arXiv subjects

Zizhuo Wang

Publications and source records attributed to Zizhuo Wang.

At least 19 recordsLinked to original sources

arXiv2026

Infrequent Resolving Algorithm for Online Linear Programming

Online linear programming (OLP) has gained significant attention from both researchers and practitioners due to its extensive applications such as online auctions, network revenue management, order fulfillment and advertising. Existing OLP algorithms fall into two categories: LP-based algorithms and LP-free algorithms. The former typically guarantees better performance but requires solving a large number of LPs, which could be computationally expensive. In contrast, LP-free algorithms only require first-order computations but induce a worse performance. In this work, we bridge the gap between these two extremes by proposing a well-performing algorithm that solves LPs at a few selected time points and conducts first-order computations at other time points. Specifically, for the case where the inputs are drawn from an unknown finite-support distribution, the proposed algorithm achieves a constant regret (even for the hard "degenerate" case) while solving LPs only $O(\log\log T)$ times over the time horizon $T$. Moreover, when we are allowed to solve LPs only $M$ times, we design the corresponding schedule such that the proposed algorithm can guarantee a nearly $O\left(T^{(1/2)^{M-1}}\right)$ regret. Our work highlights the value of resolving both at the beginning and the end of the selling horizon, and provides a novel framework to prove the performance guarantee of the proposed policy under different infrequent resolving schedules. Numerical experiments are conducted to demonstrate the efficiency of the proposed algorithms. The code is available at https://github.com/guokai-li/infrequent_resolving_olp.

cs.DS↗

arXiv2026

Self-Improving Neural-Guided Pruning: A Graph Neural Network Framework for Scalable Mixed Bundle Pricing

Mixed bundle pricing is a classic revenue management problem arising in industries such as e-commerce, tourism, and video games. It refers to designing product combinations (i.e., bundles) and determining their prices to maximize expected profit. Exact mixed bundling models capture this structure but become computationally intractable because the number of candidate bundles grows exponentially with the number of products. We develop a graph neural network (GNN)-guided pruning-then-optimization framework for bundle pricing with (non-)additive valuations. The method represents each instance as a compact segment-product graph, predicts segment-product inclusion probabilities, and accordingly prunes the exponential bundle space into a small candidate family; the final prices and bundle offerings are obtained by solving the mixed bundling formulation over the retained bundles, possibly refined by a GNN-guided local search. Because exact labels are available only at small scales, we further propose an iterative self-improvement procedure: the current GNN policies generate high-quality solutions on large-scale instances, which serve as near-optimal labels for training a stronger model at larger scales. Theoretically, we show that under mild conditions the proposed edge-output GNN class is expressive enough to represent the optimal product-assignment mapping, justifying the edge-level learning target. Numerical experiments show that the fastest proposed policy delivers 13-21% higher profit than bundle-size pricing on instances with up to 100 products at about 2% of its runtime.

cs.LG↗

arXiv2026

Rationalizing collective revealed preferences with an application in fair resource allocation

This paper presents a revealed preference approach for rationalizing collective consumption behavior. We introduce the Constructive Rationalization Method (CRM), which approximates the real market via a surrogate market of artificial consumers, called androids, with easy-to-compute demand functions. CRM uses observed aggregate demand and adds artificial consumers on the fly, while redistributing wealth under an empirical risk minimization principle. Unlike classical revealed preference approaches, CRM provides guarantees on the generalization risk for learning the aggregate demand function, while respecting the privacy of the underlying consumers in the real market. As an application, CRM can be used to provide reliable predictions for collective consumption behavior. Specifically, we show how to apply CRM to approximate allocations that are proportionally fair without requiring the knowledge of individual utilities.

cs.GT↗

arXiv2026

From Small to Large: A Graph Convolutional Network Approach for Solving Assortment Optimization Problems

