Decision-Focused On-Policy Learning for Contextual Linear Optimization with Partial FeedbackWyame Benslimane, Tinghan Ye, Pascal Van Hentenryck et al.
Decision-focused learning (DFL) trains predictive models by optimizing downstream decision quality rather than standalone prediction accuracy. For contextual linear optimization, most existing DFL methods assume offline data and full observations of the objective cost vector. We develop an on-policy learning method for sequential contextual linear optimization under partial feedback, generalizing the standard bandit feedback setting. Our method learns a stochastic predict-then-optimize policy that samples a cost-vector prediction from a conditional distribution and solves the resulting downstream linear optimization problem. To update this distributional model, we introduce a two-component hybrid gradient estimator. The first component is a score function estimator, which provides an unbiased but potentially high-variance policy gradient estimate. The second is a decision-focused plug-in component that uses an auxiliary nuisance estimate of the latent cost vector to exploit the downstream optimization structure, becoming more informative as the estimate improves. We prove an $\mathcal{O}(T^{-1/2})$ bound on the average squared policy-gradient norm, matching the standard non-convex SGD rate. Experiments on top-$k$ selection, shortest path, combinatorial pricing, and a real-data energy-scheduling benchmark show that the hybrid gradient approach achieves lower cumulative regret than contextual-bandit-style baselines across all benchmarks, using both Gaussian and richer conditional generative models. Code is available at https://github.com/Joeyetinghan/on-policy-bandit-dfl.
7.4CLJun 1
Plan, Verify and Fill: A Structured Parallel Decoding Approach for Diffusion Language ModelsMiao Li, Hanyang Jiang, Sikai Cheng et al.
Diffusion Language Models (DLMs) present a promising non-sequential paradigm for text generation, distinct from standard autoregressive (AR) approaches. However, current decoding strategies often adopt a reactive stance, underutilizing the global bidirectional context to dictate global trajectories. To address this, we propose Plan-Verify-Fill (PVF), a training-free paradigm that grounds planning via quantitative validation. PVF actively constructs a hierarchical skeleton by prioritizing high-leverage semantic anchors and employs a verification protocol to operationalize pragmatic structural stopping where further deliberation yields diminishing returns. Extensive evaluations on LLaDA-8B-Instruct and Dream-7B-Instruct demonstrate that PVF reduces the Number of Function Evaluations (NFE) by up to 65% compared to confidence-based parallel decoding across benchmark datasets, unlocking superior efficiency without compromising accuracy.
8.6AIMay 18
Democratizing Large-Scale Re-Optimization with LLM-Guided Model PatchesTinghan Ye, Arnaud Deza, Ved Mohan et al.
Optimization models developed by operations research (OR) experts are often deployed as decision-support systems in industrial settings. However, real-world environments are dynamic, with evolving business rules, previously overlooked constraints, and unforeseen perturbations. In such contexts, end users must rapidly re-optimize models to recover feasible and implementable solutions. This paper introduces an agentic re-optimization framework in which a large language model (LLM) acts as an OR expert, dynamically supporting end users through natural-language interaction. The LLM translates user prompts into structured updates of the underlying optimization model, selects suitable re-optimization techniques from an optimization toolbox, and solves the resulting instance to return implementable solutions. The toolbox leverages primal information, including historical solutions, valid inequalities, solver configurations, and metaheuristics, to accelerate re-optimization while preserving solution quality. The proposed framework enables interactive and continuous adaptation of deployed optimization models, reducing dependence on OR experts and improving the sustainability of decision-support systems. Extensive experiments on two complementary large-scale real-world case studies demonstrate the effectiveness and scalability of the proposed framework. The first considers online supply chain re-optimization, where solutions must be generated rapidly while remaining close to the deployed plan, whereas the second focuses on offline university exam scheduling, where solution quality is prioritized over runtime. Results show that the toolbox-driven architecture significantly improves computational efficiency through primal-based and solver-aware re-optimization techniques, while the structured patch-based updates improve interpretability and traceability of model modifications.
