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Abstract: Probabilistic graphical models (PGMs) compactly encode structured joint distributions, but Most Probable Explanation (MPE), which finds the highest-probability assignment to unobserved variables, remains computationally intractable in large, densely structured models. Anytime systematic search, such as branch-and-bound (B&B), is a popular approach, but its efficiency depends on tight admissible upper bounds that are often prohibitively expensive to compute using classical methods like Mini-Bucket Elimination (MBE). We introduce Learning to Bound (L2B), a data-driven framework that amortizes bound computation cost by training a neural predictor. L2B targets two key properties required for effective search bounds: admissibility, which is achieved via statistical calibration techniques, and progressive tightening as evidence accumulates, which is enforced through structural architectural constraints that ensure monotonicity by construction. Across challenging benchmarks, L2B delivers tighter, monotonic bounds at orders-of-magnitude lower cost on every PGM family, and yields measurable improvements when integrated with branch-and-bound on high-treewidth instances.

Abstract: While sensitivity analysis for linear programs with parametric right- hand side vectors is well established, cases involving parametric constraint matrices remain less explored. To address this gap, we investigate linear programs where the constraint matrix depends linearly on a scalar parameter. Our goal is to compute the minimum and maximum optimal values of these parametric linear programs within a fixed parameter range. This corresponds to solving two bilevel programs. We show that both decision versions of these optimization problems are NP-complete by proving both NP-hardness and membership in NP. We additionally identify three sufficient conditions on the parametric matrix under which the bilevel programs are no longer NP-hard. We introduce a reformulation for both problems, together with a Farkas-based certificate for the lower-level feasibility condition, and compare the execution time for solving them on standard benchmark instances. The experiments highlight a practical dichotomy. Although both bilevel optimizations are NP-hard, computing the parameter value corresponding to the minimum of the linear program is fast, whereas computing the value corresponding to the maximum is not. We relate this asymmetry to the parametric equality constraints, whose free dual variables leave the relaxation of the maximum reformulation unbounded.

Abstract: We consider the problem of counting solutions to integer linear programming problems of the form $\{x \in \mathbb{Z}^n_{\geq 0} : Ax = b\}$ where $A \in \{-Δ,\ldots,Δ\}^{m \times n}$ and $b \in \mathbb{Z}^m$. We present an algorithm that counts solutions with $(nΔ)^{m + o(1)}\! \cdot \log\lVert b\rVert$ arithmetic operations. This simplifies the algorithm of Gribanov and Malyshev, who considered the problem for the more general setting in which $A$ is $Δ$-modular.

Abstract: Best-arm identification (BAI) aims to identify the optimal arm using as few samples as possible. While most existing work focuses on a single objective, many real-world applications involve multiple criteria, which motivates the study of BAI in multi-objective bandits. Intuitively, multi-objective identification seems harder, since the learner must identify optimal arms in a higher-dimensional reward space; however, the additional objectives also provide richer feedback that can reduce the required exploration. In this paper, we characterize when and why multiple objectives can make BAI easier. For Gaussian bandits, we establish a characteristic-time lower bound for fixed-confidence identification that holds uniformly across preference orders. Through explicit comparisons under Pareto, linear, and lexicographic preferences, we reveal three phenomena: (i) identifying a larger optimal set can require fewer samples than identifying a unique optimum; (ii) the advantage of vector feedback over coordinate feedback depends fundamentally on the preference order; and (iii) multi-objective identification can require fewer samples than even the easiest corresponding single-objective problem. Finally, we propose Order-Aware Track-and-Stop (OATS), an algorithm that is correct at any prescribed confidence level and asymptotically matches the lower bound.

Abstract: Equitable subpartitionability (ESP) is a sufficient condition for an integral system to be box-totally dual integral. We show that the converse fails even when alternative descriptions of the same polyhedron are allowed. We provide a geometrical characterization of polyhedra that can be described by ESP systems in terms of normal cones. We construct a four-dimensional integer polytope described by a totally equimodular matrix that admits no integral ESP description. This answers negatively a previously posed question by the same authors.

Abstract: Success conditioning is a strategy for improving decision-making policies in stochastic environments; it updates a policy by increasing the probability of taking actions that yield successful outcomes. Success conditioning is common to many reinforcement learning applications, yet its limiting behavior and convergence rates are not well understood. In this work, we demonstrate that success conditioning converges to an optimal policy on a broad class of Markov decision processes (MDPs). We also derive convergence rates in some common settings. For discounted MDPs, we prove convergence within $\mathcal{O}(1/\varepsilon^p)$ iterations to an $\varepsilon$-optimal policy, where the exponent $p$ depends on problem data. For single-period MDPs, such a policy is obtained within $\mathcal{O}(\log(1/\varepsilon))$ iterations.