Assortment optimization seeks to select a subset of substitutable products, subject to constraints, to maximize expected revenue. The problem is NP-hard due to its combinatorial and nonlinear nature and arises frequently in industries such as e-commerce, where platforms must solve thousands of such problems each minute. We propose a graph convolutional network (GCN) framework to efficiently solve constrained assortment optimization problems. Our approach constructs a graph representation of the problem, trains a GCN to learn the mapping from problem parameters to optimal assortments, and develops three inference policies based on the GCN's output. Owing to the GCN's ability to generalize across instance sizes, patterns learned from small-scale samples can be transferred to large-scale problems. Theoretical results are established to show the expressive power of the proposed GCN, and explain the underlying mechanism of the size generalization ability. Numerical experiments show that a GCN trained on instances with 20 products achieves over 85% of the optimal revenue on problems with up to 2,000 products within seconds, outperforming existing heuristics in both accuracy and efficiency. We further extend the framework to settings with an unknown choice model using transaction data and demonstrate similar performance and scalability.

cs.LG↗

arXiv2026

MILP-Evo: Closed-Loop Fully Automatic Design of MILP Solvers

Machine learning methods have shown that data-driven policies can accelerate mixed-integer linear programming (MILP) solvers, but many such approaches remain difficult to inspect, adapt, and deploy because the learned policy is represented as an external predictor or other opaque model. By contrast, explicit solver logic is easier to understand and integrate, but is usually hand-designed rather than learned from solver feedback. We study whether the automatic design of MILP solver logic can instead be cast as LLM-guided closed-loop search over executable white-box components evaluated directly by end-to-end solver behavior. To this end, we propose a closed-loop program evolution framework for MILP solver auto-design, implemented through PySCIPOpt, and instantiate it on the joint design of a cut selector and a branching rule. Candidate programs are iteratively generated, loaded into SCIP, and evaluated by direct execution on MILP instances, with the resulting feedback guiding performance-based selection, targeted repair, diagnostic reflection, and diversity-aware population maintenance. The method outputs explicit solver components that can be inspected, modified, and deployed within standard solver workflows. Across four benchmark families, we find that LLM-guided program evolution can discover competitive domain-specialized policies in several settings.

cs.AI↗

arXiv2026

From Soliloquy to Agora: Memory-Enhanced LLM Agents with Decentralized Debate for Optimization Modeling

Optimization modeling underpins real-world decision-making in logistics, manufacturing, energy, and public services, but reliably solving such problems from natural-language requirements remains challenging for current large language models (LLMs). In this paper, we propose \emph{Agora-Opt}, a modular agentic framework for optimization modeling that combines decentralized debate with a read-write memory bank. Agora-Opt allows multiple agent teams to independently produce end-to-end solutions and reconcile them through an outcome-grounded debate protocol, while memory stores solver-verified artifacts and past disagreement resolutions to support training-free improvement over time. This design is flexible across both backbones and methods: it reduces base-model lock-in, transfers across different LLM families, and can be layered onto existing pipelines with minimal coupling. Across public benchmarks, Agora-Opt achieves the strongest overall performance among all compared methods, outperforming strong zero-shot LLMs, training-centric approaches, and prior agentic baselines. Further analyses show robust gains across backbone choices and component variants, and demonstrate that decentralized debate offers a structural advantage over centralized selection by enabling agents to refine candidate solutions through interaction and even recover correct formulations when all initial candidates are flawed. These results suggest that reliable optimization modeling benefits from combining collaborative cross-checking with reusable experience, and position Agora-Opt as a practical and extensible foundation for trustworthy optimization modeling assistance. Our code and data are available at https://github.com/CHIANGEL/Agora-Opt.

