Many critical business and societal decisions in areas such as supply chain and healthcare involve numerous potential actions, complex constraints, and goals that can be modeled as objective functions. Mathematical optimization, a core area in Operations Research (OR), provides robust, mathematically grounded methodologies to address such decisions and has shown tremendous benefits in many applications. However, its application requires the creation of accurate and efficient optimization models, necessitating rare expertise and considerable time, creating a barrier to widespread adoption in decision-making. Thus, it is a long-standing goal to make these capabilities widely accessible. The advent of Large Language Models (LLMs) has made advanced Artificial Intelligence (AI) capabilities widely accessible through natural language. LLMs can accelerate expert work in creating formal models like computer programs, and emerging research indicates they can also speed up the development of optimization models by OR experts. We, therefore, propose integrating and advancing LLM and optimization modeling to empower organizational decision-makers to model and solve such complex problems without requiring deep expertise in optimization. In this work, we present our vision for democratizing optimization modeling for organizational decision-making by such a combination of LLMs and optimization modeling. We identify a set of fundamental requirements for the vision's implementation and describe the state of the art through a literature survey and some experimentation. We show that a) LLMs already provide substantial novel capabilities relevant to realizing this vision, but that b) major research challenges remain to be addressed. We also propose possible research directions to overcome these gaps. We would like this work to serve as a call to action to bring together the LLM and OR optimization modeling communities to pursue this vision, thereby enabling much more widespread improved decision-making and increasing by orders of magnitude the benefits AI and OR can bring to enterprises and society.

Counterfactual explanations (CEs) play an important role in detecting bias and improving the explainability of data-driven classification models. A CE is a minimal perturbed data point for which the decision of the model changes. Most of the existing methods can only provide one CE, which may not be achievable for the user. In this work, we derive an iterative method to calculate robust CEs (i.e., CEs that remain valid even after the features are slightly perturbed). To this end, our method provides a whole region of CEs, allowing the user to choose a suitable recourse to obtain a desired outcome. We use algorithmic ideas from robust optimization and prove convergence results for the most common machine learning methods, including decision trees, tree ensembles, and neural networks. Our experiments show that our method can efficiently generate globally optimal robust CEs for a variety of common data sets and classification models. History: Accepted by Andrea Lodi, Area Editor for Design & Analysis of Algorithms—Discrete. Funding: This work was supported by the Nederlandse Organisatie voor Wetenschappelijk Onderzoek [Grant OCENW.GROOT.2019.015, Optimization for and with Machine Learning (OPTIMAL)]. Supplemental Material: The online appendix is available at https://doi.org/10.1287/ijoc.2023.0153 .