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.

Thu 29 OctData Structures and AlgorithmsArtificial Intelligence
The gist
Max 2-SAT is a problem where you try to make the most true statements out of many pairs of variables, which is usually very slow to solve exactly. The authors found a way to speed this up for some special types of problems, even when there are many pairs to consider. They do this by cleverly throwing away many impossible options while searching for the best solution, using what they call pruning constraints. This method works well on certain structured problems and random-looking formulas, and it might help solve similar problems faster in practice.
Open → 2610.39992v1

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.

Thu 29 OctData Structures and Algorithms
The gist
This research looks at a type of problem where you want to make certain choices to satisfy the most weighted conditions, but you can only pick a limited number of options. The authors fully describe which kinds of Boolean constraint sets allow for fast approximation algorithms that work well when you consider both how many things you can pick and how complicated each condition is. They identify two special structural properties of constraints, called Direct and Rooted, that make getting close to the best solution computationally feasible. If the problem doesn’t have these properties, then a fast good-approximation algorithm likely doesn’t exist unless some major complexity assumptions fail.
Open → 2610.39751v1

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.

Wed 28 OctArtificial Intelligence
The gist
Large optimization problems can be solved by breaking them down into smaller parts using methods like Benders decomposition and column generation, but writing these algorithms is tricky. The authors created DecompGym, a set of challenges where computer programs powered by large language models try to write these algorithms correctly. They tested several language models and found that many could solve most problems on the first try, but failures often related to missing solutions or method errors. The study shows that having a way for the program to check and fix its mistakes greatly improves success. This benchmark helps measure and improve how well AI can assist with writing complex optimization solvers.
Open → 2610.38175v1

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.

Tue 27 OctMachine LearningArtificial Intelligence
The gist
Finding better ways to solve complex optimization problems can take a lot of time and trial-and-error. The authors developed Dream-COP, which uses past search experiences like a memory to help a guide agent learn how to explore and improve algorithms efficiently. This method helps discover better solutions faster and can even apply lessons learned from one problem to similar problems. Their approach showed improvement across several types of optimization challenges compared to previous methods.
Open → 2610.36618v1

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.

Mon 26 OctMachine Learning
The gist
Solving very large linear programming problems can take a lot of time and computer memory. The researchers created a method called AHEAD that uses a neural network to help speed up these solves by predicting good step sizes for the solver. This approach adapts to different problem sizes and accuracy needs, making the early solving steps faster and reducing overall time. Their tests showed AHEAD speeds up solving times by several times compared to existing methods, even on very big problems and different types of applications.
Open → 2610.36321v1

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.

Fri 23 OctMachine LearningArtificial IntelligenceComputation and Language
The gist
The paper looks at ways to teach a computer how to solve a problem called MAX-CUT more efficiently by learning schedules that guide a solver. The authors compare two methods for including the solver's internal state in these learned schedules: one that multiplies inputs (bilinear) and one that adds them (additive). They find the multiplying method helps the schedule work well even on bigger problems it wasn't trained on, while the adding method does not. This shows that the way solver state is incorporated is key to making schedules transfer better to new situations.
Open → 2610.32801v1

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.

Thu 22 OctData Structures and Algorithms
The gist
This paper shows that for some important optimization problems, local search methods can take an extremely long time—exponential in length—before reaching the best solution they can find. The authors prove this for the traveling salesman problem using a common neighborhood technique called 2-opt, and for some complex constraint assignment problems. This completes a picture researchers had been building for years by proving that even the simplest local improvements can lead to very long solution paths. Their work also shows a surprising connection between seemingly different problems, revealing underlying complexity in how local search explores solutions.
Open → 2610.31513v1

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.

Wed 21 OctArtificial IntelligenceSoftware Engineering
The gist
Optimization problems often come with several different versions, like written math, computer code, and reports. These versions can look different but still mean the same thing, or sometimes they might miss or mix up parts. The authors created ORSMT, a tool that carefully compares these versions to check if they really match in meaning. ORSMT can find where differences come from and even fix mismatches, making the AI-generated optimization results more reliable. Testing on thousands of problems showed ORSMT boosts agreement between model descriptions and code, and it can fix nearly all errors it finds.
Open → 2610.29145v1

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.

