LLM for Large-Scale Optimization Model Auto-Formulation: A Lightweight Few-Shot Learning Approach
This addresses the problem of time-consuming model formulation for businesses, though it appears incremental as it builds on existing LLM capabilities for a specific domain.
The paper tackles the labor-intensive process of building large-scale optimization models by proposing LEAN-LLM-OPT, a framework that uses LLM agents to auto-formulate models, achieving strong performance and competitive results with state-of-the-art approaches, including leading performance in a Singapore Airlines revenue management use case.
Large-scale optimization is a key backbone of modern business decision-making. However, building these models is often labor-intensive and time-consuming. We address this by proposing LEAN-LLM-OPT, a LightwEight AgeNtic workflow construction framework for LLM-assisted large-scale OPTimization auto-formulation. LEAN-LLM-OPT takes as input a problem description together with associated datasets and orchestrates a team of LLM agents to produce an optimization formulation. Specifically, upon receiving a query, two upstream LLM agents dynamically construct a workflow that specifies, step-by-step, how optimization models for similar problems can be formulated. A downstream LLM agent then follows this workflow to generate the final output. Leveraging LLMs' text-processing capabilities and common modeling practices, the workflow decomposes the modeling task into a sequence of structured sub-tasks and offloads mechanical data-handling operations to auxiliary tools. This design alleviates the downstream agent's burden related to planning and data handling, allowing it to focus on the most challenging components that cannot be readily standardized. Extensive simulations show that LEAN-LLM-OPT, instantiated with GPT-4.1 and the open source gpt-oss-20B, achieves strong performance on large-scale optimization modeling tasks and is competitive with state-of-the-art approaches. In addition, in a Singapore Airlines choice-based revenue management use case, LEAN-LLM-OPT demonstrates practical value by achieving leading performance across a range of scenarios. Along the way, we introduce Large-Scale-OR and Air-NRM, the first comprehensive benchmarks for large-scale optimization auto-formulation. The code and data of this work is available at https://github.com/CoraLiang01/lean-llm-opt.