivalent to multiple-followers Stackelberg games, with two new hierarchy-free problems: a T-step Cournot game and a T-step monopoly model. Since they are standard equilibrium or optimization problems, both can be efficiently solved via first-order methods. Importantly, we show that the bounds provided by these problems -- the upper bound by the T-step Cournot game and the lower bound by the T-step monopoly model -- can be made arbitrarily tight by increasing the step parameter T for a wide range of problems. We prove that a small T usually suffices under appropriate conditions to reach an approximation acceptable for most practical purposes. Eventually, the analytical insights are highlighted through numerical examples.

Quantum optimization holds promise for addressing classically intractable combinatorial problems, yet a standardized framework for benchmarking its performance, particularly in terms of solution quality, computational speed, and scalability is still lacking. In this work, we introduce a comprehensive benchmarking framework designed to systematically evaluate a range of quantum optimization techniques against well-established NP-hard combinatorial problems. Our framework focuses on key problem classes, including the Multi-Dimensional Knapsack Problem (MDKP), Maximum Independent Set (MIS), Quadratic Assignment Problem (QAP), and Market Share Problem (MSP). Our study evaluates gate-based quantum approaches, including the Variational Quantum Eigensolver (VQE) and its CVaR-enhanced variant, alongside advanced quantum algorithms such as the Quantum Approximate Optimization Algorithm (QAOA) and its extensions. To address resource constraints, we incorporate qubit compression techniques like Pauli Correlation Encoding (PCE) and Quantum Random Access Optimization (QRAO). Experimental results, obtained from simulated quantum environments and classical solvers, provide key insights into feasibility, optimality gaps, and scalability. Our findings highlight both the promise and current limitations of quantum optimization, offering a structured pathway for future research and practical applications in quantum-enhanced decision-making.

Many problems in machine learning involve bilevel optimization (BLO), including hyperparameter optimization, meta-learning, and dataset distillation. Bilevel problems consist of two nested sub-problems, called the outer and inner problems, respectively. In practice, often at least one of these sub-problems is overparameterized. In this case, there are many ways to choose among optima that achieve equivalent objective values. Inspired by recent studies of the implicit bias induced by optimization algorithms in single-level optimization, we investigate the implicit bias of gradient-based algorithms for bilevel optimization. We delineate two standard BLO methods -- cold-start and warm-start -- and show that the converged solution or long-run behavior depends to a large degree on these and other algorithmic choices, such as the hypergradient approximation. We also show that the inner solutions obtained by warm-start BLO can encode a surprising amount of information about the outer objective, even when the outer parameters are low-dimensional. We believe that implicit bias deserves as central a role in the study of bilevel optimization as it has attained in the study of single-level neural net optimization.

Constraint programming is known for being an efficient approach for solving combinatorial problems. Important design choices in a solver are the branching heuristics, which are designed to lead the search to the best solutions in a minimum amount of time. However, developing these heuristics is a time-consuming process that requires problem-specific expertise. This observation has motivated many efforts to use machine learning to automatically learn efficient heuristics without expert intervention. To the best of our knowledge, it is still an open research question. Although several generic variable-selection heuristics are available in the literature, the options for a generic value-selection heuristic are more scarce. In this paper, we propose to tackle this issue by introducing a generic learning procedure that can be used to obtain a value-selection heuristic inside a constraint programming solver. This has been achieved thanks to the combination of a deep Q-learning algorithm, a tailored reward signal, and a heterogeneous graph neural network architecture. Experiments on graph coloring, maximum independent set, and maximum cut problems show that our framework is able to find better solutions close to optimality without requiring a large amounts of backtracks while being generic.

We give explicit low-rank bilinear non-commutative schemes for multiplying structured n times n matrices with 2 leq n leq 5, which serve as building blocks for recursive algorithms with improved multiplicative factors in asymptotic complexity. Our schemes are discovered over F_2 or F_3 and lifted to Z or Q. Using a flip graph search over tensor decompositions, we derive schemes for general, upper-triangular, lower-triangular, symmetric, and skew-symmetric inputs, as well as products of a structured matrix with its transpose. In particular, we obtain 4 times 4 rank-34 schemes: (i) multiplying a general matrix by its transpose using 10 recursive calls, improving the factor from 26/41 (0.634) to 8/13 (0.615); and (ii) multiplying an upper-triangular matrix by a general matrix using 12 recursive calls, improving the factor from 8/13 (0.615) to 22/37 (0.595). Additionally, using F_3 flip graphs, we discover schemes over Q that fundamentally require the inverse of 2, including a 2 times 2 symmetric-symmetric multiplication of rank 5 and a 3 times 3 skew-symmetric-general multiplication of rank 14 (improving upon AlphaTensor's 15).

We define a new class of set functions that in addition to being monotone and subadditive, also admit a very limited form of submodularity defined over a permutation of the ground set. We refer to this permutation as a submodular order. This class of functions includes monotone submodular functions as a sub-family. To understand the importance of this structure in optimization problems we consider the problem of maximizing function value under various types of constraints. To demonstrate the modeling power of submodular order functions we show applications in two different settings. First, we apply our results to the extensively studied problem of assortment optimization. While the objectives in assortment optimization are known to be non-submodular (and non-monotone) even for simple choice models, we show that they are compatible with the notion of submodular order. Consequently, we obtain new and in some cases the first constant factor guarantee for constrained assortment optimization in fundamental choice models. As a second application of submodular order functions, we show an intriguing connection to the maximization of monotone submodular functions in the streaming model. We recover some best known guarantees for this problem as a corollary of our results.

Scheduling precedence-constrained tasks under shared renewable resources is central to modern computing platforms. The Resource Investment Problem (RIP) models this setting by minimizing the cost of provisioned renewable resources under precedence and timing constraints. Exact mixed-integer programming and constraint programming become impractically slow on large instances, and dynamic updates require schedule revisions under tight latency budgets. We present iScheduler, a reinforcement-learning-driven iterative scheduling framework that formulates RIP solving as a Markov decision process over decomposed subproblems and constructs schedules through sequential process selection. The framework accelerates optimization and supports reconfiguration by reusing unchanged process schedules and rescheduling only affected processes. We also release L-RIPLIB, an industrial-scale benchmark derived from cloud-platform workloads with 1,000 instances of 2,500-10,000 tasks. Experiments show that iScheduler attains competitive resource costs while reducing time to feasibility by up to 43times against strong commercial baselines.

