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Existing benchmarks are limited to small or simplified examples far below real-world scale and complexity. We introduce FrontierOR, among the first benchmarks to systematically evaluate LLM-based efficient algorithm design for realistic large-scale optimization problems. FrontierOR includes 180 tasks derived from methodologically diverse papers published in top-tier operations research venues, each with standardized instances and a hidden, expert-verified evaluation suite. We evaluate seven LLMs spanning frontier, cost-effective, and open-source models both in one-shot and test-time evolution settings. 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