Robust and Adaptive Optimization under a Large Language Model Lens

Fuente: arXiv
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Main Authors: Bertsimas, Dimitris, Margaritis, Georgios
Format: Preprint
Published: 2024
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author Bertsimas, Dimitris
Margaritis, Georgios
author_facet Bertsimas, Dimitris
Margaritis, Georgios
contents In this paper, we explore the application of ChatGPT in the domain of Robust and Adaptive Robust Optimization. We demonstrate that with appropriate prompting, ChatGPT can be used to auto-formulate and solve simple Robust and Adaptive Optimization Problems. We first develop specialized informational prompts tailored to the domains of Adaptive and Robust Optimization. Then, we show that using these prompts, ChatGPT is able to (i) formulate an optimization problem, (ii) adapt the problem so that it accounts for user-specified uncertainty, (iii) derive the computationally tractable robust counterpart of the problem and (iv) produce executable code that solves the problem. For simple Optimization Problems, we show that ChatGPT is able to perform these steps with little to no errors. We also highlight some instances of erroneous execution of the steps. Overall, we show that using in-context learning, ChatGPT has the potential to adapt to higlhy specialized and niche domains, in which it would otherwise demonstrate very poor out-of-the-box performance.
format Preprint
id arxiv_https___arxiv_org_abs_2501_00568
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Robust and Adaptive Optimization under a Large Language Model Lens
Bertsimas, Dimitris
Margaritis, Georgios
Optimization and Control
In this paper, we explore the application of ChatGPT in the domain of Robust and Adaptive Robust Optimization. We demonstrate that with appropriate prompting, ChatGPT can be used to auto-formulate and solve simple Robust and Adaptive Optimization Problems. We first develop specialized informational prompts tailored to the domains of Adaptive and Robust Optimization. Then, we show that using these prompts, ChatGPT is able to (i) formulate an optimization problem, (ii) adapt the problem so that it accounts for user-specified uncertainty, (iii) derive the computationally tractable robust counterpart of the problem and (iv) produce executable code that solves the problem. For simple Optimization Problems, we show that ChatGPT is able to perform these steps with little to no errors. We also highlight some instances of erroneous execution of the steps. Overall, we show that using in-context learning, ChatGPT has the potential to adapt to higlhy specialized and niche domains, in which it would otherwise demonstrate very poor out-of-the-box performance.
title Robust and Adaptive Optimization under a Large Language Model Lens
topic Optimization and Control
url https://arxiv.org/abs/2501.00568