Mixed-Integer Linear Programming

Also known as MILP

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5 papers in the last four weeks, up 67% on the four weeks before. 0.0% of all new papers.

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Latest papers 30

Oct 8, 2026cs.AI

ORDO: Operation-level Round-aware Dynamic Ordering for MIP Presolve

Presolve strongly affects mixed-integer programming (MIP) performance, yet learning-based methods only optimize parameter configurations and cannot express the non-commutative temporal dependencies among actions, whose default order is nearly unique on most domains, yet functionally necessary: artificially shuffling the order of the same sequence inflates the tail of the solve-time distribution by up to several-fold. We recast presolve planning as autoregressive sequence generation over a unified atomic action space, moving the decision object to action sequences; we call this framework ORDO---Operation-level Round-aware Dynamic Ordering for MIP Presolve. Its payoff is cross-domain generalization: on multiple unseen domains it attains end-to-end zero-shot speedup---to our knowledge the first for presolve action sequences---varying by domain and not explained by corpus richness, the strongest domain reaching the largest speedup once racing is added. Deployment uses sequence racing, in which candidate sequences run concurrently and the winner is kept, enabled by an execution-and-observation facility, added by modifying the SCIP source, that injects sequences along the native path and records which actions actually execute and in which round.

Zehuan Chen, Chunhe Song

Institute of Industrial Artificial Intelligence, CAS

Mixed-Integer Linear Programming Learning to Optimize

Oct 7, 2026cs.AI

Outperformance Inverse Optimization: Learning Objective Functions that Outperform Agent Decisions

Inverse optimization estimates the weights of an objective function that explain observed decisions as optimal solutions, and is used in a variety of fields. For mixed-integer linear programs (MILPs), existing methods aim to reproduce the observations as optimal solutions, and thus learn compromise weights when the observations are suboptimal. We propose outperformance inverse optimization, which instead seeks weights that induce, at each state, an optimal solution outperforming the observed action in every component. We give a loss function that can be evaluated with forward-problem oracles alone and is thus applicable to MILPs, together with gradient-based and DC optimization algorithms for minimizing it. For weights inducing a unique outperforming optimal solution at all observations, we prove that the probability of failing to induce such a solution at a new state (the generalization error) is bounded by a quantity inversely proportional to the number of observations, and that this bound is tight in the number of observations up to logarithmic factors. In experiments on synthetic and real data, the proposed methods improve the prediction of solutions outperforming the actions over existing methods.

Akira Kitaoka

Learning to Optimize Mixed-Integer Linear Programming

Sep 30, 2026cs.LG

Reformulation-Contrastive Learning for Mixed Integer Programs

Mixed-integer linear programs (MILP) model many real-world decision problems, motivating machine-learning methods that exploit recurring structure to accelerate MILP solving. MILPs can admit many equivalent formulations: integrality-preserving changes of variables and the addition of redundant constraints can alter their formulations while preserving the optimization problem. We leverage these reformulations as a source of self-supervision for learning general-purpose representations of MILP variables and constraints. We characterize the affine reformulations that are valid for every input instance, and distinguish re-descriptions, which leave variables unchanged, from substitutions, which transform them predictably. Building on equivariant self-supervised learning, we introduce ReMILP (reformulation-contrastive MILP representation learning), which jointly trains a graph neural network and a hypernetwork to predict how variable embeddings transform under changes of variables. Without solver-derived labels, ReMILP learns representations that exhibit the intended invariance and equivariance on unseen problem classes. Across binary solution, constraint activity and integrality gap prediction, these representations carry task-relevant information when frozen and provide a useful initialization for fine-tuning.

