Papers for
optimization software developers
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.
Exact efficient algorithms for max 2-sat on dense and structured formulas
Accumulating Pruning Constraints: New Exact Polynomial-Space Algorithms for Max 2-SAT
Abstract: We present deterministic polynomial-space algorithms that solve Max 2-SAT on $n$ variables exactly in time $\Ostar(2^{(1-γ)n})$, for a fixed $γ>0$, on several classes of instances whose clause density may grow with $n$. Our main tool extends the classic DPLL branching algorithm. When the search gives a variable its less promising value, comparing the two values of the variable yields a pruning constraint that is satisfied by some optimal assignment. Accumulating these constraints along each branch prunes all but an exponentially small fraction of the assignments. The classes are formulas with many biased variables, semirandom 2-CNF formulas, and Max-Cut on regular expander graphs and on graphs generated by a stochastic block model. In a semirandom formula, the pairs of variables that may share a clause are arbitrary, and the clauses on these pairs are random. For semirandom formulas and block-model graphs, the algorithms are still exact on every input, and the time bound holds with high probability over the input. To our knowledge, these are the first polynomial-space algorithms with such a running time for nontrivial classes of dense Max 2-SAT instances. Beyond these classes, the pruning constraints can be added to any branching algorithm for Max 2-SAT, and we expect them to be of practical relevance for general formulas, in particular for sparse ones, where each constraint involves only a few variables.
Boolean constraint maximization with efficient parameterized approximation schemes
Parameterized Approximation of Max k-Weight CSP: A Dichotomy for Boolean Languages
Abstract: We study \textsc{Max $k$-Weight CSP}: maximize the satisfied weight of Boolean constraints with nonnegative rational weights by setting at most $k$ variables to $1$. Each constraint uses at most $d$ distinct variables and a relation from a finite Boolean language $Γ$. This includes \textsc{Partial Vertex Cover}, \textsc{Densest $k$-Subgraph}, bounded-frequency \textsc{Maximum Coverage}, and cardinality-constrained \textsc{Max-SAT}. We completely classify the fixed finite languages admitting an efficient parameterized approximation scheme (EPAS) with parameter $k+d$. Only nonempty relations excluding the all-zero tuple matter. For such a relation, a coordinate is a \emph{unit witness} if the tuple with a single $1$ in that coordinate is accepted, and a \emph{control} otherwise. A relation is \emph{Direct} if setting any selected control to $0$, with all other coordinates unchanged, preserves satisfaction. It is \emph{Rooted} if every satisfying tuple has a selected unit witness such that keeping it, setting all other unit witnesses to $0$, and setting any subset of selected controls to $0$ preserves satisfaction. If all such relations are Direct, or all are Rooted, we give a deterministic $(1-\varepsilon)$-approximation for every rational $\varepsilon\in(0,1)$ in time $2^{O(d+k\log(1+dk/\varepsilon))}\ell_{\mathrm{in}}^{O(1)}$, where $\ell_{\mathrm{in}}$ is the total input length. The algorithms are uniform in $d$ and give an EPAS parameterized by $k+d$ whenever relation membership is polynomial-time decidable. If neither condition holds, no EPAS exists unless $\mathsf{FPT}=\mathsf{W[1]}$, even for unweighted instances where no two constraints involve the same set of variables.
LLM coding agents evaluated on designing optimization algorithms
DecompGym: Benchmarking LLM Agents on Designing Decomposition Algorithms
Abstract: Benders decomposition and column generation solve large optimization problems by passing cuts, columns, and dual values between a master problem and subproblems, and are hard to implement correctly. Large language models now automate parts of algorithm design, which points toward agents that build decomposition solvers for new problems. As a first step toward such agents, we study how well current coding agents design and implement these two algorithms, and how they fail. We introduce DecompGym, 81 instances from nine problem families (five Benders, four column generation), in which an agent writes a solver for a prescribed method. Each solver must meet three criteria: execution within a 60-second time limit; numerical feasibility together with a method audit, in which an LLM judge reads the solver's code; and an objective within 1% of the stored optimal objective. We evaluate 12 GPT, Claude, and Gemini models running in coding-agent tools. Over up to ten attempts, we compare independent regeneration with reflection, which first diagnoses the failure. On the first attempt, two models solve every instance and seven solve more than 90%. Most Benders failures (48 of 62) are missing or suboptimal solutions. The most common column-generation failure is a method-audit rejection. Output checks alone would accept 93 of the 108 attempts that fail the method audit. The most common rejection, an optimalif, occurs 96 times, 92 of them in one model.Reflection turns 66% of retries into successes, compared with 39% for regeneration, and it repairs method-audit failures, for which the judge names the defecective gaps. Agents for decomposition therefore need checks on how a solver reaches its answer and feedback that locates the error. The benchmark is available at https://github.com/SIKAI-C/DecompGym.
Large language models guide better algorithms for optimization problems
Dream-COP: Guiding Algorithm Discovery for Combinatorial Optimization Problems in an Experience World
Abstract: Large language models (LLMs) enable algorithm discovery for combinatorial optimization problems (COPs) through iterative program generation and evaluation. A central challenge is how to organize search to discover better algorithms within a limited budget. Our key insight is that past search trajectories and their recorded outcomes form an experience world, which can be used to facilitate the COP solving through replay. We introduce Dream-COP, in which a \emph{policy agent} learns executable policies through \emph{dreaming} in this experience world to guide a \emph{discovery agent} in generating and refining COP programs. Specifically, policy replay provides feedback on the quality of the programs revealed and the search steps used, to guide policy selection more effectively. Across five COPs, \textsc{Dream} discovers better algorithms than fixed exploration in both heuristic component design and complete solver generation. Particularly, it matches the optimal values on KP and reduces the gap on OBPP from 2.112\% to 1.199\% while using 42.5\% fewer search requests. Moreover, the learned exploration policies transfer effectively across different COPs with the assitance of the experience world.
Neural step size prediction speeds up large linear programs solve times
AHEAD: Adaptive Neural Acceleration for Large-Scale Linear Programming
Abstract: Large-scale linear programs with millions of variables and constraints strain time and memory budgets. First-order methods such as the primal-dual hybrid gradient scale to this regime because they avoid matrix factorizations, but they require many iterations. Learned accelerators can reduce these iterations, yet fewer iterations do not guarantee a shorter solve. Learning inference also takes time, and running the accelerator longer trades solver time for inference time. Existing unrolled accelerators handle this trade-off poorly: each layer processes every variable and constraint, the predicted iterates still need solver refinement, and every instance runs the same layers. We therefore ask: What neural accelerator design achieves end-to-end speedups on large-scale linear programs across sizes and target accuracies? We introduce AHEAD, an accelerator that predicts step sizes for first-order linear programming solvers while keeping their update rules. Its weight-shared predictor reads compact solver statistics and rescales the primal and dual step sizes, so each warm-start iteration stays inexpensive and a short warm-start phase hands the solver a warm start. A learned handoff policy sets the number of warm-start iterations for each instance and target accuracy, after which the solver finishes under its own termination criterion. On packing linear programs with up to $10^7$ variables, AHEAD achieves $6.5$--$11.6\times$ end-to-end speedups over Gurobi's first-order solver from a cold start, including on instances of unseen sizes and distributions. The gains extend to PageRank linear programs and hold across difficulty levels and target accuracies.
State coupling method affects learned solver schedule transfer performance
Multiplicative vs. Additive State Coupling in Learned Optimizer Schedules
Abstract: We learn schedules for a continuous penalty relaxation of MAX-CUT by backpropagating through an unrolled classical solver. A state-blind schedule generalizes to instances substantially larger than those used for training. A state-adaptive bilinear schedule also generalizes out of distribution, outperforming its untrained baseline across 15 seeds ($t=4.1$). By contrast, an additive ablation with identical inputs and output heads is statistically indistinguishable from the bilinear model in distribution but performs worse than its own baseline out of distribution ($t=-11.7$). This separation appears without regularization and persists across a $30$ round weight-decay sweep: the bilinear advantage remains significant at every tested value, whereas the additive model never recovers. The results in this setting isolate how solver state enters the schedule, rather than state adaptivity alone, as the architectural distinction associated with out-of-distribution transfer.
