Mixed-Integer Programming

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Period ending 2026-09-14

5 new papers

A weekly snapshot of new work published in Mixed-Integer Programming.

Period ending 2026-09-07

3 new papers

A weekly snapshot of new work published in Mixed-Integer Programming.

73 papers

Latest in Mixed-Integer Programming

Sep 17, 2026quant-ph

Long-horizon autoformalization of a core theorem underlying MIP* = RE

Landmark mathematical formalizations have taken specialist teams years to complete. We present FormalFlow, a system that coordinates AI proving agents under human supervision to address statement drift and proof composition in long-horizon formalization. Drawing on software engineering principles and practices, it uses a shared blueprint to guide nested planning, proving and review loops. Agents strengthen verification and review throughout formalization. We completed a machine-checked Lean 4 proof of the quantum soundness of the classical low individual-degree test, a core theorem underlying MIP* = RE. Developing the proof took 63 days; greater parallelism could further reduce this time. The final library contains 126,367 lines of Lean code, all generated by agents. The formalization corrects side conditions and intermediate errors while preserving the published final error bound under corrected assumptions. This work provides a verified foundation for quantum complexity and demonstrates a route to affordable verification of major research proofs by small teams.
Sirui Lu, Ruixuan Deng, Yanqiao Zhu +1
Sep 16, 2026cs.RO

M^3P-R1: Reinforcement Learning for Large Language Model Guided Multi-Modal Motion Planning via MIP Code Generation

Multi-Modal Motion Planning (M3^3P) requires joint reasoning over continuous motions and discrete mode transitions, making it difficult to solve efficiently. For instance, a bipedal robot may walk to a target location and then use its arms to grasp an object. This scenario captures both mode transitions and continuous dynamics, yielding feasible paths that neither purely discrete nor continuous planners can handle. While Mixed-Integer Programming (MIP) offers a principled framework, constructing tractable formulations for non-convex problems is typically manual and domain-specific, especially in the approximate, discretization-based MIP regime needed for non-convex robotic tasks. We propose M3^3P-R1, a reinforcement learning method that fine-tunes large language models (LLMs) to decompose M3^3P tasks into MIP variables, constraints, and objectives. Instead of directly outputting answers, which are often prone to hallucination, the model generates executable Python code using MIP optimization libraries and constraint interfaces. This enables solver-backed execution for robust and verifiable solutions. Trained with an outcome-driven reward against the solver, M3^3P-R1 learns to compose modality-level discretization primitives and synthesize cross-modal coupling constraints, producing executable MIP programs for complex M3^3P tasks.
Xingpeng Sun, Zherong Pan, Kai Cheng +3
Sep 10, 2026math.OC

Support Discovery With Iteratively Reweighted Least Squares for Fixed-Charge Network Flow

The fixed-charge network flow problem (FCNFP) couples continuous flow allocation with discrete arc-activation decisions, making it a canonical but computationally challenging model for a variety of network design and resource allocation problems. Exact mixed-integer linear programming formulations capture the fixed-charge structure faithfully, but often become difficult to solve on large networks. We propose a scalable continuous-optimization algorithm for large-scale single-commodity FCNFP based on an iteratively reweighted least-squares (IRLS) framework. The method replaces the discontinuous fixed-charge and linear arc cost objective with a smooth nonconvex Lasry--Lions surrogate and solves a sequence of weighted quadratic flow subproblems. Each subproblem is solved by a warm-started dual semismooth Newton method whose Newton systems have weighted graph-Laplacian structure, enabling the use of modern Laplacian solvers. To further improve the discovered arc supports of the challenging underlying combinatorial problem, we also develop an algorithmic variant that incorporates objective-driven perturbation restarts and an anchor-union restricted search that jointly leverages supports discovered by IRLS and by complementary FCNFP heuristics. Computational experiments on 410 benchmark, synthetic, and large-scale instances show that our method obtains the best objective quality among the evaluated scalable FCNFP algorithms, with a mean gap of 1.316%1.316\% to a time-limited MILP reference and a win-or-tie rate of 90.0%90.0\% among the non-MILP methods. The results indicate that combining smooth continuous optimization with support-level search is an effective strategy for producing high-quality feasible solutions to large-scale FCNFP.
Sindura Saraswathi, Christian Kümmerle
Sep 9, 2026cs.LG

Online Inverse Integer Linear Optimization via Small-Gradient Skipping: Constant Regret and Finite Mistakes

In online inverse linear optimization, the learner predicts a weight at each round, observes the optimal action of the agent, and updates its prediction. In the general setting, the gap of logT\log T between the regret upper bound O(dlogT)O(d \log T) and the lower bound Ω(d)Ω(d) is unresolved (here TT is the total number of rounds and dd is the dimension). When the action set is M-convex, the regret is known to be bounded by O(dlogd)O(d \log d), but the method attaining it computes a center of gravity at every round. This paper therefore proposes Small-Gradient Skipping (SGS), a mechanism that skips the update at rounds without a mistake in the case where the correct action is uniformly separated from the other candidates, and applies it to online gradient descent, the online Newton step, and MetaGrad. The number of mistakes is then bounded, for all three, by a quantity independent of TT; and for the online Newton step and for MetaGrad with SGS, the dimension dependence of the regret becomes O(d2)O(d^2) when the forward problem is an integer linear program, that is, the factor logT\log T is removed. Moreover, when the action set is M-convex, the regret is bounded efficiently without computing a center of gravity.
Akira Kitaoka
Sep 9, 2026cs.RO

JEPA Policy: Diffusion-Free Imitation Learning via Paired Action and Future Representation Prediction

Standard behavior cloning supervises actions without explicitly constraining the future representation paired with each demonstrated action chunk. We introduce JEPA Policy, a diffusion-free framework that uses the action chunk and its observed future representation as paired training targets. Action and future-representation tokens interact in a shared Transformer and are refined through two forward passes. Future prediction can therefore shape the representation used to generate actions. Dual-branch and gradient-routing controls attribute the gain to this shared topology rather than to an auxiliary prediction head alone. Across nine simulated tasks, JEPA Policy improves mean success over the action-only MIP baseline and outperforms Diffusion Policy under the evaluated configurations, while adding 0.29 ms to MIP's model latency. A five-task, 630-episode physical-robot study produces the same pooled ranking. Further audits find no complete representation collapse under action supervision and identify a task-conditioned failure-ranking signal in future-prediction error. These results support paired future-representation supervision as a practical approach to low-latency visuomotor imitation without iterative generative sampling.
Jie Xu, Kangjin Yu, Ziyi Jin +5
Sep 7, 2026math.OC

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

Mathematical programming provides a common language for many decisions embedded in modern machine-learning (ML) and artificial-intelligence (AI) systems: selecting retrieval context, routing tokens, allocating inference compute, fitting structured predictors, protecting against distribution shift, and balancing competing objectives. However, the relevant literature is fragmented across optimization, information retrieval, recommendation, natural-language processing, computer vision, and learning theory. This paper organizes various applications under common mathematical programming paradigms: linear, quadratic, binary and mixed-integer, conic, bilevel, multi-objective, inverse, distributionally robust, submodular, and min--max optimization. We normalize the models with a mostly unified notation and, for every application, identify inputs, decision variables, a principal formulation, structural properties, solution strategies, and limitations. Across paradigms, we compare tractability, relaxation quality, decomposition, approximation guarantees, and scalability bottlenecks. The paper shows that mathematical programming is most useful not as a claim that all learning is LP or MIP, but as a disciplined interface between predictions and constrained decisions.
Chaosheng Dong
Sep 4, 2026cs.AI

Planning and Scheduling Business Processes under Control-Flow Uncertainty: Extended Version

Scheduling activities in business processes can improve efficiency (e.g., reduce makespan), but is challenging because the exact sequence of activities required to complete a case is often uncertain due to decisions based on data that emerges during execution. Nevertheless, probabilistic information regarding such decisions can often be estimated or derived from historical execution logs, and can help anticipate which execution paths are likely to lead to successful completion. Planning with particular execution paths affects feasibility, i.e., the probability of successful completion, and the expected number of superfluous activities that are planned but never executed. We frame the problem as a chance-constrained optimization problem and present two formulations: A decomposed approach with two stages, a planning stage that minimizes the expected number of superfluous activities subject to a feasibility constraint, and a scheduling stage that minimizes the makespan over the planned activities; and an integrated approach that combines planning and scheduling into a single formulation. Evaluation on two real-world and one synthetic dataset shows that the integrated approach yields superior makespans but is intractable at scale, while the decomposed approach scales to large settings.
Michel Kunkler, Stefanie Rinderle-Ma
Sep 3, 2026cs.AI

Counterfactual Routing Using Integer Programming with Constraint Generation

We present our submission to the IJCAI 2025 'Counterfactual Routing Competition' (CRC 25). The goal of the competition is to find counterfactual explanations for the shortest path problem. This requires deciding what the minimal changes to a road network would make a route chosen by the user the optimal route. This enables explanations such as "Your suggested route would indeed have been optimal, if road X were not a bicycle path." Our solution models the problem as an integer program, iteratively incorporating constraints until an exact solution is found. In the final evaluation on held-out test instances, our method ranked fourth in solution quality and obtained its solution fastest on every instance, with an average runtime of 9.0 seconds compared to 118.8 seconds for the next-fastest submission.
Daniël Vos, Sterre Lutz
Aug 13, 2026cs.LG