Ousema Bouaneni, Mathis Le Bail, Clément Elliker +2

LIX (École Polytechnique, IP Paris, CNRS) · AMIAD (Agence Ministérielle pour l’IA de Défense)

Contrastive Learning Representation Learning Graph Representation Learning Self-Supervised Learning Mixed-Integer Linear Programming Equivariant Representation Learning

Sep 30, 2026cs.AI

Autoresearch in Mixed-Integer Linear and Nonlinear Programming

Despite recent progress in autoresearch, applying it to practical operations research problems, typically formulated as NP-hard mixed-integer linear or nonlinear programs (MILPs or MINLPs), remains challenging because effective research requires systematically managing competing ideas and long-horizon experimental trajectories. We introduce AutoMIP, a reusable agent skill for organizing long-horizon autoresearch in mixed-integer programming through idea pooling and algorithm tree search. AutoMIP maintains a persistent pool of complementary candidate ideas while organizing executable experiments into an algorithm tree, enabling the agent to preserve unexplored hypotheses, refine promising algorithms, and switch to alternative methodological directions based on historical states. On MILP and MINLP benchmark cohorts, AutoMIP achieves the highest final success rates among the evaluated autoresearch frameworks. On MIPLib, AutoMIP discovers new best solutions for 31 of 60 instances, surpassing existing autoresearch frameworks. On MINLPLib, it achieves new best solutions for 52 of 60 instances. Ablation studies further demonstrate the complementary contributions of idea pooling and algorithm tree search, highlighting the importance of jointly maintaining diverse research ideas and structured experimental trajectories for long-horizon autoresearch.

Yuwei Gu, Yaoxin Wu, Tong Guo +2

Chengdu University of Information Technology · Eindhoven University of Technology · Nanyang University of Technology +2

Automated Algorithm Discovery Mixed-Integer Linear Programming Constrained Optimization Autonomous Experimentation Autonomous Research Agents

Sep 29, 2026cs.AI

Teaching LLMs to Generate Challenging MILP Instances via Solver Feedback

Generating optimization instances that are both feasible and computationally challenging is crucial for benchmarking solvers and training learning-based optimization algorithms. Existing non-LLM generators rely on seed instances or parameter tuning, resulting in high test-time computational cost, while existing LLM generators lack explicit hardness measures. Recent reinforcement learning methods with verifier feedback evaluate only binary correctness, which is misaligned with generating challenging problems. We note that an optimization solver reports the cost of solving at several stages of its pipeline, and leverage this to design a reward that scores both the solvability and the hardness of generated problems, measured by branch-and-bound nodes and post-cut relaxation gaps. Our key idea is a challenger-solver asymmetric self-play approach, where an LLM challenger generates progressively harder instances and the solver verifies feasibility and hardness, so no seed or training MILP instances are required. We fine-tune Gemma-4-12B and Qwen3.5-4B with GRPO and a size curriculum into OptiScribe-12B and OptiScribe-4B, which generate feasible yet challenging MILP problems from natural language instructions. On capacitated facility location and max-cut, OptiScribe-12B raises median SCIP search nodes by 1.7-5x and post-cut gaps by 1.1-1.7x over its base model and improves the feasibility rate on facility location by 9-19 points, while OptiScribe-4B raises median nodes by up to 15.6x. The problems cover a wider difficulty range than public benchmarks of the same size, follow instructions on density and difficulty, and can tune solver settings for families that public libraries lack. These results indicate that optimization-specific rewards, used in self-play mode, can teach LLMs to generate high-difficulty optimization benchmarks. We will release our code and models publicly on acceptance.

Jitin Singla, Parikshit Pareek, Pratik Jawanpuria +1

IIT Roorkee · IIT Bombay · IIT Delhi

Mixed-Integer Linear Programming Large Language Model-Guided Optimization Synthetic Benchmark Generation RL for Combinatorial Optimization Natural Language to Optimization Modeling

Sep 29, 2026cs.AI

BiFE: Search-Efficient Discovery of CPU-Only Branching Policies via LLM-based Bi-Fidelity Evolution

In branch-and-bound (B&B) for mixed-integer linear programming (MILP), branching variable selection critically impacts efficiency. Existing neural branching policies often require GPU inference, while CPU-efficient symbolic expressions lack the representational capacity for complex logic. Large Language Model (LLM)-generated code provides a flexible search space for designing lightweight branching rules with diverse algorithmic logic. To discover effective rules within LLM-based evolutionary frameworks, a core challenge arises: full B&B evaluation on real instances is prohibitively expensive, whereas offline imitation learning suffers from distribution shift. To address this, we introduce a Bi-Fidelity Evolutionary framework (BiFE). It employs low-fidelity imitation scores as a rapid pre-screener and selectively applies high-fidelity on-instance evaluation only to elite candidates, effectively balancing search efficiency with performance reliability. Experiments validate both the search efficiency of BiFE and the competitiveness of its discovered rules, which outperform the SCIP solver and other baselines on CPUs, and even surpass certain GPU-based neural policies.