Local search for traveling salesman and constraint problems often takes exponential time
Closing All-Exp Gaps in Local Search for the Traveling Salesman Problem and Maximum Constraint Assignment
Abstract: We prove the all-exp property for the Traveling Salesman Problem with the $2$-opt neighborhood, and for $(3,2,2)$- and $(2,3,2)$-Maximum Constraint Assignment with the flip neighborhood. The all-exp property states that infinitely many instances have an initial solution from which every sequence of improving moves to a local optimum, and hence every run of local search, has exponential length. For the Traveling Salesman Problem, the all-exp property was previously known for every $k$-opt neighborhood with $k \ge 3$, so our result for $2$-opt completes the picture for all $k$-kopt neighborhoods. In $(p,q,r)$-Maximum Constraint Assignment, each constraint involves at most $p$ variables, each variable occurs in at most $q$ constraints, and each domain has size $r$. Decreasing any of the parameters of $(3,2,2)$ or $(2,3,2)$ yields a problem in which every sequence of improving flips has polynomial length, so both Maximum Constraint Assignment results are tight. All three results settle long-standing open problems. Our proofs build on a common construction idea, which reveals a close connection between the local-search dynamics of the three problems.
ORSMT improves checking and fixing math models in AI optimization tools
ORSMT: Unleashing the Potential of Satisfiability Modulo Theories for Semantic Verification and Repair in LLM-Based Optimization
Abstract: Large language models increasingly automate optimization modeling from natural language problems, producing written mathematics, solver code and a returned report. Verifying one optimization problem across these artifacts requires semantic comparison: unequal models can attain the same objective, equivalent models can use different auxiliary variables, and mutually consistent artifacts can omit the same source requirement. ORSMT provides a typed semantic interface and exact SMT relation queries. It aligns observable decisions, projects auxiliary variables, proves or refutes feasible region and objective relations, localizes refutations to implicated rows or domains and links source texts when available. It then reconstructs one artifact from another, and each adopted candidate passes the required relation checks. Across 3,034 problems and six generator sizes, ORSMT improves the model-code match rate in all 72 benchmark and generator combinations before selection. Protected selection raises the aggregate rate from 43.2% to 88.2% and the share that are both correct and matched from 25.2% to 40.2%. On the 1,905 refuted outputs, certified voting under the shared fallback makes 50.9% of outputs correct and matched, compared with 44.8% for ReLoop and 49.4% for Opt-Verifier. A separate one-round source revision followed by exact reconstruction restores a model-code match for 84.4% of the refuted pairs.
Interior point methods solve some linear programs with fewer steps
Solving Classes of Linear Programs with Strongly Polynomial Straight Line Complexity in Strongly Polynomial Time
Abstract: Recently, Allamigeon, Dadush, Loho, Natura, and Végh (ADLNV, SICOMP 2025) introduced an interior point method for linear programs whose number of iterations is bounded by the so-called straight line complexity (SLC) of the instance. This yields a strongly polynomial bound on the number of iterations of the corresponding interior point algorithm for broad classes of linear programs. In particular, in the companion paper we give a strongly polynomial straight line complexity bound for two-variable-per-inequality linear programs. However, in order to obtain a strongly polynomial algorithm for these classes, one also needs to address two important technical issues: initialization and bit-complexity bounds. Standard IPM initialization techniques either require numerical estimates that cannot be obtained in the strongly polynomial model, or involve modifying the instance in ways that do not preserve the geometry of the original LP, potentially affecting the SLC. In this work, we present an initialization framework for interior point methods for linear programming, along with a rounding procedure that ensures the continued feasibility of the IPM. We develop a multistage scheme in which each stage can be initialized in strongly polynomial time given the output of the previous stage. Additionally, we address the challenge of controlling the bit complexity of each iterate throughout the algorithm. To this end, we show that it is possible to represent iterates as low-complexity convex combinations of vertices and extreme rays. Our combinatorial rounding step is independent of the algorithm in ADLNV 2025, and can be applied more broadly in the context of path-following methods.
Risk sensitive evolutionary approach improves heuristic algorithm reliability
CVaR-RMD: CVaR Selection Pressure for Robust Metaheuristic Discovery
Abstract: Large language models have recently been used to discover heuristics through iterative program search, offering a promising approach to automated algorithm design. However, candidates selected by average performance may degrade across instance families, random seeds, and problem scales because mean-based objectives can obscure rare but severe failures. We propose CVaR-RMD, a risk-sensitive evolutionary framework that uses an LLM to mutate executable heuristic programs and ranks candidates by empirical conditional value-at-risk over heterogeneous evaluation conditions. Across three combinatorial optimization domains, CVaR-based selection improves upper-tail performance and reduces failure rates while maintaining competitive mean performance. These gains persist on larger unseen instances and independently curated within-domain benchmarks
Submodular function minimization gets faster with new algorithm
A Faster Strongly Polynomial Time Algorithm for Submodular Function Minimization
Abstract: We give a strongly polynomial time algorithm for submodular function minimization with overall running time $\widetilde{O}(n^{2}\mathsf{EO}+n^{3})$ time, where $\mathsf{EO}$ is the running time of a single evaluation of the function. Our algorithm improves upon the previously fastest strongly polynomial algorithms of Lee et al. (FOCS 2015), Dadush et al. (SODA 2018), and Jiang et al. (SODA 2024) that run in time $\widetilde{O}(n^{3}\mathsf{EO}+n^{4})$. Similarly to prior works, our work combines a cutting plane algorithm with the combinatorial arc-finding framework of Fleischer et al. (JACM 2001). We achieve our faster running time by developing an algorithm that runs the cutting plane method end to end, without restarting after discovering arcs and contracting strongly connected components.
Subexponential algorithms speed up dense pigeonhole problems
Subexponential Algorithms for Total Search Problems in the Dense Pigeonhole Regime
Abstract: The class $\mathsf{PPP}$ captures fundamental total search problems, for which a solution is guaranteed to exist by the pigeonhole principle and the main challenge is to find it. We ask whether problems in this class admit significantly faster algorithms in the \emph{dense regime}. More concretly, we study \emph{binary collision Short Integer Solution} (SIS): given a matrix $A\in\mathbb{Z}_q^{n\times m}$ with $m>n\log q$, the goal is to find distinct $\underline{\mathbf{x}},\underline{\mathbf{y}}\in\{0,1\}^m$ with $A\underline{\mathbf{x}}=A\underline{\mathbf{y}}\pmod q$. Brute-force enumeration can be used to find a collision in $q^{\mathcal{O}(n)} \operatorname{poly}(|I|)$ time, and no significantly faster algorithm for that problem is known. We present an algorithm running in time $q^{o(n)}\cdot\operatorname{poly}(|I|)$ whenever the density parameter $δ:= m/(n\log q)$ is $ω(1)$.\footnote{All logarithms are in base $2$, and $|I|$ is the binary input length.} Building on reductions of Sotiraki et al.~(FOCS~2018), we obtain corresponding algorithms for dense variants of weak constrained SIS, Equal Vector Sums, Minkowski, and Blichfeldt. Our algorithm adapts techniques of Bhati et al.~(FOCS~2026), who gave a subexponential algorithm for Equal Sums in the dense regime and proved a tight conditional lower bound. Their conditional lower bound easily transfers to SIS and shows that the running time of our algorithms is essentially optimal.