Mon 19 OctData Structures and Algorithms
The gist
Linear programming is a way to find the best solution within certain limits, but some problems can take a long time to solve. The authors discuss a technique that uses a special measure called straight line complexity to limit how many steps an algorithm needs. They address tricky parts like how to start the method and how to keep calculations simple and accurate. Their work presents a way to initialize and round the process that works in guaranteed reasonable time for certain problem types.
Open → 2610.26073v1

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

Mon 19 OctArtificial Intelligence
The gist
Using average scores to pick computer programs that solve problems can hide occasional big failures. The authors created a new method, CVaR-RMD, which focuses on the worst-case outcomes rather than just averages. This approach uses a large language model to tweak algorithms and selects them by looking at the risk of bad performance across different problem types. Their method reduces how often these algorithms fail while still doing well on average. This improvement holds true even on bigger and different test problems.
Open → 2610.25697v1

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.

Sun 18 OctData Structures and Algorithms
The gist
Minimizing submodular functions is an important problem in computer science with many applications, but it can be very slow for large inputs. The authors have created a new method that speeds up this process by running a known algorithm continuously without restarting. This makes solving these problems more efficient, potentially saving time and computing resources. Their improvement builds on earlier methods and enhances the cutting plane technique combined with a special framework for finding connections in data.
Open → 2610.25403v1

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.

Sun 18 OctData Structures and AlgorithmsComputational Complexity
The gist
Some computer problems always have a guaranteed answer because of basic counting rules, but finding that answer can take a long time. This paper looks at a family of such problems where you want to find collisions—two different inputs that produce the same output—and shows that when the input is very dense, there are new faster algorithms that find these collisions more quickly than before. The authors build on earlier work and adapt advanced mathematical techniques to make this possible. They also show that their new algorithms are close to the best possible in terms of speed.
Open → 2610.25338v1

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 $κ$.

Sat 17 OctMachine Learning
The gist
This work addresses a type of complex two-level optimization problem where the top level is nonconvex and the bottom level is strongly convex, occurring in many machine learning tasks. The authors propose a new algorithm, SICBO, that uses only gradient information (first-order oracles) to solve these problems faster than previous methods, especially when dealing with large datasets composed of many components. Their method balances corrections to the lower-level variables and achieves nearly optimal efficiency in how work scales with problem size and accuracy targets. This means fewer calculations are needed to reach good solutions while only relying on simpler and more accessible gradient data.
Open → 2610.24538v1

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.

Thu 15 OctNeural and Evolutionary Computing
The gist
Solving complex problems with many goals at once can be slow. The authors studied a special evolutionary algorithm that solves two such problems simultaneously and showed mathematically how fast it works. They found that solving the problems together can be as fast as solving the easier one alone and much faster than solving the harder one alone. This is due to sharing knowledge between tasks during the process.
Open → 2610.21311v1

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.

Tue 13 OctData Structures and Algorithms
The gist
This paper looks at two hard versions of the knapsack problem where you either want a packing that can't have items added or a cover that can't have items removed. The authors show that generally, these problems are very difficult to approximate quickly if all item values are positive. However, they also find special cases where good approximate or exact solutions are possible, such as when item sizes are large compared to the capacity or cover threshold. They provide new approximation schemes for these cases, improving on previous results.
Open → 2610.18017v1

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.

Sun 11 OctMachine Learning
The gist
Training a hard-margin support vector machine (SVM) involves finding the shortest distance between two shapes made from data points. The authors improve an existing approach, called the Triangle Algorithm, by introducing 'guarded block transfers,' which speed up the process without losing accuracy. They prove mathematically that their method converges faster in a predictable way. They also show how to identify and ignore irrelevant points during training, making the process more efficient. Tested on several public datasets, their method matches or beats some existing solvers in accuracy but is slower than others, with its main advantage being a reliable certificate of correctness.
Open → 2610.15829v1

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.

Fri 9 OctMachine Learning
The gist
Many computer programs learn to perform several tasks at once, but figuring out how to improve all tasks together is tricky. This paper looks at a new way to adjust priorities and directions for multi-task learning that respects different mathematical shapes (geometries). The authors show their method can steadily improve with certain guarantees, even when randomness is involved. They test how well it works compared to other approaches and suggest better ways to pick directions and update priorities.
Open → 2610.13773v1

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.