Learning Discrete Decisions for MIPs with Constraint-Aware Diffusion

This paper proposes a novel learning-based approach to approximately solve instances of mixed-integer optimization problems. These problems are computationally challenging, as they require jointly determining discrete and continuous decisions while satisfying complex combinatorial constraints. The proposed method relies on a graph-based generative diffusion model that learns the discrete component of mixed-integer optimization problems while integrating a training-free feasibility projection operator directly into the reverse diffusion process to steer intermediate samples toward the feasible set throughout generation. Once the discrete decisions are generated, the remaining optimization reduces to a continuous problem that can be solved efficiently (relative to the original problem) using existing numerical methods. The resulting framework named Constrained Graph Diffusion (CGD), is problem-agnostic and can accommodate a broad class of mixed-integer optimization problems through suitable projection operators. We evaluate CGD on optimal transmission switching for ACOPF and discrete portfolio optimization, demonstrating substantial improvements in feasibility and solution quality over learning-based baselines while achieving speedups of up to 425×425\times over state-of-the-art numerical solvers for MINLPs.
Vincenzo Di Vito, Mehdi Taghizadeh, Deepjyoti Deka +2
Aug 13, 2026cs.CL

From Atomic Evidence to Logical Composition: Structured Compositional Reasoning over Compound Answer Options

Large language models often fail when answer options require combining atomic judgments under explicit logical operators, even when they judge the individual atoms correctly. We study compound options connected by AND, OR, and NEITHER/NOR, introducing a framework that decomposes each option into atomic answers and scores contrastive hypotheses about each one, so the model never sees a compound option. An operator-constrained integer linear program then composes the calibrated scores into a single prediction. We evaluate on LOGICAL-COMMONSENSEQA and introduce LOGICAL-SATA, a reading-comprehension benchmark derived from SATA-Bench. Our framework improves Macro-F1 from 48.3 to 77.0 on the human-validated LOGICAL-COMMONSENSEQA split and from 47.0 to 75.6 on LOGICAL-SATA, with the largest gains on NEITHER/NOR.
Obed Junias, Maria Leonor Pacheco
Aug 12, 2026cs.RO

ContactIPM: A Structure-Exploiting Interior-Point Solver for Contact-Implicit Trajectory Optimization

Contact-implicit trajectory optimization avoids prescribing contact sequences, but yields mathematical programs with complementarity constraints (MPCCs) whose degeneracy challenges conventional primal--dual solvers. Existing contact-specific methods improve robustness to this degeneracy but do not leverage a stagewise optimal-control factorization and primal--dual consistency, while structure-exploiting optimal-control solvers are not designed for complementarity constraints. We show that these capabilities can be combined in a single primal--dual method. ContactIPM identifies complementary inequality pairs, embeds them through a barrier-coupled elastic interior relaxation, eliminates slack and dual variables stagewise, and solves the reduced Newton system using a Riccati recursion. A fixed multi-phase MPCC recovery schedule provides four continuation and restart attempts from naive initializations, while termination is gated by the unrelaxed physical complementarity residual. We compare ContactIPM with two contact-specific MPCC solvers, CRISP and IMPACT, using matched benchmark conditions and common post-solve acceptance criteria. On four fixed CRISP benchmark cases, ContactIPM is 2.172.17--8.87×8.87\times faster over 20 paired timing repetitions per case and achieves higher success on the Push Box and Push-T robustness suites. Against IMPACT, ContactIPM is 2.96×2.96\times faster on Push T and 4.91×4.91\times faster on Cart Transport, but 4.46×4.46\times slower on Push Box. In 50 closed-loop Push Box rollouts spanning model mismatch, measurement noise, initial-pose errors, and state resets,
Yucheng Chen
Aug 10, 2026math.OC

Input convex neural networks as surrogates in mathematical optimisation

Embedding trained neural networks as surrogates within optimisation problems is an established practice in operations research. The prevailing approach uses feedforward neural networks (FNNs) with ReLU activations, whose piecewise-linear structure admits an exact but computationally intensive mixed-integer programming (MIP) reformulation as the networks grow. We advocate input convex neural networks (ICNNs) as structurally superior surrogates when the underlying response is approximately convex or concave. The convex architecture offers two computational advantages. First, the ICNN-MIP formulation tends to yield a tighter linear programming (LP) relaxation than its FNN-MIP counterpart, with no integrality gap in favourable instances. Second, ICNNs uniquely admit an LP-based reformulation via epigraph representations of ReLU activations, though this embedding is not always exact. When it is not, we exploit the properties of ICNNs to construct the strongest continuous relaxation over box domains, namely, the convex hull of the ICNN's graph, bounded below by the epigraph and above by the concave envelope; this construction is tractable under input convexity but hard for general ReLU networks. On this basis, we develop a branch-and-bound algorithm that builds this relaxation at each node, branches directly on input variables rather than intermediate variables as in MIP reformulations, and terminates at the root node whenever the epigraph embedding is valid. Case studies on humanitarian food aid, oil well routing, and wine blending show that ICNN surrogates match FNN accuracy and deliver gains in solve time and scalability, supporting ICNN as the default surrogate when the underlying function is convex, concave, or well-approximated as such.
Yu Liu, Jan Kronqvist, Fabricio Oliveira
Aug 7, 2026math.OC

Uncovering expert objectives in production planning via inverse optimization: An industrial case study

Production planning in the manufacturing industry often relies on the use of optimization models, but defining an appropriate objective function can be a challenge. In practice, planners must balance competing goals, manage uncertainty, and account for qualitative business preferences that are difficult to quantify. As a result, many optimization models fail to match expert behavior, limiting trust and adoption. In this work, we propose a data-driven inverse optimization framework to infer the objective function implicitly captured in expert planners' decisions. We formulate the production planning problem as a mixed-integer linear program, where the unknown objective function is represented as a weighted sum of hypothesized cost terms. A suboptimality-loss-based inverse optimization method is then applied to learn the objective weights from historical production plans. The proposed approach is applied to a real industrial case provided by Dow, where the inferred weights reveal that avoiding inventory shortages and maintaining consistent cycle lengths dominate the planners' decision-making. Time- and product-dependent extensions further improve predictive accuracy and uncover evolving priorities. Expert interviews confirm the practical validity of these insights. Overall, this study shows that inverse optimization can transform tacit human expertise into interpretable models, enabling more accurate and trusted decision-support tools for complex industrial systems.
Shivi Dixit, Rishabh Gupta, Adam Kelloway +2
Aug 7, 2026cs.AI

Not All Problems Are Best Modeled as MILP: A DSL-Centric Framework for Flexible and Accurate Optimization Modeling

Solving combinatorial optimization problems (COPs) requires not only efficient algorithms but also carefully crafted formulations. While recent works have leveraged LLMs to automate optimization modeling, current frameworks predominantly rely on a rigid mixed-integer linear programming (MILP) paradigm. In this paper, we argue that not all problems are best modeled as MILP, as forcing complex domains into linear constraints can induce prohibitive modeling complexity and severely restrict solver flexibility. To address this, we propose OptiDSL, a framework that shifts the focus from rigid MILP formulations to domain-specific language (DSL) representations. By utilizing LLMs to map natural language onto standardized, domain-accepted structures, OptiDSL decouples problem formulation from execution. This paradigm enables seamless integration with a diverse library of specialized solvers, ranging from traditional heuristics to modern learning-based methods. Experimental results on the comprehensive benchmark of 44 COP types show that OptiDSL significantly surpasses MILP-based pipelines, yielding a 51.66% gain in formulation accuracy and a 91.71% decrease in modeling time. Notably, it also outperforms MILP-based pipelines on the existing benchmark, achieving a 23.09% higher formulation accuracy. Our code is available at https://anonymous.4open.science/r/OptiDSL.
Shaofeng Zhang, Hongyuan Su, Qingwen Peng +4
Aug 5, 2026cs.RO

Optimal Constrained sc-LTL Planning in MDPs via Switching Policies

We study the synthesis of optimal policies for planning problems on Markov decision processes with both objectives and safety constraints specified in co-safe linear temporal logic (sc-LTL). Our problems are inherently non-Markovian due to the complexity of the sc-LTL specification and may require policy randomization to balance the objective and constraint. We propose a novel approach that reduces the constrained sc-LTL planning problem to a constrained reachability problem on an extended model. We then show that a class of switching policies constructed from stationary policies for the individual sc-LTL specifications is sufficient for optimality for the constrained reachability problem. Our finding enables a tractable linear program to compute the optimal policy. A grid world case study demonstrates that our switching policies can achieve the optimal trade-off between the objective and the safety constraint and validates both optimality and tractability.
Zetong Xuan, Yu Wang
Aug 3, 2026cs.AI

Hard Constraints, Smooth Gradients: Learning Feasible Inventory Policies via Differentiable Projection

Many operational problems are constrained sequential decision processes with large, combinatorial action spaces and interdependent feasibility constraints. Mixed-integer linear programs (MILPs) handle such constraints flexibly but scale poorly in stochastic environments. Deep reinforcement learning (DRL) promises scalable decision rules, but existing methods either penalize constraints rather than enforce them, or rely on feasibility mechanisms that break down once constraints interact. We bridge this gap by embedding a differentiable convex optimization module inside the policy: a neural network proposes continuous action targets, a quadratic program projects them onto the relaxed feasible set, and a dual-informed integer mapping restores integrality while preserving feasibility. Given a differentiable simulator, the policy trains end to end from sampled trajectories using pathwise gradients, while handling hard constraints with similar flexibility to MILPs. We show that our feasibility enforcement has bounded error relative to an exact integer projection and ensures the entire feasible action space is reachable. We apply the method to multi-echelon production-inventory planning under shared resource and material constraints. Our policy attains an average optimality gap below 1% on small instances. It further outperforms state-of-the-art echelon base-stock policies by up to 9.75% and a rolling-horizon multi-stage stochastic program by at least 7.7% in larger networks. On an industry-scale case study from ASML, it reduces average cost by up to 3.22% relative to the best-known benchmark policy. The savings are largest where planning is hardest: in tightly capacitated systems with high demand variability. More broadly, our work shows that DRL can deliver economically significant savings in sequential decision problems with interdependent hard constraints, which are widespread in practice.
Patrick Helm, Jan-Niklas Doerr, Joren Gijsbrechts +1
Jul 28, 2026cs.AI

Large Language Model for Operations Research Formulation Selection in Multi-Warehouse Inventory Allocation

