论文标题

评估组合上组合优化求解器鲁棒性的一般框架

A General Framework for Evaluating Robustness of Combinatorial Optimization Solvers on Graphs

论文作者

Lu, Han, Li, Zenan, Wang, Runzhong, Ren, Qibing, Yan, Junchi, Yang, Xiaokang

论文摘要

图表上的解决组合优化(CO)是数据挖掘,机器学习和操作研究中高层应用程序的基本任务之一。尽管对CO固有的NP挑战固有,但在有限的时间预算的情况下,启发式方法,基于学习的求解器还是开发了基于学习的求解器。但是,对于CO求解器的灵敏度的实用度量仍然很大程度上没有探索。现有的理论指标需要不可行的最佳解决方案,而深度学习的基于梯度的对抗攻击指标与通常不可差的非学习求解器不兼容。在本文中,我们为一般组合优化求解器开发了第一个实际上可行的鲁棒性指标。我们不需要最佳的最佳成本保证,因此不需要最佳解决方案,并且我们通过诉诸黑盒对手攻击方法来应对非差异性挑战。对求解器和CO问题的14种独特组合进行了广泛的实验,我们证明,在我们的稳健性指标发现的硬性实例上,诸如Gurobi之类的最先进的求解器的性能可以逐渐降低20%以上,从而提高了对组合优化溶液的鲁棒性的关注。

Solving combinatorial optimization (CO) on graphs is among the fundamental tasks for upper-stream applications in data mining, machine learning and operations research. Despite the inherent NP-hard challenge for CO, heuristics, branch-and-bound, learning-based solvers are developed to tackle CO problems as accurately as possible given limited time budgets. However, a practical metric for the sensitivity of CO solvers remains largely unexplored. Existing theoretical metrics require the optimal solution which is infeasible, and the gradient-based adversarial attack metric from deep learning is not compatible with non-learning solvers that are usually non-differentiable. In this paper, we develop the first practically feasible robustness metric for general combinatorial optimization solvers. We develop a no worse optimal cost guarantee thus do not require optimal solutions, and we tackle the non-differentiable challenge by resorting to black-box adversarial attack methods. Extensive experiments are conducted on 14 unique combinations of solvers and CO problems, and we demonstrate that the performance of state-of-the-art solvers like Gurobi can degenerate by over 20% under the given time limit bound on the hard instances discovered by our robustness metric, raising concerns about the robustness of combinatorial optimization solvers.

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