Benchmarking LLMs for Optimization Modeling and Enhancing Reasoning via Reverse Socratic Synthesis

LLMs have exhibited their problem-solving ability in mathematical reasoning. Solving realistic optimization (OPT) problems in industrial application scenarios requires advanced and applied math ability. However, current OPT benchmarks that merely solve linear programming are far from complex realistic situations. In this work, we propose E-OPT, a benchmark for end-to-end optimization problem-solving with human-readable inputs and outputs. E-OPT contains rich optimization problems, including linear/nonlinear programming with/without table data, which can comprehensively evaluate LLMs' solving ability. In our benchmark, LLMs are required to correctly understand the problem in E-OPT and call code solver to get precise numerical answers. Furthermore, to alleviate the data scarcity for optimization problems, and to bridge the gap between open-source LLMs on a small scale (e.g., Llama-2-7b and Llama-3-8b) and closed-source LLMs (e.g., GPT-4), we further propose a novel data synthesis method namely ReSocratic. Unlike general data synthesis methods that proceed from questions to answers, ReSocratic first incrementally synthesizes optimization scenarios with mathematical formulations step by step and then back-translates the generated scenarios into questions. In such a way, we construct the ReSocratic-29k dataset from a small seed sample pool with the powerful open-source large model DeepSeek-V2. To demonstrate the effectiveness of ReSocratic, we conduct supervised fine-tuning with ReSocratic-29k on multiple open-source models. The results show that Llama3-8b is significantly improved from 13.6% to 51.7% on E-OPT, while DeepSeek-V2 reaches 61.0%, approaching 65.5% of GPT-4.