A range of quantum algorithms, especially those leveraging variational parameterization and circuit-based optimization, are being studied as alternatives for solving classically intractable combinatorial optimization problems (COPs). However, their applicability is limited by hardware constraints, including shallow circuit depth, limited qubit counts, and noise. To mitigate these issues, we propose a hybrid classical--quantum framework based on graph shrinking to reduce the number of variables and constraints in QUBO formulations of COPs, while preserving problem structure. Our approach introduces three key ideas: (i) constraint-aware shrinking that prevents merges that will likely violate problem-specific feasibility constraints, (ii) a verification-and-repair pipeline to correct infeasible solutions post-optimization, and (iii) adaptive strategies for recalculating correlations and controlling the graph shrinking process. We apply our approach to three standard benchmark problems: Multidimensional Knapsack (MDKP), Maximum Independent Set (MIS), and the Quadratic Assignment Problem (QAP). Empirical results show that our approach improves solution feasibility, reduces repair complexity, and enhances quantum optimization quality on hardware-limited instances. These findings demonstrate a scalable pathway for applying near-term quantum algorithms to classically challenging constrained optimization problems.

Multi-objective optimization involving Quadratic Unconstrained Binary Optimization (QUBO) problems arises in various domains. A fundamental challenge in this context is the effective balancing of multiple objectives, each potentially operating on very different scales. This imbalance introduces complications such as the selection of appropriate weights when scalarizing multiple objectives into a single objective function. In this paper, we propose a novel technique for scaling QUBO objectives that uses an exact computation of the variance of each individual QUBO objective. By scaling each objective to have unit variance, we align all objectives onto a common scale, thereby allowing for more balanced solutions to be found when scalarizing the objectives with equal weights, as well as potentially assisting in the search or choice of weights during scalarization. Finally, we demonstrate its advantages through empirical evaluations on various multi-objective optimization problems. Our results are noteworthy since manually selecting scalarization weights is cumbersome, and reliable, efficient solutions are scarce.

Algorithm performance in combinatorial optimization is highly sensitive to parameter settings, while a single globally tuned configuration often fails to exploit the heterogeneity of instances. This limitation is particularly evident in the Electric Capacitated Vehicle Routing Problem, where instances differ in structure, demand patterns, and energy constraints. This paper investigates instance-aware parameter configuration for Bilevel Late Acceptance Hill Climbing, a state-of-the-art metaheuristic for the Electric Capacitated Vehicle Routing Problem. An offline tuning procedure is used to obtain instance-specific parameter labels, which are then mapped from instance features via a regression model to enable parameter prediction for unseen instances prior to execution. Experimental results on the IEEE WCCI 2020 benchmark and its extensions show that the proposed approach achieves an average objective value reduction of 0.28% across eight held-out test instances relative to a globally tuned configuration. This corresponds to a significant cost reduction in multimillion-dollar transportation operations.

Optimization problems over dynamic networks have been extensively studied and widely used in the past decades to formulate numerous real-world problems. However, (1) traditional optimization-based approaches do not scale to large networks, and (2) the design of good heuristics or approximation algorithms often requires significant manual trial-and-error. In this work, we argue that data-driven strategies can automate this process and learn efficient algorithms without compromising optimality. To do so, we present network control problems through the lens of reinforcement learning and propose a graph network-based framework to handle a broad class of problems. Instead of naively computing actions over high-dimensional graph elements, e.g., edges, we propose a bi-level formulation where we (1) specify a desired next state via RL, and (2) solve a convex program to best achieve it, leading to drastically improved scalability and performance. We further highlight a collection of desirable features to system designers, investigate design decisions, and present experiments on real-world control problems showing the utility, scalability, and flexibility of our framework.

We consider a family of convex quadratic programs in which the coefficients of the linear objective term and the righthand side of the constraints are affine functions of a parameter. It is well known that the solution of such a parametrized quadratic program is a piecewise affine function of the parameter. The number of (polyhedral) regions in the solution map can grow exponentially in problem size, but when the number of regions is moderate, a so-called explicit solver is practical. Such a solver computes the coefficients of the affine functions and the linear inequalities defining the polyhedral regions offline; to solve a problem instance online it simply evaluates this explicit solution map. Potential advantages of an explicit solver over a more general purpose iterative solver can include transparency, interpretability, reliability, and speed. In this paper we describe how code generation can be used to automatically generate an explicit solver from a high level description of a parametrized quadratic program. Our method has been implemented in the open-source software CVXPYgen, which is part of CVXPY, a domain specific language for general convex optimization.

We improve the efficiency of algorithms for stochastic combinatorial semi-bandits. In most interesting problems, state-of-the-art algorithms take advantage of structural properties of rewards, such as independence. However, while being optimal in terms of asymptotic regret, these algorithms are inefficient. In our paper, we first reduce their implementation to a specific submodular maximization. Then, in case of matroid constraints, we design adapted approximation routines, thereby providing the first efficient algorithms that rely on reward structure to improve regret bound. In particular, we improve the state-of-the-art efficient gap-free regret bound by a factor m/log m, where m is the maximum action size. Finally, we show how our improvement translates to more general budgeted combinatorial semi-bandits.

Despite the success of neural-based combinatorial optimization methods for end-to-end heuristic learning, out-of-distribution generalization remains a challenge. In this paper, we present a novel formulation of Combinatorial Optimization Problems (COPs) as Markov Decision Processes (MDPs) that effectively leverages common symmetries of COPs to improve out-of-distribution robustness. Starting from a direct MDP formulation of a constructive method, we introduce a generic way to reduce the state space, based on Bisimulation Quotienting (BQ) in MDPs. Then, for COPs with a recursive nature, we specialize the bisimulation and show how the reduced state exploits the symmetries of these problems and facilitates MDP solving. Our approach is principled and we prove that an optimal policy for the proposed BQ-MDP actually solves the associated COPs. We illustrate our approach on five classical problems: the Euclidean and Asymmetric Traveling Salesman, Capacitated Vehicle Routing, Orienteering and Knapsack Problems. Furthermore, for each problem, we introduce a simple attention-based policy network for the BQ-MDPs, which we train by imitation of (near) optimal solutions of small instances from a single distribution. We obtain new state-of-the-art results for the five COPs on both synthetic and realistic benchmarks. Notably, in contrast to most existing neural approaches, our learned policies show excellent generalization performance to much larger instances than seen during training, without any additional search procedure.