Improving bilevel optimization speed using only gradient information
Accelerating Finite-Sum Bilevel Optimization with Fully First-Order Oracles
Abstract: We study nonconvex--strongly-convex bilevel optimization with finite-sum objectives and fully first-order oracles. We propose Sampled Implicit Corrections for Bilevel Optimization (SICBO), which combines a penalty approximation with variance-reduced corrections for the lower-level variables. Under componentwise lower strong convexity, SICBO finds a point $x$ satisfying $\mathbb{E}\|\nablaΦ(x)\|^2\le\varepsilon^2$ within $\tilde{O}(N+\sqrt{N}κ^{7/2}\varepsilon^{-2})$ component-gradient calls, where $N$ is the total number of components and $κ$ is the normalized lower-level condition number. The bound achieves square-root finite-sum dependence using only gradients and preserves the best known deterministic fully first-order condition-number exponent for smooth problems. Our improvement follows from a curvature-dependent bound for nonlinear correction errors, which permits epochs of length $\tildeΘ(\sqrt{N/κ})$ with batches of size $\tildeΘ(\sqrt{Nκ})$. A single-level reduction shows that the dependence on $N$ and $\varepsilon$ is optimal up to logarithmic factors for fixed $κ$.
Evolutionary algorithm speeds up solving multiple optimization tasks together
First Mathematical Runtime Analyses of Evolutionary Multitask Multi-Objective Optimization
Abstract: To facilitate the solving of complex problems, evolutionary multitask optimization is regarded as a promising technique due to its capacity for cross-task knowledge transfer. In contrast to empirical evidences, no mathematical runtime support exists for this technique within the domain of multi-objective optimization. In this work, we aim to fill this important gap. We analyze how the representative multiobjective multifactorial evolutionary algorithm (MO-MFEA) covers the Pareto fronts of two bi-objective problems simultaneously. For the two-task problem of maximizing the classic bi-objective OMM and the multimodal OJZJ benchmarks, the MO-MFEA requires only an expected runtime of $O(n^2 \log n)$---the same as optimizing the simple OMM alone---yet achieves a speedup by a factor of $Θ(n^{k-1}/\log n)$ compared to optimizing OJZJ alone (with gap size $k$). Similarly, for the task pair comprising the classic LOTZ and the multimodal DLTB benchmarks, a speedup of $Θ(n)$ is attained over optimizing DLTB alone, while the runtime matches that of optimizing LOTZ alone.
Extremal knapsack problems are mostly hard to approximate efficiently
Inclusion-wise extremal knapsack problems are (mostly) hard to approximate
Abstract: We study two inclusion-wise extremal variants of the 0-1 Knapsack Problem (KP). Given $n$ items with integer weights and nonnegative costs or profits, the Minimum-Cost Maximal Knapsack Packing Problem seeks a minimum-cost packing for capacity $c$ to which no item can be added, while the Maximum-Profit Minimal Knapsack Cover Problem seeks a maximum-profit cover for threshold $d$ from which no item can be removed. Both problems are weakly $\mathrm{NP}$-hard and pseudo-polynomially solvable, as is the classical KP, but their approximability is fundamentally different: unless $\mathrm{P}=\mathrm{NP}$, with positive values neither problem admits a polynomial-time $2^{p(n)}$-approximation for any polynomial $p$; allowing zero values rules out every multiplicative factor. Even with unit costs for packing and unit profits for covering, neither admits an $n^{1-\varepsilon}$-approximation for any fixed $\varepsilon>0$, whereas a trivial $n$-approximation exists. We identify restrictions that restore approximability. If every item weighs at least a fixed fraction of the capacity, respectively of the threshold, both problems can be solved exactly in polynomial time. For the cover problem, if each weight $w_i$ satisfies $w_i-1\geδ(d-1)$, we give an approximation scheme for arbitrary profits whose running time is polynomial in $n$, $1/\varepsilon$, and $1/δ$. If values equal weights, a fully polynomial-time approximation scheme (FPTAS) was already known for the packing problem; we give an FPTAS for the cover problem, improving on the previously known factor $2$. If value-to-weight ratios differ by at most a factor $κ$, we obtain a $(1+\varepsilon)κ$-approximation for both problems.
Improving svm training with guarded block transfers and certified gap screening
Guarded Block Transfers for Polytope Distance: Linear Convergence with Explicit Constants and Gap-Certified Screening for SVM Training
Abstract: Hard-margin SVM training is the distance problem between two convex hulls, which the Triangle Algorithm (TA) solves with a certified duality gap. We propose \emph{guarded block transfers}: $k$ Mitchell--Demyanov--Malozemov (MDM) transfers per scan are aggregated into one exact line search, guarded by a comparison with the single best transfer at a cost independent of the number of points $n$, and replaced by an away step when the leading transfer is capacity-clipped. On the Minkowski-difference polytope, where the objective is $1$-strongly convex, we prove global linear convergence with explicit constants and no combinatorial swap-step bounds; the per-step contraction is $k$-independent and only the drop-count bound grows with $k$, so aggregation is provably safe while the saving in scans is measured, not proved. Since the TA certificate is the Frank--Wolfe gap divided by the current distance, gap-safe screening applies, and we bound the iteration after which it has removed every zero-weight point off the optimal faces by $O\!\left(\tfrac{k}ρ\log\tfrac{1}τ\right)$ up to logarithmic factors in the geometry, $ρ$ the rate constant and $τ$ the optimal-face margin. On five LIBSVM benchmarks, with fairer baselines than our submission, the solver matches the baselines to four or five digits wherever both converge, ties LIBSVM on sparse-support hard margins and beats our blended pairwise conditional gradients (BPCG). But our full-cache sequential minimal optimisation (SMO) code ties or beats it on kernel $L_2$ margins, LIBLINEAR's dual solver is up to $4.5\times$ faster on the separable $L_2$ margin, and our solver is one to three orders of magnitude slower than LIBLINEAR's Newton solver on dense-support $L_2$ margins and than LIBSVM on a nearly touching kernel hull. Its edge is the certificate, not speed.
Multi-task optimization improved by geometry aware weight updates
Geometry-Aware Multi-Objective Optimization: Norm-Constrained Oracles with Entropic Weight Updates
Abstract: Multiple-gradient descent is typically formulated in Euclidean geometry, whereas matrix-aware optimizers use directions induced by other norms. We analyze a single-loop multi-objective method combining a norm-constrained linear minimization oracle with entropic updates of task weights. For any finite-dimensional norm pair, we establish an $O(T^{-1/2})$ ergodic stationarity rate in the deterministic setting, deriving the required trajectory gradient bound from smoothness and lower-boundedness in the unregularized case. With stochastic gradients and a bounded-gradient assumption, one persistent blended-gradient momentum buffer yields an $O(T^{-1/4})$ rate whose leading term has no explicit dependence on the number of tasks. We also establish static regret for the inner weighting objective on arbitrary bounded gradient sequences and, with entropy regularization and a weight floor, iteration-wise inner-gap control after burn-in while retaining ergodic stationarity, conditional on a trajectory gradient bound. The optimal blended gradient can be nonunique in spectral and sign geometries, motivating a selection-independent inner gap. Our analysis extends the spectral construction studied by concurrent MOON to general norms. Experiments compare the method with existing multi-task optimizers and examine its oracle, weighting, and momentum choices.
Equitable subpartitionability does not fully describe box-tdi polyhedra
Equitable Subpartitionability Does Not Characterize Box-TDI Polyhedra
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.
