Papers for
operations researchers
Papers whose findings have a practical use for this group, as judged from the abstract. Open a paper to read what it means in practice.
Integer programming algorithm with exponent linear in dimension
Integer Programing: An Algorithm with Exponent Linear in the Dimension
Abstract: We study integer programs in standard form $\min\{\mathbf{c}^{\mathsf{T}}\mathbf{x}:A\mathbf{x}=\mathbf{b},\ \mathbf{l}\leq\mathbf{x}\leq\mathbf{u},\ \mathbf{x}\in\mathbb{Z}^n\}$, where $A\in\mathbb{Z}^{d\times n}$ and all entries of $\mathbf{b},\mathbf{c},\mathbf{l},\mathbf{u}$ are integers. Let $N$ be an upper bound on the absolute values of the entries of $A$. We give a deterministic algorithm running in time \[ \operatorname{poly}(L_{\rm in})+ f(d)\,N^{O(d)}\bigl(1+\log(c_{\max}+1)\bigr)^{O(1)}, \] where $c_{\max}$ bounds the absolute values of the costs and $L_{\rm in}$ is the input length. Prior to our work, the best known running time was $N^{O(d^2)}$ [Eisenbrand \& Weismantel'20], and it has been a fundamental open problem whether the exponent $O(d^2)$ can be improved to one linear in $d$. We answer this question affirmatively.
Épi autonomously advances math and coding through lasting memory
Epi: Towards a Persistent, Self-Improving Agent for Autonomous Research
Abstract: We present Épi, an autonomous research agent that sustains investigations across model sessions and evolves its methods through accumulated experience. Épi combines persistent research history, hierarchical memory, branching and independent review to maintain research continuity, learn from experiments, and explore and revisit alternative approaches. Its experiments run across session boundaries, and a fixed verifier evaluates their outputs. Épi produced 120 record-setting results, comprising 20 numerical bound records across 12 families and 100 construction records across eight families. These include an approximately 84-fold narrower interval for the $n$-queens constant and a more than 3.6-million-fold narrower rigorous interval for the quartic Feigenbaum attractor dimension. Exact dual certificates establish that the Cohn-Elkies linear-programming bound cannot be sharp in dimensions 10 and 11. Beyond numerical improvements, Épi gives a computer-assisted proof of Tuza's conjecture for split graphs with an eight-vertex clique part and at most three triangle-active neighborhood types, with arbitrary multiplicities. We extend this research process to algorithmic coding with Épi-turbo, a lightweight configuration that develops executable solvers for tasks including vehicle routing, scheduling and production planning. On 30 FrontierOR tasks, Épi-turbo achieves a 5.4% higher total benchmark score than Codex at 64% of its model cost, using the same underlying model and reasoning effort. Épi is designed to support human understanding by connecting computational results to explicit methods and mathematical arguments that researchers can examine and build upon.
Robust method finds changes to improve decisions despite uncertainty
Robust Counterfactuals for Markov Decision Processes under Statistical and Causal Uncertainties
Abstract: Counterfactual reasoning (asking what would have happened, had a decision been different) is a powerful tool for identifying causes of failure and explaining the behaviour of AI systems in sequential decision-making tasks. In Markov Decision Processes (MDPs), two sources of uncertainty complicate counterfactual inference: statistical uncertainty in the MDP transitions when the MDP is estimated from trajectory data, and uncertainty about the unknown causal model, as there are multiple structural causal models (SCMs) compatible with each MDP. Existing work addresses these two challenges in isolation. We address both simultaneously by introducing a framework for partial counterfactual inference in MDPs that is robust to both statistical and causal uncertainty. Our approach provides: 1) closed-form analytical bounds for the counterfactual probabilities that are valid across all SCMs entailed by a given interval MDP (IMDP); 2) a method to compute minimal robust interventions to achieve a desired counterfactual outcome via pessimistic value iteration on the induced counterfactual IMDP. Since the latter is constructed using our analytical bounds, our approach remains efficient and scalable to realistic MDP environments. Experiments across multiple case studies demonstrate our method's robustness and practical utility for identifying minimal sets of actions that, if changed, would have led to improved outcomes.
Efficient algorithm solves specific quadratic programming problems quickly
A Tardos-Type Algorithm for Separable Convex Quadratic Programming
Abstract: We give an exact algorithm for continuous separable convex quadratic programming with an integer equality matrix and nonnegative variables. The number of rational arithmetic operations and comparisons is polynomial in the dimensions and the encoding length of the constraint matrix, independently of the right-hand side, linear costs, and all nonnegative quadratic weights. Intermediate rational encodings are polynomial in the complete input. This yields a strongly polynomial algorithm for every integer matrix class with polynomially bounded entry encodings, including arbitrary matrices with entries in $\{0,\pm1\}$. The local solver compresses a quadratic objective on an integer box and solves only the compressed continuous problem. Two-sided proximity on boxes with rational bounds transfers its solution to a nearby original optimum; integer optima are used only in the proof. A single linear program supplies an error bound and a dual potential, while tight-coordinate revelation and fixed feasible anchors ensure termination and control encoding lengths. An explicit lifting extends the result to convex piecewise quadratic functions of signed integer affine features, with operation counts independent of breakpoints and objective coefficients. Applications include continuous multicommodity flow with shared capacities and piecewise quadratic costs of aggregate congestion.
Integer linear programming improves black-box optimization over discrete spaces
ILP-BO: Integer Linear Programming-Based Black-Box Optimization
Abstract: Black-box Optimization (BO) is a powerful framework for optimizing expensive objective functions or unknown functions with a limited number of evaluations. A central step of standard BO such as Bayesian optimization is the optimization of a surrogate-based acquisition criterion, which is commonly performed using nonlinear optimization or heuristic search. Therefore, conventional black-box optimization generally does not guarantee global optimality in candidate selection. In this study, we propose Integer Linear Programming-based Black-box Optimization (ILP-BO), a quasi-Bayesian optimization framework that transforms kernel-based surrogate optimization over discrete domains into an Integer Linear Programming (ILP) problem. The key idea is to represent nonlinear kernel functions exactly on finite discrete distance levels by introducing binary one-hot auxiliary variables. This transformation converts the nonlinear surrogate into a linear objective with linear constraints and binary variables. To incorporate exploration while preserving the linear structure, we further introduce a Hamming-distance margin that excludes neighborhoods around previously observed points. We derive the proposed formulation for several standard kernels and obtain an analytical upper bound on the Hamming-distance threshold based on the measure in the binary search space. The resulting candidate-selection problem can be solved by integer programming solvers with certificates of optimality. Thus, our methodology has the potential to serve as a highly transparent black-box optimization framework. Experiments on synthetic and discrete optimization benchmarks show that ILP-BO achieves competitive optimization performance compared with practical Bayesian optimization methods.