Ce Zhang, Bin Zhang, Zhiwei Xu +5

Institute of Automation, Chinese Academy of Sciences · School of Artificial Intelligence, University of Chinese Academy of Sciences · Shandong University

Multi-Fidelity Optimization Automated Algorithm Discovery Branch and Bound Mixed-Integer Linear Programming Large Language Model-Guided Optimization

Sep 21, 2026cs.MA

Mixed-integer flow formulations for motion planning and decision-making of networked multi-agent systems

This work investigates the use of flow-based connectivity maintenance constraints in mixed-integer linear programming (MILP) trajectory planning and decision-making models for networked multi-agent systems (MAS). We integrate flow-based encodings for standard and k-hop connectivity into MILP multi-vehicle maneuvering models that are widely used alongside receding horizon planning strategies. Their necessity and sufficiency is demonstrated, guaranteeing full coverage of potential network topologies. The flow formulation for standard connectivity decreases the growth of the required inequality constraints from exponential to polynomial w.r.t. the size of the MAS when compared to the state-of-the-art subtour elimination (SEC) method. The flow-based k-hop connectivity constraints decrease the number of required binary variables and decouple its growth from the number of hops. However, the impact of these formulations in performance is not straightforward due to the introduction of a substantial number of continuous flow optimization variables and, in the case of k-hop connectivity, additional inequality constraints. We investigate this trade-off through a statistical evaluation of costs and optimization times using a conventional branch-and-bound commercial solver and trials performed with randomized environments for increasingly larger MAS. The results show that the flow formulation outperforms SEC in standard connectivity problems, enabling the solutions to be computed for larger MAS considering the imposed optimization time limit. The reduction in number of binary variables enabled by the k-hop flow formulations decreases the theoretical worst-case number of iterations required by the branch-and-bound algorithm to compute the global optimal solution. Our results show that this advantage did not translate into improvements in the average performance when compared to the baseline.

Angelo Caregnato-Neto, Paul-Louis Delacour, Raf Van de Plas +2

Department of Computational Mechanics (DMC), School of Mechanical Engineering (FEM), State University of Campinas (UNICAMP), São Paulo, Brazil · Delft Center for Systems and Control, Delft University of Technology, Delft, Netherlands · Dept. of Biochemistry, Vanderbilt University, Nashville, TN, USA

Constrained Motion Planning Mixed-Integer Linear Programming Combinatorial Optimization Multi-Agent Systems Multi-Agent Planning

Aug 31, 2026cs.LG

Graph4BiLO: Graph Neural Network Approximation for Bilevel Mixed-Integer Linear Optimization

Bilevel mixed-integer linear optimization problems model hierarchical decision processes in which a leader anticipates the optimal response of a follower. Although expressive, these problems are computationally challenging because lower-level optimality is embedded in the leader's feasible region. Value-function reformulations replace the nested follower optimization with a constraint involving the follower's optimal value, but evaluating this value function exactly can itself be expensive. This paper introduces Graph4BiLO, a graph neural network (GNN) approach for learning bilevel value functions from variable--constraint graph representations. In contrast to fixed-length multilayer perceptron (MLP) representations, the GNN uses shared message-passing parameters and can therefore be applied across multiple problem sizes with a single trained model. The learned ReLU network is encoded exactly as mixed-integer linear constraints and embedded in an approximate single-level formulation. A repair step subsequently re-solves the follower problem for the selected leader decision to recover a bilevel-feasible follower response. We evaluate Graph4BiLO on knapsack interdiction instances with 20--100 items against the exact MibS solver and the learning-based Neur2BiLO method. Graph4BiLO obtains objective values comparable to Neur2BiLO across all tested sizes while avoiding size-specific neural networks. An additional out-of-distribution experiment demonstrates zero-shot transfer from 20-item training instances to previously unseen 40- and 60-item instances. However, embedding message passing at every graph node substantially increases the resulting mixed-integer formulation size and solve time. These results identify a central tradeoff between size-generalizable graph representations and the computational cost of embedding GNNs within optimization models.

