The inherent assumption in IO is that an agent generates its decision by solving an optimization problem.

We study online inverse linear optimization, also known as contextual recommendation, where a learner sequentially infers an agent's hidden objective vector from observed optimal actions over feasible sets that change over time. The learner aims to recommend actions that perform well under the agent's true objective, and the performance is measured by the regret, defined as the cumulative gap between the agent's optimal values and those achieved by the learner's recommended actions. Prior work has established a regret bound of $O(d\log T)$, as well as a finite but exponentially large bound of $\exp(O(d\log d))$, where $d$ is the dimension of the optimization problem and $T$ is the time horizon, while a regret lower bound of $Ω(d)$ is known (Gollapudi et al. 2021; Sakaue et al. 2025). Whether a finite regret bound polynomial in $d$ is achievable or not has remained an open question. We partially resolve this by showing that when the feasible sets are M-convex -- a broad class that includes matroids -- a finite regret bound of $O(d\log d)$ is possible. We achieve this by combining a structural characterization of optimal solutions on M-convex sets with a geometric volume argument. Moreover, we extend our approach to adversarially corrupted feedback in up to $C$ rounds. We obtain a regret bound of $O((C+1)d\log d)$ without prior knowledge of $C$, by monitoring directed graphs induced by the observed feedback to detect corruptions adaptively.

Inverse Optimization (IO) is a framework for learning the unknown objective function of an expert decision-maker from a past dataset.In this paper, we extend the hypothesis class of IO objective functions to a reproducing kernel Hilbert space (RKHS), thereby enhancing feature representation to an infinite-dimensional space.We demonstrate that a variant of the representer theorem holds for a specific training loss, allowing the reformulation of the problem as a finite-dimensional convex optimization program.To address scalability issues commonly associated with kernel methods, we propose the Sequential Selection Optimization (SSO) algorithm to efficiently train the proposed Kernel Inverse Optimization (KIO) model.Finally, we validate the generalization capabilities of the proposed KIO model and the effectiveness of the SSO algorithm through learning-from-demonstration tasks on the MuJoCo benchmark.

Simulating the time evolution of Partial Differential Equations (PDEs) of large-scale systems is crucial in many scientific and engineering domains such as fluid dynamics, weather forecasting and their inverse optimization problems. However, both classical solvers and recent deep learning-based surrogate models are typically extremely computationally intensive, because of their local evolution: they need to update the state of each discretized cell at each time step during inference. Here we develop Latent Evolution of PDEs (LE-PDE), a simple, fast and scalable method to accelerate the simulation and inverse optimization of PDEs. LE-PDE learns a compact, global representation of the system and efficiently evolves it fully in the latent space with learned latent evolution models. LE-PDE achieves speedup by having a much smaller latent dimension to update during long rollout as compared to updating in the input space. We introduce new learning objectives to effectively learn such latent dynamics to ensure long-term stability. We further introduce techniques for speeding-up inverse optimization of boundary conditions for PDEs via backpropagation through time in latent space, and an annealing technique to address the non-differentiability and sparse interaction of boundary conditions. We test our method in a 1D benchmark of nonlinear PDEs, 2D Navier-Stokes flows into turbulent phase and an inverse optimization of boundary conditions in 2D Navier-Stokes flow. Compared to state-of-the-art deep learning-based surrogate models and other strong baselines, we demonstrate up to 128x reduction in the dimensions to update, and up to 15x improvement in speed, while achieving competitive accuracy.

Neural Information Processing Systems http://nips.cc/

Neural Information Processing Systems http://nips.cc/

Inverse design optimization aims to infer system parameters from observed solutions, posing critical challenges across domains such as semiconductor manufacturing, structural engineering, materials science, and fluid dynamics. The lack of explicit mathematical representations in many systems complicates this process and makes the first order optimization impossible. Mainstream approaches, including generative AI and Bayesian optimization, address these challenges but have limitations. Generative AI is computationally expensive, while Bayesian optimization, relying on surrogate models, suffers from scalability, sensitivity to priors, and noise issues, often leading to suboptimal solutions. This paper introduces Deep Physics Prior (DPP), a novel method enabling first-order gradient-based inverse optimization with surrogate machine learning models. By leveraging pretrained auxiliary Neural Operators, DPP enforces prior distribution constraints to ensure robust and meaningful solutions. This approach is particularly effective when prior data and observation distributions are unknown.