Large Language Models as Amortized Pareto-Front Generators for Constrained Bi-Objective Convex Optimization
- URL: http://arxiv.org/abs/2605.12106v1
- Date: Tue, 12 May 2026 13:20:57 GMT
- Title: Large Language Models as Amortized Pareto-Front Generators for Constrained Bi-Objective Convex Optimization
- Abstract summary: DIPS is an end-to-end framework that fine-tunes large language models as amortized generators for constrained bi-objective convex optimization.<n>To make continuous optimization compatible with autoregressive language modeling, DIPS combines a compact discretization scheme, Numerically Grounded Token Initialization for new numerical tokens, and Three-Phase Curriculum Optimization.<n>With vLLM-accelerated inference, DIPS solves one instance in as little as 0.16 seconds and outperforms general-purpose and reasoning LLM baselines.
- Score: 21.83927813316836
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Generating feasible Pareto fronts for constrained bi-objective continuous optimization is central to multi-criteria decision-making. Existing methods usually rely on iterative scalarization, evolutionary search, or problem-specific solvers, requiring repeated optimization for each instance. We introduce DIPS, an end-to-end framework that fine-tunes large language models as amortized Pareto-front generators for constrained bi-objective convex optimization. Given a textual problem description, DIPS directly outputs an ordered set of feasible continuous decision vectors approximating the Pareto front. To make continuous optimization compatible with autoregressive language modeling, DIPS combines a compact discretization scheme, Numerically Grounded Token Initialization for new numerical tokens, and Three-Phase Curriculum Optimization, which progressively aligns structural validity, feasibility, and Pareto-front quality. Across five families of constrained bi-objective convex problems, a fine-tuned 7B-parameter model achieves normalized hypervolume ratios of 95.29% to 98.18% relative to reference fronts. With vLLM-accelerated inference, DIPS solves one instance in as little as 0.16 seconds and outperforms general-purpose and reasoning LLM baselines under the evaluated setting. These results suggest that LLMs can serve as effective amortized generators for continuous Pareto-front approximation.
Related papers
- Binary Optimization with Complex Constraints via Quantum Approximate Multi-Objective Optimization [1.3827807729367585]
We show that a class of binary optimization problems with complex non-quadratic objectives or constraints can be reformulated as multi-objective quadratic unconstrained binary optimization problems.<n>We demonstrate the approach for binary portfolio optimization under a Conditional Value-at-Risk constraint.
arXiv Detail & Related papers (2026-09-12T08:07:15Z) - Multi-Objective Kinodynamic Motion Planning with Asymptotic Pareto Optimality [8.518351216651062]
We address the challenge of multi-objective motion planning for systems under kinodynamic constraints.<n>We propose a unified algorithmic framework built upon the Stable Sparse-RRT (SST) algorithm.
arXiv Detail & Related papers (2026-07-16T23:32:59Z) - Multi-Objective Bayesian Optimization via Adaptive \varepsilon-Constraints Decomposition [19.76344805798142]
We propose textitSTAGE-BO, Sequential Targeting Adaptive Gap-Filling $varepsilon$-Constraint Bayesian Optimization.<n>By analyzing the coverage of the approximate Pareto front, our method identifies the largest geometric gaps.<n>These gaps are then used as constraints, which transforms the problem into a sequence of inequality-constrained subproblems.
arXiv Detail & Related papers (2026-04-17T11:24:56Z) - Pareto-Optimal Offline Reinforcement Learning via Smooth Tchebysheff Scalarization [2.5513673603819886]
Large language models can be aligned with human preferences through offline reinforcement learning (RL) on small labeled datasets.<n>We use this to derive Smooth Tchebysheff of Multi-Objective Preferences (STOMP), a novel formulation that extends direct optimization to the multiobjective.<n>STOMP achieves the highest hyper-objectives in eight of nine settings according to both off-policy and generative evaluations.