math.OC↗

arXiv2026

SimRecon: SimReady Compositional Scene Reconstruction from Real Videos

Compositional scene reconstruction seeks to create object-centric representations rather than holistic scenes from real-world videos, which is natively applicable for simulation and interaction. Conventional compositional reconstruction approaches primarily emphasize on visual appearance and show limited generalization ability to real-world scenarios. In this paper, we propose SimRecon, a framework that realizes a "Perception-Generation-Simulation" pipeline towards cluttered scene reconstruction, which first conducts scene-level semantic reconstruction from video input, then performs single-object generation, and finally assembles these assets in the simulator. However, naively combining these three stages leads to visual infidelity of generated assets and physical implausibility of the final scene, a problem particularly severe for complex scenes. Thus, we further propose two bridging modules between the three stages to address this problem. To be specific, for the transition from Perception to Generation, critical for visual fidelity, we introduce Active Viewpoint Optimization, which actively searches in 3D space to acquire optimal projected images as conditions for single-object completion. Moreover, for the transition from Generation to Simulation, essential for physical plausibility, we propose a Scene Graph Synthesizer, which guides the construction from scratch in 3D simulators, mirroring the native, constructive principle of the real world. Extensive experiments on the ScanNet dataset validate our method's superior performance over previous state-of-the-art approaches.

cs.CV↗

arXiv2026

Cardinal Optimizer (COPT) User Guide

Cardinal Optimizer is a high-performance mathematical programming solver for efficiently solving largescale optimization problem. This documentation provides basic introduction to the Cardinal Optimizer.

math.OC↗

arXiv2025

CALM Before the STORM: Unlocking Native Reasoning for Optimization Modeling

Large Reasoning Models (LRMs) have demonstrated strong capabilities in complex multi-step reasoning, opening new opportunities for automating optimization modeling. However, existing domain adaptation methods, originally designed for earlier instruction-tuned models, often fail to exploit the advanced reasoning patterns of modern LRMs -- In particular, we show that direct fine-tuning on traditional \textit{non-reflective} datasets leads to limited gains. To fully leverage LRMs' inherent reasoning abilities, we propose \textbf{CALM} (\textit{Corrective Adaptation with Lightweight Modification}), a framework that progressively refines LRMs within their native reasoning modes for optimization modeling tasks. In CALM, an expert intervener identifies reasoning flaws and provides concise corrective hints, which the LRM incorporates to produce improved reasoning trajectories. These interventions modify fewer than 2.6\% of generated tokens, but generate high-quality data for soft adaptation through supervised fine-tuning. The adapted model is then further improved through reinforcement learning. Building on CALM, we develop \textbf{STORM} (\textit{Smart Thinking Optimization Reasoning Model}), a 4B-parameter LRM that achieves a new state-of-the-art average accuracy of 68.9\% across five popular optimization modeling benchmarks, matching the performance of a 671B LRM. These results demonstrate that dynamic, hint-based data synthesis both preserves and amplifies the native reasoning patterns of modern LRMs, offering a more effective and scalable path towards expert-level performance on challenging optimization modeling tasks.

cs.CL↗

arXiv2025

ORLM: A Customizable Framework in Training Large Models for Automated Optimization Modeling

Optimization modeling plays a critical role in the application of Operations Research (OR) tools to address real-world problems, yet they pose challenges and require extensive expertise from OR experts. With the advent of large language models (LLMs), new opportunities have emerged to streamline and automate such task. However, current research predominantly relies on closed-source LLMs such as GPT-4, along with extensive prompt engineering techniques. This reliance stems from the scarcity of high-quality training datasets for optimization modeling, resulting in elevated costs, prolonged processing times, and privacy concerns. To address these challenges, our work is the first to propose a viable path for training open-source LLMs that are capable of optimization modeling and developing solver codes, eventually leading to a superior ability for automating optimization modeling and solving. Particularly, we design the {\sc OR-Instruct}, a semi-automated data synthesis framework for optimization modeling that enables customizable enhancements for specific scenarios or model types. This work also introduces IndustryOR, the first industrial benchmark for evaluating LLMs in solving practical OR problems. We train several 7B-scale open-source LLMs using synthesized data (dubbed ORLMs{https://github.com/Cardinal-Operations/ORLM}), which exhibit significantly enhanced optimization modeling capabilities, achieving competitive performance across the NL4OPT, MAMO, and IndustryOR benchmarks. Additionally, our experiments highlight the potential of scaling law and reinforcement learning to further enhance the performance of ORLMs. The workflows and human-machine interaction paradigms of ORLMs in practical industrial applications are also discussed in the paper.

