Pierre-Gabriel Meyrignac
MSc Financial Engineering — EPFL
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Convex Optimization for LLM Preference Elicitation

Convex optimization project • December 2025

This project formulates prompt selection for learning human preferences as an optimal experimental design problem. Using a linear-Gaussian model over answer embeddings, it derives G-optimal and D-optimal formulations, provides convex reformulations (including Schur-complement constraints), and discusses efficient approximate solvers such as Frank–Wolfe, with comparisons against SDP-based approaches.

Preference elicitation Optimal experimental design (OED) G-optimal design D-optimal design (log-det) Schur complement Frank–Wolfe algorithm Ellipsoid interpretation

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