Optimization modeling plays a critical role in supporting optimal decision-making across various domains. Previous works have demonstrated that large language models (LLMs) tailored for optimization modeling have significantly automated and simplified this process. However, these models typically employ a straightforward input-output paradigm and struggle with challenging instances. In contrast, recent advances in general-purpose reasoning LLMs (RLLMs), such as DeepSeek-R1, have shown impressive capabilities in complex domains like mathematics and coding. In this paper, we introduce DeepOR, the first RLLM specifically designed for optimization modeling. Instead of directly outputting solutions, DeepOR explicitly performs multiple intermediate reasoning steps. To adapt a base LLM into an RLLM, we begin by synthesizing long chain-of-thought (CoT) data guided by a flowchart, which is automatically generated using a self-exploration algorithm. Once the training data are prepared, we employ supervised fine-tuning on the base LLM to endow it with reasoning capabilities tailored for optimization modeling. To fully leverage the model's reasoning potential, we further apply reinforcement learning with reward-shaping derived from solver feedback. Experimental results on benchmarks confirm that DeepOR consistently and significantly outperforms existing state-of-the-art approaches.

By virtue of its great utility in solving real-world problems, optimization modeling has been widely employed for optimal decision-making across various sectors, but it requires substantial expertise from operations research professionals. With the advent of large language models (LLMs), new opportunities have emerged to automate the procedure of mathematical modeling. This survey presents a comprehensive and timely review of recent advancements that cover the entire technical stack, including data synthesis and fine-tuning for the base model, inference frameworks, benchmark datasets, and performance evaluation. In addition, we conducted an in-depth analysis on the quality of benchmark datasets, which was found to have a surprisingly high error rate. We cleaned the datasets and constructed a new leaderboard with fair performance evaluation in terms of base LLM model and datasets. We also build an online portal that integrates resources of cleaned datasets, code and paper repository to benefit the community. Finally, we identify limitations in current methodologies and outline future research opportunities.