CVaR-RMD: CVaR Selection Pressure for Robust Metaheuristic Discovery
Organizations: Qualcomm Technologies, Inc. · The Hong Kong Polytechnic University · Department of Computer Science and Engineering, MoE Key Lab of Artificial Intelligence, Shanghai Jiao Tong University
Abstract
Large language models have recently been used to discover heuristics through iterative program search, offering a promising approach to automated algorithm design. However, candidates selected by average performance may degrade across instance families, random seeds, and problem scales because mean-based objectives can obscure rare but severe failures. We propose CVaR-RMD, a risk-sensitive evolutionary framework that uses an LLM to mutate executable heuristic programs and ranks candidates by empirical conditional value-at-risk over heterogeneous evaluation conditions. Across three combinatorial optimization domains, CVaR-based selection improves upper-tail performance and reduces failure rates while maintaining competitive mean performance. These gains persist on larger unseen instances and independently curated within-domain benchmarks
Figures & tables
| Method | Bin Packing | CVRP | Flow-Shop | |||
|---|---|---|---|---|---|---|
| Mean | CVaR 0.90 | Mean | CVaR 0.90 | Mean | CVaR 0.90 | |
| Handcrafted heuristic | ||||||
| Direct LLM sampling | ||||||
| FunSearch-style | ||||||
| EoH-style | ||||||
| Mean-RMD | ||||||
| Method | Mean loss | CVaR 0.90 | Max loss | Failure rate (%) |
|---|---|---|---|---|
| Mean-RMD | ||||
| CVaR-RMD |
| Setting | Mean loss | CVaR 0.90 | Failure rate (%) |
|---|---|---|---|
| Batch size | |||
| Batch size | |||
| Batch size | |||
| Failure penalty | |||
| Failure penalty |
| Method | Mean loss | Max loss | Failure rate | |
|---|---|---|---|---|
| Mean-RMD | 6.47 | 10.03 | 15.72 | 2.3% |
| Mean+Std-RMD | 6.44 | 9.70 | 15.12 | 1.7% |
| Quantile-RMD | 6.49 | 9.71 | 14.98 | 1.6% |
| Hard-Mining-RMD | 6.46 | 9.66 | 14.81 | 1.5% |
| Max-RMD | 6.61 | 9.62 | 14.32 | 1.3% |
| CVaR-RMD | 6.45 | 9.50 | 14.55 | 1.4% |
| External benchmark | Mean-RMD | CVaR-RMD | Relative change |
|---|---|---|---|
| OR-Library bin packing | 12.41 | 11.63 | |
| CVRPLIB | 14.62 | 13.31 | |
| Taillard flow shop | 12.78 | 11.94 |
| Variant | Mean loss | CVaR 0.90 | Failure rate (%) |
|---|---|---|---|
| Full CVaR-RMD | |||
| Mean ranking | |||
| No accumulated losses | |||
| No tail records in prompt | |||
| Tail level | |||
| Tail level |
Appendix figures & tables13 assets
Supplementary material from the paper’s appendix.
Appendix
| Task | Method | Mean loss | CVaR 0.90 | Max loss | Failure rate (%) |
|---|---|---|---|---|---|
| Bin Packing | Mean-RMD | ||||
| CVaR-RMD | |||||
| CVRP | Mean-RMD | ||||
| CVaR-RMD | |||||
| Flow-Shop | Mean-RMD | ||||
| CVaR-RMD |
| Task | Inst. family | Method | Mean loss | CVaR 0.90 | Failure rate (%) |
|---|---|---|---|---|---|
| Bin Packing | Uniform | Mean-RMD | |||
| CVaR-RMD | |||||
| Truncated normal | Mean-RMD | ||||
| CVaR-RMD | |||||
| Heavy-tailed beta | Mean-RMD | ||||
| CVaR-RMD |
| Method | Bin Packing | CVRP | Flow-Shop | |||
|---|---|---|---|---|---|---|
| CVaR 0.80 | CVaR 0.95 | CVaR 0.80 | CVaR 0.95 | CVaR 0.80 | CVaR 0.95 | |
| Mean-RMD | ||||||
| CVaR-RMD | ||||||
| Generation | Mean-RMD | CVaR-RMD | ||||
|---|---|---|---|---|---|---|
| Mean loss | CVaR 0.90 | Failure rate (%) | Mean loss | CVaR 0.90 | Failure rate (%) | |
| Task | Method | Median CVaR 0.90 | IQR | Worst-seed CVaR 0.90 | Best-seed CVaR 0.90 |
|---|---|---|---|---|---|
| Bin Packing | Mean-RMD | ||||
| CVaR-RMD | |||||
| CVRP | Mean-RMD | ||||
| CVaR-RMD | |||||
| Flow-Shop | Mean-RMD | ||||
| CVaR-RMD |
| Metric | Task | Mean-RMD | CVaR-RMD | Relative change | Cohen’s |
|---|---|---|---|---|---|
| Mean loss | Bin Packing | ||||
| CVRP | |||||
| Flow-Shop | |||||
| CVaR 0.90 | Bin Packing | ||||
| CVRP | |||||
| Flow-Shop |
Automated Heuristic Design
Automated heuristic design creates or adapts problem-solving rules for optimization, planning, scheduling, and related search tasks.
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