Yuchen Wan

Xinyu Zhang, Boxuan Zhang, Yuchen Wan et al.

While Large Language Models (LLMs) demonstrate remarkable reasoning, complex optimization tasks remain challenging, requiring domain knowledge and robust implementation. However, existing benchmarks focus narrowly on Mathematical Programming and Combinatorial Optimization, hindering comprehensive evaluation. To address this, we introduce OptiVerse, a comprehensive benchmark of 1,000 curated problems spanning neglected domains, including Stochastic Optimization, Dynamic Optimization, Game Optimization, and Optimal Control, across three difficulty levels: Easy, Medium, and Hard. The experiments with 22 LLMs of different sizes reveal sharp performance degradation on hard problems, where even advanced models like GPT-5.2 and Gemini-3 struggle to exceed 27% accuracy. Through error analysis, we identify that modeling & logic errors remain the primary bottleneck. Consequently, we propose a Dual-View Auditor Agent that improves the accuracy of the LLM modeling process without introducing significant time overhead. OptiVerse will serve as a foundational platform for advancing LLMs in solving complex optimization challenges.

Xinyu Zhang, Yuchen Wan, Boxuan Zhang et al.

Large Language Models (LLMs) often struggle with structural ambiguity in optimization problems, where a single problem admits multiple related but conflicting modeling paradigms, hindering effective solution generation. To address this, we propose Dual-Cluster Memory Agent (DCM-Agent) to enhance performance by leveraging historical solutions in a training-free manner. Central to this is Dual-Cluster Memory Construction. This agent assigns historical solutions to modeling and coding clusters, then distills each cluster's content into three structured types: Approach, Checklist, and Pitfall. This process derives generalizable guidance knowledge. Furthermore, this agent introduces Memory-augmented Inference to dynamically navigate solution paths, detect and repair errors, and adaptively switch reasoning paths with structured knowledge. The experiments across seven optimization benchmarks demonstrate that DCM-Agent achieves an average performance improvement of 11%- 21%. Notably, our analysis reveals a ``knowledge inheritance'' phenomenon: memory constructed by larger models can guide smaller models toward superior performance, highlighting the framework's scalability and efficiency.

Zaile Li, Yuchen Wan, L. Jeff Hong

Ranking and selection (R&S) aims to identify the alternative with the best mean performance among $k$ simulated alternatives. The practical value of R&S depends on accurate simulation input modeling, which often suffers from the curse of input uncertainty due to limited data. Distributionally robust ranking and selection (DRR&S) addresses this challenge by modeling input uncertainty via an ambiguity set of $m > 1$ plausible input distributions, resulting in $km$ scenarios in total. Recent DRR&S studies suggest a key structural insight: additivity in budget allocation is essential for efficiency. However, existing justifications are heuristic, and fundamental properties such as consistency and the precise allocation pattern induced by additivity remain poorly understood. In this paper, we propose a simple additive allocation (AA) procedure that aims to exclusively sample the $k + m - 1$ previously hypothesized critical scenarios. Leveraging boundary-crossing arguments, we establish a lower bound on the probability of correct selection and characterize the procedure's budget allocation behavior. We then prove that AA is consistent and, surprisingly, achieves additivity in the strongest sense: as the total budget increases, only $k + m - 1$ scenarios are sampled infinitely often. Notably, the worst-case scenarios of non-best alternatives may not be among them, challenging prior beliefs about their criticality. These results offer new and counterintuitive insights into the additive structure of DRR&S. To improve practical performance while preserving this structure, we introduce a general additive allocation (GAA) framework that flexibly incorporates sampling rules from traditional R&S procedures in a modular fashion. Numerical experiments support our theoretical findings and demonstrate the competitive performance of the proposed GAA procedures.