Optimization problems are prevalent across various scenarios. Formulating and then solving optimization problems described by natural language often requires highly specialized human expertise, which could block the widespread application of optimization-based decision making. To automate problem formulation and solving, leveraging large language models (LLMs) has emerged as a potential way. However, this kind of approach suffers from the issue of optimization generalization. Namely, the accuracy of most current LLM-based methods and the generality of optimization problem types that they can model are still limited. In this paper, we propose a unified learning-based framework called LLMOPT to boost optimization generalization. Starting from the natural language descriptions of optimization problems and a pre-trained LLM, LLMOPT constructs the introduced five-element formulation as a universal model for learning to define diverse optimization problem types. Then, LLMOPT employs the multi-instruction tuning to enhance both problem formalization and solver code generation accuracy and generality. After that, to prevent hallucinations in LLMs, such as sacrificing solving accuracy to avoid execution errors, the model alignment and self-correction mechanism are adopted in LLMOPT. We evaluate the optimization generalization ability of LLMOPT and compared methods across six real-world datasets covering roughly 20 fields such as health, environment, energy and manufacturing, etc. Extensive experiment results show that LLMOPT is able to model various optimization problem types such as linear/nonlinear programming, mixed integer programming, and combinatorial optimization, and achieves a notable 11.08% average solving accuracy improvement compared with the state-of-the-art methods. The code is available at https://github.com/caigaojiang/LLMOPT.

Semidefinite programming is a fundamental problem class in convex optimization, but despite recent advances in solvers, solving large-scale semidefinite programs remains challenging. Generally the matrix functions involved are spectral or unitarily invariant, i.e., they depend only on the eigenvalues or singular values of the matrix. This paper investigates how spectral matrix cones -- cones defined from epigraphs and perspectives of spectral or unitarily invariant functions -- can be used to enhance first-order conic solvers for semidefinite programs. Our main result shows that projecting a matrix can be reduced to projecting its eigenvalues or singular values, which we demonstrate can be done at a negligible cost compared to the eigenvalue or singular value decomposition itself. We have integrated support for spectral matrix cone projections into the Splitting Conic Solver (SCS). Numerical experiments show that SCS with this enhancement can achieve speedups of up to an order of magnitude for solving semidefinite programs arising in experimental design, robust principal component analysis, and graph partitioning.

We consider the linear contextual multi-class multi-period packing problem (LMMP) where the goal is to pack items such that the total vector of consumption is below a given budget vector and the total value is as large as possible. We consider the setting where the reward and the consumption vector associated with each action is a class-dependent linear function of the context, and the decision-maker receives bandit feedback. LMMP includes linear contextual bandits with knapsacks and online revenue management as special cases. We establish a new estimator which guarantees a faster convergence rate, and consequently, a lower regret in such problems. We propose a bandit policy that is a closed-form function of said estimated parameters. When the contexts are non-degenerate, the regret of the proposed policy is sublinear in the context dimension, the number of classes, and the time horizon T when the budget grows at least as T. We also resolve an open problem posed by Agrawal & Devanur (2016) and extend the result to a multi-class setting. Our numerical experiments clearly demonstrate that the performance of our policy is superior to other benchmarks in the literature.

The deployment and training of neural networks on edge computing devices pose many challenges. The low memory nature of edge devices is often one of the biggest limiting factors encountered in the deployment of large neural network models. Tensor rematerialization or recompute is a way to address high memory requirements for neural network training and inference. In this paper we consider the problem of execution time minimization of compute graphs subject to a memory budget. In particular, we develop a new constraint programming formulation called Moccasin with only O(n) integer variables, where n is the number of nodes in the compute graph. This is a significant improvement over the works in the recent literature that propose formulations with O(n^2) Boolean variables. We present numerical studies that show that our approach is up to an order of magnitude faster than recent work especially for large-scale graphs.

Credit risk modeling relies extensively on Weight of Evidence (WoE) and Information Value (IV) for feature engineering, and Population Stability Index (PSI) for drift monitoring, yet their theoretical foundations remain disconnected. We establish a unified information-theoretic framework revealing these industry-standard metrics as instances of classical information divergences. Specifically, we prove that IV exactly equals PSI (Jeffreys divergence) computed between good and bad credit outcomes over identical bins. Through the delta method applied to WoE transformations, we derive standard errors for IV and PSI, enabling formal hypothesis testing and probabilistic fairness constraints for the first time. We formalize credit modeling's inherent performance-fairness trade-off as maximizing IV for predictive power while minimizing IV for protected attributes. Using automated binning with depth-1 XGBoost stumps, we compare three encoding strategies: logistic regression with one-hot encoding, WoE transformation, and constrained XGBoost. All methods achieve comparable predictive performance (AUC 0.82-0.84), demonstrating that principled, information-theoretic binning outweighs encoding choice. Mixed-integer programming traces Pareto-efficient solutions along the performance-fairness frontier with uncertainty quantification. This framework bridges theory and practice, providing the first rigorous statistical foundation for widely-used credit risk metrics while offering principled tools for balancing accuracy and fairness in regulated environments.

Regularized optimal transport (OT) is now increasingly used as a loss or as a matching layer in neural networks. Entropy-regularized OT can be computed using the Sinkhorn algorithm but it leads to fully-dense transportation plans, meaning that all sources are (fractionally) matched with all targets. To address this issue, several works have investigated quadratic regularization instead. This regularization preserves sparsity and leads to unconstrained and smooth (semi) dual objectives, that can be solved with off-the-shelf gradient methods. Unfortunately, quadratic regularization does not give direct control over the cardinality (number of nonzeros) of the transportation plan. We propose in this paper a new approach for OT with explicit cardinality constraints on the transportation plan. Our work is motivated by an application to sparse mixture of experts, where OT can be used to match input tokens such as image patches with expert models such as neural networks. Cardinality constraints ensure that at most k tokens are matched with an expert, which is crucial for computational performance reasons. Despite the nonconvexity of cardinality constraints, we show that the corresponding (semi) dual problems are tractable and can be solved with first-order gradient methods. Our method can be thought as a middle ground between unregularized OT (recovered in the limit case k=1) and quadratically-regularized OT (recovered when k is large enough). The smoothness of the objectives increases as k increases, giving rise to a trade-off between convergence speed and sparsity of the optimal plan.

In problem-solving, we humans can come up with multiple novel solutions to the same problem. However, reinforcement learning algorithms can only produce a set of monotonous policies that maximize the cumulative reward but lack diversity and novelty. In this work, we address the problem of generating novel policies in reinforcement learning tasks. Instead of following the multi-objective framework used in existing methods, we propose to rethink the problem under a novel perspective of constrained optimization. We first introduce a new metric to evaluate the difference between policies and then design two practical novel policy generation methods following the new perspective. The two proposed methods, namely the Constrained Task Novel Bisector (CTNB) and the Interior Policy Differentiation (IPD), are derived from the feasible direction method and the interior point method commonly known in the constrained optimization literature. Experimental comparisons on the MuJoCo control suite show our methods can achieve substantial improvement over previous novelty-seeking methods in terms of both the novelty of policies and their performances in the primal task.

