用大模型生成多个优化模型,提升决策可靠性。
Generating Robust Portfolios of Optimization Models using Large Language Models

- 让大模型同时扮演生成和评估角色,互补协作。
- 只要生成或评估任一环节靠谱,就能保证有优质模型。
- 适合需要安全决策的领域,如资源分配与规划。
数学优化是资源分配与规划等领域的强大工具,但其建模过程依赖专业知识,常因人力短缺而受阻。大语言模型(LLMs)有望通过自然语言生成候选模型来缓解这一问题。然而,单个模型不可靠,现有方法仅输出一个模型存在风险。本文提出一种新算法,生成一组优化模型组成的组合,以应对大模型的局限性。该方法利用单个大模型在随机生成和推理评估中的双重角色,构建统一框架,实现互补应用。理论证明:只要生成器或评估器之一与人类偏好对齐,组合中必包含高质量候选模型,支持人机协同决策流程。实验证明,该方法在多种建模任务中表现优异。
原文摘要 · Abstract (English)
Mathematical optimization is a powerful tool for structured decision-making across domains such as resource allocation and planning. Formulating optimization models faithful to reality, though, remains a significant bottleneck as it typically demands both domain expertise and optimization knowledge that are often scarce. Recent advances in large language models (LLMs) promise to bridge this gap, enabling the generation of candidate optimization models from natural language descriptions. However, there is no guarantee that any single LLM-generated model is reliable, and existing approaches that output only one model are therefore risky. In this work, we propose a novel algorithm that generates a portfolio of optimization models, designed to be robust to the limitations of LLMs. Our method exploits the observation that a single LLM can play two distinct roles $\unicode{x2014}$ as a stochastic generator and as a reasoning evaluator $\unicode{x2014}$ and proposes a unified framework that leverages both capabilities in a complementary manner. We provide theoretical guarantees showing that, as long as either the generator or the evaluator is well-aligned with human preferences, the portfolio is guaranteed to contain high-quality candidates, enabling a principled human-in-the-loop process in which a decision-maker can review multiple candidates before committing to one. We further validate our approach empirically, demonstrating strong performance across a range of optimization modeling tasks.
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