Hollywood FL, May 2025

Enhancing Mathematical Optimization with Generative AI: Insights from the FICO Xpress Workshop

By Dr. Alkis Vazacopoulos, Vice President, Optimization Direct

In an era where decision intelligence and optimization are converging with generative AI, the recent FICO World Optimization Forum in May 2025 spotlighted a transformative vision: how generative AI can elevate mathematical programming. The session, led by Dr. Alkis Vazacopoulos of Optimization Direct, showcased the integration of tools like Claude, Midjourney, CrewAI, NotebookLM, and FICO Xpress to enhance traditional optimization workflows.

Optimization Direct: Pioneering Innovation in Optimization

Founded in 2014 by Alkis Vazacopoulos and Robert Ashford (co-author of Xpress-MP), Optimization Direct has positioned itself at the forefront of combining mathematical rigor with emerging technologies. The firm has developed cutting-edge solutions and continues to explore how AI can serve optimization professionals across industries.

Bridging AI and Mathematical Programming

Generative AI’s influence is reshaping how practitioners interact with complex models. The workshop introduced practical use cases that leverage GenAI to:

• Visualize optimization progress using log files from Xpress (e.g., best bounds, solution quality, infeasibilities).
• Compare solver performance such as XPRESS versus ODH.
• Generate dashboards that interpret optimization logs dynamically.
• Develop executive summaries from Excel output, enhancing communication with non-technical stakeholders.
• Create optimization models and heuristics through natural language interfaces.

One of the most innovative ideas discussed was using Claude to develop a custom AI assistant that automatically analyzes and explains solver logs — transforming traditional debugging and model development into a more conversational, guided experience.

AI as a Creative and Technical Partner

Beyond automation, generative AI has begun playing a more strategic role in optimization:

• NotebookLM aids in creating mind maps for debugging and conceptualizing models.
• Image generation tools (e.g., GPT-4o) help visualize network structures or algorithm flows.
• Podcast creation based on optimization outcomes supports knowledge sharing and training.
• Multi-objective modeling (e.g., advertising optimization) and chemical supply chain design demonstrate how complex, real-world problems are becoming more accessible with AI support.

Toward AI Agents in Optimization

Looking ahead, the workshop explored a modular vision of AI-powered agents:

• Machine Learning Agent – integrates predictive modeling into optimization loops.
• Mathematical Programming Agent – automates model creation and analysis.
• Simulation Agent – tests scenarios and stochastic elements in real time.

Together, these agents form a collaborative ecosystem for company-wide decision optimization — referred to as a Delivery Dashfor operational intelligence.

Open Questions and Future Directions

The forum concluded with a forward-looking challenge:
Can generative AI accelerate MIP (Mixed Integer Programming) algorithms themselves?

While generative AI is already transforming how we interact with optimization tools, its potential to enhance the algorithms at their core remains an exciting frontier.

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