Fri 9 OctDiscrete Mathematics
The gist
The paper deals with a mathematical condition called equitable subpartitionability (ESP), which was known to guarantee a certain property called box-totally dual integrality (box-TDI) in systems of linear inequalities. The authors show that while ESP ensures box-TDI, the reverse is not always true—even if you rewrite the system describing a shape in different ways. They also provide a new way to understand when a shape can be described by ESP based on geometric concepts, and they give an example of a shape that cannot be described using ESP even though it has related nice properties. This answers a question they asked in earlier work.
Open → 2610.13244v1

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.

Thu 8 OctMachine Learning
The gist
Finding good solutions to complex optimization problems that have both smooth and nonsmooth parts can be very tricky. This paper shows a way to efficiently find points that meet a specific condition called Goldstein stationarity, even when only noisy gradient or function value information is available. The method improves on previous approaches by handling an extra convex regularizer without increasing the computational effort. The authors also provide formulas that describe how many steps are needed and back them up with numerical tests.
Open → 2610.12328v1

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.

Wed 7 OctComputational ComplexityDiscrete Mathematics
The gist
Integer programming involves finding whole number solutions inside certain geometric shapes, called polytopes. Some polytopes become simple after one round of a standard cutting method, leading to a question of how hard it is to find integer solutions there. The authors show that even these seemingly simple shapes still hide problems just as hard as long-standing lattice puzzles important for cryptography. Their work connects these shapes' geometry to difficult problems that computers struggle to solve efficiently.
Open → 2610.10911v1

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).

Wed 7 OctData Structures and AlgorithmsComputational Complexity
The gist
The subset sum problem is about finding which numbers add up to a specific total, typically solved by splitting the problem into two halves. The authors found a way to beat the usual time barrier by linking this problem to something called partial match, which checks how partial solutions fit together. They created a new mathematical tool called a depth-2 linear circuit that helps solve the partial match problem more efficiently, which in turn speeds up solving the subset sum problem.
Open → 2610.10446v1

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.

Wed 7 OctMachine Learning
The gist
Designing quantum circuits to solve complex problems usually requires many measurements, making it costly to run on real quantum computers. The authors show a way to cut these measurement needs by about 40% for a big group of optimization problems without changing the quality of the results. They tested their idea using two well-known problems and found their method lowers the workload on quantum hardware with minimal extra work on regular computers. This makes it more practical to use quantum computing in solving hard optimization tasks.
Open → 2610.10351v1

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.

Tue 6 OctData Structures and Algorithms
The gist
This paper studies a way to find large independent sets in a special mathematical structure called a k-polymatroid, which has applications in optimization. Finding the biggest independent set is easy for k=2 but hard for k>=3. The authors analyze a simple method that swaps two elements for one in the current set repeatedly. They show this method achieves an approximation ratio that is slightly weaker but easier to understand than previous methods.
Open → 2610.08961v1

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 $k$.

Tue 6 OctComputational Geometry
The gist
Calculating the mixed volumes of several multi-dimensional shapes is a complex math problem important in geometry and optimization. The authors present a randomized method that approximates these volumes accurately and quickly when dealing with a fixed number of shapes. This method relies on being able to check if points lie inside the shapes and works efficiently when the number of shapes is fixed, regardless of dimension size. The algorithm guarantees results close to the true volume with high confidence using a reasonable amount of computation.
Open → 2610.08248v1

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.

Mon 5 OctData Structures and Algorithms
The gist
Rounding complex high-dimensional shapes into a nicer, more balanced form helps in many mathematical problems. The authors found the best possible number of membership questions needed to do this rounding nearly perfectly, improving previous estimates. They also proved that these bounds cannot be improved significantly. Their results apply to both shapes and related probability distributions, and they give mathematical tools for better sampling inside these shapes. They provide a counterexample to a previous idea about how certain ellipsoids grow during the process.
Open → 2610.06706v1

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 $M_ν$.

Mon 5 OctMachine Learning
The gist
Gradient descent is a popular method to improve things step by step, but often the best step isn't the last one taken. The authors study a version called normalized gradient descent and how well it works when stopping at the final step for smooth problems. They find that with a fixed step size, the final step is close to the best but with some extra slowdown caused by logarithms. Changing to a shrinking step size removes this slowdown, matching the best known results without needing special problem knowledge. This matters because practical uses usually rely on the last step's result.
Open → 2610.06070v1

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.