Jessica D. Elrefaei, Kaixun Hua, Seungbae Kim +2

Graph Neural Networks Value Function Estimation Mixed-Integer Linear Programming Combinatorial Optimization Bilevel Optimization

Aug 13, 2026cs.LG

Constrained Graph Diffusion for Mixed Integer Optimization

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. problem-agnostic and can accommodate a broad class of mixed-integer optimization problems through suitable projection operators. We introduce Constrained Graph Diffusion (CGD), a learning-based framework that approximately solves recurring instances of such problems by learning a conditional distribution over their discrete decisions. CGD uses a graph-based diffusion model and incorporates constraint information directly into the reverse diffusion process, steering intermediate predictions toward the feasible region throughout generation. By operating on continuous relaxations of the discrete variables, CGD defines a differentiable constrained generation pathway up to terminal discrete recovery. Once the discrete decision is recovered and fixed, a numerical optimizer solves the remaining continuous problem, avoiding online combinatorial search over the binary variables while retaining numerical optimization for continuous completion. We evaluate CGD on AC-OPF with branch switching and discrete portfolio optimization, demonstrating substantial improvements in feasibility and solution quality over learning-based baselines while achieving speedups of up to

543\times

over state-of-the-art MIP solvers on large instances.

Vincenzo Di Vito, Yusuf Guven, Babak Badnava +3

University of Virginia · MIT · Los Alamos National Laboratory

Mixed-Integer Linear Programming Constrained Optimization Neural Combinatorial Optimization

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

Department of Mathematics and Systems Analysis, School of Science, Aalto University, Espoo, Finland · Department of Mathematics, KTH Royal Institute of Technology, Stockholm, Sweden · DTU Management, Technical University of Denmark, Lyngby, Denmark

Surrogate-Assisted Optimization Mixed-Integer Linear Programming Input Convex Neural Networks

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

Southern University of Science and Technology, Shenzhen · Zhongguancun Academy, Beijing · Tsinghua University, Beijing +1

Mixed-Integer Linear Programming Large Language Model-Guided Optimization Combinatorial Optimization Natural Language to Optimization Modeling

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

University of Southern California, Los Angeles, CA 90089, USA · USC Information Sciences Institute, Marina del Rey, CA 90292, USA

Mixed-Integer Linear Programming GNN Expressivity Graph Foundation Models Graph Transformer

Jul 15, 2026cs.LG

Low-Latency Relay Selection in NR-V2X Vehicular Communications via Graph Isomorphism Networks with Edge Features

Reliable, low-latency uplink connectivity is a key requirement for C-V2X networks in dense urban environments, where fast channel variations and blockages often degrade direct vehicle-to-infrastructure links. Multi-hop relaying can restore coverage, but relay-link activation under radio, capacity, and routing constraints results in an NP-hard optimisation problem, typically solved via Mixed-Integer Linear Programming (MILP), whose runtime scales poorly with graph size. This paper introduces an edge-aware Learning-to-Optimise framework for real-time relay selection. Each V2X snapshot is modelled as a directed graph: node features encode vehicle state and traffic demand, while edge features capture radio-link capacity. An offline MILP oracle generates optimal relay configurations that supervise a Graph Isomorphism Network with Edge Features (GINE), enabling edge-level relay activation through a single forward pass, with tightly bounded inference latency. To bridge learning and exact optimisation, we also propose a hybrid GINE-Pruned MILP (GP-MILP) strategy in which GINE predictions prune the MILP search space. Experiments on a large-scale dataset generated via an OSM-SUMO-GEMV

^2

pipeline show that GINE closely matches MILP decisions at the link level (accuracy 0.9589), F1-score (0.9544) on validation) and yields consistent end-to-end connectivity gains over a 1-hop MILP baseline (up to 9.2% with four RSUs and 12% with two RSUs). Inference latency remains tightly bounded, with all evaluated instances completing within 5~~ms. Moreover, GP-MILP preserves MILP-equivalent solutions (same objective value) while achieving solver runtimes below 30~~ms for more than 98%) of the graph instances, making MILP-grade optimisation compatible with stringent NR-V2X latency budgets.