Combinatorial problems are a common challenge in business, requiring finding optimal solutions under specified constraints. While significant progress has been made with variational approaches such as QAOA, most problems addressed are unconstrained (such as Max-Cut). In this study, we investigate a hybrid quantum-classical method for constrained optimization problems, particularly those with knapsack constraints that occur frequently in financial and supply chain applications. Our proposed method relies firstly on relaxations to local quantum Hamiltonians, defined through commutative maps. Drawing inspiration from quantum random access code (QRAC) concepts, particularly Quantum Random Access Optimizer (QRAO), we explore QRAO's potential in solving large constrained optimization problems. We employ classical techniques like Linear Relaxation as a presolve mechanism to handle constraints and cope further with scalability. We compare our approach with QAOA and present the final results for a real-world procurement optimization problem: a significant sized multi-knapsack-constrained problem.

Clustering is a widely deployed unsupervised learning tool. Model-based clustering is a flexible framework to tackle data heterogeneity when the clusters have different shapes. Likelihood-based inference for mixture distributions often involves non-convex and high-dimensional objective functions, imposing difficult computational and statistical challenges. The classic expectation-maximization (EM) algorithm is a computationally thrifty iterative method that maximizes a surrogate function minorizing the log-likelihood of observed data in each iteration, which however suffers from bad local maxima even in the special case of the standard Gaussian mixture model with common isotropic covariance matrices. On the other hand, recent studies reveal that the unique global solution of a semidefinite programming (SDP) relaxed K-means achieves the information-theoretically sharp threshold for perfectly recovering the cluster labels under the standard Gaussian mixture model. In this paper, we extend the SDP approach to a general setting by integrating cluster labels as model parameters and propose an iterative likelihood adjusted SDP (iLA-SDP) method that directly maximizes the exact observed likelihood in the presence of data heterogeneity. By lifting the cluster assignment to group-specific membership matrices, iLA-SDP avoids centroids estimation -- a key feature that allows exact recovery under well-separateness of centroids without being trapped by their adversarial configurations. Thus iLA-SDP is less sensitive than EM to initialization and more stable on high-dimensional data. Our numeric experiments demonstrate that iLA-SDP can achieve lower mis-clustering errors over several widely used clustering methods including K-means, SDP and EM algorithms.

The prevalence and importance of algorithmic two-sided marketplaces has drawn attention to the issue of fairness in such settings. Algorithmic decisions are used in assigning students to schools, users to advertisers, and applicants to job interviews. These decisions should heed the preferences of individuals, and simultaneously be fair with respect to their merits (synonymous with fit, future performance, or need). Merits conditioned on observable features are always uncertain, a fact that is exacerbated by the widespread use of machine learning algorithms to infer merit from the observables. As our key contribution, we carefully axiomatize a notion of individual fairness in the two-sided marketplace setting which respects the uncertainty in the merits; indeed, it simultaneously recognizes uncertainty as the primary potential cause of unfairness and an approach to address it. We design a linear programming framework to find fair utility-maximizing distributions over allocations, and we show that the linear program is robust to perturbations in the estimated parameters of the uncertain merit distributions, a key property in combining the approach with machine learning techniques.

The Vehicle Routing Problem (VRP) is one of the most intensively studied combinatorial optimisation problems for which numerous models and algorithms have been proposed. To tackle the complexities, uncertainties and dynamics involved in real-world VRP applications, Machine Learning (ML) methods have been used in combination with analytical approaches to enhance problem formulations and algorithmic performance across different problem solving scenarios. However, the relevant papers are scattered in several traditional research fields with very different, sometimes confusing, terminologies. This paper presents a first, comprehensive review of hybrid methods that combine analytical techniques with ML tools in addressing VRP problems. Specifically, we review the emerging research streams on ML-assisted VRP modelling and ML-assisted VRP optimisation. We conclude that ML can be beneficial in enhancing VRP modelling, and improving the performance of algorithms for both online and offline VRP optimisations. Finally, challenges and future opportunities of VRP research are discussed.

The Capacitated Vehicle Routing Problem (CVRP) is a fundamental NP-hard problem in logistics. Augmented Lagrangian Methods (ALM) for solving CVRP performance depends heavily on well-tuned penalty parameters. In this paper, we propose a hybrid optimization approach that integrates deep reinforcement learning (RL) to automate the selection of penalty parameter values within both classical (RL-C-ALM) and quantum-enhanced (RL-Q-ALM) ALM solvers. Using Soft Actor-Critic, our approach learns penalty values from CVRP instance features and constraint violations. In RL-Q-ALM, subproblems are encoded as QUBOs and solved using Variational Quantum Eigensolvers (VQE). The agent learns across episodes by maximizing solution feasibility and minimizing cost. Experiments show that RL-C-ALM outperforms manually tuned ALM on synthetic and benchmark CVRP instances, achieving better solutions with fewer iterations. Also, RL-Q-ALM matches classical solution quality on small instances but incurs higher runtimes due to quantum overhead. Our results highlight the potential of combining RL with classical and quantum solvers for scalable, adaptive combinatorial optimization.

Trajectory optimization offers mature tools for motion planning in high-dimensional spaces under dynamic constraints. However, when facing complex configuration spaces, cluttered with obstacles, roboticists typically fall back to sampling-based planners that struggle in very high dimensions and with continuous differential constraints. Indeed, obstacles are the source of many textbook examples of problematic nonconvexities in the trajectory-optimization problem. Here we show that convex optimization can, in fact, be used to reliably plan trajectories around obstacles. Specifically, we consider planning problems with collision-avoidance constraints, as well as cost penalties and hard constraints on the shape, the duration, and the velocity of the trajectory. Combining the properties of Bézier curves with a recently-proposed framework for finding shortest paths in Graphs of Convex Sets (GCS), we formulate the planning problem as a compact mixed-integer optimization. In stark contrast with existing mixed-integer planners, the convex relaxation of our programs is very tight, and a cheap rounding of its solution is typically sufficient to design globally-optimal trajectories. This reduces the mixed-integer program back to a simple convex optimization, and automatically provides optimality bounds for the planned trajectories. We name the proposed planner GCS, after its underlying optimization framework. We demonstrate GCS in simulation on a variety of robotic platforms, including a quadrotor flying through buildings and a dual-arm manipulator (with fourteen degrees of freedom) moving in a confined space. Using numerical experiments on a seven-degree-of-freedom manipulator, we show that GCS can outperform widely-used sampling-based planners by finding higher-quality trajectories in less time.

In this paper, we explore the potential for quantum annealing to solve realistic routing problems. We focus on two NP-Hard problems, including the Traveling Salesman Problem with Time Windows and the Capacitated Vehicle Routing Problem with Time Windows. We utilize D-Wave's Quantum Annealer and Constrained Quadratic Model (CQM) solver within a hybrid framework to solve these problems. We demonstrate that while the CQM solver effectively minimizes route costs, it struggles to maintain time window feasibility as the problem size increases. To address this limitation, we implement a heuristic method that fixes infeasible solutions through a series of swapping operations. Testing on benchmark instances shows our method achieves promising results with an average optimality gap of 3.86%.