Mon 5 OctMachine Learning
The gist
Optimizing complex systems with many variables is hard because most methods need lots of data to understand each variable. The authors show that using a simpler model that treats all variables equally, instead of tuning each one separately, can actually do better when data are limited. They explain why this happens and test their method, called Iso-BO, on many problems. Iso-BO often finds better solutions than the usual method, except in cases where the differences between variables are very strong and can be learned well.
Open → 2610.05780v1

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.

Sun 4 OctMachine Learning
The gist
Optimizing complex systems that involve both minimizing and maximizing objectives is important in many fields, but understanding how hard this task is can be tricky. The authors measure the number of steps needed to solve a specific type of problem where the minimizing side is nonconvex and the maximizing side is strongly concave, focusing on problems made up of many terms (finite sums). They provide nearly exact formulas for this complexity, showing both lower and upper limits. They also propose a new method for certain cases that matches their theoretical bounds, helping clarify what is possible when designing algorithms for these problems.
Open → 2610.04944v1

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.

Sat 3 OctMachine Learning
The gist
Sometimes computer programs learn by getting feedback from tools or people whose inner workings are hidden. The authors found that using a common method to reduce noise in this feedback isn’t always the best way. They discovered a better way to reduce this noise by adjusting how the learning updates are calculated, making the learning process more stable and efficient. Their new method works well across various tasks and can be computed without extra calls to the feedback source.
Open → 2610.04766v1

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.

Sat 3 OctMachine LearningComputational Complexity
The gist
Finding the maximum number from a list is a common test for certain types of AI models called ReLU networks. The authors show that just two layers of these networks can exactly find the maximum of six real numbers. They discovered a neat mathematical identity, which they verified by hand without relying on computers. This proof also gives a detailed way to build such a network using only simple numbers and no biases.
Open → 2610.04256v1

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.

Fri 2 OctMachine LearningNeural and Evolutionary Computing
The gist
Evaluating many candidate algorithms created by large language models (LLMs) can be very slow because each one is tested on all training examples. The authors introduce AdaEva, a method that tests candidates progressively on growing subsets of examples and quickly drops those that look bad. This lets the process spend less time on weak algorithms without needing any changes to the existing setup or prior knowledge about problem difficulty. AdaEva showed better efficiency and reliability in various algorithm design tasks compared to fixed evaluation approaches.
Open → 2610.03896v1

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%.

Fri 2 OctDistributed, Parallel, and Cluster Computing
The gist
Finding good solutions quickly in mixed-integer optimization problems is very important but can be slow. The authors created a new algorithm called PaNGEA that runs well on GPUs by solving many smaller problems in parallel and using local search techniques. Their experiments show that doing this on a GPU gives better results faster than traditional CPU methods, both when solving single problems and multiple problems at the same time. This approach helps optimization software get good solutions more efficiently.
Open → 2610.03090v1

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.

Thu 1 OctMachine Learning
The gist
Choosing how big a step to take when training large AI models is tricky: too small means slow learning, too big can cause problems. The authors combine two methods to pick the direction using known gradient info and then decide the step size by checking the model’s performance nearby. This helps adjust steps without expensive calculations and keeps training stable and efficient. Their method works well across different models and data compared to always using fixed step sizes.
Open → 2610.02190v1

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.

Thu 1 OctEmerging Technologies
The gist
Hard computational problems like finding the largest group of connected friends in a network or solving puzzles can be tough to tackle directly. The authors show how to rewrite many such problems into a specific type of math problem called a standard quadratic program, which involves minimizing a smooth equation on certain variables. Their approach connects classical graph ideas with continuous optimization, allowing structured ways to represent problems like satisfiability and coloring. They also describe how to recover solutions to the original problems from these new representations.
Open → 2610.01911v1

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.

Thu 1 OctMachine Learning
The gist
Some algorithms are used to solve tough problems where two things interact in opposite ways. The authors figured out the minimum amount of work any algorithm needs to solve these problems when it uses randomness and tricks to reduce noise. They showed that even the best algorithms can't avoid these limits, depending on how accurate you want the answer and the problem's features. This gives a clearer understanding of what makes these algorithms inherently hard to speed up.
Open → 2610.01662v1

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.