Multi-warehouse inventory allocation is typically formulated as a mixed-integer programming (MIP) problem, yet no single formulation consistently matches heterogeneous instance-level regimes induced by demand concentration, inventory imbalance, replenishment scale, service constraints, and forecast volatility. We study this issue as instance-wise operations research (OR) formulation selection, where each allocation instance is assigned to a solver-executable formulation from a candidate OR expert library. We propose a solver-guided large language model (LLM) framework for OR formulation selection, in which each OR expert corresponds to a MIP formulation encoding a distinct allocation priority. To train the selector, the framework first constructs balanced expert-conditioned supervised fine-tuning (SFT) records for schema learning, and then uses MIP solver evaluation on historical instances to convert solver-evaluated allocation-quality gaps into margin-weighted identity preference optimization (IPO) preferences and per-instance expert-score metadata for reward lookup during group relative policy optimization (GRPO) to assign rewards to sampled responses. Experiments on multi-warehouse inventory allocation instances from JD.\mathord{.}com, one of China's largest e-retailers, demonstrate that GRPO substantially improves expert-selection accuracy relative to the SFT+IPO selector and, more importantly, produces higher realized allocation quality than both the preference-trained selector and the best fixed formulation. With GRPO, Hit Ratio@1 and Hit Ratio@2 increase from 21.45% to 50.42% and from 70.47% to 82.31%. The resulting selector achieves an allocation accuracy gain of 12.57 percentage points over the incumbent baseline, outperforming both the SFT+IPO selector and the best fixed OR expert, and reduces the gap to the ex-post oracle to 4.85 percentage points.
Jintao Xu, Yingzheng Ma, Jiong Dong +2
Jul 28, 2026cs.AI

Finding Optimal Cost-Bounded Plan Reductions: Refined Model

In some real applications a plan may later become unfeasible due to newly imposed budget constraints, yet, at the same time, using only the original actions of the plan and their order is mandatory. In this paper, we study the problem of extracting, from a precomputed plan, a valid subplan that maximizes utility while respecting a cost bound. Each goal is given a utility value and the plan is reduced by removing actions that support low-utility goals, while preserving both executability and the original action order. We show the decision variant is NP-complete and propose two exact methods to solve it: one via oversubscription planning (OSP) and another via Integer Linear Programming (ILP). This paper extends our previous work published at ICAPS 2026 (Del Toro, Fuentetaja, and García-Olaya 2026b). While the core framework remains as introduced there, we further introduce a refined ILP formulation that significantly decreases the model size and improves computational efficiency.
Martha Del Toro, Raquel Fuentetaja, Angel García-Olaya
Jul 24, 2026math.OC

Explicit Iteration Complexity of Exact Data-Driven Inverse Optimization for Integer Linear Programs

A data-driven inverse optimization problem (DDIOP) is the problem of estimating the objective-function parameters (weights) that explain observed optimal-solution data, and it arises in many applications, including integer linear programming (ILP). It is known that, by applying gradient-based optimization methods to the suboptimality loss, the inverse optimization of ILPs can be solved exactly within finitely many oracle iterations, and that the required number of iterations is bounded as T=O(1/γ(sub)2)T=O(1/γ(\ell_{\mathrm{sub}})^2) in terms of a problem-dependent geometric constant γ(sub)γ(\ell_{\mathrm{sub}}). However, no means of bounding γ(sub)γ(\ell_{\mathrm{sub}}) from below as a function of the problem size has been available, and hence the number of iterations could not be given as an explicit function of the problem size. We therefore give, when the forward problem is an integer linear program (ILP), the number of iterations sufficient for projected subgradient descent applied to the suboptimality loss to achieve exact consistency with the observed data, as a fully explicit function of the number of samples, the dimension of the features, the ranges of the features, and the structure of the constraint coefficient matrix, up to polynomial factors in the basic constants (the diameter of the weight set, the step-size parameter, and the Lipschitz constant of the suboptimality loss).
Akira Kitaoka
Jul 24, 2026cs.LG

FMOPF: Latent Flow Matching with Constraint-Aware Interaction Priors for AC Optimal Power Flow

AC optimal power flow determines the minimum-cost generation dispatch under nonlinear power balance constraints and is solved thousands of times daily in electricity market operations. Learning a direct mapping from load conditions to OPF solutions can accelerate this computation, yet with deepening renewable penetration, a single optimal dispatch is no longer sufficient. Operators require a characterization of the distribution of feasible near-optimal solutions for risk quantification, sensitivity analysis, and multi-objective trade-off assessment. Supervised neural networks provide fast point predictions but cannot capture this conditional distribution. Diffusion-based generative models can sample diverse solutions in principle, yet existing methods operating in the raw state space exhibit degraded solution quality and fail to scale beyond medium-sized systems. We identify the root cause as the conflation of two distinct tasks within a single model. Compressing the high-dimensional OPF solution manifold is one task, and learning the conditional mapping from loads to that manifold is another. This paper presents FMOPF, a framework that resolves this conflation by decoupling compression from generation through latent flow matching and by explicitly modeling load-state coupling through a Constraint-Aware Interaction Prior Network. Experiments on four IEEE test systems demonstrate that FMOPF provides the most effective Newton-Raphson warm starts, achieves the lowest tail risk among generative methods, and is the first such method to scale to systems with several hundred buses while preserving full feasibility. Ablation studies confirm that the latent generation pipeline is a necessary condition for physical feasibility and that the interaction prior functions as a late-stage tail-risk controller.
Zhilin Huang
Jul 20, 2026cs.LG

A Weisfeiler-Leman Characterization of Global-Attention Graph Transformers for Mixed-Integer Linear Programs

Graph foundation models (GFMs) with global attention are increasingly used to represent mixed-integer linear programs (MILPs), aiming to capture structure beyond the locality of standard graph neural networks. We study their expressive power through graph isomorphism testing, asking which MILP instances they map to identical representations. We prove that a broad class of hierarchical graph transformers combining global linear attention, edge-weighted cross-attention, and bipartite message passing is bounded by the one-dimensional Weisfeiler-Leman (1-WL) test: under any parameter setting, 1-WL-equivalent MILP graphs receive identical graph embeddings. Our compositional proof shows that each architectural component is a symmetric multiset function and thus preserves 1-WL equivalence. We validate this characterization across ten diverse graph encoders, including Graphormer-, GraphGPS-, Set-Transformer-, and Gasse-style models. Across model capacities, graph scales, and pooling operators, every tested encoder maps 1-WL-equivalent non-isomorphic graph pairs to numerically identical embeddings. Consequently, graph invariants that vary within a 1-WL equivalence class cannot be recovered from these representations. We further show that expressiveness beyond 1-WL arises from input encoding rather than attention: random-walk positional encodings separate the constructed pairs, while additional constructions expose the limits of this remedy. These results characterize the expressive power of global-attention GFMs and provide an encoder-agnostic diagnostic for detecting 1-WL-induced representation equivalence.
Md Abrar Jahin, Craig A. Knoblock, Jay Pujara
Jul 13, 2026cs.AI

LP Mining with LP2Graph: A Use Case for Railway Rescheduling

Like many optimization-driven domains, railway rescheduling relies on Mixed-Integer Linear Programming (MILP), yet the field's modeling knowledge is scattered across hundreds of papers in incompatible notations, and narrative surveys organize it subjectively: they classify models by vocabulary rather than by structure, and reproduce neither. We present LP Mining with LP2Graph, a method that mines the structure of published LP and MILP formulations into a reproducible dataset and an induced taxonomy. Its core, LP2Graph, represents each formulation admitted by its canonical grammar as a typed variable--equation graph derived from a single canonical model; once a source is extracted into that model, everything downstream is deterministic. Each source is parsed into this model, homologized, and clustered bottom-up (over variables, then constraints and the objective, then whole-model structure) and, separately, by application domain and solution approach; the resulting groups are labeled by a rule-seeded, self-updating classifier. We validate the representation rather than assume it: per-cluster representatives are regenerated as independent LaTeX and re-solved across CBC, HiGHS and Gurobi against the optimum reported in the source paper. The outcome is an objective, repeatable taxonomy of variables, constraints and model types: the principled foundation on which our raiLPminer line of automated railway-rescheduling model development builds.
Jörn Maurischat, Nikola Bešinović, Michael Färber
Jul 7, 2026cs.LG

GraphBU: MILP Instance Generation with Graph-Native Block Units

Mixed-integer linear programming (MILP) instances used for solver development are hard to obtain when models come from private or application-specific pipelines. A generator must keep the structure that solvers and learned policies rely on. Existing general generators usually choose their generation unit from a formulation template, summary statistics, local graph edits, or blocks found after recombination. These units do not explicitly record how a local part of the MILP is coupled to the rest of the instance. We propose GraphBU, a graph-native generator whose basic unit is a local subproblem plus its interface. The method promotes coupling nodes into master constraints or boundary variables and uses the resulting block units for compatibility-checked replacement. The analysis focuses on the properties needed by this construction: promotion separates interfaces, replacement can preserve feasibility under an interface-slack condition, and the graph construction is invariant to row-column permutations. On MILP instances generation, this unit keeps graph statistics close to the source family, preserves feasibility on most datasets, and improves downstream Predict-and-Search training. Genrated by GraphBU, The average graph-statistical similarity was approximately 0.934, the average feasibility was approximately 96.7%, and the average increase in the main index of downstream PS was approximately 8.0%.
Xiaolei Guo, Chenyu Zhou, Jianghao Lin +1
Jul 4, 2026cs.AI