Bilevel optimization enjoys a wide range of applications in hyper-parameter optimization, meta-learning and reinforcement learning. However, bilevel optimization problems are difficult to solve. Recent progress on scalable bilevel algorithms mainly focuses on bilevel optimization problems where the lower-level objective is either strongly convex or unconstrained. In this work, we tackle the bilevel problem through the lens of the penalty method. We show that under certain conditions, the penalty reformulation recovers the solutions of the original bilevel problem. Further, we propose the penalty-based bilevel gradient descent (PBGD) algorithm and establish its finite-time convergence for the constrained bilevel problem without lower-level strong convexity. Experiments showcase the efficiency of the proposed PBGD algorithm.

We consider infinite-horizon Markov Decision Processes where parameters, such as transition probabilities, are unknown and estimated from data. The popular distributionally robust approach to addressing the parameter uncertainty can sometimes be overly conservative. In this paper, we utilize the recently proposed formulation, Bayesian risk Markov Decision Process (BR-MDP), to address parameter (or epistemic) uncertainty in MDPs. To solve the infinite-horizon BR-MDP with a class of convex risk measures, we propose a computationally efficient approach called approximate bilevel difference convex programming (ABDCP). The optimization is performed offline and produces the optimal policy that is represented as a finite state controller with desirable performance guarantees. We also demonstrate the empirical performance of the BR-MDP formulation and the proposed algorithm.

Machine learning approaches relying on such criteria as adversarial robustness or multi-agent settings have raised the need for solving game-theoretic equilibrium problems. Of particular relevance to these applications are methods targeting finite-sum structure, which generically arises in empirical variants of learning problems in these contexts. Further, methods with computable approximation errors are highly desirable, as they provide verifiable exit criteria. Motivated by these applications, we study finite-sum monotone inclusion problems, which model broad classes of equilibrium problems. Our main contributions are variants of the classical Halpern iteration that employ variance reduction to obtain improved complexity guarantees in which n component operators in the finite sum are ``on average'' either cocoercive or Lipschitz continuous and monotone, with parameter L. The resulting oracle complexity of our methods, which provide guarantees for the last iterate and for a (computable) operator norm residual, is mathcal{O}( n + nLvarepsilon^{-1}), which improves upon existing methods by a factor up to n. This constitutes the first variance reduction-type result for general finite-sum monotone inclusions and for more specific problems such as convex-concave optimization when operator norm residual is the optimality measure. We further argue that, up to poly-logarithmic factors, this complexity is unimprovable in the monotone Lipschitz setting; i.e., the provided result is near-optimal.

Bilevel optimization has shown its utility across various machine learning settings, yet most algorithms in practice require second-order information, making it challenging to scale them up. Only recently, a paradigm of first-order algorithms has emerged in the theoretical literature, capable of effectively addressing bilevel optimization problems. Nevertheless, the practical efficiency of this paradigm remains unverified, particularly in the context of large language models (LLMs). This paper introduces the first scalable instantiation of this paradigm called ScaleBiO, focusing on bilevel optimization for large-scale LLM data reweighting. By combining with a recently proposed memory-efficient training technique called LISA, our novel algorithm allows the paradigm to scale to sim30B-sized LLMs on 8timesH100 GPUs, marking the first successful application of bilevel optimization under practical scenarios for large-sized LLMs. Empirically, extensive experiments on data reweighting verify the effectiveness of ScaleBiO for different-scaled models, including Llama-3-8B, Gemma-2-9B, Qwen-2-7B, and Qwen-2.5-32B, where bilevel optimization succeeds in instruction-following and math reasoning tasks, outperforming several popular baselines, including uniform sampling, influence-aware data filtering, and reference-model-based sampling methods. Theoretically, ScaleBiO ensures the optimality of the learned data weights, along with a convergence guarantee matching the conventional first-order bilevel optimization paradigm on smooth and strongly convex objectives.

Many problems, such as online ad display, can be formulated as online bipartite matching. The crucial challenge lies in the nature of sequentially-revealed online item information, based on which we make irreversible matching decisions at each step. While numerous expert online algorithms have been proposed with bounded worst-case competitive ratios, they may not offer satisfactory performance in average cases. On the other hand, reinforcement learning (RL) has been applied to improve the average performance, but it lacks robustness and can perform arbitrarily poorly. In this paper, we propose a novel RL-based approach to edge-weighted online bipartite matching with robustness guarantees (LOMAR), achieving both good average-case and worst-case performance. The key novelty of LOMAR is a new online switching operation which, based on a judicious condition to hedge against future uncertainties, decides whether to follow the expert's decision or the RL decision for each online item. We prove that for any rhoin[0,1], LOMAR is rho-competitive against any given expert online algorithm. To improve the average performance, we train the RL policy by explicitly considering the online switching operation. Finally, we run empirical experiments to demonstrate the advantages of LOMAR compared to existing baselines. Our code is available at: https://github.com/Ren-Research/LOMAR

Given a matrix Ain R^{ntimes d} and a vector bin R^n, we consider the regression problem with ell_infty guarantees: finding a vector x'in R^d such that |x'-x^*|_infty leq epsilon{d}cdot |Ax^*-b|_2cdot |A^dagger| where x^*=argmin_{xin R^d}|Ax-b|_2. One popular approach for solving such ell_2 regression problem is via sketching: picking a structured random matrix Sin R^{mtimes n} with mll n and SA can be quickly computed, solve the ``sketched'' regression problem argmin_{xin R^d} |SAx-Sb|_2. In this paper, we show that in order to obtain such ell_infty guarantee for ell_2 regression, one has to use sketching matrices that are dense. To the best of our knowledge, this is the first user case in which dense sketching matrices are necessary. On the algorithmic side, we prove that there exists a distribution of dense sketching matrices with m=epsilon^{-2}dlog^3(n/delta) such that solving the sketched regression problem gives the ell_infty guarantee, with probability at least 1-delta. Moreover, the matrix SA can be computed in time O(ndlog n). Our row count is nearly-optimal up to logarithmic factors, and significantly improves the result in [Price, Song and Woodruff, ICALP'17], in which a super-linear in d rows, m=Omega(epsilon^{-2}d^{1+gamma}) for gamma=Theta(frac{loglog n{log d}}) is required. We also develop a novel analytical framework for ell_infty guarantee regression that utilizes the Oblivious Coordinate-wise Embedding (OCE) property introduced in [Song and Yu, ICML'21]. Our analysis is arguably much simpler and more general than [Price, Song and Woodruff, ICALP'17], and it extends to dense sketches for tensor product of vectors.