Optimal stochastic methods solve composite nonsmooth nonconvex problems
Composite Online-to-Nonconvex Conversion with Optimal Oracle Complexity
Abstract: We consider stochastic nonsmooth nonconvex composite optimization, which includes several important problems such as constrained optimization and the regularized training of neural networks. The objective is the sum of a possibly nonsmooth nonconvex Lipschitz function and a convex regularizer, and the function is accessed through stochastic gradients or function values. The goal is to find a point that satisfies a Goldstein-type stationarity condition designed for composite objectives. To our knowledge, no oracle complexity bound for this setting is known under first-order access, and existing complexities under zeroth-order access are suboptimal. To handle this issue, we employ the framework of online-to-nonconvex conversion, which chooses update directions by an online learner and is known to achieve optimal rates for noncomposite problems. We extend the framework to our composite scenario by introducing new losses for the learner, which contain the regularizer itself rather than its linearization and for which a variant of online mirror descent achieves low regret. We show that the resulting algorithm finds such a point with $O(δ^{-1}\varepsilon^{-3})$ stochastic gradient queries or $O(dδ^{-1}\varepsilon^{-3})$ function-value queries, where $δ$ is the Goldstein radius, $\varepsilon$ is the stationarity tolerance, and $d$ is the dimension. These rates match the optimal ones for noncomposite nonsmooth nonconvex optimization, demonstrating that the additional convex regularizer does not worsen the oracle complexity. We also give rates for the smooth case and present numerical experiments.
Integer programming problems with one-step cuts are as hard as lattice decoding
Integer programming on polytopes of Chvátal rank one is as hard as lattice problems
Abstract: A rational polyhedron has Chvátal rank at most one if a single round of Chvátal-Gomory cuts yields its integer hull. For such polyhedra, integer feasibility is in NP $\cap$ coNP by a result of Boyd and Pulleyblank from the early 1980s, so it is unlikely to be NP-hard. Whether it is polynomial has remained open since then. We answer this question negatively, under either of two standard assumptions from lattice-based cryptography. First, a polynomial-time algorithm for this problem would solve bounded distance decoding with polynomial factors in deterministic polynomial time, contradicting a widely believed conjecture. Second, assuming the hardness of learning with errors, an average-case analogue of bounded distance decoding, the problem is also hard on average, for an efficiently samplable distribution of polytopes. Both results rest on an elementary sufficient condition: a polyhedron has Chvátal rank at most one if its width is less than one along every row of some unimodular matrix. For our polytopes, such a matrix exists but is hard to find.
Subset sum problem solved faster using partial match techniques
Subset Sum via Partial Match
Abstract: We show that the subset sum problem can be solved in time $O(2^{0.499999n})$, breaking the $2^{n/2}$ meet-in-the-middle barrier. Our approach builds on the representation technique framework of Randolph and Węgrzycki (STOC 2026). We choose a representation for which testing the compatibility of pairs of partial solution vectors is exactly the partial match problem. To beat exponent $1/2$ for subset sum, it then suffices to give a nontrivial partial match algorithm in a certain parameter regime. We achieve this by designing a depth-2 linear circuit for the partial match matrix, which yields an efficient algorithm via the framework of Alman and Li (FOCS 2025).
Reduced measurement cost speeds quantum circuit design for optimization
Measurement-Efficient Differentiable Quantum Architecture Search for Combinatorial Optimization
Abstract: Differentiable quantum architecture search (DQAS) is a promising framework for the automated design of quantum circuits, particularly for variational quantum optimization algorithms. However, its practical deployment on quantum hardware is limited by the large number of circuit measurements required during optimization, making hardware execution costly. In this work, we show that for a broad class of combinatorial optimization problems and commonly used rotational gate parameterizations, the measurement cost of DQAS can be significantly reduced without changing the optimization objective. We derive the proposed measurement reduction scheme theoretically and validate it experimentally on 3-SAT and MaxCut benchmark problems. Our approach reduces the requested gradient measurement cost by about 39 to 41% while introducing only negligible classical post-processing overhead, lowering the practical cost of executing DQAS on quantum hardware.
Two for one swap heuristic gives new approximation for polymatroid independent sets
Analysis of the two-for-one swap heuristic for approximating the maximum independent set in a k-polymatroid
Abstract: Let f:2^N --> \cZ^+ be a polymatroid (an integer-valued non-decreasing submodular set function with f(emptyset) = 0). A k-polymatroid satisfies that f(e) <= k for all e in N. We call a subset S of N independent if f(S) equals the sum of f(e) over the elements e of S and f(e) > 0 for all e in S. Finding a maximum-size independent set in a 2-polymatroid has been studied and polynomial-time algorithms are known for linear polymatroids. For k >= 3, the problem is NP-hard, and an approximation algorithm with ratio approaching 2/k is known and is obtained by swapping as long as possible a "large" subset from the current solution by a set with one more element. Here we give a simple analysis of the more particular two-for-one repeated swapping heuristic, obtaining a (weaker) 2/(k+1)-approximation.
Randomized algorithm estimates mixed volumes of convex shapes efficiently
Exposition of an approximation algorithm for mixed volumes of a constant number of convex bodies
Abstract: We study $\varepsilon$-relative approximation of mixed volumes of a fixed number $k$ of full-dimensional convex bodies in $\mathbb{R}^n$, given membership oracles and a known bound $B_n\subseteq K_i\subseteq R_0B_n$. We present a randomized algorithm that estimates any prescribed mixed volume within relative error $\varepsilon$ with probability at least $1-δ$, using polynomially many oracle calls and bit operations in $n$, $\log R_0$, $\varepsilon^{-1}$, and $\logδ^{-1}$ for fixed $k$.
New optimal query limits found for rounding high dimensional shapes
Near-Optimal Oracle Bounds for Isotropic Rounding
Abstract: We give optimal bounds, up to polylogarithmic factors, for rounding convex bodies to near-isotropic position. A convex body $B(0,r)\subseteq K\subseteq B(0,R)$ in $\R^n$ can be rounded using $\Ot(n^3)$ membership queries; the upper bound extends to logconcave distributions. We prove a matching $\Omegat(n^3)$ lower bound, even when $R/r=n^{O(1)}$. The key lemma states that if $B(0,1)\subseteq K$ and $\Cov(\Unif(K))\preceqκI_n$, with $κ\ge1$, then approximate uniform sampling from an initial density bounded by a constant times the uniform density uses $\Ot(n^2\sqrtκ)$ expected membership queries. We prove this by simulating reflected kinetic dynamics using the analysis of Eberle and Lörler~\cite{EL26:journal}. Combining this sampler with the ideas of Jia, Laddha, Lee, and Vempala~\cite{JLLV26:journal} for rounding well-rounded bodies yields our $\Ot(n^3)$ query rounding algorithm. We also give a counterexample to an ellipsoid-growth conjecture from previous papers on this topic.
Normalized gradient descent achieves improved last-step convergence rates
Last-Iterate Convergence Rate of Normalized Gradient Descent under Hölder Smoothness
Abstract: Normalized gradient descent is a widely studied adaptive optimization method. Most existing analyses focus on the best iterate or a weighted average of the iterates, whereas practical implementations typically return the last iterate. In this paper, we study the last-iterate convergence of normalized gradient descent for convex, $(ν,M_ν)$-Hölder-smooth objectives. For a constant stepsize, we establish an upper bound of $\mathcal{O}\bigl((\log^2(T)/T)^{(1+ν)/2}\bigr)$, which contains a logarithmic overhead relative to the known $\mathcal{O}\bigl(T^{-(1+ν)/2}\bigr)$ guarantees for the best and weighted-average iterates. For $ν= 0$, this overhead is known to be unavoidable. We complement this analysis with numerical results based on the performance estimation problem (PEP), investigating the finite-horizon worst-case behavior in the smooth setting and whether the logarithmic overhead reflects an intrinsic limitation of constant-step normalized gradient descent. We then show that a linearly decreasing stepsize yields a last-iterate guarantee of $\mathcal{O}\bigl(T^{-(1+ν)/2}\bigr)$, matching the order of the best-iterate/weighted-average guarantees without requiring knowledge of $ν$ and $M_ν$.