Online Linear Programming for Multi-Objective Routing in LLM Serving

We study the online routing problem in large language model serving, where requests arrive sequentially and must be dispatched to parallel decode workers under tight batch-size and KV-cache constraints. Unlike widely used routing heuristics that are not tied to explicit service-level objectives (SLOs) and offer limited control over latency-throughput trade-offs, we introduce a multi-objective optimization framework that formulates routing as an online linear programming with interpretable decision rewards. We apply an efficient bid-price control policy based on the online linear programming that admits requests when their SLO-weighted benefit exceeds their shadow prices. To meet millisecond decision requirements, we develop a warm-started, projected first-order updates that track the evolving dual shadow prices online with predictable runtime. We integrate our router into the Vidur simulator and demonstrate substantial improvements over standard baselines across multiple SLO regimes, including end-to-end latency, time-to-first-token, throughput, and tail performance. A big picture from our result: a science-based approach outperforms others based on heuristics.
Zixi Chen, Yinyu Ye, Zijie Zhou
Jun 30, 2026cs.AI

Optimization Algorithms for Joint OFDM Waveform Design and RIS Configuration in 6G Networks: From Convex Relaxation to Foundation Models

Joint OFDM-RIS optimization for 6G is a mixed-integer nonlinear programming (MINLP) problem covering sum-rate maximization, energy efficiency, max-min fairness, and peak-to-average power ratio (PAPR)-constrained objectives. Seventy-eight joint OFDM-RIS optimization works published between 2021 and 2026 are surveyed. No standardized benchmark exists, and cross-paper comparisons remain infeasible. This survey classifies these works into four paradigms: (I) model-based convex relaxation, (II) heuristic and metaheuristic search, (III) deep reinforcement and unsupervised learning, and (IV) emerging methods including foundation models (FM), diffusion-based generative AI, and quantum optimization. A literature synthesis of self-reported benchmarks shows that ML-based methods (Paradigm~III) report 95-99% of model-based spectral efficiency at 10^2-10^4 x faster per-inference runtime (method-pair dependent; literature values are self-reported and exclude ML pre-training cost). A companion tutorial benchmark at N=16, N=64, and N=128 reveals a critical scaling property: GPU-based neural network inference (DDQN, PPO, graph neural network (GNN), unsupervised DL) is N-invariant, with identical runtime at N=16 and N=128, while iterative solvers (AO+SCA, PSO) scale polynomially. Energy efficiency (P2) and PAPR-constrained (P4) benchmarks are deferred to future work with standardized power models and waveform generators. Six open challenges emerge from the synthesis: the cross-paradigm benchmark deficit, real-world hardware-constrained deployment, joint waveform-RIS optimization for doubly-dispersive channels, multi-objective PAPR trade-offs, LLM safety in live network control, and diminishing returns of standalone heuristics. We specify requirements for a standardized benchmark. This study serves as a roadmap for researchers and practitioners working on joint OFDM-RIS optimization in 6G networks.
Ahmet Kaplan
Jun 29, 2026cs.RO

Robustness-Based Synthesis for Time Window Temporal Logic Specifications via Mixed-Integer Linear Programming

Time Window Temporal Logic (TWTL) is a rich specification language for cyber-physical systems that can compactly express sequential tasks with explicit timing constraints. In this paper, we consider the problem of synthesizing control inputs for discrete-time linear systems subject to TWTL task specifications. Building on the quantitative semantics (robustness) recently introduced for TWTL in [1], we encode the robust satisfaction of a TWTL formula as a set of Mixed-Integer Linear constraints and pose synthesis as a Mixed Integer Linear Program (MILP) that maximizes the robustness degree. We prove that any feasible solution with positive objective value guarantees Boolean satisfaction of the specification. We address two synthesis settings: an \emph{open-loop} formulation that optimizes the full control sequence from the initial state, and a \emph{closed-loop} receding-horizon Model Predictive Controller (MPC) formulation that re-solves the MILP at each step using the current measured state. A key feature of our MPC formulation is a \emph{task-adaptive horizon} that exploits the TWTL Deterministic Finite Automaton (DFA) to determine the active sub-task at each step, limiting the prediction horizon to the remaining window of the current task rather than the full formula horizon, this makes each re-solve significantly cheaper than the initial open-loop solve.
Philip Smith, Ahmad Ahmad, Kevin Leahy
Jun 29, 2026cs.LG

Optimizing Nursing Care Taxi Dispatch Leveraging Integer Linear Programming Solvers and Machine Learning

In this paper, we formulate a new vehicle dispatch optimization problem, called Nursing Care Taxi Dispatch, as a variant of the Vehicle Routing Problem, considering constraints related to wheelchair use, user compatibility, pick-up and drop-off times, and vehicle limitations. Previous neural-based methods for Vehicle Routing Problems have typically addressed a few simple constraints, while our new problem involves multiple complex constraints, resulting in having fewer destinations to select. This complexity makes it more difficult to obtain solutions that allow all nodes to be visited with a limited number of vehicles. To balance low violation rate, computational efficiency, and solution quality, we propose a supervised machine learning approach based on the Transformer architecture. We first obtain a set of high-quality solutions using an integer linear programming solver for given inputs and then train our learning model through supervised learning. Additionally, we introduce the post-processing of the paths generated by the learning model, ensuring that all constraints are satisfied. We compared each instance's objective function value (operating time), execution time, and constraint violation rate across different methods: our proposed method and some existing methods including integer linear programming and machine learning-based methods, using real-world facility data. Our method successfully produced balanced solutions regarding operating time, execution time, and constraint violation rate. Notably, we observed a decrease in the operating time for all problem sizes and regions, while keeping constraint violations to a minimum compared to existing methods. Especially, the decrease reached up to 8% for problem sizes with fewer than 30 users.
Riku Nakao, Akihito Hiromori, Hamada Rizk +1
Jun 28, 2026cs.LG

A Mathematical Optimization Approach for Expert-Informed Bayesian Best Subset Selection

A central challenge in statistical modeling is identifying the subset of features that belong in the true regression model. The classical best subset selection problem, recently made tractable via mixed-integer optimization (MIO), finds the globally optimal sparse solution. It does not, however, make use of any information beyond the observed data. In many applied settings, domain experts can meaningfully rank or score the relevance of candidate predictors, yet no existing framework integrates such probabilistic expert assessments directly into the best-subsets objective. This paper presents Expert-Implied Bayesian Best Subsets (EBBS), a method that incorporates domain-expert probability estimates of feature relevance into the MIO best-subsets problem through a maximum a posteriori (MAP) framework. Expert views from multiple respondents are aggregated into a single prior probability per feature using the Poisson binomial distribution for marginal probability estimates, the pairwise win rate for pairwise comparisons, or the normalized mean rank for ordinal rankings. This probability enters the objective function as a log-odds penalty term that smoothly encourages or discourages the selection of each feature consistent with the expert consensus. This paper provides analytic derivations of the MAP formulation and characterizes its theoretical properties. The proposed model reduces to Best Subsets when experts all have no views. Empirical results on synthetic and real datasets are forthcoming.
Nolan Alexander, Henning Mortveit
Jun 28, 2026math.OC

Solver-Verified Formulation Generation and Selection for Multi-Warehouse Inventory Allocation Using Large Language Models

Balance-oriented multi-warehouse inventory allocation is a recurring decision problem in large-scale e-commerce supply chains, in which a fixed replenishment quantity is distributed across warehouses to balance post-allocation inventory coverage while accounting for demand forecasts and heterogeneous allocation constraints. In practice, allocation requirements are often scenario-dependent and expressed in semi-structured or natural-language form rather than as ready-to-solve operations research (OR) formulations. We propose an OR-guided Large Language Model (LLM) for Allocation (ORLA) that uses solver feedback to generate, verify, and select OR formulations. ORLA integrates automatic "Problem-Model-Code (PMC)" generation, learning-based formulation selection, and feasibility restoration. We develop three complementary mixed-integer programming formulation families based on deviation minimization, soft band compliance, and knapsack-inspired allocation, together with solver-ready mixed-integer linear programming reformulations, modular constraint extensions, and a penalty-based relaxation mechanism for infeasible cases. The LLM component generates candidate formulations and executable solver code from textual or semi-structured specifications, while the solver provides verification signals for executability, feasibility, and solution quality. To address instance heterogeneity, ORLA estimates the expected quality of candidate formulations, selects promising candidates, and combines their outputs through score-aware aggregation. Experimental results on 29 production evaluation batches from JD.com show that the best single OR formulation improves allocation accuracy by 3.4 percentage points over the incumbent approach, while the full ORLA framework achieves a 4.5 percentage-point overall improvement and improves allocation accuracy in 26 of the 29 evaluation batches.
Jintao Xu, Yingzheng Ma, Jiong Dong +4
Jun 22, 2026cs.LG

GRIMIP: A General Framework for Instance-Specific Configuration of MIP Solvers Using LLMs

Configuring the hyperparameters of Mixed-integer programming (MIP) solvers is a high-dimensional, instance-dependent optimization problem where suboptimal settings can degrade solving time by orders of magnitude. Default configurations are often suboptimal, while traditional tuning methods either suffer from the ``cold-start'' problem and inefficient search or heavily rely on expert experience. This paper introduces \textbf{GRIMIP} (\textbf{\underline{G}}eneral \textbf{\underline{R}}easoning for \textbf{\underline{I}}nstance-specific \textbf{\underline{MIP}} configuration), a novel hybrid intelligence framework that synergistically integrates the semantic reasoning capabilities of Large Language Models (LLMs) with the sample-efficient search of Bayesian Optimization (BO). GRIMIP enables the LLM to function as a complete probabilistic surrogate within the BO loop, significantly improving performance and reducing sampling and evaluation costs. On seven benchmarks including MIPLIB, GRIMIP achieves over 40% reduction in Primal-Dual Integral on hard instances, outperforming SMAC and other LLM-assisted BO methods. By granting LLMs sufficient autonomy, GRIMIP combines the expert-level reasoning of LLMs with the efficient search of BO, achieving state-of-the-art performance.
Yidong Luo, Xuemin Chen, Chenguang Wang +3
Jun 22, 2026cs.AI

