Constraint-Based Reasoning
Constraint-Aware Route Recommendation from Natural Language via Hierarchical LLM Agents
Zhe, Tao, Liu, Rui, Memar, Fateme, Luo, Xiao, Fan, Wei, Ye, Xinyue, Peng, Zhongren, Wang, Dongjie
Route recommendation aims to provide users with optimal travel plans that satisfy diverse and complex requirements. Classical routing algorithms (e.g., shortest-path and constraint-aware search) are efficient but assume structured inputs and fixed objectives, limiting adaptability to natural-language queries. Recent LLM-based approaches enhance flexibility but struggle with spatial reasoning and the joint modeling of route-level and POI-level preferences. To address these limitations, we propose RouteLLM, a hierarchical multi-agent framework that grounds natural-language intents into constraint-aware routes. It first parses user queries into structured intents including POIs, paths, and constraints. A manager agent then coordinates specialized sub-agents: a constraint agent that resolves and formally check constraints, a POI agent that retrieves and ranks candidate POIs, and a path refinement agent that refines routes via a routing engine with preference-conditioned costs. A final verifier agent ensures constraint satisfaction and produces the final route with an interpretable rationale. This design bridges linguistic flexibility and spatial structure, enabling reasoning over route feasibility and user preferences. Experiments show that our method reliably grounds textual preferences into constraint-aware routes, improving route quality and preference satisfaction over classical methods.
Safe and Compliant Cross-Market Trade Execution via Constrained RL and Zero-Knowledge Audits
We present a cross-market algorithmic trading system that balances execution quality with rigorous compliance enforcement. The architecture comprises a high-level planner, a reinforcement learning execution agent, and an independent compliance agent. We formulate trade execution as a constrained Markov decision process with hard constraints on participation limits, price bands, and self-trading avoidance. The execution agent is trained with proximal policy optimization, while a runtime action-shield projects any unsafe action into a feasible set. To support auditability without exposing proprietary signals, we add a zero-knowledge compliance audit layer that produces cryptographic proofs that all actions satisfied the constraints. We evaluate in a multi-venue, ABIDES-based simulator and compare against standard baselines (e.g., TWAP, VWAP). The learned policy reduces implementation shortfall and variance while exhibiting no observed constraint violations across stress scenarios including elevated latency, partial fills, compliance module toggling, and varying constraint limits. We report effects at the 95% confidence level using paired t-tests and examine tail risk via CVaR. We situate the work at the intersection of optimal execution, safe reinforcement learning, regulatory technology, and verifiable AI, and discuss ethical considerations, limitations (e.g., modeling assumptions and computational overhead), and paths to real-world deployment.
Set to Be Fair: Demographic Parity Constraints for Set-Valued Classification
Cohen, Eyal, Denis, Christophe, Hebiri, Mohamed
Set-valued classification is used in multiclass settings where confusion between classes can occur and lead to misleading predictions. However, its application may amplify discriminatory bias motivating the development of set-valued approaches under fairness constraints. In this paper, we address the problem of set-valued classification under demographic parity and expected size constraints. We propose two complementary strategies: an oracle-based method that minimizes classification risk while satisfying both constraints, and a computationally efficient proxy that prioritizes constraint satisfaction. For both strategies, we derive closed-form expressions for the (optimal) fair set-valued classifiers and use these to build plug-in, data-driven procedures for empirical predictions. We establish distribution-free convergence rates for violations of the size and fairness constraints for both methods, and under mild assumptions we also provide excess-risk bounds for the oracle-based approach. Empirical results demonstrate the effectiveness of both strategies and highlight the efficiency of our proxy method.
Tail-Safe Hedging: Explainable Risk-Sensitive Reinforcement Learning with a White-Box CBF--QP Safety Layer in Arbitrage-Free Markets
We introduce Tail-Safe, a deployability-oriented framework for derivatives hedging that unifies distributional, risk-sensitive reinforcement learning with a white-box control-barrier-function (CBF) quadratic-program (QP) safety layer tailored to financial constraints. The learning component combines an IQN-based distributional critic with a CVaR objective (IQN--CVaR--PPO) and a Tail-Coverage Controller that regulates quantile sampling through temperature tilting and tail boosting to stabilize small-$α$ estimation. The safety component enforces discrete-time CBF inequalities together with domain-specific constraints -- ellipsoidal no-trade bands, box and rate limits, and a sign-consistency gate -- solved as a convex QP whose telemetry (active sets, tightness, rate utilization, gate scores, slack, and solver status) forms an auditable trail for governance. We provide guarantees of robust forward invariance of the safe set under bounded model mismatch, a minimal-deviation projection interpretation of the QP, a KL-to-DRO upper bound linking per-state KL regularization to worst-case CVaR, concentration and sample-complexity results for the temperature-tilted CVaR estimator, and a CVaR trust-region improvement inequality under KL limits, together with feasibility persistence under expiry-aware tightening. Empirically, in arbitrage-free, microstructure-aware synthetic markets (SSVI $\to$ Dupire $\to$ VIX with ABIDES/MockLOB execution), Tail-Safe improves left-tail risk without degrading central performance and yields zero hard-constraint violations whenever the QP is feasible with zero slack. Telemetry is mapped to governance dashboards and incident workflows to support explainability and auditability. Limitations include reliance on synthetic data and simplified execution to isolate methodological contributions.
Viability-Preserving Passive Torque Control
Zhang, Zizhe, Wang, Yicong, Zhang, Zhiquan, Li, Tianyu, Figueroa, Nadia
Conventional passivity-based torque controllers for manipulators are typically unconstrained, which can lead to safety violations under external perturbations. In this paper, we employ viability theory to pre-compute safe sets in the state-space of joint positions and velocities. These viable sets, constructed via data-driven and analytical methods for self-collision avoidance, external object collision avoidance and joint-position and joint-velocity limits, provide constraints on joint accelerations and thus joint torques via the robot dynamics. A quadratic programming-based control framework enforces these constraints on a passive controller tracking a dynamical system, ensuring the robot states remain within the safe set in an infinite time horizon. We validate the proposed approach through simulations and hardware experiments on a 7-DoF Franka Emika manipulator. In comparison to a baseline constrained passive controller, our method operates at higher control-loop rates and yields smoother trajectories.