We study the behavior of an algorithm derived from the cavity method for the Prize-Collecting Steiner Tree (PCST) problem on graphs. The algorithm is based on the zero temperature limit of the cavity equations and as such is formally simple (a fixed point equation resolved by iteration) and distributed (parallelizable). We provide a detailed comparison with state-of-the-art algorithms on a wide range of existing benchmarks networks and random graphs. Specifically, we consider an enhanced derivative of the Goemans-Williamson heuristics and the DHEA solver, a Branch and Cut Linear/Integer Programming based approach. The comparison shows that the cavity algorithm outperforms the two algorithms in most large instances both in running time and quality of the solution. Finally we prove a few optimality properties of the solutions provided by our algorithm, including optimality under the two post-processing procedures defined in the Goemans-Williamson derivative and global optimality in some limit cases.

We study the approximability of an existing framework for clustering edge-colored hypergraphs, which is closely related to chromatic correlation clustering and is motivated by machine learning and data mining applications where the goal is to cluster a set of objects based on multiway interactions of different categories or types. We present improved approximation guarantees based on linear programming, and show they are tight by proving a matching integrality gap. Our results also include new approximation hardness results, a combinatorial 2-approximation whose runtime is linear in the hypergraph size, and several new connections to well-studied objectives such as vertex cover and hypergraph multiway cut.

Large language models (LLMs) have exhibited their problem-solving abilities in mathematical reasoning. Solving realistic optimization (OPT) problems in application scenarios requires advanced and applied mathematics ability. However, current OPT benchmarks that merely solve linear programming are far from complex realistic situations. In this work, we propose OptiBench, a benchmark for End-to-end optimization problem-solving with human-readable inputs and outputs. OptiBench contains rich optimization problems, including linear and nonlinear programming with or without tabular data, which can comprehensively evaluate LLMs' solving ability. In our benchmark, LLMs are required to call a code solver to provide precise numerical answers. Furthermore, to alleviate the data scarcity for optimization problems, and to bridge the gap between open-source LLMs on a small scale (e.g., Llama-3-8b) and closed-source LLMs (e.g., GPT-4), we further propose a data synthesis method namely ReSocratic. Unlike general data synthesis methods that proceed from questions to answers, \ReSocratic first incrementally synthesizes formatted optimization demonstration with mathematical formulations step by step and then back-translates the generated demonstrations into questions. Based on this, we synthesize the ReSocratic-29k dataset. We further conduct supervised fine-tuning with ReSocratic-29k on multiple open-source models. Experimental results show that ReSocratic-29k significantly improves the performance of open-source models.

This paper presents Dual Lagrangian Learning (DLL), a principled learning methodology for dual conic optimization proxies. DLL leverages conic duality and the representation power of ML models to provide high-duality, dual-feasible solutions, and therefore valid Lagrangian dual bounds, for linear and nonlinear conic optimization problems. The paper introduces a systematic dual completion procedure, differentiable conic projection layers, and a self-supervised learning framework based on Lagrangian duality. It also provides closed-form dual completion formulae for broad classes of conic problems, which eliminate the need for costly implicit layers. The effectiveness of DLL is demonstrated on linear and nonlinear conic optimization problems. The proposed methodology significantly outperforms a state-of-the-art learning-based method, and achieves 1000x speedups over commercial interior-point solvers with optimality gaps under 0.5\% on average.

This monograph presents the main complexity theorems in convex optimization and their corresponding algorithms. Starting from the fundamental theory of black-box optimization, the material progresses towards recent advances in structural optimization and stochastic optimization. Our presentation of black-box optimization, strongly influenced by Nesterov's seminal book and Nemirovski's lecture notes, includes the analysis of cutting plane methods, as well as (accelerated) gradient descent schemes. We also pay special attention to non-Euclidean settings (relevant algorithms include Frank-Wolfe, mirror descent, and dual averaging) and discuss their relevance in machine learning. We provide a gentle introduction to structural optimization with FISTA (to optimize a sum of a smooth and a simple non-smooth term), saddle-point mirror prox (Nemirovski's alternative to Nesterov's smoothing), and a concise description of interior point methods. In stochastic optimization we discuss stochastic gradient descent, mini-batches, random coordinate descent, and sublinear algorithms. We also briefly touch upon convex relaxation of combinatorial problems and the use of randomness to round solutions, as well as random walks based methods.

The Entropic Optimal Transport (EOT) problem and its dynamic counterpart, the Schrödinger bridge (SB) problem, play an important role in modern machine learning, linking generative modeling with optimal transport theory. While recent advances in discrete diffusion and flow models have sparked growing interest in applying SB methods to discrete domains, there is still no reliable way to evaluate how well these methods actually solve the underlying problem. We address this challenge by introducing a benchmark for SB on discrete spaces. Our construction yields pairs of probability distributions with analytically known SB solutions, enabling rigorous evaluation. As a byproduct of building this benchmark, we obtain two new SB algorithms, DLightSB and DLightSB-M, and additionally extend prior related work to construct the α-CSBM algorithm. We demonstrate the utility of our benchmark by evaluating both existing and new solvers in high-dimensional discrete settings. This work provides the first step toward proper evaluation of SB methods on discrete spaces, paving the way for more reproducible future studies.

Recent mixed-policy optimization methods for LLM reasoning that interleave or blend supervised and reinforcement learning signals report improvements over the standard SFT-then-RL pipeline. We show that numerous recently published research papers rely on a faulty baseline caused by two distinct bugs: a CPU-offloaded optimizer bug in DeepSpeed that silently drops intermediate micro-batches during gradient accumulation (affecting multiple downstream frameworks including TRL, OpenRLHF and Llama-Factory), and a loss aggregation bug in OpenRLHF that incorrectly weights per-mini-batch losses. Together they suppress SFT performance, with the optimizer bug accounting for most of the gap and the loss aggregation bug contributing a smaller additional effect. Once corrected, the standard SFT-then-RL pipeline surpasses every published mixed-policy method we evaluate by +3.8 points on math benchmarks with Qwen2.5-Math-7B and by +22.2 points with Llama-3.1-8B. Even a truncated variant with just 50 RL steps outperforms mixed-policy methods on math benchmarks while using fewer FLOPs.

This paper proposes a novel column generation framework for combinatorial software testing. In particular, it combines Mathematical Programming and Constraint Programming in a hybrid decomposition to generate covering arrays. The approach allows generating parameterized test cases with coverage guarantees between parameter interactions of a given application. Compared to exhaustive testing, combinatorial test case generation reduces the number of tests to run significantly. Our column generation algorithm is generic and can accommodate mixed coverage arrays over heterogeneous alphabets. The algorithm is realized in practice as a cloud service and recognized as one of the five winners of the company-wide cloud application challenge at Oracle. The service is currently helping software developers from a range of different product teams in their testing efforts while exposing declarative constraint models and hybrid optimization techniques to a broader audience.