arXiv Detail & Related papers (2026-04-14T18:00:39Z) - New Hybrid Fine-Tuning Paradigm for LLMs: Algorithm Design and Convergence Analysis Framework [52.69678300445233]
Fine-tuning Large Language Models (LLMs) typically involves either full fine-tuning, which updates all model parameters, or.<n>Efficient Fine-Tuning (PEFT) adjusts a small subset of parameters.<n>We propose a novel hybrid fine-tuning approach that jointly updates both LLMs and PEFT modules using a combination of zeroth-order and first-order optimization methods.
arXiv Detail & Related papers (2026-04-10T22:39:38Z) - Multinoulli Extension: A Lossless Continuous Relaxation for Partition-Constrained Subset Selection [60.07018090570548]
We introduce a novel algorithm titled MultinoulliSCG, which is parameterfree and can achieve the same approximation guarantees as the distorted local-search methods.<n>We also present two novel online algorithms, namely, Multinoulli-CG and Multinoulli-GAGA, for the unexplored online subset selection problems over partition constraints.
arXiv Detail & Related papers (2026-03-23T02:30:01Z) - From Parameter to Representation: A Closed-Form Approach for Controllable Model Merging [22.794831741556468]
Model merging combines expert models for multitask performance but faces challenges from parameter interference.<n>Existing approaches employ a compile-then-query paradigm, performing a costly offline multi-objective optimization to enable fast, preference-aware model generation.<n>We model this correction as an optimal linear transformation, yielding a closed-form solution that replaces the entire offline optimization process with a single-step, architecture-agnostic computation.
arXiv Detail & Related papers (2025-11-14T04:09:25Z) - Scalable Min-Max Optimization via Primal-Dual Exact Pareto Optimization [66.51747366239299]
We propose a smooth variant of the min-max problem based on the augmented Lagrangian.<n>The proposed algorithm scales better with the number of objectives than subgradient-based strategies.
arXiv Detail & Related papers (2025-03-16T11:05:51Z) - Multi-Reference Preference Optimization for Large Language Models [56.84730239046117]
We introduce a novel closed-form formulation for direct preference optimization using multiple reference models.
The resulting algorithm, Multi-Reference Preference Optimization (MRPO), leverages broader prior knowledge from diverse reference models.
Our experiments demonstrate that LLMs finetuned with MRPO generalize better in various preference data, regardless of data scarcity or abundance.
arXiv Detail & Related papers (2024-05-26T00:29:04Z) - Double Duality: Variational Primal-Dual Policy Optimization for
Constrained Reinforcement Learning [132.7040981721302]
We study the Constrained Convex Decision Process (MDP), where the goal is to minimize a convex functional of the visitation measure.
Design algorithms for a constrained convex MDP faces several challenges, including handling the large state space.
arXiv Detail & Related papers (2024-02-16T16:35:18Z) - Global Optimization: A Machine Learning Approach [7.052596485478637]
Bertsimas and Ozturk (2023) proposed OCTHaGOn as a way of solving black-box global optimization problems.
We provide extensions to this approach by approximating the original problem using other MIO-representable ML models.
We show improvements in solution feasibility and optimality in the majority of instances.
arXiv Detail & Related papers (2023-11-03T06:33:38Z) - Faster Algorithm and Sharper Analysis for Constrained Markov Decision
Process [56.55075925645864]
The problem of constrained decision process (CMDP) is investigated, where an agent aims to maximize the expected accumulated discounted reward subject to multiple constraints.
A new utilities-dual convex approach is proposed with novel integration of three ingredients: regularized policy, dual regularizer, and Nesterov's gradient descent dual.
This is the first demonstration that nonconcave CMDP problems can attain the lower bound of $mathcal O (1/epsilon)$ for all complexity optimization subject to convex constraints.
arXiv Detail & Related papers (2021-10-20T02:57:21Z) - Surrogate-Assisted Reference Vector Adaptation to Various Pareto Front
Shapes for Many-Objective Bayesian Optimization [0.0]
We propose a surrogate-assisted reference vector adaptation (SRVA) method to solve expensive multi- and many-objective optimization problems.
The proposed algorithm is compared with two other MBO algorithms by applying them to benchmark problems.
Experimental results show that the proposed algorithm outperforms the other two in the problems whose objective functions are reasonably approximated by the Kriging models.
arXiv Detail & Related papers (2021-10-10T03:05:12Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.