Mathematical Programming in Machine Learning and Artificial Intelligence: A Unified Taxonomy of Models and Applications

We propose a scalable method for training prediction (machine learning) models in the predict-then-optimize paradigm, where model outputs serve as coefficients for a subsequent linear optimization task. Directly minimizing the empirical decision regret is intractable for linear programming and combinatorial optimization since the decision mapping is piecewise constant, and the gradients are zero almost everywhere. While existing methods address this by smoothing the differentiation process, they suffer from scalability issues, since a computationally expensive solver call is required for every gradient evaluation. To address this, we propose a decision-focused learning pipeline based on a measure transformation principle, which yields a new surrogate loss that is completely optimization-solver-free during training. We establish theoretical guarantees, including Fisher consistency and excess risk bounds. Empirically, our method achieves decision quality competitive with state-of-the-art methods while reducing training time by orders of magnitude.

Modern machine learning (ML) increasingly relies on complex models whose behavior is difficult to characterize beyond empirical performance metrics. Across a wide range of tasks, including prediction, generation, and decision-making, models with similar empirical performance can exhibit markedly different properties in terms of their transparency, interpretability, robustness, fairness, privacy, and certifiability. This survey highlights how optimization- and certification-oriented reasoning can provide a useful framework for reasoning about such differences, supporting tasks ranging from model training and selection to auditing and certification. We review and synthesize recent advances at the intersection of combinatorial optimization (CO) and trustworthy ML, covering both training and post-training tasks, including interpretable model learning, explanation generation, robustness analysis, fairness auditing, model compression, and privacy attacks and protections. Across these domains, CO formulations offer additional capabilities over purely heuristic approaches, e.g., gradient-based ones, notably global guarantees, formal certificates, and explicit treatment of trade-offs. While scalability remains an important challenge, continued progress in solvers and hybrid algorithms suggests a growing role for CO in the design and deployment of trustworthy ML systems.

Mathematical reasoning has long served as a stringent test of machine intelligence; over the past decade, it has moved from a niche problem within NLP to one of the most consequential AI frontiers. This survey provides a unified account of the field's evolution, from early rule-based math word problem (MWP) solvers and template-driven geometry systems, through neural expression generation and LLM prompting, to contemporary reasoning models, multi-agent systems, neuro-symbolic theorem provers, and verified discovery workflows. We organize the landscape along four axes: (i) informal reasoning over text and diagrams, spanning MWP solving, multimodal geometry, and VLMs; (ii) formal reasoning in proof assistants, including autoformalization, tactic prediction, compiler-guided repair, and proof search; (iii) mathematical discovery, where systems propose constructions, improve bounds, or assist attacks on open problems; and (iv) the inference and training-time techniques, including CoT prompting, tool use, process reward models, and RLVR, that increasingly connect generation with verification. We catalog major benchmarks across grade-school arithmetic, competition mathematics, geometry, formal proving, multimodal and multilingual reasoning, and expert evaluation, and we examine benchmark saturation, contamination, reporting mismatches, and the distinction between pass@1, majority voting, and verifier-assisted pass@$k$. We critically assess failure modes: brittleness under perturbation, reward hacking, multimodal grounding failures, fragile formalization, and the energy cost of reasoning-scale inference. Drawing on recent perspectives from working mathematicians, we identify future directions centered on verified-discovery workflows, reasoning efficiency, and infrastructure to make AI-assisted formalization broadly usable. Companion materials: https://github.com/Starscream-11813/awesome-AI4Math.