Learning to Optimize through Solver-Grounded Self-Play

Xia Jiang, Yaoxin Wu, Chenyu Zhou, Mengzhu Xu, Wim P. M. Nuijten +1

Optimization modeling is central to many decision-making scenarios, but traditionally requires extensive domain expertise. While Large Language Models (LLMs) have shown promise in automating this process, current training paradigms mainly rely on human-annotated or teacher-generated datasets. This dependence introduces a Generalization Ceiling, where models overfit to narrow data distributions, and Capability Anchoring, where models' reasoning is bounded by annotator proficiency and teacher model capability. In response, we propose OPT-Zero, the first fully self-play training framework for optimization modeling that requires zero external training data. OPT-Zero employs a single LLM in a dual-role closed loop: a Proposer that synthesizes increasingly challenging optimization problems alongside their mathematical formulations and solving code, and a Solver that attempts to resolve the problems given only natural-language problem descriptions. Grounded in execution feedback from external optimization solvers, we alternately train both roles using reinforcement learning. This process fosters an auto-curriculum in which the Proposer and Solver co-evolve: generating harder valid…