5.1CLMay 21
HawkesLLM: Semantic Uncertainty Propagation in Agentic Text SimulationZewei Deng, Tinghan Ye, Liyan Xie
Agentic text-simulation systems write in sequence, with each item becoming possible context for later steps. That makes uncertainty path-dependent: an early ambiguity can affect later outputs. This paper studies this problem with HawkesLLM, a framework that separates temporal influence modeling from text generation. We represent the cascade as a network whose nodes are text-generating agents. A multivariate Hawkes process models how these nodes activate over time and which earlier node outputs should influence later prompts. A language model then writes each new event from the compact memory selected by this temporal model. We evaluate the framework on a held-out Global Database of Events, Language, and Tone (GDELT) news-cascade case study. The diagnostics track semantic alignment with local held-out references and separate local drift from global drift. In this setting, HawkesLLM improves late-stage semantic alignment under a compact prompt-memory budget.
6.9OCJun 24
Learning Optimization Proxies for Sequential Contextual Stochastic Programs: An Order Fulfillment ApplicationTinghan Ye, Shuaicheng Tong, Changkun Guan et al.
Sequential contextual stochastic programs model real-time decision systems in which each time epoch commits to an action under uncertainty whose consequences propagate into future decisions. In many practical contexts, these programs require obtaining solutions rapidly as new information becomes available. These problems can be represented through scenario approximations to be solved by off-the-shelf optimization solvers, which achieve high decision quality offline but typically run in seconds to minutes per instance, falling short of the sub-second responses that peak periods of planning require. This paper develops a learning-based optimization proxy: a scenario-embedded neural network trained offline on solver-generated labels, paired online with a decoder that enforces feasibility, replacing the per-epoch solve with a single forward pass. The framework is specialized to omnichannel order fulfillment, where each arriving order requires a sub-second assignment of products to distribution centers and carrier services under stochastic delivery times and future demand. A two-stage contextual stochastic program is introduced to formulate this problem, and its contextual sample average approximation (C-SAA) supplies the offline labels, while a composite training loss combines label imitation, a constraint-violation penalty, and self-supervised cost alignment. In a calibrated simulator built from JD.com transactional records, a detailed computational study is provided. The proxy reduces decision latency by roughly 2800x relative to the online finite-sample C-SAA reference and improves over it by 3.3% in realized fulfillment cost. Relative to established fulfillment policies, the proxy lowers total realized cost by at least 10.7% and roughly halves the late-delivery rate.
5.6OCJan 8, 2024
Boosting Column Generation with Graph Neural Networks for Joint Rider Trip Planning and Crew Shift SchedulingJiawei Lu, Tinghan Ye, Wenbo Chen et al.
Optimizing service schedules is pivotal to the reliable, efficient, and inclusive on-demand mobility. This pressing challenge is further exacerbated by the increasing needs of an aging population, the oversubscription of existing services, and the lack of effective solution methods. This study addresses the intricacies of service scheduling, by jointly optimizing rider trip planning and crew scheduling for a complex dynamic mobility service. The resulting optimization problems are extremely challenging computationally for state-of-the-art methods. To address this fundamental gap, this paper introduces the Joint Rider Trip Planning and Crew Shift Scheduling Problem (JRTPCSSP) and a novel solution method, called Attention and Gated GNN-Informed Column Generation (AGGNNI-CG), that hybridizes column generation and machine learning to obtain near-optimal solutions to the JRTPCSSP with real-life constraints of the application. The key idea of the machine-learning component is to dramatically reduce the number of paths to explore in the pricing problem, accelerating the most time-consuming component of the column generation. The machine learning component is a graph neural network with an attention mechanism and a gated architecture, which is particularly suited to cater for the different input sizes coming from daily operations. AGGNNI-CG has been applied to a challenging, real-world dataset from the Paratransit system of Chatham County in Georgia. It produces substantial improvements compared to the baseline column generation approach, which typically cannot produce high-quality feasible solutions in reasonable time on large-scale complex instances. AGGNNI-CG also produces significant improvements in service quality compared to the existing system.