We consider the problem of designing a smooth trajectory that traverses a sequence of convex sets in minimum time, while satisfying given velocity and acceleration constraints. This problem is naturally formulated as a nonconvex program. To solve it, we propose a biconvex method that quickly produces an initial trajectory and iteratively refines it by solving two convex subproblems in alternation. This method is guaranteed to converge, returns a feasible trajectory even if stopped early, and does not require the selection of any line-search or trust-region parameter. Exhaustive experiments show that our method finds high-quality trajectories in a fraction of the time of state-of-the-art solvers for nonconvex optimization. In addition, it achieves runtimes comparable to industry-standard waypoint-based motion planners, while consistently designing lower-duration trajectories than existing optimization-based planners.

This paper considers an aggregator of Electric Vehicles (EVs) who aims to learn the aggregate power of his/her fleet while also participating in the electricity market. The proposed approach is based on a data-driven inverse optimization (IO) method, which is highly nonlinear. To overcome such a caveat, we use a two-step estimation procedure which requires solving two convex programs. Both programs depend on penalty parameters that can be adjusted by using grid search. In addition, we propose the use of kernel regression to account for the nonlinear relationship between the behaviour of the pool of EVs and the explanatory variables, i.e., the past electricity prices and EV fleet's driving patterns. Unlike any other forecasting method, the proposed IO framework also allows the aggregator to derive a bid/offer curve, i.e. the tuple of price-quantity to be submitted to the electricity market, according to the market rules. We show the benefits of the proposed method against the machine-learning techniques that are reported to exhibit the best forecasting performance for this application in the technical literature.

Large Language Models (LLMs) have demonstrated impressive reasoning capabilities, yet their direct application to NP-hard combinatorial problems (CPs) remains underexplored. In this work, we systematically investigate the reasoning abilities of LLMs on a variety of NP-hard combinatorial optimization tasks and introduce ACCORD: Autoregressive Constraint-satisfying generation for COmbinatorial optimization with Routing and Dynamic attention. ACCORD features a novel dataset representation and model architecture that leverage the autoregressive nature of LLMs to dynamically enforce feasibility constraints, coupled with attention-based routing to activate problem-specific LoRA modules. We also present the ACCORD-90k supervised dataset, covering six NP-hard combinatorial problems: TSP, VRP, Knapsack, FlowShop, JSSP, and BinPacking. Extensive experiments demonstrate that our ACCORD model, built on an 8B-parameter Llama backbone, consistently outperforms standard prompting and input-output methods, even when compared to much larger LLMs, such as gpt-4. Ablation studies further show that our output structure enhances solution feasibility. To the best of our knowledge, this is the first large-scale, end-to-end framework for exploring the applications of LLMs to a broad spectrum of combinatorial optimization problems. The codes are publicly available at https://github.com/starjob42/ACCORD

In large-scale AI training, Sparse Mixture-of-Experts (s-MoE) layers enable scaling by activating only a small subset of experts per token. An operational challenge in this design is load balancing: routing tokens to minimize the number of idle experts, which is important for the efficient utilization of (costly) GPUs. We provide a theoretical framework for analyzing the Auxiliary-Loss-Free Load Balancing (ALF-LB) procedure -- proposed by DeepSeek's Wang et al. (2024) -- by casting it as a one-step-per-iteration primal-dual method for an assignment problem. First, in a stylized deterministic setting, our framework yields several insightful structural properties: (i) a monotonic improvement of a Lagrangian objective, (ii) a preference rule that moves tokens from overloaded to underloaded experts, and (iii) an approximate-balancing guarantee. Then, we incorporate the stochastic and dynamic nature of AI training using a generalized online optimization formulation. In the online setting, we derive a strong convexity property of the objective that leads to a logarithmic expected regret bound under certain step-size choices. Additionally, we present real experiments on 1B-parameter DeepSeekMoE models to complement our theoretical findings. Together, these results build a principled framework for analyzing the Auxiliary-Loss-Free Load Balancing of s-MoE in AI models.

Decision-focused learning (DFL) is an emerging paradigm that integrates machine learning (ML) and constrained optimization to enhance decision quality by training ML models in an end-to-end system. This approach shows significant potential to revolutionize combinatorial decision-making in real-world applications that operate under uncertainty, where estimating unknown parameters within decision models is a major challenge. This paper presents a comprehensive review of DFL, providing an in-depth analysis of both gradient-based and gradient-free techniques used to combine ML and constrained optimization. It evaluates the strengths and limitations of these techniques and includes an extensive empirical evaluation of eleven methods across seven problems. The survey also offers insights into recent advancements and future research directions in DFL. Code and benchmark: https://github.com/PredOpt/predopt-benchmarks

Current low-precision quantization algorithms often have the hidden cost of conversion back and forth from floating point to quantized integer values. This hidden cost limits the latency improvement realized by quantizing Neural Networks. To address this, we present HAWQV3, a novel mixed-precision integer-only quantization framework. The contributions of HAWQV3 are the following: (i) An integer-only inference where the entire computational graph is performed only with integer multiplication, addition, and bit shifting, without any floating point operations or even integer division; (ii) A novel hardware-aware mixed-precision quantization method where the bit-precision is calculated by solving an integer linear programming problem that balances the trade-off between model perturbation and other constraints, e.g., memory footprint and latency; (iii) Direct hardware deployment and open source contribution for 4-bit uniform/mixed-precision quantization in TVM, achieving an average speed up of 1.45times for uniform 4-bit, as compared to uniform 8-bit for ResNet50 on T4 GPUs; and (iv) extensive evaluation of the proposed methods on ResNet18/50 and InceptionV3, for various model compression levels with/without mixed precision. For ResNet50, our INT8 quantization achieves an accuracy of 77.58%, which is 2.68% higher than prior integer-only work, and our mixed-precision INT4/8 quantization can reduce INT8 latency by 23% and still achieve 76.73% accuracy. Our framework and the TVM implementation have been open sourced.

Machine learning models are increasingly used to automate decisions that affect humans - deciding who should receive a loan, a job interview, or a social service. In such applications, a person should have the ability to change the decision of a model. When a person is denied a loan by a credit score, for example, they should be able to alter its input variables in a way that guarantees approval. Otherwise, they will be denied the loan as long as the model is deployed. More importantly, they will lack the ability to influence a decision that affects their livelihood. In this paper, we frame these issues in terms of recourse, which we define as the ability of a person to change the decision of a model by altering actionable input variables (e.g., income vs. age or marital status). We present integer programming tools to ensure recourse in linear classification problems without interfering in model development. We demonstrate how our tools can inform stakeholders through experiments on credit scoring problems. Our results show that recourse can be significantly affected by standard practices in model development, and motivate the need to evaluate recourse in practice.