Giambattista Amati, Federica Mangiatordi, Emiliano Pallotti +3

Fondazione Ugo Bordoni (FUB) Rome, Italy · University of Rome Tor Vergata (UniRoma2) Rome, Italy

Mixed-Integer Linear Programming Learning to Optimize Combinatorial Optimization V2X Communication

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

aTU Dresden, Chair of Railway Operations,"Friedrich List" Faculty of Transport and Traffic Sciences, Dresden, 01069, Germany · bTU Dresden, ScaDS.AI Dresden/Leipzig, Chair of Scalable Software Architectures for Data Analytics, Dresden, 01069, Germany

Mixed-Integer Linear Programming Integer Linear Programming

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

Shanghai Jiao Tong University

Mixed-Integer Linear Programming Synthetic Benchmark Generation Integer Linear Programming

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

Supply Chain Tech Team Y, JD.com

Inventory Control Mixed-Integer Linear Programming Large Language Model-Guided Optimization Supply Chain Management Natural Language to Optimization Modeling Integer Linear Programming

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

School of Data Science, The Chinese University of Hong Kong, Shenzhen · School of Science and Engineering, The Chinese University of Hong Kong, Shenzhen · Noah’s Ark Lab, Huawei

Surrogate-Assisted Optimization Mixed-Integer Linear Programming Bayesian Optimization Large Language Model-Guided Optimization Hyperparameter Optimization

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

H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, USA · Department of Operations and Decision Systems, Université Laval, Quebec, Canada

Surrogate-Assisted Optimization Mixed-Integer Linear Programming

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

1KAIST · University of Edinburgh

Markov Chain Monte Carlo Mixed-Integer Linear Programming Combinatorial Optimization Parallel Tempering Integer Linear Programming

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

\mathcal{O}(s^{1.5}/\sqrt{N})

for the learned multipliers, where

s

is the number of coupling constraints and

N

is the sample size. Second, we provide a minimax lower-bound of

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/\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)

and establishing a theoretical advantage over direct multiplier prediction.

Tung Quoc Le, Anh Tuan Nguyen, Viet Anh Nguyen

Université Grenoble Alpes, LJK, CNRS, Grenoble INP, 38000 Grenoble, France · Carnegie Mellon University, Machine Learning Department · Chinese University of Hong Kong, Department of Systems Engineering and Engineering Management.

Mixed-Integer Linear Programming Learning to Optimize Constrained Optimization Linear Programming Learning-Augmented Algorithms

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

Department of Automation, BNRist, Tsinghua University, Beijing, China.

Branch and Bound Mixed-Integer Linear Programming Large Language Model-Guided Optimization Learning to Optimize LLM-Based Program Synthesis Integer Linear Programming

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

Zuse Institute Berlin, Berlin, Germany. · Independent Researcher. · Zuse Institute Berlin +1

Mixed-Integer Linear Programming LLM-Based Program Synthesis Constraint Satisfaction Autonomous Research Agents

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

Polytechnique Montréal · Ivey Business School

Counterfactual Explanations Mixed-Integer Linear Programming Combinatorial Optimization Maximum Satisfiability Constraint Programming

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

Department of Computing, Imperial College London, South Kensington, SW7 2AZ, United Kingdom.