Joint Air Traffic Flow and Capacity Management via Answer Set Programming

Operational Air Traffic Flow and Capacity Management (ATFCM) balances flight demand with available sector capacity, to ensure safe and efficient operations. Mathematical models enhance operational ATFCM performance by framing demand-capacity balancing as an optimization problem, maximizing efficiency while adhering to safety constraints. However, SOTA research optimizes the aircraft trajectories (called ATFM) or the sector configuration (called DAC) separately. This leaves a research gap of whether joint optimization of ATFM and DAC can bring benefits. We partially address this limitation by introducing a joint ATFCM model with an encoding in Answer Set Programming (ASP). The ASP implementation is evaluated against two baselines applied to our joint model: a SOTA Mixed Integer Programming (MIP) model and an iterative CASA-based heuristic. Computational experiments utilize an instance generator fitted to historical OpenSky Network flight data. Our results indicate that the ASP model outperforms the MIP model, while ASP remains competitive against heuristics on small instances. Furthermore, while DAC has the largest improvement on solving performance compared to rerouting and delaying, unrestricted variants of DAC or rerouting lead to search space thrashing.
Alexander Beiser, Markus Hecher, Nysret Musliu +1
Jun 19, 2026cs.LG

Fusing Backdoors, Machine Learning, and Optimization for Large-Scale Parametric Mixed-Integer Programs

Large-scale optimization problems are often solved repeatedly under similar structural conditions, leading to substantial computational overhead. This occurs in applications such as power systems, transportation, and supply chain networks, where the underlying structure is fixed while parameters frequently vary under perturbations. This paper proposes a Learning to Optimize (LTO) framework that accelerates the solution of large-scale general mixed-integer problems by leveraging the concept of a backdoor, i.e., a subset of variables that drive most of the computational complexity. The proposed BIPC framework consists of three phases. Phase I is an identification procedure that discovers a backdoor for a set of instances in the distribution. Phase II uses supervised learning to develop machine learning models that, given an instance, predict values for bounded-domain backdoor variables and intervals for wide-domain backdoor variables. These predictions define a reduced optimization problem where the predictions constrain the backdoor variables, while the other variables remain free. Phase III optimizes this reduced problem and, if necessary, applies a correction step to restore feasibility or the optimality guarantees. Experiments on real-world, large-scale problems show substantial reductions in solution time with only a limited loss in solution quality. The framework enables organizations to solve large-scale optimization problems efficiently in the presence of frequent perturbations, such as unexpected events, demand fluctuations, or operational changes. Because these changes affect parameters rather than the problem structure, BIPC can quickly provide high-quality, feasible solutions, offering a practical approach to integrating machine learning into existing optimization pipelines.
El Mehdi Er Raqabi, Pascal Van Hentenryck
Jun 18, 2026math.OC

Optimal Coarse Correlated Equilibria in Mean Field Games: Linear Programming and No-Regret Learning

We introduce optimal coarse correlated equilibria for continuous-time mean field games. A coarse correlated equilibrium is a randomized recommendation scheme from which no player can gain by ignoring the recommendation and switching to an alternative strategy. The problem is as follows: a moderator selects, among all mean-field coarse correlated equilibria, one that optimizes a prescribed performance criterion, which may differ from the representative player's objective. After formulating the problem, we develop a linear programming (LP) formulation, prove the existence of optimal LP coarse correlated equilibria, and relate the LP characterization to the original probabilistic setting. Building on this characterization, we design a no-regret primal-dual algorithm, based on an equivalent Lagrangian formulation of the external-regret constraint, for learning such equilibria. We provide explicit convergence rates for the learning algorithm, and numerical examples illustrate the method.
Luciano Campi, Federico Cannerozzi, Ioannis Tzouanas
Jun 15, 2026cs.AI

Skill-Constrained Model Predictive Control for Resilient Manufacturing Supply Chains

In skill-constrained production-inventory systems, the qualified human capacity available tomorrow depends on training decisions made today: production requires certified workers, certifications decay unless maintained, and training consumes the same scarce worker hours that production needs now. We study a closed-loop skill-constrained model predictive controller that, at every shift, solves a finite-horizon mixed-integer program over production, inventory, backlog, and training, with binary predicted certification, hard production eligibility, and an interpretable terminal value that prices certified-capacity gaps at the horizon boundary; only the first-period action is applied before replanning. On synthetic, seed-controlled SkillChain-Gym scenarios - announced and surprise new-skill shocks, demand shocks, absenteeism, forecast- and availability-quality modes, capacity-boundary and training-rate sweeps, and negative controls - we evaluate the controller against production-only and maintenance-only ablations, static cross-training insurance plans, and a strong reactive heuristic, under an ex-ante locked configuration and paired statistics. The result is regime dependence, not superiority: no policy class dominates. Predictive control helps when skill or labor bottlenecks are forecastable early enough for training to complete; lean static insurance remains hard to beat under surprise shocks, near the demand-capacity boundary, and wherever pre-shock slack makes insurance cheap. Attribution ablations separate certification maintenance, re-acquisition of lapsed certifications, and greenfield skill acquisition. Forecastability, not adaptivity per se, decides when predictive control pays.
Carlos Eduardo Sanoja
Jun 15, 2026cs.LG

LiFT: Local Search via Linear Programming for Overfitting-Controlled Transformers

This paper proposes a Linear Programming (LP)-based local search framework for fine-tuning pretrained transformer models with explicit control against overfitting. The approach formulates transformer fine-tuning as a bilevel optimization-based regularization problem, in which model parameters and regularization hyperparameters are jointly updated. Information collected during initial warm-up iterations, including validation gradients and training Hessian information, is used to construct a local descent direction by solving an LP that minimizes a scaled directional derivative while preserving training optimality. This validation-aware descent direction enables focused local updates of both parameters and regularization hyperparameters, reducing overfitting without requiring repeated full retraining cycles. The resulting method, termed Linear Programming-based Fine-Tuning (LiFT) for transformers, differs from conventional fine-tuning by systematically identifying task-specific updates rather than relying on heuristic or grid-based hyperparameter selection. Experiments on GPT-2 Small fine-tuned on WikiText-2 demonstrate that LiFT enables effective adaptation through selective tuning of transformer blocks and regularization parameters, yielding consistent improvements in test perplexity across multiple layer configurations and regularization settings, with particularly pronounced gains in overfitting-prone scenarios. Beyond empirical performance, LiFT establishes a principled connection between transformer fine-tuning, bilevel optimization, local search, and regularization theory.
Abhishek Shukla, Anikeit Khanna, Ankur Sinha +1
Jun 9, 2026cs.AI

Sim2Schedule: A Simulator-Guided LLM Framework for Autonomous Open-Pit Mine Scheduling

Open-pit mine scheduling is a critical process for maximizing economic return under complex geotechnical and operational constraints. While Mixed-Integer Linear Programming (MILP) provides mathematically optimal baselines, its exponential computational complexity and inability to adapt in real time limit its practical deployment in dynamic industrial environments. This work introduces a simulator-driven Large Language Model (LLM) scheduling framework in which the LLM acts as an autonomous decision-making agent, guided at each step by a custom simulator that encodes geotechnical precedence, extraction-processing coupling, and dynamic capacity constraints directly into the action generation mechanism. Operating entirely zero-shot within a closed, data-secure environment, the framework produces complete, interpretable extraction and processing schedules without cloud-based inference, domain-specific fine-tuning, or retraining. To provide a trustworthy performance benchmark, a novel MILP formulation is developed that incorporates realistic operational and geotechnical constraints. Evaluated across mining instances of varying scale and time periods, the LLM-based framework recovers between 94% and 99% of the MILP optimal NPV while scaling linearly in computation time. These results position simulator-constrained LLM agents as a practical and scalable alternative to classical optimization for long-horizon industrial scheduling under complex operational constraints.
Mustavi Ibne Masum, Thiago Eustaquio Alves de Oliveira, Mahzabeen Emu
Jun 7, 2026math.OC

Parameter Tuning with Generalization Guarantees for GPU-Accelerated Linear Programming

Recent research has developed practical, parallelizable first-order methods for large scale linear programming, but performance is highly dependent on hyperparameter selection. We derive generalization guarantees for hyperparameter tuning within (cu)PDLP, a state-of-the-art first-order LP solver designed for modern hardware. First, we pin down the behavior of PDHG, the primal-dual hybrid gradient algorithm that underlies PDLP, as a function of its step size and primal weight, leading to linear sample complexity guarantees for learning those parameters. We then conduct a structural analysis of PDLP, which augments PDHG with several specialized techniques like preconditioning, adaptive step sizes, averaging, adaptive restarts, and smoothed primal weight updates. Our analysis captures the behavior of the solution trajectory as a function of the hyperparameters and leverages recent advances in data-driven algorithm design to obtain polynomial sample complexity guarantees for learning those hyperparameters. Finally, we conduct proof-of-concept experiments that demonstrate the need for data-driven PDLP parameter tuning. Our results showcase the versatility of the data-driven algorithm design toolkit for principled hyperparameter tuning within solver-grade implementations of complex modern optimization algorithms.
Siddharth Prasad, Dravyansh Sharma
Jun 5, 2026math.OC

The Proxy Benders Decomposition

Benders decomposition is a fundamental framework for solving large-scale mixed-integer optimization problems with complicating variables that, when fixed, yield significantly easier subproblems. However, classical Benders decomposition repeatedly solves highly similar subproblems and often exhibits zigzagging behavior across iterations, leading to slow convergence in large-scale settings. Motivated by the repetitive structure and parametric nature of Benders subproblems, this paper introduces the proxy Benders decomposition (Proxy-BD), a new decomposition framework in which subproblem optimization is replaced by certified optimization proxies rather than repeated exact solves. The proposed proxy follows a self-supervised predict-project-and-complete mechanism that produces dual-feasible solutions for generating provably valid Benders cuts. The framework preserves the theoretical validity of the decomposition independently of prediction quality through a projection-and-completion certification layer. A formal characterization of proxy-induced cuts is established, and the framework naturally extends to modern decomposition schemes, including branch-and-Benders-cut algorithms. Computational experiments on large-scale facility location and network design problems demonstrate that Proxy-BD substantially reduces the computational effort of subproblems while maintaining near-optimal solution quality. On large-scale uncapacitated facility location instances up to 2000x2000, Proxy-BD achieves median optimality gaps below 0.5%, yields up to 161x median speedups, and reduces the number of generated cuts by more than 240x on the largest instances. The computational gains consistently increase with recourse complexity, indicating that proxy-based inference scales substantially more favorably than repeated exact subproblem optimization in large-scale decomposition settings.
Changkun Guan, El Mehdi Er Raqabi, Mathieu Tanneau +1
Jun 2, 2026math.OC

