operations research engineers

Abstract: In branch-and-bound (B&B) for mixed-integer linear programming (MILP), branching variable selection critically impacts efficiency. Existing neural branching policies often require GPU inference, while CPU-efficient symbolic expressions lack the representational capacity for complex logic. Large Language Model (LLM)-generated code provides a flexible search space for designing lightweight branching rules with diverse algorithmic logic. To discover effective rules within LLM-based evolutionary frameworks, a core challenge arises: full B&B evaluation on real instances is prohibitively expensive, whereas offline imitation learning suffers from distribution shift. To address this, we introduce a Bi-Fidelity Evolutionary framework (BiFE). It employs low-fidelity imitation scores as a rapid pre-screener and selectively applies high-fidelity on-instance evaluation only to elite candidates, effectively balancing search efficiency with performance reliability. Experiments validate both the search efficiency of BiFE and the competitiveness of its discovered rules, which outperform the SCIP solver and other baselines on CPUs, and even surpass certain GPU-based neural policies.

Abstract: Exact algorithms for solving mixed-integer bilevel linear programs (MIBLPs) typically rely on sequences of lower and upper bounds that converge to the optimal value. These procedures are commonly initialized using the single-level relaxation (SLR), obtained by omitting the follower's optimality condition and solving the resulting single-level optimization problem. In this paper, we investigate whether, for broad classes of MIBLPs, the resulting standard bounds admit uniform improvements that can be computed within the same computational complexity regime. For pure continuous bilevel linear programs, we show that, unless $P = NP$, neither the SLR-based lower bound nor its associated upper bound can be uniformly improved in polynomial time, even for the class of min-max problems. We then extend this analysis to the class of pure integer min-max bilevel linear programs under the assumption that the polynomial hierarchy does not collapse. First, we show that the continuous relaxation of the SLR admits no uniform polynomial-time computable improvement. We then prove that neither the SLR itself nor its associated upper bound admits a uniform improvement by a polynomial-time algorithm with access to a mixed-integer linear programming (MILP) oracle. Importantly, this rules out uniform improvements by iterative MILP-based approaches, including cutting-plane-based and decomposition algorithms. Overall, our results demonstrate that the SLR-based bounds are, in a complexity-theoretic sense, unimprovable systematically within their natural computational regimes.