Wed 30 SeptMachine LearningArtificial Intelligence
The gist
Optimization modeling is a way to turn real-world problems into math formulas so computers can find the best answers. The authors studied how well large language models (LLMs) can create these math models automatically. They found that while LLMs often produce correct models, these models usually take longer to solve than expert-made versions. They created new tests to compare the speed and correctness of models made by LLMs and experts and suggest evaluating both aspects, not just correctness.
Open → 2609.38884v1

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.

Wed 30 SeptData Structures and Algorithms
The gist
Matroid intersection is a mathematical problem useful for selecting the best common elements from two overlapping groups. The authors created new auction-inspired algorithms to find very close-to-best solutions more quickly and with fewer questions asked about the data. Their approach works even when data arrives one piece at a time and uses only a small, fixed number of passes over it. This leads to more efficient and practical ways to solve complex optimization problems in various computation models.
Open → 2609.38685v1

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.

Tue 29 SeptData Structures and Algorithms
The gist
Finding exact proofs that certain Boolean polynomial inequalities hold is usually very hard. The authors studied a new way to organize the polynomial equations involved, called vanishing ideals, which allows for simpler and faster verification of these proofs using sum-of-squares techniques. Their method ensures that optimized solutions can be found in polynomial time with rational values, making verification more practical for certain classes of problems. This approach can handle both minimization and maximization problems that have special Boolean structure, expanding the scope of efficient proof finding.
Open → 2609.37929v1

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.

Tue 29 SeptArtificial Intelligence
The gist
It's important to create test problems that are both solvable and tough for computer programs that solve optimization tasks. The authors found a way to teach large language models (LLMs) to make such hard problems by getting hints from the solver about how difficult a problem is. They fine-tuned two LLMs to produce problems that match difficulty instructions and are harder to solve than typical benchmarks. This new approach doesn't need example problems upfront and can adjust problem difficulty on demand.
Open → 2609.37356v1

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.

Tue 29 SeptArtificial Intelligence
The gist
Solving certain math problems called mixed-integer linear programs depends a lot on picking the right variable to split on, called branching. The authors show that using code created by large language models can help design smart decision rules for branching that run fast on regular CPUs. They introduced a way to quickly test many possible rules by first filtering with cheap estimates and only fully testing the best ones. This approach found new rules that are faster than standard methods and even beat some GPU-based AI methods.
Open → 2609.36735v1

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.

Mon 28 SeptComputational Complexity
The gist
This paper shows that figuring out the covering radius of a Euclidean lattice is a very complex problem belonging to a high level in computational complexity theory. The covering radius is a measure related to how well spheres can cover all points in a lattice. The authors demonstrate that deciding this problem requires sophisticated computational resources. Additionally, the paper mentions the author's experience using generative AI to assist in mathematical research.
Open → 2609.35027v1

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.

Sun 27 SeptMachine Learning
The gist
Many machine learning systems include decision steps that solve optimization problems with constraints, but training these systems requires calculating how changes affect outcomes, which can be very hard for complex problems called conic programs. The authors present dOPT, a new way to simplify the problem near the solution so that computing these sensitivities becomes easier and faster without relying on the original solver. Their method works well for various types of optimization problems and is faster as problems get larger, making it easier to train systems that depend on complex optimization layers.
Open → 2609.33828v1

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.

Sat 26 SeptData Structures and Algorithms
The gist
Boolean constraint satisfaction problems (CSPs) involve finding values for variables that satisfy given rules. The authors study how stable the problem-solving methods are when a rule is removed, measuring this with a concept called average sensitivity. They show a clear split: some problem types allow stable and efficient solving or approximating methods, while others are inherently unstable and difficult on large instances. These splits depend on structural properties of the problem rules, such as whether contradictions can be found in small subsets or by local checks.
Open → 2609.32357v1

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 $p\geq2$.

Thu 24 SeptMachine Learning
The gist
The paper deals with a math problem called monotone inclusion, common in optimization and other fields. The authors propose a new method that combines past ideas to create faster ways to find approximate solutions. Their method works better than previous ones, especially when using more detailed information about the problem (higher-order derivatives). They also prove that their method is as fast as any method can possibly be under their assumptions.
Open → 2609.30212v1

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.