cs.CL↗

arXiv2025

Optimal Partition for Multi-Type Queueing System

We study an optimal server partition and customer assignment problem for an uncapacitated FCFS queueing system with heterogeneous types of customers. Each type of customers is associated with a Poisson arrival, a certain service time distribution, and a unit waiting cost. The goal is to minimize the expected total waiting cost by partitioning the server into sub-queues, each with a smaller service capacity, and routing customer types probabilistically. First, we show that by properly partitioning the queue, it is possible to reduce the expected waiting costs by an arbitrarily large ratio. Then, we show that for any given server partition, the optimal customer assignment admits a certain geometric structure, enabling an efficient algorithm to find the optimal assignment. Such an optimal structure also applies when minimizing the expected sojourn time. Finally, we consider the joint partition-assignment optimization problem. The customer assignment under the optimal server partition admits a stronger structure. Specifically, if the first two moments of the service time distributions satisfy certain properties, it is optimal to deterministically assign customer types with consecutive service rates to the same sub-queue. This structure allows for more efficient algorithms. Overall, the common rule of thumb to partition customers into continuous segments ranked by service rates could be suboptimal, and our work is the first to comprehensively study the queue partition problem based on customer types.

math.OC↗

arXiv2023

Price Interpretability of Prediction Markets: A Convergence Analysis

Prediction markets are long known for prediction accuracy. This study systematically explores the fundamental properties of prediction markets, addressing questions about their information aggregation process and the factors contributing to their remarkable efficacy. We propose a novel multivariate utility (MU) based mechanism that unifies several existing automated market-making schemes. Using this mechanism, we establish the convergence results for markets comprised of risk-averse traders who have heterogeneous beliefs and repeatedly interact with the market maker. We demonstrate that the resulting limiting wealth distribution aligns with the Pareto efficient frontier defined by the utilities of all market participants. With the help of this result, we establish analytical and numerical results for the limiting price in different market models. Specifically, we show that the limiting price converges to the geometric mean of agent beliefs in exponential utility-based markets. In risk-measure-based markets, we construct a family of risk measures that satisfy the convergence criteria and prove that the price can converge to a unique level represented by the weighted power mean of agent beliefs. In broader markets with Constant Relative Risk Aversion (CRRA) utilities, we reveal that the limiting price can be characterized by systems of equations that encapsulate agent beliefs, risk parameters, and wealth. Despite the potential impact of traders' trading sequences on the limiting price, we establish a price invariance result for markets with a large trader population. Using this result, we propose an efficient approximation scheme for the limiting price.

q-fin.TR↗

arXiv2023

SXVCS: An XOR-based Visual Cryptography Scheme without Noise via Linear Algebra

Visual Cryptography Schemes (VCS) based on the "XOR" operation (XVCS) exhibit significantly smaller pixel expansion and higher contrast compared to those based on the "OR" operation. Moreover, the "XOR" operation appears to possess superior qualities, as it effectively operates within a binary field, while the "OR" operation merely functions as a ring with identity. Despite these remarkable attributes, our understanding of XVCS remains limited. Especially, we have done little about the noise in the reconstructed image up to now. In this paper, we introduce a novel concept called Static XVCS (SXVCS), which completely eliminates the noise in the reconstructed image. We also demonstrate that the equivalent condition for perfect white pixel reconstruction is simply the existence of SXVCS. For its application, we naturally propose an efficient method for determining the existence of XVCS with perfect white pixel reconstruction. Furthermore, we apply our theorem to $(2,n)$-XVCS and achieve the optimal state of $(2,n)$-XVCS.

cs.CR↗

arXiv2023

Distributionally Robust Optimization under Mean-Covariance Ambiguity Set and Half-Space Support for Bivariate Problems

