Haofeng Yuan, Jianing Peng, Jieyi Bi +3cs.CL cs.NE
Mixed-integer programming (MIP) lies at the core of operations research and industrial optimization. While large language models (LLMs) have recently shown promise in automated MIP modeling from natural language, they prioritize semantic correctness but overlook formulation strength, severely bottlenecking the efficiency of downstream solvers. We propose FormuEvo, an LLM-guided evolutionary framework for automated discovery of solver-efficient MIP formulations. FormuEvo frames MIP formulation design as evolutionary optimization over the symbolic space of MIP formulations, represented as executable modeling programs, by iteratively generating, evaluating, and selecting stronger candidates via LLM-driven crossover, mutation, and repair operations. To move beyond blind exploration, FormuEvo introduces a solver-informed diagnosis mechanism that exploits fine-grained solver statistics as verbal gradients for targeted refinement. Additionally, a structured memory abstracts prior experience into reusable modeling strategies, avoiding redundant exploration while enabling zero-shot transfer to unseen problems and bootstrapping smaller LLMs. Experiments across diverse linear and non-linear problems demonstrate that FormuEvo discovers formulations that significantly outperform both expert-designed formulations and existing LLM-based approaches, accelerating solvers by up to 5.5$\times$, with distilled knowledge transferring effectively across problems and model scales.
Vincenzo Di Vito, Mehdi Taghizadeh, Deepjyoti Deka +2cs.LG
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 $425\times$ over state-of-the-art numerical solvers for MINLPs.
Yu Liu, Jan Kronqvist, Fabricio Oliveiramath.OC cs.LG
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.
We consider mixed-integer convex optimization problems in which binary indicators control continuous variables. We introduce the \emph{Coordinate Optimality Reformulation} (CORe) framework, which augments standard indicator formulations by incorporating coordinate-wise optimality information. The resulting reformulations preserve global optimality while substantially improving branch-and-bound performance, particularly in sparse and structured settings where the coordinate-wise optimality conditions expose exploitable problem structure. We first develop the main components of CORe, including coordinate-wise optimality conditions, closed-form characterizations, and disjunctive reformulations. We then demonstrate the framework across multiple problem families, including quadratic problems and robust single-index models. Computational experiments show that CORe can substantially improve solver performance compared with standard big-$M$ formulations.
Multi-agent planning problems arise in a variety of engineering applications, such as multi-robot wildfire fighting and unmanned aerial inspection in factories. A particular challenge is the existence of spatio-temporal (i.e., when and/or where an agent should do what) and topological constraints (i.e., how agents should interact), as typically formalized via the notion of graphs. Over the last years, various frameworks have been proposed that can capture such constraints via spatio-temporal logics. We focus here on spatio-temporal logic with graph operators (STL-GO), a recent formalism that supports reasoning about multiple agents and their topologies, such as sensing, communication, and task topologies. In this paper, we consider the problem of planning multi-agent paths that satisfy constraints written in STL-GO. This problem is particularly challenging due to the need of encoding multiple, potentially time-varying graphs via the graph operators inherent to STL-GO. We present two encodings of this problem, one based on mixed-integer programming (MIP) and another based on satisfiability modulo theory (SMT), with soundness guarantees. We provide a unified interface for specifying agent constraints, their graph topologies, and the STL-GO specification, enabling seamless use of both methods and facilitating direct comparison between them. We evaluate both encodings on a multi-UAV search-and-rescue benchmark, ablating over team size and graph complexity, highlighting the expressiveness of the proposed encodings under dynamic multi- graph interactions.
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.
El Mehdi Er Raqabi, Pascal Van Hentenryckcs.LG math.OC
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.
Allen George Philip, Anoop Bhat, Sivakumar Rathinam +1cs.RO cs.AI math.CO math.OC
The Moving-Target Traveling Salesman Problem (MT-TSP) seeks a minimum cost trajectory for an agent that departs from a static depot, visits a set of moving targets, each within one of their assigned time windows, and returns to the depot. In this article, we study the Moving-Target Traveling Salesman Problem with Moving Obstacles (MT-TSP-MO), a generalization of the MT-TSP where the agent trajectory must avoid moving obstacles. We present a Mixed-Integer Conic Programming (MICP) formulation that can be solved using off-the-shelf solvers, as well as a fast and scalable Two-Phase Bilevel Search (TPBS) algorithm that computes high-quality feasible solutions for the problem. We evaluate our approaches against an existing baseline algorithm on a broad range of problem instances with up to 40 targets and 40 obstacles. The results demonstrate that both the proposed methods significantly outperform the baseline with respect to success rates, solution costs, and computation time.
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.
We study city-scale control of electric-vehicle (EV) ride-hailing fleets where dispatch, repositioning, and charging decisions must respect charger and feeder limits under uncertain, spatially correlated demand and travel times. We formulate the problem as a hex-grid semi-Markov decision process (semi-MDP) with mixed actions -- discrete actions for serving, repositioning, and charging, together with continuous charging power -- and variable action durations. To guarantee physical feasibility during both training and deployment, the policy learns over high-level intentions produced by a masked, temperature-annealed actor. These intentions are projected at every decision step through a time-limited rolling mixed-integer linear program (MILP) that strictly enforces state-of-charge, port, and feeder constraints. To mitigate distributional shifts, we optimize a Soft Actor--Critic (SAC) agent against a Wasserstein-1 ambiguity set with a graph-aligned Mahalanobis ground metric that captures spatial correlations. The robust backup uses the Kantorovich--Rubinstein dual, a projected subgradient inner loop, and a primal--dual risk-budget update. Our architecture combines a two-layer Graph Convolutional Network (GCN) encoder, twin critics, and a value network that drives the adversary. Experiments on a large-scale EV fleet simulator built from NYC taxi data show that PD--RSAC achieves the highest net profit, reaching \$1.22M, compared with \$0.58M--\$0.70M for strong heuristic, single-agent RL, and multi-agent RL baselines, including Greedy, SAC, MAPPO, and MADDPG, while maintaining zero feeder-limit violations.