Some Black-box Reductions for Objective-robust Discrete Optimization Problems Based on their LP-Relaxations
Pith reviewed 2026-05-24 20:53 UTC · model grok-4.3
The pith
An integrality gap verifier for the non-robust LP relaxation derives approximation algorithms for the objective-robust version.
A machine-rendered reading of the paper's core claim, the machinery that carries it, and where it could break.
Core claim
The author claims that given an integrality gap verifier for the LP relaxation of a non-robust discrete minimization problem, one can derive an approximation algorithm for the version where the objective is chosen adversarially from a convex uncertainty set. This reduction works by composing the verifier in a way that accounts for the worst-case objective within the uncertainty set.
What carries the argument
The integrality gap verifier for the LP relaxation, adapted through a black-box reduction to produce a guarantee for the robust objective.
If this is right
- Many existing approximation algorithms for non-robust problems immediately yield ones for their robust versions.
- The approximation ratio remains tied to the integrality gap of the original LP.
- This holds for any discrete problem whose non-robust version admits such a verifier.
- Robust versions of problems like knapsack or set cover become approximable if their non-robust versions are.
Where Pith is reading between the lines
- The method might inspire similar reductions for other uncertainty models beyond convex objective sets.
- It could be tested by applying it to specific combinatorial problems and checking if the derived ratio matches known bounds.
- Connections to parametric optimization or sensitivity analysis in linear programming may exist.
Load-bearing premise
The uncertainty set must be convex to ensure the worst-case objective can be handled through the same LP relaxation verifier.
What would settle it
A counterexample consisting of a specific discrete optimization problem and convex uncertainty set where applying the non-robust integrality gap verifier does not guarantee an approximation for the robust problem.
read the original abstract
We consider robust discrete minimization problems where uncertainty is defined by a convex set in the objective. We show how an integrality gap verifier for the linear programming relaxation of the non-robust version of the problem can be used to derive approximation algorithms for the robust version.
Editorial analysis
A structured set of objections, weighed in public.
Referee Report
Summary. The manuscript considers objective-robust discrete minimization problems in which the uncertainty set on the objective coefficients is convex. It claims that any integrality-gap verifier for the LP relaxation of the corresponding non-robust problem can be used, via a black-box reduction, to obtain approximation algorithms for the robust version.
Significance. If the claimed reductions hold, the result supplies a general, modular technique for lifting existing integrality-gap verifiers to the robust setting without re-deriving problem-specific analyses. This could streamline the construction of approximation algorithms for a range of combinatorial problems under convex objective uncertainty.
minor comments (2)
- The abstract states the high-level claim but does not exhibit the reduction or the role of convexity; the manuscript should include a concise statement of the reduction (e.g., as a numbered theorem or algorithm) early in the introduction or in a dedicated section.
- Notation for the uncertainty set, the robust objective, and the integrality-gap verifier should be introduced uniformly and used consistently throughout; a table or short glossary of symbols would improve readability.
Simulated Author's Rebuttal
We thank the referee for their summary of our work and for the positive significance assessment. The recommendation of minor revision is noted. However, the report lists no specific major comments, so we have no individual points requiring response or revision at this stage.
Circularity Check
No significant circularity detected
full rationale
The paper claims a black-box reduction: an integrality gap verifier for the non-robust LP relaxation yields approximation algorithms for the objective-robust version when uncertainty is convex. The provided abstract and description contain no equations, no fitted parameters renamed as predictions, no self-citations invoked as load-bearing uniqueness theorems, and no ansatzes smuggled via prior work. The reduction is presented as a composition enabled by convexity, with no evidence that any step reduces by construction to its own inputs. This is the normal case of a self-contained algorithmic reduction.
