Operations research (OR) is a core methodology that supports complex system decision-making, with broad applications in transportation, supply chain management, and production scheduling. However, traditional approaches that rely on expert-driven modeling and manual parameter tuning often struggle with large-scale, dynamic, and multi-constraint problems, limiting scalability and real-time applicability. Large language models (LLMs), with capabilities in semantic understanding, structured generation, and reasoning control, offer new opportunities to overcome these challenges. They can translate natural language problem descriptions into mathematical models or executable code, generate heuristics, evolve algorithms, and directly solve optimization tasks. This shifts the paradigm from human-driven processes to intelligent human-AI collaboration. This paper systematically reviews progress in applying LLMs to OR, categorizing existing methods into three pathways: automatic modeling, auxiliary optimization, and direct solving. It also examines evaluation benchmarks and domain-specific applications, and highlights key challenges, including unstable semantic-to-structure mapping, fragmented research, limited generalization and interpretability, insufficient evaluation systems, and barriers to industrial deployment. Finally, it outlines potential research directions. Overall, LLMs demonstrate strong potential to reshape the OR paradigm by enhancing interpretability, adaptability, and scalability, paving the way for next-generation intelligent optimization systems.