Wed 23 SeptDiscrete MathematicsData Structures and Algorithms
The gist
This paper studies a problem related to the knapsack, a way to pick items with values that fit into limited spaces. When you measure best values you can get for two different size limits, you get two patterns. The authors investigate which pairs of such patterns are possible. They find a mathematical system that checks some necessary conditions, but also show this is not always enough. They classify some cases fully and analyze the complexity of deciding if a pair is possible.
Open → 2609.28128v1

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).

Wed 23 SeptData Structures and Algorithms
The gist
Graph coloring is a way to assign colors to connections so that no overlapping ones share the same color. The paper looks at a type of graph called a line graph and shows how a random process called Glauber dynamics can quickly find valid colorings using only a few more colors than the maximum connections each point has. The authors use a mathematical tool known as the Bochner framework to prove this speed. This helps understand the efficiency of coloring algorithms for complex networks.
Open → 2609.27440v1

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.

Tue 22 SeptMachine Learning
The gist
This paper looks at mathematical methods called extragradient methods used to solve certain equations where the goal is to find roots in a system that behaves predictably (monotone problems). The authors connect a classical way to pick step sizes, called Polyak step sizes, to existing correction techniques, providing a unified analysis that works under weaker conditions than before. They also extend these ideas to situations with randomness (stochastic settings) and propose a new technique that improves convergence even when the parts of the problem don’t share the same solution. These advances make solving these types of problems more reliable and efficient.
Open → 2609.26581v1

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.

Wed 16 SeptMachine Learning
The gist
Minimax optimization problems are common in machine learning and require balancing two opposing parts, which can be tricky and slow using standard methods with multiple loops. The authors developed a new single-loop approach that simplifies the process while achieving the best-known efficiency rates seen only in more complex multi-loop methods. Their method uses updated mathematical techniques to improve how quickly it finds good solutions under varying criteria. This simplifies implementation without sacrificing speed or accuracy compared to previous best methods.
Open → 2609.17973v1

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.

Tue 15 SeptLogic in Computer Science
The gist
Solving math problems with real numbers can be tricky for computers. The authors introduce primo, a new software tool that solves these problems faster and better than previous tools. They improved primo by carefully studying past methods, measuring what slows it down, and fine-tuning its settings. This shows a new way of building such solvers can make big improvements.
Open → 2609.16706v1

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.

Mon 14 SeptMachine Learning
The gist
Solving complex mathematical problems that involve multiple players or variables often requires algorithms that can handle randomness and constraints efficiently. The authors studied a particular algorithm designed to work on these problems with uncertain or noisy feedback, improving how quickly it converges to a solution at each step. Their method uses fewer assumptions and simpler iterations while working on cases where the problem's scope might be very large or unbounded. This improvement means better performance and reliability when solving many practical problems modeled by these mathematical structures.
Open → 2609.15257v1

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.

Fri 11 SeptMachine Learning
The gist
The paper addresses a way to improve how computers solve certain math problems called optimization tasks, which are important in machine learning and other areas. The authors develop a new version of an existing optimization method that keeps it stable while making it more efficient and ensuring it finds better solutions. They tested their approach against similar methods and found it performs well on standard benchmark problems. Lastly, they apply their method to improve the training of a type of machine learning model used for classifying data into two groups, showing benefits in speed and accuracy.
Open → 2609.13526v1

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.

Wed 9 SeptComputer Science and Game Theory
The gist
Sometimes when dividing things that people dislike, called chores, it’s impossible to make everyone as fairly treated as a certain fairness measure called pairwise maximin share (PMMS) demands. The authors found a way to show that this difficulty also applies when dividing goods that people want. They proved that deciding if a perfectly fair PMMS allocation is possible is a hard problem to solve by a computer. Still, they showed that for chores, there is a way to make an allocation that is fairly close to the PMMS standard, within a factor of 4/3.
Open → 2609.10493v1

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.

Wed 9 SeptComputational Complexity
The gist
Mixed-integer bilevel linear programs are complicated optimization problems involving two decision-makers, one acting first and the other reacting. People usually start solving these by relaxing the problem to a simpler one, ignoring the second decision-maker’s optimal choice. The authors show that for broad classes of these problems, this standard simpler version cannot be improved efficiently in a general way, unless major breakthroughs in computational theory occur. This means current methods for getting bounds in these problems are essentially as good as possible from a complexity perspective.
Open → 2609.10233v1