Neural Surrogate Modeling Mixed-Integer Linear Programming Neural Network Optimization Constrained Optimization Integer Linear Programming

Apr 23, 2026eess.SY

A Multi-Stage Warm-Start Deep Learning Framework for Unit Commitment

Maintaining instantaneous balance between electricity supply and demand is critical for reliability and grid instability. System operators achieve this through solving the task of Unit Commitment (UC),ca high dimensional large-scale Mixed-integer Linear Programming (MILP) problem that is strictly and heavily governed by the grid physical constraints. As grid integrate variable renewable sources, and new technologies such as long duration storage in the grid, UC must be optimally solved for multi-day horizons and potentially with greater frequency. Therefore, traditional MILP solvers increasingly struggle to compute solutions within these tightening operational time limits. To bypass these computational bottlenecks, this paper proposes a novel framework utilizing a transformer-based architecture to predict generator commitment schedules over a 72-hour horizon. Also, because raw predictions in highly dimensional spaces often yield physically infeasible results, the pipeline integrates the self-attention network with deterministic post-processing heuristics that systematically enforce minimum up/down times and minimize excess capacity. Finally, these refined predictions are utilized as a warm start for a downstream MILP solver, while employing a confidence-based variable fixation strategy to drastically reduce the combinatorial search space. Validated on a single-bus test system, the complete multi-stage pipeline achieves 100% feasibility and significantly accelerates computation times. Notably, in approximately 20% of test instances, the proposed model reached a feasible operational schedule with a lower overall system cost than relying solely on the solver.

Muhy Eddin Za'ter, Anna Van Boven, Bri-Mathias Hodge +1

University of Colorado Boulder Boulder, CO, USA

Mixed-Integer Linear Programming Power Systems

Jan 8, 2026cs.AI

A General Neural Backbone for Mixed-Integer Linear Optimization via Dual Attention

Mixed-integer linear programming (MILP) is a foundational framework for combinatorial optimization across science and engineering, but remains hard to solve at scale due to NP-hardness. Recent learning-based methods typically model MILP instances as variable-constraint bipartite graphs and use Graph Neural Networks (GNNs) for representation learning, yet their locality limits representation power. We propose an attention-driven neural backbone that adopts an element-centric view of variables and constraints, with dual attention performing parallel intra-type self-attention and inter-type cross-attention. Across three representative tasks at the instance, element, and solving-state levels, our model consistently outperforms conventional GNN-based architectures, highlighting attention-based, element-centric modeling as a powerful foundation for learning-enhanced combinatorial optimization.

Peixin Huang, Yaoxin Wu, Yining Ma +3

Shenzhen Research Institute, Shandong University, China

Graph Neural Networks Mixed-Integer Linear Programming Linear Programming Neural Combinatorial Optimization Integer Linear Programming

Oct 29, 2025cs.LG

Machine Learning Guided Optimal Transmission Switching to Mitigate Wildfire Ignition Risk

To mitigate acute wildfire ignition risks, utilities de-energize power lines in high-risk areas. The Optimal Power Shutoff (OPS) problem optimizes line energization statuses to manage wildfire ignition risks through de-energizations while reducing load shedding. OPS problems are computationally challenging Mixed-Integer Linear Programs (MILPs) that must be solved rapidly and frequently in operational settings. For a particular power system, OPS instances share a common structure with varying parameters related to wildfire risks, loads, and renewable generation. This motivates the use of Machine Learning (ML) for solving OPS problems by exploiting shared patterns across instances. In this paper, we develop an ML-guided framework that quickly produces high-quality de-energization decisions by extending existing ML-guided MILP solution methods while integrating domain knowledge on the number of energized and de-energized lines. Results on a large-scale realistic California-based synthetic test system show that the proposed ML-guided method produces high-quality solutions faster than traditional optimization methods.

Weimin Huang, Ryan Piansky, Bistra Dilkina +1

Department of Computer Science University of Southern California Los Angeles, CA, USA · School of Electrical and Computer Engineering Georgia Institute of Technology Atlanta, GA, USA

