让大模型通过错误尝试积累可复用的优化建模经验，逐步提升解题能力。

Optimization modeling underlies critical decision-making across industries, yet remains difficult to automate: natural-language problem descriptions must be translated into precise mathematical formulations and executable solver code. Existing LLM-based approaches typically rely on brittle prompting or costly retraining, both of which offer limited generalization. Recent work suggests that large models can improve via experience reuse, but how to systematically acquire, refine, and reuse such experience in structurally constrained settings remains unclear. We present \textbf{AlphaOPT}, a self-improving experience library that enables LLMs to learn optimization modeling knowledge from limited supervision, including answer-only feedback without gold-standard programs, annotated reasoning traces, or parameter updates. AlphaOPT operates in a continual two-phase cycle: a \emph{Library Learning} phase that extracts solver-verified, structured insights from failed attempts, and a \emph{Library Evolution} phase that refines the applicability of stored insights based on aggregate evidence across tasks. This design allows the model to accumulate reusable modeling principles, improve transfer across problem instances, and maintain bounded library growth over time. Evaluated on multiple optimization benchmarks, AlphaOPT steadily improves as more training data become available (65\% $\rightarrow$ 72\% from 100 to 300 training items) and outperforms the strongest baseline by 9.1\% and 8.2\% on two out-of-distribution datasets. These results demonstrate that structured experience learning, grounded in solver feedback, provides a practical alternative to retraining for complex reasoning tasks requiring precise formulation and execution. All code and data are available at: https://github.com/Minw913/AlphaOPT.