Isotropic Gaussian processes improve high dimension Bayesian optimization
Isotropic Gaussian Processes Improve Vanilla Bayesian Optimization in High Dimensions
Abstract: High-dimensional Bayesian optimization (BO) often fits Gaussian process (GP) surrogates from far fewer observations than input dimensions. Modern Vanilla BO can perform well in this regime with dimension-aware priors, initialization, and acquisition optimization, but it typically retains automatic relevance determination (ARD), fitting one lengthscale per input coordinate. We study this modeling choice and propose Iso-BO, a controlled modification that replaces the ARD GP with an isotropic GP using one shared lengthscale while keeping the surrounding BO pipeline matched. For radial kernels, we show that the marginal log likelihood (MLL) depends on the inverse-squared ARD lengthscales only through weighted pairwise distances among the observed inputs. The current design can therefore leave some ARD directions exactly invisible or only weakly constrained by the MLL. Iso-BO removes coordinatewise reweighting and fits a single shared scale instead. Lengthscale-fitting and predictive-density diagnostics show that this finite-data effect appears in practice, including when the data-generating process is anisotropic. Across GP-prior, synthetic, and real-world benchmarks, Iso-BO often improves over matched modern Vanilla BO and remains competitive with the included high-dimensional BO baselines under the tested budgets. Stress tests also show the expected boundary wherein sufficiently strong, learnable anisotropy can favor the more flexible ARD model.
Complexity bounds for finite-sum nonconvex strongly concave optimization
Near-Optimal Complexity of Finite-Sum Nonconvex-Strongly-Concave Minimax Optimization
Abstract: We characterize, up to logarithmic factors, the minimax expected query complexity of finite-sum nonconvex-strongly-concave optimization under mean-squared averaged smoothness. For randomized zero-respecting incremental first-order algorithms, the complexity is $\tildeΘ(n+\min\{\sqrt{n}\,κ,n^{3/4}\sqrtκ\}\,LΔ\varepsilon^{-2})$ throughout $κ=L/μ\ge1$, under exact dual initialization and for $0<\varepsilon^2\le c_0LΔ$, where $c_0>0$ is universal. This characterization is our main result. A dual-chain construction provides the lower bound and matches the existing Catalyst upper bound for $κ\ge\sqrt{n}$. For $1\leκ\le\sqrt{n}$, we introduce recursive proximal descent-ascent (RPDA), which retains a recursive gradient estimator across proximal subproblems and attains $\tilde{O}(n+\sqrt{n}\,κLΔ\varepsilon^{-2})$ with a fixed query budget. Both upper bounds guarantee an expected squared primal gradient at most $\varepsilon^2$. Under individual smoothness, we also prove $Ω(n+\min\{κ,\sqrt{nκ}\}\,LΔ\varepsilon^{-2})$ for every $κ\ge1$. It matches the polynomial upper rate for a bilinear subclass when $κ\ge n$; the intermediate-condition-number gap remains open.
Variance reduction technique improves learning from black-box feedback
Variance-Optimal Control Variates for Learning with Black-box Feedback
Abstract: Modern models increasingly learn through black-box oracles such as humans, optimization solvers, and external tools that provide feedback without exposing their internal mechanisms. A common remedy is to learn an (action-)value function as a control variate. In this paper, we first observe that even an exact action-value function can be arbitrarily far from variance-optimal. We show that this gap arises because the value function minimizes the noise in each action's own gradient term, while an action can still affect the rest of the gradient estimator through shared parameters. A simple unbiased correction, at no extra oracle cost, can still reduce its variance by an arbitrarily large factor. Motivated by this, we then prove that the residual variance can be decomposed exactly by actions with no cross terms. This decomposition yields a closed-form variance-minimizing correction for neural-network parameters, which can be computed by a simple projection. Empirically, our correction consistently reduces the variance left by the value function and improves learning across all tasks. The source code for all experiments is available at https://github.com/Zihao-Kevin/black_box_opt.
Two hidden layers in ReLU networks compute maximum of six numbers
A Hand-Checkable Proof That Two Hidden ReLU Layers Compute the Maximum of Six Numbers
Abstract: Exactly computing the maximum function is a standard test case for studying depth in ReLU networks. Two hidden layers are known to suffice for up to twelve inputs through computer-assisted constructions. For six real inputs, we give an explicit hexagon identity whose local structure yields a self-contained analytical proof of this depth bound. The identity was found by computer-assisted search; we prove it through explicit cancellations that can be checked entirely by hand, without executing a verification program. The identity also yields an explicit network with hidden widths $17$ and $41$, zero biases, and rational weights.
Efficiently evaluate algorithms designed by large language models
AdaEva: Accelerating LLM-Driven Algorithm Design with Adaptive Partial Evaluation
Abstract: Large Language Models (LLMs) are increasingly used for automated algorithm design. However the computational cost of evaluating the generated algorithms can be excessive. We consider the common LLM-driven automated algorithm design (LLM4AD) setting in which a candidate algorithm is evaluated by aggregating its performance over a shared set of training instances. This instance-wise structure raises a natural question: must every candidate be evaluated on the entire instance set before deciding whether it remains competitive? Taking inspiration from algorithm configuration, we introduce AdaEva, a drop-in adaptive partial-evaluation framework that progressively evaluates candidates on larger subsets of the same instance pool and eliminates unpromising candidates as evidence accumulates. Importantly, AdaEva leaves the underlying LLM4AD procedure and per-instance evaluator unchanged and requires no prior knowledge about instance difficulty. We instantiate this idea using successive halving (AdaEva-S) and statistical racing (AdaEva-R), and evaluate both mechanisms across three representative LLM4AD frameworks, multiple LLM backbones, and optimization domains spanning combinatorial and continuous black-box optimization. Under matched evaluation budgets, AdaEva more reliably balances evaluation effort across candidates than fixed partial-evaluation strategies, yielding strong search efficiency and anytime performance together with improved held-out generalization across the evaluated settings.
Gpu algorithm speeds up mixed integer optimization primal heuristics
PaNGEA: Parallel Node Generation and Exploration Algorithm on GPU
Abstract: Primal heuristics for finding high-quality feasible solutions are an important component in mixed-integer optimization (MIO) solvers. Recent advances in GPU-accelerated optimization algorithms show the potential of GPU acceleration for continuous optimization. In this paper, we introduce the Parallel Node Generation and Exploration Algorithm (PaNGEA), a GPU-friendly MIO primal heuristic. PaNGEA explores restricted subproblems by combining linear-relaxation solves with a local-search procedure designed for efficient batched execution on GPUs. In addition, instead of relying on a single heuristic for iterative variable fixing, we leverage GPU batching capabilities to generate and explore multiple subproblems in parallel. PaNGEA leverages GPU capabilities in two ways. First, on 283 MIPcc26 and MIPLIB instances, implementing a single-node primal heuristic on the GPU reduces the average gap integral by 8-18% relative to its CPU counterpart. Second, generating and exploring multiple nodes in parallel further reduces the average gap integral by 12-19%.
Adaptive step size improves large model training stability and speed
Trust the Direction, Search the Step: Zero-and-First-Order Methods for LLM Fine-Tuning
Abstract: Step-size selection remains a central challenge in large-scale neural network optimization; conservative steps slow convergence, while aggressive steps can destabilize it. We combine \textbf{Z}ero-and-\textbf{F}irst-\textbf{O}rder optimization~(ZFO) and propose a lightweight framework that decouples direction selection from step-size. ZFO uses a trusted first-order optimizer to determine the direction and performs zeroth-order evaluations only along this one-dimensional subspace to choose how far to move. Using the current {gradient information} and two additional objective function evaluations, ZFO instances construct a local model of the objective function along the proposed direction and select a curvature-aware step within a bounded search interval. This yields an adaptive step-selection mechanism that costs less than a full line search. We provide theoretical guarantees to show that shared-sample evaluations produce reliable finite-difference curvature estimates, that the induced local model selects a near-optimal step along the search interval, and that ZFO converges to a neighborhood of a stationary point. Across the evaluated settings, language models and datasets, ZFO frequently improves optimization and final performance relative to fixed-step first-order baselines, with the magnitude and preferred local model depending on the objective. Our code is publicly available at: https://github.com/nizswan/Zeroth-First-Order-Framework.