Mixed-Integer Linear Programming Learning to Optimize Power Systems

Oct 6, 2025math.OC

Inverse Mixed-Integer Programming: Learning Constraints then Objective Functions

Data-driven inverse optimization for mixed-integer linear programs (MILPs), which seeks to learn an objective function and constraints consistent with observed decisions, is important for building accurate mathematical models in a variety of domains, including power systems and scheduling. However, to the best of our knowledge, existing data-driven inverse optimization methods primarily focus on learning objective functions under known constraints, and learning both objective functions and constraints from data for MILPs remains largely unexplored. In this paper, we propose a two-stage approach for a class of inverse optimization problems in which the objective is a linear combination of given feature functions and the constraints are parameterized by unknown functions and thresholds. Our method first learns the constraints and then, conditioned on the learned constraints, estimates the objective-function weights. On the theoretical side, we provide finite-sample guarantees for solving the proposed inverse optimization problem. To this end, we develop statistical learning tools for pseudo-metric spaces under sub-Gaussian assumptions and use them to derive a learning-theoretic framework for inverse optimization with both unknown objectives and constraints. On the experimental side, we demonstrate that our method successfully solves inverse optimization problems on scheduling instances formulated as ILPs with up to 100 decision variables.

Akira Kitaoka

Mixed-Integer Linear Programming Learning to Optimize Inverse Problems Integer Linear Programming

Jul 29, 2024cs.AI

OptiMUS-0.3: Using Large Language Models to Model and Solve Optimization Problems at Scale

Optimization problems are pervasive in sectors from manufacturing and distribution to healthcare. However, most such problems are still solved heuristically by hand rather than optimally by state-of-the-art solvers because the expertise required to formulate and solve these problems limits the widespread adoption of optimization tools and techniques. We introduce a Large Language Model (LLM)-based system designed to formulate and solve (mixed integer) linear programming problems from their natural language descriptions. Our system can develop mathematical models, write and debug solver code, evaluate the generated solutions, and improve efficiency and correctness of its model and code based on these evaluations. OptiMUS is designed as a productivity tool for optimization practitioners who understand the problem domain and can describe it precisely, but seek to accelerate the modeling and implementation workflow. OptiMUS-0.3 utilizes a modular structure to process problems, allowing it to handle problems with long descriptions and complex data without long prompts. Experiments demonstrate that OptiMUS-0.3 outperforms direct-prompting baselines by over 43% on easy and 18% on hard instances. It remains competitive with fine-tuned specialist models on benchmark problems, and outperforms them on real-world case studies (28.6% vs. 0%) where fine-tuned models fail to generalize. Ablation studies show that modular architecture with error correction is central to these gains. A key finding is that system architecture is a stronger driver of performance than model capability. Structured decomposition with targeted error correction enables weaker models to match stronger models under naive prompting, and remains competitive with fine-tuned specialist models without retraining costs.

Ali AhmadiTeshnizi, Wenzhi Gao, Herman Brunborg +3

a School of Management Science and Engineering, Stanford University, Stanford, California 94305 · b Institute for Computational and Mathematical Engineering, Stanford University, Stanford, California 94305

Mixed-Integer Linear Programming Large Language Model-Guided Optimization LLM-Based Program Synthesis Linear Programming Natural Language to Optimization Modeling Integer Linear Programming

Jun 26, 2023math.OC

Efficient Cross-Validation for Sparse Linear Regression

Given a high-dimensional covariate matrix and a response vector, ridge-regularized sparse linear regression selects a subset of features that explains the relationship between covariates and the response in an interpretable manner. To choose hyperparameters that control the sparsity level and amount of regularization, practitioners commonly use k-fold cross-validation. However, cross-validation substantially increases the computational cost of sparse regression as it requires solving many mixed-integer optimization problems (MIOs) for each hyperparameter combination. To address this computational burden, we derive computationally tractable relaxations of the k-fold cross-validation loss, facilitating hyperparameter selection while solving

50

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80\%

fewer MIOs in practice. Our computational results demonstrate, across eleven real-world UCI datasets, that exact MIO-based cross-validation can be competitive with mature software packages such as glmnet and L0Learn.

Ryan Cory-Wright, Andrés Gómez

Department of Analytics, Marketing and Operations, Imperial Business School, London, UK · Department of Industrial and Systems Engineering, Viterbi School of Engineering, University of Southern California, CA

Model Selection Mixed-Integer Linear Programming Linear Regression Hyperparameter Optimization