Abstract: We study linear programming (LP) representations and strongly polynomial algorithms for robust Markov decision processes (RMDPs) with rational polyhedral state-action rectangular uncertainty in rewards and transitions. By encoding a finite sequence of robust policy-iteration steps, we construct a single LP whose optimal solutions recover the robust optimal value and all optimal stationary randomized policies. At fixed discount, the LP has polynomial dimension and encoding length and can be constructed in strongly polynomial time. We also develop a general complexity analysis of robust policy iteration that combines the cost of minimizing over uncertainty sets with the number of iterations needed to evaluate a policy. For a fixed discount factor, we use this analysis to improve the known complexity bounds for $\ell_1$ and $\ell_\infty$ RMDPs and establish new strongly polynomial bounds for general interval, weighted $\ell_1$, and Wasserstein RMDPs, as well as turn-based stochastic games with these uncertainty sets.

Abstract: Evolutionary approaches to LLM-driven discovery often generate new programs from a small set of selected ancestors. This keeps contexts manageable but can omit useful evidence from other experiments, whereas including the full experimental history produces long, redundant contexts. We introduce a simple, single-agent discovery harness built around LabBook, an agent-maintained memory that serves two complementary roles: guiding retrieval of relevant evidence from a complete experimental log and informing the generation of new solutions. At each iteration, the same agent combines its memory with retrieved evidence and jointly produces the next program and an updated LabBook. This separates complete history retention from selective context construction, without requiring an explicit population or branching search structure. On 49 Frontier-CS problems, LabBook improves the observed quality-cost trade-off over the evaluated evolutionary baselines with two backbones, while remaining competitive across nine additional mathematical, systems, and heuristic-design tasks. Code will be released at https://github.com/BoYuanVisionary/LabBook.

Abstract: We establish near-linear accuracy bounds for the classical Moreau--Yosida unadjusted Langevin algorithm (MYULA). The target is $π\propto e^{-f-g}$, where $f\in C^2(\mathbb{R}^d)$ is $m$-strongly convex with Lipschitz gradient and $g$ is convex and globally Lipschitz. Under an explicit parameter-dependent step-size condition, we bound the invariant-measure bias relative to the Moreau-smoothed target by $\widetilde O(h)$, with only logarithmic dependence on the inverse smoothing parameter in the error coefficient. Combining this estimate with the Moreau approximation bias and Wasserstein contraction gives $\widetilde O(\varepsilon^{-1})$ iterations to make the $N$th-iterate law $μ_N$ satisfy $\sqrt m\,W_2(μ_N,π)\le\varepsilon$, for fixed model parameters and initialization. We bound the stationary error directly, without assuming third derivatives or a Lipschitz Hessian. Each iteration uses one gradient evaluation and one exact proximal evaluation. The key idea in our analysis is to convert a second-order stationary residual into a Wasserstein bound using a Poisson-based estimate.

Abstract: We establish an exponential iteration lower bound in the number of states for Howard's policy iteration on deterministic discounted Markov decision processes, with at most two actions per state. This rules out strong polynomiality of Howard's policy iteration when the discount factor is part of the input and yields an exponential separation from the simplex method with Dantzig's pivoting rule, which is proved to be strongly polynomial on this class. Even when each reward is restricted to logarithmic bit length, we obtain a stretched-exponential iteration lower bound. The gap between Howard's decentralized and simultaneous selfish improvements and Dantzig's coordinated selection of a single action with the largest gain across all states reveals a ``price'' of algorithmic anarchy.

Abstract: In this paper, we study the matroid base packing problem from the perspective of cooperative game theory and define the associated matroid base packing game. This model extends the network strength game of Baiou and Barahona (2020) from graphic matroids to general matroids. Building on the exchange structure of matroid, we develop a graph theoretic framework for analyzing the core and the nucleolus in this game. This framework yields a compact characterization of core nonemptiness and enables polynomial time algorithms for testing core nonemptiness, finding a core allocation, and computing the nucleolus. In particular, the approach provides a broader and more structured framework for the nucleolus computation problem arising in network strength games studied by Baiou and Barahona (2020), covering both the nonempty core and empty core cases.

Abstract: We consider stochastic nonlinear optimization problems with deterministic equality constraints. While unconstrained stochastic optimization is well understood, the interplay between optimality and feasibility in the constrained setting poses significant challenges. Moreover, existing theoretical guarantees for constrained stochastic methods predominantly rely on bounded-variance assumptions, leaving the heavy-tailed noise regime largely unexplored. To address this gap, we propose a novel trust-region method within the stochastic sequential quadratic programming framework, termed TR-SSQP. Our method employs a normal-tangential decomposition in the step computation to balance optimality and feasibility. In addition, we incorporate a normalization mechanism in the design of the trust-region radius, together with Polyak momentum for gradient estimation, ensuring stable updates without gradient clipping. When the trust-region radius and the momentum parameter decay at appropriate rates, we establish global almost-sure convergence of the method. To the best of our knowledge, this is the first asymptotic convergence result for constrained stochastic optimization under heavy-tailed noise. We demonstrate the promising performance of the proposed method through extensive numerical experiments, including comparisons among its variants and with existing constrained stochastic optimization methods.