We investigate the problem of stochastic, combinatorial multi-armed bandits where the learner only has access to bandit feedback and the reward function can be non-linear. We provide a general framework for adapting discrete offline approximation algorithms into sublinear alpha-regret methods that only require bandit feedback, achieving Oleft(T^2{3}log(T)^1{3}right) expected cumulative alpha-regret dependence on the horizon T. The framework only requires the offline algorithms to be robust to small errors in function evaluation. The adaptation procedure does not even require explicit knowledge of the offline approximation algorithm -- the offline algorithm can be used as black box subroutine. To demonstrate the utility of the proposed framework, the proposed framework is applied to multiple problems in submodular maximization, adapting approximation algorithms for cardinality and for knapsack constraints. The new CMAB algorithms for knapsack constraints outperform a full-bandit method developed for the adversarial setting in experiments with real-world data.

We propose an abstract framework to establish the convergence of the iterates of stochastic versions of a broad range of monotone operator splitting methods in Hilbert spaces. This framework allows for the introduction of stochasticity at several levels: approximation of operators, selection of coordinates and operators in block-iterative implementations, and relaxation parameters. The proposed analysis involves a reduced inclusion model with two operators. At each iteration, stochastic approximations to points in the graphs of these two operators are used to form the update. The results are applied to derive the almost sure and L^2 convergence of stochastic versions of the proximal point algorithm, as well as of randomized block-iterative projective splitting methods for solving systems of coupled inclusions involving a mix of set-valued, cocoercive, and Lipschitzian monotone operators combined via various monotonicity-preserving operations.

Optimization problems with nonlinear cost functions and combinatorial constraints appear in many real-world applications but remain challenging to solve efficiently compared to their linear counterparts. To bridge this gap, we propose SurCo that learns linear text{Sur}rogate costs which can be used in existing text{Co}mbinatorial solvers to output good solutions to the original nonlinear combinatorial optimization problem. The surrogate costs are learned end-to-end with nonlinear loss by differentiating through the linear surrogate solver, combining the flexibility of gradient-based methods with the structure of linear combinatorial optimization. We propose three SurCo variants: SurCo-zero for individual nonlinear problems, SurCo-prior for problem distributions, and SurCo-hybrid to combine both distribution and problem-specific information. We give theoretical intuition motivating SurCo, and evaluate it empirically. Experiments show that SurCo finds better solutions faster than state-of-the-art and domain expert approaches in real-world optimization problems such as embedding table sharding, inverse photonic design, and nonlinear route planning.

Convex relaxations are a key component of training and certifying provably safe neural networks. However, despite substantial progress, a wide and poorly understood accuracy gap to standard networks remains, raising the question of whether this is due to fundamental limitations of convex relaxations. Initial work investigating this question focused on the simple and widely used IBP relaxation. It revealed that some univariate, convex, continuous piecewise linear (CPWL) functions cannot be encoded by any ReLU network such that its IBP-analysis is precise. To explore whether this limitation is shared by more advanced convex relaxations, we conduct the first in-depth study on the expressive power of ReLU networks across all commonly used convex relaxations. We show that: (i) more advanced relaxations allow a larger class of univariate functions to be expressed as precisely analyzable ReLU networks, (ii) more precise relaxations can allow exponentially larger solution spaces of ReLU networks encoding the same functions, and (iii) even using the most precise single-neuron relaxations, it is impossible to construct precisely analyzable ReLU networks that express multivariate, convex, monotone CPWL functions.

Large Language Models (LLMs) have already been widely adopted for automated algorithm design, demonstrating strong abilities in generating and evolving algorithms across various fields. Existing work has largely focused on examining their effectiveness in solving specific problems, with search strategies primarily guided by adaptive prompt designs. In this paper, through investigating the token-wise attribution of the prompts to LLM-generated algorithmic codes, we show that providing high-quality algorithmic code examples can substantially improve the performance of the LLM-driven optimization. Building upon this insight, we propose leveraging prior benchmark algorithms to guide LLM-driven optimization and demonstrate superior performance on two black-box optimization benchmarks: the pseudo-Boolean optimization suite (pbo) and the black-box optimization suite (bbob). Our findings highlight the value of integrating benchmarking studies to enhance both efficiency and robustness of the LLM-driven black-box optimization methods.

Quantizing neural networks is one of the most effective methods for achieving efficient inference on mobile and embedded devices. In particular, mixed precision quantized (MPQ) networks, whose layers can be quantized to different bitwidths, achieve better task performance for the same resource constraint compared to networks with homogeneous bitwidths. However, finding the optimal bitwidth allocation is a challenging problem as the search space grows exponentially with the number of layers in the network. In this paper, we propose QBitOpt, a novel algorithm for updating bitwidths during quantization-aware training (QAT). We formulate the bitwidth allocation problem as a constraint optimization problem. By combining fast-to-compute sensitivities with efficient solvers during QAT, QBitOpt can produce mixed-precision networks with high task performance guaranteed to satisfy strict resource constraints. This contrasts with existing mixed-precision methods that learn bitwidths using gradients and cannot provide such guarantees. We evaluate QBitOpt on ImageNet and confirm that we outperform existing fixed and mixed-precision methods under average bitwidth constraints commonly found in the literature.

This study proposes a hybrid deep-learning-metaheuristic framework with a bi-level architecture for road network design problems (NDPs). We train a graph neural network (GNN) to approximate the solution of the user equilibrium (UE) traffic assignment problem and use inferences made by the trained model to calculate fitness function evaluations of a genetic algorithm (GA) to approximate solutions for NDPs. Using three test networks, two NDP variants and an exact solver as benchmark, we show that on average, our proposed framework can provide solutions within 1.5% gap of the best results in less than 0.5% of the time used by the exact solution procedure. Our framework can be utilized within an expert system for infrastructure planning to determine the best infrastructure planning and management decisions under different scenarios. Given the flexibility of the framework, it can easily be adapted to many other decision problems that can be modeled as bi-level problems on graphs. Moreover, we foreseen interesting future research directions, thus we also put forward a brief research agenda for this topic. The key observation from our research that can shape future research is that the fitness function evaluation time using the inferences made by the GNN model was in the order of milliseconds, which points to an opportunity and a need for novel heuristics that 1) can cope well with noisy fitness function values provided by deep learning models, and 2) can use the significantly enlarged efficiency of the evaluation step to explore the search space effectively (rather than efficiently). This opens a new avenue for a modern class of metaheuristics that are crafted for use with AI-powered predictors.