New method expresses many NP problems as standard quadratic programs
Standard Quadratic Formulations of Many NP Problems: A Simplex-Based Compilation Framework for Combinatorial Optimization
Abstract: The standard quadratic program (StQP) minimizes a quadratic form over nonnegative variables that sum to one. We compose classical graph reductions with regularized Motzkin--Straus clique formulations to express discrete optimization problems in this continuous domain. The graph matrix has diagonal entries $τ$, zeros on edges, and ones on nonedges. For $0<τ<1$, its minimum is $τ/ω(G)$, where $ω(G)$ is the clique number. Its strict local minimizers are precisely the uniform distributions on maximal cliques, and its global minimizers encode maximum cliques. At $τ=1/2$, integer scaling gives coefficients in $\{0,1,2\}$ and minimum $1/ω(G)$, yielding an NP-complete StQP threshold problem with a restricted coefficient alphabet. We give explicit formulations for satisfiability, coloring, Hamiltonian cycles, independent set, vertex cover, set packing, three-dimensional matching, and graph isomorphism. A regularized weighted clique formulation combined with local-state compatibility graphs gives an exact compiler for finite-domain factor models specified by complete local tables, including QUBO, with at most four simplex coordinates per binary pair factor. The catalog covers Karp's 21 problems: twelve use direct graph formulations, and nine use factor-state formulations, including six obtained through binary-linear feasibility. For each route we record dimensions, coefficient structure, and recovery rules. We analyze interaction count, coefficient range, objective separation, perturbation tolerance, support recovery, and decoding overhead. The separation bounds quantify the effects of clique size, factor weights, and offsets. In the complete factor-state construction, every assignment, including each suboptimal assignment, is a strict local minimum.
Complexity limits found for stochastic methods in minimax optimization
Lower Bounds for Stochastic First-Order Algorithms with Variance Reduction in Nonconvex--Concave Minimax Optimization
Abstract: We establish complexity lower bounds for stochastic first-order algorithms in nonconvex--concave minimax optimization, allowing algorithms to use variance reduction. Our main contribution is a lower bound for a zero-respecting algorithm class that permits variance reduction, extending beyond the algorithmic restrictions imposed by some existing lower bounds. We consider objectives with an $L$-Lipschitz continuous joint gradient, a compact convex dual domain of Euclidean radius at most $D_Y$, and a primal value function, defined by maximizing the objective over the dual variable, with initial suboptimality at most $Δ$. The target accuracy $\varepsilon$ is measured by the gradient norm of the Moreau envelope of the constrained primal value function with parameter $1/(2L)$. Under an unbiased stochastic first-order oracle with variance at most $σ^2$ and mean-square smoothness, we prove the lower bound $Ω\!\left(L^2D_YΔ\varepsilon^{-3}+L^3D_Y^2Δσ^2\varepsilon^{-6}\right)$. This result quantifies the dependence on accuracy, dual-domain radius, and oracle noise even when variance reduction is allowed. We also establish complementary lower bounds for nonconvex--strongly-concave minimax optimization. With dual strong-concavity parameter $μ>0$ and condition number $κ:=L/μ$, we obtain $Ω\!\left(LΔ\sqrtκ\,\varepsilon^{-2}+LΔκσ^2\varepsilon^{-4}\right)$ under the bounded-variance oracle model. Under the additional mean-square smoothness condition with constant $\bar L$, we obtain $Ω\!\left(LΔ\sqrtκ\,\varepsilon^{-2}+Δ\bar Lσκ^{3/2}\varepsilon^{-3}\right)$. Together, these results identify complexity barriers across the concave and strongly concave regimes, with the main nonconvex--concave bound remaining valid for algorithms that use variance reduction.
Large language models produce slower optimization models despite correct solutions
Right Answers, Costly Models: The Efficiency Gap in LLM-based Optimization Modeling
Abstract: Optimization modeling formulates real-world decision problems as mathematical programs that solvers can use to find optimal decisions. Large language models (LLMs) can automate this process, but the resulting correct formulations can require substantial time and memory to construct and solve, limiting practical scalability. Therefore, we systematically investigate whether LLMs can identify problem structure from natural-language descriptions and apply suitable optimization modeling techniques to generate mathematical models and solver code that solve the problems correctly and efficiently. To this end, we first curate OptTips, a knowledge base of 50 expert modeling techniques in eight families. Using this knowledge, we develop OptDachshund, a multi-agent framework that transforms problems from existing optimization benchmarks into new tasks for evaluating LLMs' use of modeling techniques. It constructs conventional and expert mathematical models with solver code for the same task and data, providing baselines for correctness and computational cost. The resulting EfficientOpt benchmark contains 561 expert-reviewed tasks with paired reference implementations. Evaluation of 11 representative LLMs reveals an efficiency gap on correctly solved tasks with comparable measurements: for every LLM, most generated programs take longer to solve than their expert counterparts. Within the comparable reference-size subset, 57\% of programs with correct objective values and fewer variables and linear constraints have longer recorded solver times. Case studies show that different modeling techniques can achieve the same optimal value at similar recorded cost. Faster solving may not reduce execution time if the code takes longer to prepare data and build the model. LLM optimization modeling should therefore be evaluated for both correctness and computational efficiency.
Auction based methods improve matroid intersection approximations efficiently
Auction-Based Algorithms for Matroid Intersection: Near-Linear Query Complexity and Constant-Pass Semi-Streaming
Abstract: In this paper, we develop a new auction-based framework for matroid intersection and use it to obtain improved approximation algorithms in several computational settings. Our framework is inspired by Fleiner's generalized stable matching algorithm and extends the semi-streaming auction algorithm for bipartite matching due to Assadi, Liu, and Tarjan. Using this framework, for any $\varepsilon > 0$, we present a simple $(1-\varepsilon)$-approximation algorithm in the rank-oracle model whose query complexity matches that of the current fastest algorithm. Furthermore, by extending this result, we obtain the first $(1-\varepsilon)$-approximation algorithm for the weighted problem that requires only a near-linear number of rank-oracle queries, achieving the best known rank-oracle query complexity for the problem. We also obtain a $(1-\varepsilon)$-approximation semi-streaming algorithm for matroid intersection in the multi-pass streaming model, where the elements of the ground set arrive sequentially. It is the first algorithm achieving this approximation ratio using a constant number of passes and nearly linear space in the ranks of the matroids. When viewed in the standard offline setting, the same algorithm yields the first deterministic $(1-\varepsilon)$-approximation algorithm for matroid intersection that requires only a near-linear number of independence-oracle queries.
Sum-of-squares optimization becomes polynomial-time on Boolean problems
Vanishing Ideals and the Computational Tractability of Sum-of-Squares over Boolean Domains
Abstract: Building on the bit-complexity framework of Raghavendra-Weitz and the moment-SOS criteria of Gribling-Polak-Slot, we study the effective use of truncated vanishing identities over Boolean polynomial systems. A complete, constructible identity space gives an augmented moment SDP that can be optimized with exact rational feasibility and arbitrary additive accuracy. We give a self-contained geometric implementation: an explicit affine reduction and a simplex of Boolean evaluations supply the radius bounds required by rational ellipsoids. The identity space can be constructed directly or extracted from a supplied graded Groebner basis, including one supplied at a higher truncation degree. An explicit transfer theorem connects this augmented formulation to the original system. Two-sided SoS derivations eliminate the added equality axioms from certificates, with controlled degree and coefficient growth, and imply containment of a projected higher-level moment relaxation in the augmented body. Together with spectral coefficient bounds, this gives polynomial-time search for rational proofs with an additive perturbation. For Min-closed linear systems, propagation constructs the identity space in polynomial time at fixed degree and gives degree-(4t+4) certificates for both signs of each degree-t basis element. Consequently, a rational degree-(8d+4) proof of f + epsilon >= 0 can be found in polynomial time for fixed d whenever f >= 0 has a degree-2d proof. The augmented degree-2d moment SDP can be optimized in polynomial time with exact rational feasibility and a comparison to the original degree-(8d+4) relaxation. Boolean complementation gives the same results for Max-closed systems, including generalized packing and covering. Min-closed systems thus provide a concrete application of the general criteria. All complexity bounds are in the Turing model.
