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SimpleandFastAlgorithmforBinaryIntegerand OnlineLinearProgramming

Neural Information Processing Systems

Our algorithm employsonecolumn forsubgradient descent ineach iteration, whereas thedual project subgradient algorithm requires the whole constraint matrix and conducts matrix multiplication in each iteration. In addition, a class of backpressure/max-weight algorithms [25] are developed in the control/queueing literature and the backpressure algorithm can be interpreted from a view of pressuregradient.


Branching Strategies Based on Subgraph GNNs: A Study on Theoretical Promise versus Practical Reality

arXiv.org Artificial Intelligence

Graph Neural Networks (GNNs) have emerged as a promising approach for ``learning to branch'' in Mixed-Integer Linear Programming (MILP). While standard Message-Passing GNNs (MPNNs) are efficient, they theoretically lack the expressive power to fully represent MILP structures. Conversely, higher-order GNNs (like 2-FGNNs) are expressive but computationally prohibitive. In this work, we investigate Subgraph GNNs as a theoretical middle ground. Crucially, while previous work [Chen et al., 2025] demonstrated that GNNs with 3-WL expressive power can approximate Strong Branching, we prove a sharper result: node-anchored Subgraph GNNs whose expressive power is strictly lower than 3-WL [Zhang et al., 2023] are sufficient to approximate Strong Branching scores. However, our extensive empirical evaluation on four benchmark datasets reveals a stark contrast between theory and practice. While node-anchored Subgraph GNNs theoretically offer superior branching decisions, their $O(n)$ complexity overhead results in significant memory bottlenecks and slower solving times than MPNNs and heuristics. Our results indicate that for MILP branching, the computational cost of expressive GNNs currently outweighs their gains in decision quality, suggesting that future research must focus on efficiency-preserving expressivity.


Model-Based and Sample-Efficient AI-Assisted Math Discovery in Sphere Packing

arXiv.org Artificial Intelligence

Sphere packing, Hilbert's eighteenth problem, asks for the densest arrangement of congruent spheres in n-dimensional Euclidean space. Although relevant to areas such as cryptography, crystallography, and medical imaging, the problem remains unresolved: beyond a few special dimensions, neither optimal packings nor tight upper bounds are known. Even a major breakthrough in dimension $n=8$, later recognised with a Fields Medal, underscores its difficulty. A leading technique for upper bounds, the three-point method, reduces the problem to solving large, high-precision semidefinite programs (SDPs). Because each candidate SDP may take days to evaluate, standard data-intensive AI approaches are infeasible. We address this challenge by formulating SDP construction as a sequential decision process, the SDP game, in which a policy assembles SDP formulations from a set of admissible components. Using a sample-efficient model-based framework that combines Bayesian optimisation with Monte Carlo Tree Search, we obtain new state-of-the-art upper bounds in dimensions $4-16$, showing that model-based search can advance computational progress in longstanding geometric problems. Together, these results demonstrate that sample-efficient, model-based search can make tangible progress on mathematically rigid, evaluation limited problems, pointing towards a complementary direction for AI-assisted discovery beyond large-scale LLM-driven exploration.


Dominated Actions in Imperfect-Information Games

arXiv.org Artificial Intelligence

Dominance is a fundamental concept in game theory. In normal-form games dominated strategies can be identified in polynomial time. As a consequence, iterative removal of dominated strategies can be performed efficiently as a preprocessing step for reducing the size of a game before computing a Nash equilibrium. For imperfect-information games in extensive form, we could convert the game to normal form and then iteratively remove dominated strategies in the same way; however, this conversion may cause an exponential blowup in game size. In this paper we define and study the concept of dominated actions in imperfect-information games. Our main result is a polynomial-time algorithm for determining whether an action is dominated (strictly or weakly) by any mixed strategy in n-player games, which can be extended to an algorithm for iteratively removing dominated actions. This allows us to efficiently reduce the size of the game tree as a preprocessing step for Nash equilibrium computation. We explore the role of dominated actions empirically in "All In or Fold" No-Limit Texas Hold'em poker.



Appendix A1 Two Algorithms in Literature

Neural Information Processing Systems

The two algorithm discussed in Section 5.1 are Algorithm 2 and Algorithm 3. See Theorem 2.14.19 in [28]. It denotes the decision variables we obtain with a dual price p. 's while the second one comes from the feasibility Finally, we complete the proof with the help of the above three results. 's are specified according to Algorithm 1. Then R For the first part of (8), we can apply Proposition 1. Meanwhile, the analyses of the second part takes a similar form as the previous stochastic input model. Thus, we complete the proof for the regret.


OptiChat: Bridging Optimization Models and Practitioners with Large Language Models

arXiv.org Artificial Intelligence

Optimization models have been applied to solve a wide variety of decision-making problems. These models are usually developed by optimization experts but are used by practitioners without optimization expertise in various application domains. As a result, practitioners often struggle to interact with and draw useful conclusions from optimization models independently. To fill this gap, we introduce OptiChat, a natural language dialogue system designed to help practitioners interpret model formulation, diagnose infeasibility, analyze sensitivity, retrieve information, evaluate modifications, and provide counterfactual explanations. By augmenting large language models (LLMs) with functional calls and code generation tailored for optimization models, we enable seamless interaction and minimize the risk of hallucinations in OptiChat. We develop a new dataset to evaluate OptiChat's performance in explaining optimization models. Experiments demonstrate that OptiChat effectively bridges the gap between optimization models and practitioners, delivering autonomous, accurate, and instant responses.


A Machine Learning Algorithm for Finite-Horizon Stochastic Control Problems in Economics

arXiv.org Machine Learning

We propose a machine learning algorithm for solving finite-horizon stochastic control problems based on a deep neural network representation of the optimal policy functions. The algorithm has three features: (1) It can solve high-dimensional (e.g., over 100 dimensions) and finite-horizon time-inhomogeneous stochastic control problems. (2) It has a monotonicity of performance improvement in each iteration, leading to good convergence properties. (3) It does not rely on the Bellman equation. To demonstrate the efficiency of the algorithm, it is applied to solve various finite-horizon time-inhomogeneous problems including recursive utility optimization under a stochastic volatility model, a multi-sector stochastic growth, and optimal control under a dynamic stochastic integration of climate and economy model with eight-dimensional state vectors and 600 time periods.