Optimizing Explicit Unit-Distance Lower-Bound Certificates

The 2026 disproof of Erdős's unit-distance conjecture and Sawin's quantitative refinement show that the maximum number u(n)u(n) of unit distances among nn planar points can exceed n1+εn^{1+\varepsilon} for a fixed positive ε\varepsilon. Sawin's explicit bound gives more than n1.014n^{1.014} unit distances for arbitrarily large nn and exposes integer parameters whose choice is not fully optimized. This report treats Sawin's parameter selection as a nonlinear integer optimization problem and develops an open-source Python optimization and verification pipeline for certificates involving prime sets TT and SQS_Q, integer multiplicities k(p)k(p), and a rationally encoded real parameter RR. After reproducing Sawin's certificate with δ=0.014114δ=0.014114\ldots, the pipeline yields improved certificates with the same TT. We develop a tailored integer evolution strategy achieving a certificate with δ=0.015263δ=0.015263\ldots and supporting the cautious statement u(n)>n1.0152u(n)>n^{1.0152} for arbitrarily large nn. For extended ramified prime ranges, the Emmerich--Cordella certificate obtained with the same framework reports u(n)>n1.031u(n)>n^{1.031} for #T=67\#T=67, illustrating the importance of enlarging TT. Very recent MathOverflow discussions, brought to the author's attention as of version~4, report further improvements, including certificates above δ>0.035δ>0.035 and beyond δ>0.036δ>0.036. Some of these improvements may rely not only on larger prime ranges but also on modified constraint systems and additional degrees of freedom that deviate from Sawin's original formulation. Beyond this application, the work illustrates how randomized optimization heuristics can improve, verify, and refine explicit certificates for combinatorial geometry through nonlinear integer optimization.
Michael T. M. Emmerich
May 31, 2026cs.LG

Learning-based Directed Graph Abstraction of Combinatorial Spaces for Order-Preserving Search in Mixed-Combinatorial Nonlinear Optimization

Mixed-combinatorial nonlinear programming (MCNLP) problems arise in many engineering design and planning applications, e.g., due to categorical, component, and geometric design choices, as well as joint task and motion planning. Traditional representations of combinatorial spaces, such as integer or binary encoding, often introduce spurious relations, increase dimensionality, and require additional compatibility constraints. Instead, this paper draws on recent developments in robot planning and vehicle/network routing domains that aim to learn search heuristics over combinatorial spaces using graph neural networks (GNNs). More specifically, this paper presents a first-of-its-kind structured abstraction of the combinatorial space by learning a mapping from an undirected fully connected graph of combinations to a directed graph indicating improvement directions using an Edge Field Graph Network (EFGN). To demonstrate the utility of this new way of abstracting the combinatorial space in solving MCNLPs, we adopt a recent optimization framework that purely searches over the non-combinatorial (e.g., continuous) variables and retrieves the best-suited combination for each candidate design by using the abstraction model, akin to a recommender system. The presented direction-aware abstraction model provides a potentially more scalable and interpretable retrieval of combinations compared to the original recommendation system in that framework. For evaluation, the proposed method is integrated with a well-known particle swarm optimization and genetic algorithm solvers on three benchmark nonlinear problems with varying numbers of combinations and variables. Compared to baseline solvers using indexified combinations, the GNN-based recommender consistently achieves better mean optimum values and robustness across multiple runs.
Gishnu Madhu, Feng Liu, Souma Chowdhury
May 31, 2026cs.LG

Decision-Focused On-Policy Learning for Contextual Linear Optimization with Partial Feedback

Decision-focused learning (DFL) trains predictive models by optimizing downstream decision quality rather than standalone prediction accuracy. For contextual linear optimization, most existing DFL methods assume offline data and full observations of the objective cost vector. We develop an on-policy learning method for sequential contextual linear optimization under partial feedback, generalizing the standard bandit feedback setting. Our method learns a stochastic predict-then-optimize policy that samples a cost-vector prediction from a conditional distribution and solves the resulting downstream linear optimization problem. To update this distributional model, we introduce a two-component hybrid gradient estimator. The first component is a score function estimator, which provides an unbiased but potentially high-variance policy gradient estimate. The second is a decision-focused plug-in component that uses an auxiliary nuisance estimate of the latent cost vector to exploit the downstream optimization structure, becoming more informative as the estimate improves. We prove an O(T1/2)\mathcal{O}(T^{-1/2}) bound on the average squared policy-gradient norm, matching the standard non-convex SGD rate. Experiments on top-kk selection, shortest path, combinatorial pricing, and a real-data energy-scheduling benchmark show that the hybrid gradient approach achieves lower cumulative regret than contextual-bandit-style baselines across all benchmarks, using both Gaussian and richer conditional generative models. Code is available at https://github.com/Joeyetinghan/on-policy-bandit-dfl.
Wyame Benslimane, Tinghan Ye, Pascal Van Hentenryck +1
May 28, 2026cs.LG

Solving Integer Linear Programming with Parallel Tempering

Integer Linear Programming (ILP) serves as a versatile framework for modeling a wide range of combinatorial optimization problems, typically addressed by sophisticated exact solvers or heuristics. While learning-based approaches have recently shown their effectiveness, they suffer from poor generalization to out-of-distribution instances and inherent dependence on external solvers. In this work, we propose a solver-free, sampling-based optimization framework for ILP that directly explores discrete feasible regions without training or external solvers. Exploiting the linear structure of ILP, we employ a Locally-Balanced Proposal to construct a transition kernel, thereby avoiding the gradient approximation. To overcome the highly multimodal nature of ILP energy landscapes, we integrate Parallel Tempering. In addition to standard temperature tempering, we introduce penalty tempering, which modulates constraint barriers while preserving the objective landscape over feasible solutions. Empirically, our method consistently outperforms SCIP across all four benchmarks, matches or exceeds Gurobi on two of four tasks within a 200-second budget, and is substantially more robust to distribution shift than learning-based methods. Furthermore, on MIPLIB 2017 instances, our framework remains competitive with classical solvers without any problem-specific tuning.
Kyuil Sim, Sanghyeok Choi, Jinkyoo Park
May 28, 2026q-bio.QM

Mixing Vector Model for Copolymer Inference via Mixed Integer Linear Programming

A novel two-phase molecule inference framework, mol-infer, has recently been developed to infer chemical graphs with prescribed abstract structures and desired property values through mixed integer linear programming (MILP) under the two-layered model, with guaranteed optimality and exactness relative to the given learned prediction function and structural constraints. In this study, we extend this framework to copolymers by introducing a simple feature representation, called the mixing vector (MV) model. In the proposed model, a copolymer feature vector is represented as a convex combination of MILP-tractable monomer descriptors weighted by the mixing ratio of the constituent monomers. This representation does not require explicit sequence-class information and is therefore naturally compatible with MILP-based inverse design. Under this model, we construct prediction functions for several copolymer property datasets using artificial neural networks, reduced quadratic multiple linear regression, and random forests. The proposed representation achieves practically useful predictive performance across multiple physicochemical property datasets; in particular, the best test R^2 score exceeds 0.7 for nine of the ten datasets and exceeds 0.9 for six datasets. We also formulate a multi-monomer inverse-design problem under the MV representation with a prescribed mixing ratio and show that the resulting MILP instances remain tractable, even for three-monomer settings. Finally, we perform an external consistency check by re-evaluating the inferred candidates and comparing the re-computed property values with those predicted by the learned model. Overall, the proposed framework gives a tractable first step toward model-level exact inverse design of copolymers under the two-layered model.
Jianshen Zhu, Raveena Rai, Taiyo Sohkawa +4
May 27, 2026cs.LG

Designing Active Tether-Net Systems for Space Debris Capture with Graph-Learning-Aided Mixed-Combinatorial Optimization

Active tether-net systems are a promising solution for capturing large non-cooperative targets, such as space debris, by deploying a flexible net manipulated by maneuverable units (MUs). However, concurrent systematic explorations of design and control choices of the tether-net system to understand its full potential remain limited, partly due to the complex, constrained, nonlinear optimization problem that it presents -- one that involves a mixture of continuous, integer and categorical variables, with the latter two arising from net connectivity and component choices, respectively. Classical binary encoding methods are often ineffective for solving highly nonlinear and multimodal Mixed Combinatorial Nonlinear Programmings (MCNLPs) in engineering design, while integer coding approaches can introduce spurious relations among combinations. Given the graph-structured characteristics of the combinatorial space, this paper adopts and extends a new graph-learning-aided optimization approach to solve this MCNLP problem. Here, a Graph Neural Network (GNN) is trained to score (as output) and thereof recommend candidate combinations represented as nodes in a graph, with the continuous variable vector portion of a candidate design given as input. As a result, the MCNLP optimization reduces to an NLP, which can be solved using standard solvers. While this reduction approach is agnostic to the choice of the NLP solver, here a state-of-the-art Particle Swarm Optimization (PSO) algorithm with gradient-based fine-tuning is used as the solver. Demonstrated on the problem of concurrently designing the morphology of the net, choice of mass and thrusters in the MUs and aiming points used by the controller of the tether-net system, the GNN-based recommender is shown to provide significantly faster convergence to similar optimal solutions, compared to direct solution of the MCNLP problem.
Feng Liu, Achira Boonrath, Gishnu Madhu +2
May 26, 2026cs.AI