In this paper, we study a bivariate distributionally robust optimization problem with mean-covariance ambiguity set and half-space support. Under a conventional type of objective function widely adopted in inventory management, option pricing, and portfolio selection, we obtain closed-form tight bounds of the inner problem in six different cases. Through a primal-dual approach, we identify the optimal distributions in each case. As an application in inventory control, we first derive the optimal order quantity and the corresponding worst-case distribution, extending the existing results in the literature. Moreover, we show that under the distributionally robust setting, a centralized inventory system does not necessarily reduce the optimal total inventory, which contradicts conventional wisdom. Furthermore, we identify two effects, a conventional pooling effect, and a novel shifting effect, the combination of which determines the benefit of incorporating the covariance information in the ambiguity set. Finally, we demonstrate through numerical experiments the importance of keeping the covariance information in the ambiguity set instead of compressing the information into one dimension.

math.OC↗

arXiv2022

Towards Fundamental Limits of Multi-armed Bandits with Random Walk Feedback

In this paper, we consider a new Multi-Armed Bandit (MAB) problem where arms are nodes in an unknown and possibly changing graph, and the agent (i) initiates random walks over the graph by pulling arms, (ii) observes the random walk trajectories, and (iii) receives rewards equal to the lengths of the walks. We provide a comprehensive understanding of this problem by studying both the stochastic and the adversarial setting. We show that this problem is not easier than a standard MAB in an information theoretical sense, although additional information is available through random walk trajectories. Behaviors of bandit algorithms on this problem are also studied.

cs.LG↗

arXiv2020

Probabilistic Forecasting with Temporal Convolutional Neural Network

We present a probabilistic forecasting framework based on convolutional neural network for multiple related time series forecasting. The framework can be applied to estimate probability density under both parametric and non-parametric settings. More specifically, stacked residual blocks based on dilated causal convolutional nets are constructed to capture the temporal dependencies of the series. Combined with representation learning, our approach is able to learn complex patterns such as seasonality, holiday effects within and across series, and to leverage those patterns for more accurate forecasts, especially when historical data is sparse or unavailable. Extensive empirical studies are performed on several real-world datasets, including datasets from JD.com, China's largest online retailer. The results show that our framework outperforms other state-of-the-art methods in both accuracy and efficiency.

stat.ML↗

arXiv2019

Comparison-Based Algorithms for One-Dimensional Stochastic Convex Optimization

Stochastic optimization finds a wide range of applications in operations research and management science. However, existing stochastic optimization techniques usually require the information of random samples (e.g., demands in the newsvendor problem) or the objective values at the sampled points (e.g., the lost sales cost), which might not be available in practice. In this paper, we consider a new setup for stochastic optimization, in which the decision maker has access to only comparative information between a random sample and two chosen decision points in each iteration. We propose a comparison-based algorithm (CBA) to solve such problems in one dimension with convex objective functions. Particularly, the CBA properly chooses the two points in each iteration and constructs an unbiased gradient estimate for the original problem. We show that the CBA achieves the same convergence rate as the optimal stochastic gradient methods (with the samples observed). We also consider extensions of our approach to multi-dimensional quadratic problems as well as problems with non-convex objective functions. Numerical experiments show that the CBA performs well in test problems.

math.OC↗

arXiv2017

Strong NP-Hardness for Sparse Optimization with Concave Penalty Functions

Consider the regularized sparse minimization problem, which involves empirical sums of loss functions for $n$ data points (each of dimension $d$) and a nonconvex sparsity penalty. We prove that finding an $\mathcal{O}(n^{c_1}d^{c_2})$-optimal solution to the regularized sparse optimization problem is strongly NP-hard for any $c_1, c_2\in [0,1)$ such that $c_1+c_2<1$. The result applies to a broad class of loss functions and sparse penalty functions. It suggests that one cannot even approximately solve the sparse optimization problem in polynomial time, unless P $=$ NP.

math.OC↗