Large language models generate harder optimization problems using solver feedback
Teaching LLMs to Generate Challenging MILP Instances via Solver Feedback
Abstract: Generating optimization instances that are both feasible and computationally challenging is crucial for benchmarking solvers and training learning-based optimization algorithms. Existing non-LLM generators rely on seed instances or parameter tuning, resulting in high test-time computational cost, while existing LLM generators lack explicit hardness measures. Recent reinforcement learning methods with verifier feedback evaluate only binary correctness, which is misaligned with generating challenging problems. We note that an optimization solver reports the cost of solving at several stages of its pipeline, and leverage this to design a reward that scores both the solvability and the hardness of generated problems, measured by branch-and-bound nodes and post-cut relaxation gaps. Our key idea is a challenger-solver asymmetric self-play approach, where an LLM challenger generates progressively harder instances and the solver verifies feasibility and hardness, so no seed or training MILP instances are required. We fine-tune Gemma-4-12B and Qwen3.5-4B with GRPO and a size curriculum into OptiScribe-12B and OptiScribe-4B, which generate feasible yet challenging MILP problems from natural language instructions. On capacitated facility location and max-cut, OptiScribe-12B raises median SCIP search nodes by 1.7-5x and post-cut gaps by 1.1-1.7x over its base model and improves the feasibility rate on facility location by 9-19 points, while OptiScribe-4B raises median nodes by up to 15.6x. The problems cover a wider difficulty range than public benchmarks of the same size, follow instructions on density and difficulty, and can tune solver settings for families that public libraries lack. These results indicate that optimization-specific rewards, used in self-play mode, can teach LLMs to generate high-difficulty optimization benchmarks. We will release our code and models publicly on acceptance.
Efficient cpu-only search finds fast branching rules for optimization
BiFE: Search-Efficient Discovery of CPU-Only Branching Policies via LLM-based Bi-Fidelity Evolution
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.
Computing lattice covering radius is a complex math problem
The complexity of computing the covering radius of a Euclidean lattice
Abstract: In this note, we prove that the covering radius problem for Euclidean lattices is complete for the second level of the polynomial hierarchy. The note also documents the author's first experiment with generative AI as a tool for mathematical research.
Faster gradients for learning from complex optimization problems
dOPT: Differentiating Conic Optimization via Geometric Reduction
Abstract: Optimization layers enable the incorporation of structured constraints and decision problems into learning systems. Training such systems requires differentiating through the embedded optimization problem, which can be challenging for general conic programs. We introduce dOPT, a solver-agnostic framework that, rather than differentiating the full conic formulation, reduces it at a computed primal-dual solution to an equality-constrained quadratic program that preserves the reference solution and its first-order sensitivity. The reduction captures the local first- and second-order conic geometry relevant to differentiation and remains well defined at singular configurations. Computing solution derivatives then requires a single symmetric linear solve, independently of the forward solver. We derive explicit reductions for convex NLPs, QPs, SOCPs, and SDPs. Numerical experiments validate the computed gradients and show favorable backward-pass scalability, with substantial speedups over existing differentiable conic optimization methods as problem size increases.
Stability conditions separate solvable and hard Boolean constraint problems
Stability Dichotomies for Boolean Constraint Satisfaction Problems
Abstract: We study the stability of Boolean constraint satisfaction problems (CSPs) through the notion of average sensitivity (Varma and Yoshida, SODA 2021; SICOMP 2023). It measures the expected $1$-Wasserstein distance between an algorithm's output distributions before and after the deletion of a uniformly chosen constraint, using the unnormalized Hamming metric. We establish two dichotomies for every finite Boolean constraint language $Γ$, where $n\geq 2$ denotes the number of variables in an instance. For stable solvability, exactly one of the following holds: $\bullet$ either there is an algorithm that solves $\mathrm{CSP}(Γ)$ and has average sensitivity $O_Γ(1)$ for all satisfiable instances; $\bullet$ or every algorithm that solves $\mathrm{CSP}(Γ)$ has average sensitivity $Ω_Γ(n)$ on satisfiable instances of arbitrarily large $n$. The first alternative holds if and only if $Γ$ has finite duality: unsatisfiability can be witnessed on a bounded number of variables. For stable approximability, where a $(1-\varepsilon)$-approximation violates at most an $\varepsilon$-fraction of the constraints in expectation, exactly one of the following holds: $\bullet$ either for every $\varepsilon\in(0,1]$, there is an algorithm that $(1-\varepsilon)$-approximates $\mathrm{CSP}(Γ)$ with average sensitivity $O_Γ(\varepsilon^{-1}\log n)$ for all satisfiable instances; $\bullet$ or there exists $\varepsilon_Γ\in(0,1]$ such that every algorithm that $(1-\varepsilon_Γ)$-approximates $\mathrm{CSP}(Γ)$ has average sensitivity $Ω_Γ(n)$ on satisfiable instances of arbitrarily large $n$. The first alternative holds if and only if $Γ$ has bounded width: local consistency checks on bounded sets of variables detect unsatisfiability.
Optimal higher-order methods improve solving monotone problems
Anchored Extra-Proximal Methods: Optimal Higher-Order Methods for Monotone Inclusion Problems
Abstract: We study the deterministic oracle complexity of finding approximate solutions to composite monotone inclusion problems, formed by the sum of a smooth single-valued monotone operator and a maximally monotone set-valued operator, under the tangent-residual criterion. We introduce the Anchored Extra-Proximal (AEP) framework, which combines an anchored extrapolation step with an inexact anchored proximal update satisfying a relative-error condition. The framework recovers the composite Fast Extragradient method in the first-order setting and yields natural second- and higher-order extensions by replacing the operator in the implicit update with its Taylor approximation at the extrapolated point. For every $p\geq 2$, assuming that the $(p-1)$th derivative of the single-valued operator is Lipschitz continuous, we combine this construction with a bisection line search to obtain a $p$th-order method that finds a point with tangent residual at most $\varepsilon$ in $\widetilde{O}(\varepsilon^{-2/(3p-1)})$ oracle calls. This improves all prior upper bounds for $p$th-order methods: in particular, it improves the previous best-known $\widetilde{O}(\varepsilon^{-1/p})$ tangent-residual complexity as well as the classical $O(\varepsilon^{-2/(p+1)})$ bound of higher-order hybrid proximal extragradient methods under the weaker duality-gap criterion. We complement this result with a worst-case lower bound of $Ω(\varepsilon^{-2/(3p-1)})$ for every deterministic algorithm in the $p$th-order oracle model, without restricting the algorithm to tensor steps or any other prescribed update structure. Thus, the proposed method attains the optimal dependence on $\varepsilon$, up to logarithmic factors, for all $p\geq2$.
Pairs of knapsack value and size patterns that can actually happen
Inverse knapsack at two capacities: which pairs of value-cardinality hulls are realizable?