Developing a Totally Unimodular Linear Program for Optimal Conformance Checking: When and Why It Complements A*

Alignment-based conformance checking is the state-of-the-art approach for comparing observed process executions with normative process models. The standard exact solution relies on an A*-based heuristic search, which can exhibit exponential runtime in the presence of long traces or substantial deviations. This paper introduces a reformulation of alignment-based conformance checking as a totally unimodular linear program (LP) defined on the reachability graph of the synchronous product. By exploiting the underlying network-flow structure, the proposed formulation guarantees the existence of an integral optimal extreme-point solution through LP relaxation, thereby avoiding the combinatorial overhead associated with integer variables and branch-and-bound search. We conduct an extensive empirical evaluation on more than 2.1 million conformance checking instances derived from real-world and synthetic benchmark datasets. The results show that A* and the LP approach exhibit complementary performance characteristics: the former performs best on short, well-conforming traces, while the LP formulation provides substantial speedups for longer traces with deviations, precisely where conformance checking is most informative. Based on these findings, we derive simple algorithm-selection guidelines that combine both approaches, achieving average runtime savings of 38.6% with 96% selection accuracy compared to always using A*.
Izack Cohen
May 25, 2026cs.AI

Constraint acquisition needs better benchmarks

Constraint Acquisition (CA) and related research on the validation and enhancement of Mathematical Programming (MP) models from domain knowledge artifacts are currently limited by inadequate benchmarks. This deficiency impedes reproducibility and cross-study comparability, slowing the maturation of CA methods. Existing benchmarks were designed for solver evaluation rather than for assessing CA algorithms. They are loosely organized, treat individual problems inconsistently, and omit the domain knowledge artifacts required by CA methods. This work presents MPMMine, a benchmark suite designed to assess algorithms that discover, validate, and enhance MP models using diverse domain knowledge artifacts. MPMMine is guided by consistency, standardization, completeness, extensibility, openness, and version control. It adopts a uniform structure and relies on open formats: MiniZinc, CommonMark, and JSON. It provides multiple models per problem, tens of instances per model, and thousands of solutions and non-solutions in both integer and continuous domains, alongside natural-language descriptions to support text-to-model methods.
Rafał Stachowiak, Tomasz P. Pawlak
May 21, 2026cs.AI

Deep Reinforcement Learning for Flexible Job Shop Scheduling with Random Job Arrivals

The Flexible Job Shop Scheduling Problem (FJSP) is the optimal allocation of a set of jobs to machines. Two primary challenges persist in FJSP: the unpredictable arrival of future jobs and the combinatorial complexity of the problem, rendering it intractable for conventional mixed-integer linear programming solvers. This paper proposes an event-based \gls{DRL} approach to solve FJSP with random job arrivals. Specifically, we employ the Proximal Policy Optimization algorithm and use lightweight Multi-Layer Perceptrons to train the \gls{DRL} agent for minimizing the total completion time of all jobs. We design the state representation to be directly accessible from the environment, and limit the learning agent to selecting from among a set of well-established dispatching rules. Simulations show that our \gls{DRL} approach outperforms any of the individual dispatching rules on datasets with varying heterogeneity and job arrival rates. We benchmark our \gls{DRL} against an arrival-triggered mixed-integer linear programming solution and show that our method achieves good performance especially when the datasets are heterogeneous.
Yu Tang, Muhammad Zakwan, Efe Balta +2
May 20, 2026cs.NE

Convergence Analysis of Evolution Strategies for Mixed-Integer Optimization

Mixed-integer extensions of evolution strategies (ES) that discretize selected coordinates of sampled continuous vectors often impose a lower bound on the standard deviation of integer variables to prevent premature convergence. While these methods show promising empirical results, this handling can slow the convergence of continuous variables, and its impact has lacked a clear theoretical account. In this paper, we provide a convergence analysis of evolution strategies for mixed-integer optimization, inspired by the drift analysis of the (1+1)-ES in the continuous domain. Specifically, we consider two (1+1)-ES variants for mixed-integer domains: (1+1)-LB-ES, which introduces a lower bound on the standard deviation for integer variables, and (1+1)-LUB-ES, which combines both lower and upper bounds to enhance the convergence of the continuous variables. Focusing on the optimization phase after the integer variables have been optimized, we rigorously analyze their convergence behavior on a benchmark function designed for mixed-integer domains. Our results show that (1+1)-LB-ES can suffer from premature convergence when the number of integer variables is large, while (1+1)-LUB-ES achieves linear convergence under suitable parameter settings. These findings provide theoretical insights into the impact of integer handling on convergence performance and guidance for the design of mixed-integer ES.
Ryoki Hamano, Kento Uchida, Shinichi Shirakawa
May 18, 2026stat.ML

Provably Data-driven Lagrangian Relaxation for Mixed Integer Linear Programming

Lagrangian Relaxation (LR) is a powerful technique for solving large-scale Mixed Integer Linear Programming (MILP), particularly those with decomposable structures, such as vehicle routing or unit commitment problems. By relaxing the coupling constraints, LR enables parallel subproblem solving and often yields tighter dual bounds than standard linear programming relaxations, which is crucial for efficient branch-and-bound pruning. While recent empirical work has shown promising results using machine learning to predict these multipliers, a theoretical understanding of such methods remains an open question. In this work, we bridge this gap by analyzing the problem of learning LR through the lens of Data-driven Algorithm Design, i.e., a statistical learning problem over a distribution of problem instances. Our contributions are as follows: first, we derive a generalization bound of O(s1.5/N)\mathcal{O}(s^{1.5}/\sqrt{N}) for the learned multipliers, where ss is the number of coupling constraints and NN is the sample size. Second, we provide a minimax lower-bound of Ω(s/N)Ω(s/\sqrt{N}), proving that a linear dependency is unavoidable. Third, we constructively close this theoretical gap by proving that Stochastic Gradient Ascent (SGA) with averaging achieves the minimax optimal rate Θ(s/N)Θ(s/\sqrt{N}). Finally, we extend our framework to the learning-to-warm-start setting, proving that it achieves a fast, minimax-optimal rate of Θ(s/N)Θ(s/N) and establishing a theoretical advantage over direct multiplier prediction.
Tung Quoc Le, Anh Tuan Nguyen, Viet Anh Nguyen
May 14, 2026stat.ML

From Data to Action: Accelerating Refinery Optimization with AI

Nowadays refinery optimization utilizes sheer amounts of data, which can be handled with modern Linear Programming (LP) software, but the interpreting and applying the results remains challenging. Large petrochemical companies use massive models, with hundreds of thousands of input matrix elements. The LP solution is mathematically correct, but simplifications are made in the model, and data supply errors may occur. Therefore, further insight is needed to trust the results. The LP solver does not have a memory, so additional understanding could be gained by analyzing historical data and comparing it to the current plan. As such, machine learning approaches were suggested to support decision making based on the LP solution. Among these, Anomaly Detection tools are proposed to be used in tandem with the LP output. A transformed version of the popular ECOD methodology is applied. New methods are proposed to handle high-dimensional data: choosing the most informative pairs. Then, this is used alongside two 2D Anomaly Detection algorithms, revealing several business opportunities and data supply errors in the MOL refinery scheduling and planning architecture.
Dániel Pfeifer, Ábrahám Papp, Tibor Bernáth +4
May 11, 2026cs.AI

LLM4Branch: Large Language Model for Discovering Efficient Branching Policies of Integer Programs

Efficient branching policies are essential for accelerating Mixed Integer Linear Programming (MILP) solvers. Their design has long relied on hand-crafted heuristics, and now machine learning has emerged as a promising paradigm to automate this process. However, existing learning-based methods are often hindered by their dependence on expensive expert demonstrations and the gap between training objectives and the solver's end-to-end performance. In this work, we propose LLM4Branch, a novel framework that leverages Large Language Models (LLMs) to automate the discovery of efficient branching policies. Specifically, the discovered policy is an executable program with a program skeleton generated by the LLM and a parameter vector, which is optimized via a zeroth-order method over a few instances with their end-to-end performance feedback. Extensive experiments on standard MILP benchmarks demonstrate that LLM4Branch establishes a new state-of-the-art among CPU-based methods and achieves performance competitive with advanced GPU-based models. Codes are available at https://github.com/hzn18/LLM4Branch.
Zhinan Hou, Xingchen Li, Yankai Zhang +2
May 9, 2026cs.AI

Agentic MIP Research: Accelerated Constraint Handler Generation

Mixed-integer programming (MIP) research is both mathematically sophisticated and engineering-intensive: testing an algorithmic hypothesis within a branch-and-cut solver requires substantial implementation, debugging, tuning, and large-scale benchmarking. We propose an agentic MIP research framework that shortens this feedback loop by embedding LLM agents into a solver-aware harness for generating, verifying, and evaluating plugins for the open-source solver SCIP. Propagation methods play a central role in accelerating MIP solving by exploiting global constraints. We instantiate our framework on the semantic lifting of MIP formulations into global constraints and the automatic construction of propagation-only SCIP constraint handlers. On the MIPLIB 2017 benchmark set, the framework successfully recovers global constraint structures from constraint programming and generates executable constraint detectors and propagation-only constraint handlers. Furthermore, the framework naturally extends to in-context learning within a sandboxed environment, enabling agents not only to tune and debug generated constraint handlers on real instances, but also to explore global constraint patterns in MIP problems and discover novel propagation strategies not yet implemented in SCIP. This framework allows us to systematically distinguish meaningful algorithmic improvements from low-value or overly costly candidates: the novel propagation methods successfully solved five additional instances within the explored benchmark. Overall, this framework demonstrates that LLM agents can autonomously navigate the complex MIP research loop, paving the way for a more automated solver development process.
Liding Xu, Yugeng Zhou, Sebastian Pokutta
May 8, 2026cs.LG

