Search arXiv⌕ Search

arXiv · 2610.29145

ORSMT: Unleashing the Potential of Satisfiability Modulo Theories for Semantic Verification and Repair in LLM-Based Optimization

Abstract

Large language models increasingly automate optimization modeling from natural language problems, producing written mathematics, solver code and a returned report. Verifying one optimization problem across these artifacts requires semantic comparison: unequal models can attain the same objective, equivalent models can use different auxiliary variables, and mutually consistent artifacts can omit the same source requirement. ORSMT provides a typed semantic interface and exact SMT relation queries. It aligns observable decisions, projects auxiliary variables, proves or refutes feasible region and objective relations, localizes refutations to implicated rows or domains and links source texts when available. It then reconstructs one artifact from another, and each adopted candidate passes the required relation checks. Across 3,034 problems and six generator sizes, ORSMT improves the model-code match rate in all 72 benchmark and generator combinations before selection. Protected selection raises the aggregate rate from 43.2% to 88.2% and the share that are both correct and matched from 25.2% to 40.2%. On the 1,905 refuted outputs, certified voting under the shared fallback makes 50.9% of outputs correct and matched, compared with 44.8% for ReLoop and 49.4% for Opt-Verifier. A separate one-round source revision followed by exact reconstruction restores a model-code match for 84.4% of the refuted pairs.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Rui Zhang, Chenyu Zhou, Jianghao Lin, Yaoxin Wu, Dongdong Ge, Wen Song. 2026-10-21. ORSMT: Unleashing the Potential of Satisfiability Modulo Theories for Semantic Verification and Repair in LLM-Based Optimization. https://arxiv.org/abs/2610.29145

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Accelerated Primal-Dual Proximal Gradient Splitting Methods for Convex-Concave Saddle-Point Problems

In this paper, based a novel primal-dual dynamical model with adaptive scaling parameters and Bregman divergences, we propose new accelerated primal-dual proximal gradient splitting methods for solving bilinear saddle-point problems with optimal nonergodic convergence rates. For the first, using the spectral analysis, we show that a naive extension of acceleration to a quadratic game is unstable. Motivated by this, we present an accelerated primal-dual gradient flow which combines acceleration with careful velocity correction. To work with non-Euclidean distances, we also equip our continuous model with general Bregman divergences and prove the exponential decay of a Lyapunov function. Then, new primal-dual splitting methods are developed based on proper semi-implicit Euler schemes of the continuous model, and the theoretical convergence rates are nonergodic and optimal with respect to the matrix norms, Lipschitz constants and convexity parameters. Moreover, we introduce efficient restart variants to further improve the proposed methods and provide some numerical results to validate the practical performance.

math.OC↗

An Inexact Variable Metric Proximal Gradient-subgradient Algorithm for a Class of Fractional Optimization Problems

In this paper, we study a class of fractional optimization problems, in which the numerator of the objective is the sum of a convex function and a differentiable function with a Lipschitz continuous gradient, while the denominator is a nonsmooth convex function. This model captures ratio-type formulations arising in sparse learning and related applications. To address this class of problems, we propose an inexact variable metric proximal gradient-subgradient algorithm (iVPGSA), which, to the best of our knowledge, is the first inexact proximal algorithm specifically designed for such type of fractional problems. By incorporating a variable metric proximal term and allowing for approximate subproblem solutions under a flexible error criterion, the proposed algorithm is highly adaptable to a broader range of problems while achieving favorable computational efficiency. Under suitable assumptions, we establish that any accumulation point of the generated sequence is a critical point of the target problem. Moreover, we develop a Kurdyka-Łojasiewicz (KL)-based analysis framework, relying only on the classical KL property and its associated exponent, to prove the global convergence of the entire sequence and characterize its convergence rate, \textit{without} requiring a strict sufficient descent property. Our results clarify how the classical KL exponent and inexactness jointly influence the convergence rate. Finally, numerical experiments on the $\ell_1/\ell_2$ Lasso problem and the constrained $\ell_1/\ell_2$ sparse optimization problem demonstrate the computational advantages of the iVPGSA over existing representative algorithms.

math.OC↗

Stackelberg stopping games

We study a Stackelberg variant of the classical discrete-time Dynkin game, in which Player 1 (the leader) commits to a stopping strategy first and Player 2 (the follower) responds optimally. This leader-follower structure induces an optimal control problem for the leader and gives rise to intrinsic time-inconsistency. We first clarify notions of precommitment and equilibrium strategies in the Stackelberg setting, and contrast them with the Nash equilibrium in the standard Dynkin game using a finite-horizon example. We then consider an infinite-horizon framework with a time-homogeneous Markov process on a general Polish state space. We characterize the leader's value function under randomized precommitment strategies and show that randomized exact equilibrium strategies may fail to exist via a counterexample. Motivated by this nonexistence phenomenon, we introduce an entropy-regularized Stackelberg stopping game. The regularization induces a continuous response rule and yields the existence of randomized regular equilibria. We further show that these regular equilibria induce epsilon-equilibria for the original Stackelberg stopping game when the regularization parameter is sufficiently small. In the finite-state setting, we also establish a limiting result as the regularization parameter converges to zero.

math.OC↗