Abstract: Consider a constraint satisfaction problem $\mathbf{C}$ on finitely many independent random variables with dependency graph $G$. Let $p_a$ be the violation probability of a constraint $a\in \mathbf{C}$ and $N_G^2 (a)$ the set of constraints at distance one or two from $a$ in $G$. Suppose that, there exists $x\in (0,1)^{\mathbf{C}}$ such that, for a sufficiently small universal constant $c > 0$, and for all $a \in \mathbf{C}$, \[ p_a \leq c \cdot x_a \prod_{b\in N_G^2(a)}(1-x_b). \] Under the above analog of the asymmetric Lovász Local Lemma, we give an FPRAS for the probability that all constraints are satisfied, and an approximate sampler, running in polynomial expected time, for the product distribution conditioned on this event. The degree of the polynomial in the running time is independent of the domain sizes, constraint sizes, or degree of the dependency graph. Up to the choice of the constant $c$, our condition on $p_a$ matches known hardness results. Our work builds on the method of Liu, Wang, Yin, Zhang, and Zhou, who obtained an FPRAS for the probability of satisfaction in the setting of the symmetric Lovász Local Lemma. Our sampling result is new even in this special case.

Abstract: Automated operations research (OR) modeling requires LLMs to translate natural-language decision problems into correct mathematical programs. Existing methods can improve individual formulations, but they often solve problems in isolation, retaining little reusable experience and repeating similar formulation errors. Prior memory-based approaches store examples, thoughts, or insights as references, while OR modeling requires reusable formulation skills that transfer across problem narratives and guide concrete modeling decisions. We propose OptiSkill, a skill-augmented framework that builds a hierarchical and evolving SkillBank for LLM-based OR modeling. SkillBank stores solver-verified experience as reusable skills, with Global Strategies for problem-level formulation skeletons and Step Experiences for local error-prevention rules. It is further refined through stable batch-level test-time evolution, where candidate skills are incorporated only after validation. Experiments on eight OR modeling benchmarks show that OptiSkill improves formulation accuracy across LLM backbones, outperforms strong agentic baselines, and gains further by expanding SkillBank coverage and reliability. Code and data are available at https://github.com/rachhhhing/OptiSkill

Abstract: Many real-world optimization problems involve noisy objective evaluations and probabilistic constraints, particularly in the form of joint chance constraints, which are computationally expensive to evaluate. In this work, we propose CR-EA-C, a confidence-driven evolutionary algorithm for solving noisy black-box optimization problems under joint chance constraints. CR-EA-C introduces three key components: (1) analytical feasibility estimation for joint chance constraints, (2) a pairwise statistical ranking mechanism for robust comparison under noise, and (3) a modified infeasibility-driven survival strategy to accelerate convergence. These components enable statistically reliable decision-making while improving the efficiency of function evaluations. The proposed method is evaluated against four recent metaheuristic algorithms under various uncertainty distributions. Furthermore, its practical effectiveness is also assessed on two additional real-world optimization problems and compared with conventional static sampling methods. Experimental results show that CR-EA-C consistently satisfies the prescribed joint chance constraints while achieving competitive objective values overall. This demonstrates that CR-EA-C is an effective general-purpose approach for noisy optimization.

Abstract: $k$-submodularity generalizes submodularity by allowing each selected element to be assigned one of $k$ labels, rather than being merely selected or not selected. We study the problem of maximizing a nonnegative non-monotone $k$-submodular function, where $k\ge 2$, under classical support constraints, including a single matroid constraint and a single knapsack constraint. Previously, the best known approximation guarantees for non-monotone constrained $k$-submodular maximization had long remained at $1/3$ or $1/3-\varepsilon$, even in basic settings such as cardinality, matroid, and knapsack constraints. We show that this $1/3$ barrier is not inherent: for both the matroid and knapsack settings considered here, we give randomized polynomial-time algorithms achieving an approximation ratio of $\sqrt{2}-1\approx 0.4142$. The algorithms use a simple randomized greedy rule: once an element is selected, its label is chosen only from the two labels with the largest marginal gains, with probabilities proportional to the positive parts of these two gains. The value-oracle query complexity is $O(n^2k)$ in the matroid setting and $O(n^3k^2)$ in the knapsack setting. These results give the first approximation guarantees exceeding $1/3$ for non-monotone $k$-submodular maximization under matroid and knapsack constraints.

Abstract: We study the use of graph neural networks (GNNs) for finding approximate ground states of Ising models. Efficiently finding these ground states is of broad significance because many combinatorial optimization problems can be formulated as an Ising model with the appropriate choice of couplings and fields. Exactly solving these problems is hard but there are many good heuristic methods. A lineage of these heuristics build from mean-field approximations: one approach uses the leading eigenvector of an appropriately defined matrix, another is the min-sum algorithm, also known as the energetic cavity method. Without modification, GNNs perform worse than both of these methods. We consider small modifications to the GNN to incorporate these heuristics and find that this considerably improves performance. While the modified approach is competitive against other deep-learning approaches, we still find that simulated annealing is reliably at least as good as deep learning methods for the same computational cost.