Sample Complexity of Stochastic Optimization with Integer Variables

We establish sample complexity results for stochastic optimization over the integers, especially with a view to understand the complexity with respect to the corresponding continuous optimization problem. We show that integer optimization can sometimes require strictly more samples and sometimes strictly smaller number of samples, depending on the structure of the objective and constraints. 1. For Lipschitz objectives over subsets of the \ell_\infty ball, the statistical complexity of general stochastic mixed-integer, nonlinear, nonconvex optimization is exactly the same as stochastic linear optimization with just bound constraints. 2. For Lipschitz objectives over subsets of the 2\ell_2 ball, we show that integer optimization can require strictly smaller sample size compared to the continuous setting in a certain regime. To get to this result, we also establish tight sample complexity results for nonconvex continuous stochastic optimization which, to the best of our knowledge, do not appear in prior work. 3. For strongly convex, smooth objectives, integer optimization has high statistical complexity compared to the continuous setting. In particular, we show that integer optimization requires Ω(1/ε2)Ω(1/ε^2) samples to report an εε-approximate solution, compared to the well-known O(1/ε)O(1/ε) sample complexity from the continuous optimization literature.
Hongyu Cheng, Yinghao Zheng, Marco Molinaro +1
May 7, 2026cs.LG

Optimal Counterfactual Search in Tree Ensembles: A Study Across Modeling and Solution Paradigms

Trust in counterfactual explanations depends critically on whether their recommended changes are truly minimal: suboptimal explanations may vastly overshoot the actual changes needed to alter a decision, and heuristic errors can affect individuals unevenly, giving some users relevant recourse while assigning others unnecessarily costly recommendations. Consequently, we study the problem of computing optimal counterfactual explanations for tree ensembles under plausibility and actionability constraints. This is a combinatorial problem: for a fixed model, counterfactual search boils down to selecting consistent branching decisions and threshold-defined regions under a distance objective. We exploit this structure through CPCF, a constraint programming (CP) formulation in which numerical features are encoded as interval domains induced by split thresholds, while discrete features retain native finite-domain representations. This yields a compact finite-domain formulation that supports multiple distance objectives without continuous split-boundary search. We then place CPCF in a broader comparison across mathematical programming paradigms: we extend a maximum Boolean satisfiability (MaxSAT) formulation, originally designed for hard-voting random forests, to soft-voting ensembles, and compare against the current state-of-the-art mixed-integer linear programming (MILP) optimal approach. Across ten datasets and three types of tree ensembles, we analyze scalability, anytime performance, and sensitivity to distance metrics. We observe that CP achieves the best overall performance. More importantly, our results identify regimes in which the specific strengths of each paradigm make it best suited: CP is most versatile overall, MaxSAT handles hard-voting ensembles particularly well, and MILP remains competitive in amortized inference settings with a moderate number of split levels.
Awa Khouna, Youssouf Emine, Julien Ferry +1
May 2, 2026cs.LG

Decision-Focused Learning via Tangent-Space Projection of Prediction Error

Decision-Focused Learning (DFL) trains predictors to improve downstream decision quality, but computing regret gradients typically requires differentiating through solvers or relying on surrogate losses, which can be computationally expensive or deviate from the true objective. We show that, under standard regularity with locally stable active constraints, the regret gradient admits a closed-form geometric characterization, equivalent to the prediction error projected onto the tangent space of active constraints, scaled by local curvature. This reveals that regret gradients can be obtained by filtering decision-irrelevant components from the MSE gradient, providing a simpler and more direct alternative to existing approaches. Based on this, we propose PEAR (Projected Error As Regret-gradient), which computes regret gradients via a reduced linear system over active constraints, avoiding differentiation through solver iterations or additional optimization solves. Experiments on LP benchmarks and a real-world QP task show that PEAR achieves the best decision quality among all baselines while being the most computationally efficient, with gains that persist under constraint shifts.
Junhyeong Lee, Sangjin Jin, Yongjae Lee
Apr 30, 2026cs.AI

Fairness for distribution network operations and planning

The incorporation of fairness into the distribution network (DN) planning and operation has become a key goal of recent studies. The cost of implementing fairness, denominated the price of fairness (PoF), covers the efficiency that is renounced for attaining social cohesion through fair outcomes. Locational disparity makes fairness schemes emerge to level the consumers playing field. However, fairness encompasses a range of notions. From egalitarian to merit-based criteria, various metrics are implemented as a tool for measuring equitable utility distribution. These have different mathematical complexities, from linear to non-linear programming cases, which affect their overall applicability. Hence, this study compiles the overarching fairness notions and metrics, reviewing how these affect stakeholders and the inherent mathematical optimisation in resource allocation problems. The aim is to support consistent and transparent planning and decision-making within DN operations.
Pedro F. C. de Carvalho, Zijie Liu, Md Umar Hashmi +1
Apr 28, 2026cs.NI

EOS-Bench: A Comprehensive Benchmark for Earth Observation Satellite Scheduling

Earth observation satellite imaging scheduling is a challenging NP-hard combinatorial optimisation problem central to space mission operations. While next-generation agile Earth observation satellites (EOS) increase operational flexibility, they also significantly raise scheduling complexity. The lack of a unified, open-source benchmark makes it difficult to compare algorithms across studies. This paper introduces EOS-Bench, a comprehensive framework for systematic and reproducible evaluation of scheduling methods. By integrating high-fidelity orbital dynamics and platform constraints, EOS-Bench generates 1,390 scenarios and 13,900 benchmark instances, spanning from small-scale validation cases to large coordination problems with up to 1,000 satellites and 10,000 requests. We further propose a scenario characterisation scheme to quantify structural difficulty based on factors such as opportunity density, task flexibility, conflict intensity, and satellite congestion. A multidimensional evaluation protocol is introduced, assessing performance across five metrics: task profit, completion rate, workload balance, timeliness, and runtime. The framework is evaluated using mixed-integer programming, heuristics, meta-heuristics, and deep reinforcement learning across both agile and non-agile settings. Results show that EOS-Bench effectively distinguishes solver performance across scales and conditions, revealing trade-offs between solution quality and computational efficiency, and providing deeper insight into scenario complexity. EOS-Bench offers a unified and extensible open testbed for advancing research in Earth observation satellite scheduling. The code and data are available at https://github.com/Ethan19YQ/EOS-Bench.
Qian Yin, Jiaxing Li, Jiaqi Cheng +23
Apr 27, 2026cs.GT

Asymmetric-Information Resource Allocation Games: An LP Approach to Purposeful Deception

In this work, we introduce the Deceptive Resource Allocation Game (DRAG), which studies purposeful deception within a Bayesian game framework. In DRAG, a Defender allocates resources across the true asset and several decoys to influence an Attacker's beliefs and actions, with the goal of diverting the Attacker away from the true asset. We seek to characterize purposeful deception, whereby the Defender deceives only when doing so improves its performance. To this end, we solve for the Perfect Bayesian Nash Equilibrium (PBNE) of the corresponding game. We show that, despite the coupled belief-policy interdependence, the problem admits an efficient, non-iterative linear programming formulation. Numerical results demonstrate that the resulting policies naturally balance effective allocation and belief manipulation, giving rise to purposeful and emergent deceptive behaviors.
Longxu Pan, Yue Guan, Daigo Shishika +1
Apr 24, 2026cs.LG

ML-Guided Primal Heuristics for Mixed Binary Quadratic Programs

Mixed Binary Quadratic Programs (MBQPs) are an important and complex set of problems in combinatorial optimization. As solving large-scale combinatorial optimization problems is challenging, primal heuristics have been developed to quickly identify high-quality solutions within a short amount of time. Recently, a growing body of research has also used machine learning to accelerate solution methods for challenging combinatorial optimization problems. Despite the increasing popularity of these ML-guided methods, a large body of work has focused on Mixed-Integer Linear Programs (MILPs). MBQPs are challenging to solve due to the combinatorial complexity coupled with nonlinearities. This work proposes ML-guided primal heuristics for Mixed Binary Quadratic Programs (MBQPs) by adapting and extending existing work on ML-guided MILP solution prediction to MBQPs. We introduce a new neural network architecture for MBQP solution prediction and a new training data collection procedure. Moreover, we extend existing loss functions in solution prediction and propose to combine contrastive and weighted cross-entropy losses. We evaluate the methods on standard and real-world MBQP benchmarks and show that the developed ML-guided methods significantly outperform existing primal heuristics and state-of-the-art solvers. Furthermore, models trained with our proposed extension with combined losses outperform other ML-based methods adapted from MILPs and improve generalization in cross-regional inference on a real-world wind farm layout optimization problem.
Weimin Huang, Natalie M. Isenberg, Ján Drgoňa +2
Apr 24, 2026math.OC

Relaxation-Informed Training of Neural Network Surrogate Models

ReLU neural networks trained as surrogate models can be embedded exactly in mixed-integer linear programs (MILPs), enabling global optimization over the learned function. The tractability of the resulting MILP depends on structural properties of the network, i.e., the number of binary variables in associated formulations and the tightness of the continuous LP relaxation. These properties are determined during training, yet standard training objectives (prediction loss with classical weight regularization) offer no mechanism to directly control them. This work studies training regularizers that directly target downstream MILP tractability. Specifically, we propose simple bound-based regularizers that penalize the big-M constants of MILP formulations and/or the number of unstable neurons. Moreover, we introduce an LP relaxation gap regularizer that explicitly penalizes the per-sample gap of the continuous relaxation at training points. We derive its associated gradient and provide an implementation from LP dual variables without custom automatic differentiation tools. We show that combining the above regularizers can approximate the full total derivative of the LP gap with respect to the network parameters, capturing both direct and indirect sensitivities. Experiments on non-convex benchmark functions and a two-stage stochastic programming problem with quantile neural network surrogates demonstrate that the proposed regularizers can reduce MILP solve times by up to four orders of magnitude relative to an unregularized baseline, while maintaining competitive surrogate model accuracy.
Calvin Tsay