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Abstract
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.