Abstract: One item set evaluated at two capacities $R<D$ produces two concave hulls of optimal value against cardinality. We ask which prescribed pairs arise. Exchange arguments give a necessary system on vertex witnesses, exchange closure (EC), whose scalar consequences form the linear closure. We exhibit a pair satisfying every scalar test that fails EC, so the linear closure is strictly larger already at larger terminal count three; and a globally coherent EC witness admitting no common-size representation although its target pair is realizable. Under a cardinality cap, a four-band classification of one family gives exact thresholds for cap-four realizability, uncapped realizability and the vertex-only capped closure. Pairs whose larger terminal count is at most two are characterized. Under the explicit encoding the decision problem lies in $Σ_2^p$ and is polynomial-time for fixed terminal cardinalities. Exact finite certificates establish agreement of the scalar and witness conditions on six specified domains; sufficiency of uncapped EC remains open.
Fast sampling method improves graph coloring with few extra colors
Sampling Line-Graph Colorings with Constant Extra Colors
Abstract: Let $G$ be the line graph of a finite simple graph, with $n\geq1$ vertices and maximum degree $Δ$. We prove that single-site Glauber dynamics for uniform proper $q$-colorings mixes in $O_Δ(n\log(n/\varepsilon))$ steps for every integer $q\geqΔ+5$. Our proof uses the Bochner framework of Chen and Liu (2026).
Polyak extragradient methods improve monotone root-finding convergence rates
Polyak-Type Extragradient Methods for Monotone Root-Finding Problems
Abstract: We study Polyak-type step-size selection for extragradient methods for solving deterministic and stochastic monotone root-finding problems. We show that the known projection-type correction for deterministic extragradient arises from minimizing an upper bound on the distance to a solution, paralleling the classical Polyak step-size construction. Using this viewpoint, we provide a unified deterministic analysis of the Polyak-type Extragradient Method (PolyakEG), based on a local critical condition controlling the variation of operator $F$ along the extrapolation direction. This analysis does not require global Lipschitz continuity, and covers sublinear convergence under broader conditions such as Hölder continuity or $(L_0, L_1)$-Lipschitzness and linear convergence under additional strong monotonicity, all through a single framework. We then study the stochastic extensions of this approach. We first prove convergence of a direct stochastic variant, PolyakSEG, when all stochastic component operators share a common solution. We also show that, without this condition, PolyakSEG with nonvanishing step-sizes may fail to converge to a zero of the mean operator. To address this limitation, we propose DecPolyakSEG, which combines decreasing step-sizes with Polyak-type updates, and establish a sublinear residual convergence result without requiring a common solution across the component operators. These results parallel recent developments in stochastic Polyak step-sizes from the convex minimization literature and establish an analogous research avenue in the broader root-finding regime.
Single-loop algorithm matches multi-loop efficiency in minimax optimization
Matching Multi-Loop Complexities with a Single Loop: Optimal Optimization Stationarity and Best-Known Game Stationarity in Nonconvex--Concave Minimax Optimization
Abstract: We introduce a new single-loop algorithmic framework for smooth nonconvex--concave minimax optimization. The resulting projected damped extragradient method combines projected extragradient updates, dual momentum, and a moving proximal center. Under both the optimization-stationarity and game-stationarity criteria, our method achieves the best-known complexity among single-loop first-order methods. For optimization stationarity, our method achieves a gradient complexity of $O(L^2D_Y\barΔ_0\varepsilon^{-3})$, where $L$ is the gradient Lipschitz constant, $D_Y$ bounds the diameter of the dual feasible set, and $\barΔ_0$ is an initialization quantity involving the value-function gap and the initial gradients. Moreover, by incorporating a fixed-center warm-up phase, the complexity can be improved to $O(L^2D_YΔ_φ\varepsilon^{-3})$, up to an additive lower-order cost, where $Δ_φ:=φ(x_0)-\inf_xφ(x)$. We further establish a lower bound of $Ω(L^2D_YΔ_φ\varepsilon^{-3})$ for optimization stationarity over projected zero-respecting first-order methods. This lower bound proves that the warm-started version of our algorithm is optimal up to a constant factor for optimization stationarity within this oracle class. For game stationarity, our method achieves $\mathcal{O}\!(L^{3/2}D_Y^{1/2}Δ_φ\varepsilon^{-5/2})$ gradient complexity. This matches the best-known complexity of multi-loop first-order methods, thereby establishing the same complexity with a single-loop algorithmic structure. Under dual strong concavity, the proposed framework achieves $O\!(\sqrtκ\,LΔ_φ\varepsilon^{-2})$ leading complexity for both stationarity criteria, where $κ=L/μ$ is the dual condition number, up to an additive initialization cost. The $\varepsilon^{-2}$ accuracy dependence is optimal under fixed regularity and initialization bounds.
Solver primo advances automated reasoning for linear real arithmetic
Vibe-Coded and Tuned: A State-of-the-Art SMT Solver for QF-LRA
Abstract: This paper presents the SMT solver primo, which is fully vibe-coded and then parameter-tuned, achieving state-of-the-art results on linear real arithmetic (QF-LRA). The performance of primo is achieved by a systematic literature survey, repeated profiling, and parameter tuning. The resulting solver outperforms the winner of the QF-LRA track of SMT-COMP~2026. This confirms that vibe-coding of automated reasoning tools will enable us to make great strides in the future.
Stochastic algorithm improves convergence rates for convex problems
Improving the Last-Iterate Guarantees of Anytime Algorithms for Stochastic Monotone Variational Inequalities
Abstract: We analyze a stochastic algorithm with Halpern anchoring for constrained convex-concave problems and monotone variational inequalities. This algorithm is single-loop and single-call since it uses one unbiased sample of the gradient operator at every iteration to be applicable to monotone games with noisy feedback. With $t$ denoting the iteration counter, we prove the anytime last-iterate convergence rate of $O(t^{-1/4})$ for both gradient-mapping norm and restricted gap, improving the best-known rate $O(t^{-1/5})$ that was obtained for the restricted gap function. Our rates cover constrained problems with a potentially unbounded feasible set as well as a structured class of stochastic oracles without a bounded variance.
Spectral conjugate gradient method improves svm training speed and accuracy
A family of spectral conjugate gradient algorithms derived by least-squares approximations based on a modified quasi--Newton update with application to a revised robust binary classification model
Abstract: We develop a spectral three-term modification of the classic Hestenes--Stiefel conjugate gradient algorithm, preserving its anti-jamming characteristic and, simultaneously, taking care of the sufficient descent property. We discuss how a modified secant equation can be extracted from our modification scheme, yielding a memoryless BFGS updating formula. Then, the spectral parameter of our method is obtained by steering its direction toward the given BFGS direction within a least-squares context. Using our technical improvements, we outline the general framework of our algorithm and discuss its theoretical features, including the descent and convergence properties, without the convexity assumption. We put our algorithm to the test in comparison with the three other conjugate gradient algorithms on a set of CUTEr unconstrained optimization test models, comparing the outputs using the Dolan--More measure. Next, we provide a concise evaluation of the results, highlighting the practical advantages of our algorithm. As a real-world case study, we introduce a reduced quadratic surface SVM with the rescaled loss for robust binary classification and apply the proposed algorithm to assess its accuracy and training time against several other SVMs.
Pmms fairness does not always exist but guarantees hold for additive chores
Non-Existence of PMMS Allocations and a $4/3$-PMMS Guarantee for Additive Chores
Abstract: We study pairwise maximin share (PMMS) fairness for indivisible items with additive preferences. We give a polynomial-time reduction from chores to goods that preserves the existence of a PMMS allocation. Together with known nonexistence results for chores, this yields nonexistence for additive goods. In addition, we show that deciding if a given instance admits a PMMS allocation is NP-hard. We also give explicit instances whose PMMS factors are $226/227$ for goods and $1.102065$ for chores, certified by exact enumeration. Complementing these impossibility results, we prove that every additive-chore instance admits a $4/3$-PMMS allocation.
Standard bounds for mixed-integer bilevel programs cannot be consistently improved
On the Tightness of Standard Relaxations for Mixed-Integer Bilevel Linear Programs
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.