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The rapid evolution of Large Language Models (LLMs) has markedly expanded their application across diverse domains, transforming how complex problems are approached and solved. Initially conceived to predict subsequent words in texts, these…
This study introduces a benchmark framework for evaluating the financial decision-making capabilities of large language models (LLMs) through portfolio optimization problems with mathematically explicit solutions. Unlike existing financial…
This paper addresses the critical disconnect between prediction and decision quality in portfolio optimization by integrating Large Language Models (LLMs) with decision-focused learning. We demonstrate both theoretically and empirically…
Over the last few decades, researchers have made considerable efforts to make decision support more accessible for small and medium enterprises by reducing the cost of designing, developing and maintaining automated decision support…
Multi-objective optimization problems (MOPs) are ubiquitous in real-world applications, presenting a complex challenge of balancing multiple conflicting objectives. Traditional evolutionary algorithms (EAs), though effective, often rely on…
Designing optimization approaches, whether heuristic or meta-heuristic, usually demands extensive manual intervention and has difficulty generalizing across diverse problem domains. The combination of Large Language Models (LLMs) and…
Optimization algorithms and large language models (LLMs) enhance decision-making in dynamic environments by integrating artificial intelligence with traditional techniques. LLMs, with extensive domain knowledge, facilitate intelligent…
In this work, we conduct an assessment of the optimization capabilities of LLMs across various tasks and data sizes. Each of these tasks corresponds to unique optimization domains, and LLMs are required to execute these tasks with…
Mathematical optimization is fundamental to decision-making across diverse domains, from operations research to healthcare. Yet, translating real-world problems into optimization models remains a difficult task, often demanding specialized…
Large Language Models (LLMs) have in recent years demonstrated impressive prowess in natural language generation. A common practice to improve generation diversity is to sample multiple outputs from the model. However, there lacks a simple…
The inherent probabilistic nature of Large Language Models (LLMs) introduces an element of unpredictability, raising concerns about potential discrepancies in their output. This paper introduces an innovative approach aims to generate…
The holy grail of LLM personalization is a single LLM for each user, perfectly aligned with that user's preferences. However, maintaining a separate LLM per user is impractical due to constraints on compute, memory, and system complexity.…
This paper introduces a novel Large Language Models (LLMs)-assisted agent that automatically converts natural-language descriptions of power system optimization scenarios into compact, solver-ready formulations and generates corresponding…
We present a framework for training trustworthy large language model (LLM) agents for optimization modeling via a verifiable synthetic data generation pipeline. Focusing on linear and mixed-integer linear programming, our approach begins…
Large language models (LLMs) process and predict sequences containing text to answer questions, and address tasks including document summarization, providing recommendations, writing software and solving quantitative problems. We provide a…
By virtue of its great utility in solving real-world problems, optimization modeling has been widely employed for optimal decision-making across various sectors, but it requires substantial expertise from operations research professionals.…
This paper investigates the capabilities of large language models (LLMs) in formulating and solving decision-making problems using mathematical programming. We first conduct a systematic review and meta-analysis of recent literature to…
Large Language Models (LLMs) possess substantial reasoning capabilities and are increasingly applied to optimization tasks, particularly in synergy with evolutionary computation. However, while recent surveys have explored specific aspects…
In modern financial markets, investors increasingly seek personalized and adaptive portfolio strategies that reflect their individual risk preferences and respond to dynamic market conditions. Traditional rule-based or static optimization…
Large Language Models (LLMs) have become a milestone in the field of artificial intelligence and natural language processing. However, their large-scale deployment remains constrained by the need for significant computational resources.…