Axiom & Free-Parameter Ledger
Reference graph
Works this paper leans on
-
[1]
A. Agra, M. Santos, D. Nace, and M. Poss. A dynamic program ming approach for a class of robust optimization problems. SIAM Journal on Optimization , 26(3):1799–1823, 2016
work page 2016
-
[2]
A note on th e bertsimas & sim algorithm for robust combi- natorial optimization problems
Eduardo ´Alvarez-Miranda, Ivana Ljubi´ c, and Paolo Toth. A note on th e bertsimas & sim algorithm for robust combi- natorial optimization problems. 4OR, 11(4):349–360, Dec 2013
work page 2013
-
[3]
Robust constrained shortest p ath problems under budgeted uncertainty
Artur Alves Pessoa, Luigi Di Puglia Pugliese, Francesca Guerriero, and Michael Poss. Robust constrained shortest p ath problems under budgeted uncertainty. Networks, 66(2):98–111
-
[4]
A. Ben-Tal, L. El Ghaoui, and A.S. Nemirovski. Robust Optimization . Princeton Series in Applied Mathematics. Princeton University Press, October 2009
work page 2009
-
[5]
A. Ben-Tal and A. Nemirovski. Robust convex optimizatio n. Mathematics of Operations Research , 23(4):769–805, 1998
work page 1998
-
[6]
A. Ben-Tal and A. Nemirovski. Robust optimization - meth odology and applications. Math. Program., 92(3):453–480, 2002
work page 2002
-
[7]
Brown, and Constantine Car amanis
Dimitris Bertsimas, David B. Brown, and Constantine Car amanis. Theory and applications of robust optimization. SIAM Review, 53(3):464–501, 2011
work page 2011
-
[8]
Robust discrete opti mization and network flows
Dimitris Bertsimas and Melvyn Sim. Robust discrete opti mization and network flows. Mathematical Programming, 98(1):49–71, Sep 2003
work page 2003
-
[9]
Robust discrete opti mization under ellipsoidal uncertainty sets
Dimitris Bertsimas and Melvyn Sim. Robust discrete opti mization under ellipsoidal uncertainty sets. Technical re port, Technical report, MIT, 2004
work page 2004
-
[10]
Tractable approxim ations to robust conic optimization problems
Dimitris Bertsimas and Melvyn Sim. Tractable approxim ations to robust conic optimization problems. Math. Program., 107(1-2):5–36, June 2006
work page 2006
-
[11]
John R. Birge and Franois Louveaux. Introduction to Stochastic Programming . Springer Publishing Company, Incor- porated, 2nd edition, 2011
work page 2011
-
[12]
R obust scheduling with budgeted uncertainty
Marin Bougeret, Artur Alves Pessoa, and Michael Poss. R obust scheduling with budgeted uncertainty. Discrete Applied Mathematics, 261:93 – 107, 2019. GO X Meeting, Rigi Kaltbad (CH), July 10– 14, 2016
work page 2019
-
[13]
R. D. Carr and S. V empala. Randomized metarounding. Random Struct. Algorithms , 20(3):343–352, 2002
work page 2002
-
[14]
Erick Delage and Yinyu Y e. Distributionally robust opt imization under moment uncertainty with application to dat a- driven problems. Operations Research, 58(3):595–612, 2010
work page 2010
-
[15]
Kedar Dhamdhere, Vineet Goyal, R. Ravi, and Mohit Singh . How to pay, come what may: Approximation algorithms for demand-robust covering problems. In 46th Annual IEEE Symposium on F oundations of Computer Scien ce (FOCS 2005), 23-25 October 2005, Pittsburgh, PA, USA, Proceeding s, pages 367–378, 2005
work page 2005
-
[16]
L. El Ghaoui, F. Oustry, and H. Lebret. Robust solutions to uncertain semidefinite programs. SIAM Journal on Optimization, 9(1):33–52, 1998
work page 1998
-
[17]
A multiplicative weight updates algo- rithm for packing and covering semi-infinite linear program s
Khaled Elbassioni, Kazuhisa Makino, and Waleed Najy. A multiplicative weight updates algo- rithm for packing and covering semi-infinite linear program s. Algorithmica, Jan 2019. URL: https://doi.org/10.1007/s00453-018-00539-4
-
[18]
O blivious Rounding and the Integrality Gap
Uriel Feige, Michal Feldman, and Inbal Talgam-Cohen. O blivious Rounding and the Integrality Gap. In Klaus Jansen, Claire Mathieu, Jos´ e D. P . Rolim, and Chris Umans, editors,Approximation, Randomization, and Combinatorial Opti- mization. Algorithms and T echniques (APPROX/RANDOM 2016), volume 60 of Leibniz International Proceedings in Informatics (LIPI...
work page 2016
-
[19]
Robust combinatorial optimization with ex- ponential scenarios
Uriel Feige, Kamal Jain, Mohammad Mahdian, and V ahab Mi rrokni. Robust combinatorial optimization with ex- ponential scenarios. In Matteo Fischetti and David P . Willi amson, editors, Integer Programming and Combinatorial Optimization, pages 439–453, Berlin, Heidelberg, 2007. Springer Berlin Heidelberg
work page 2007
-
[20]
Optimization over integers with robustness in cost an d few constraints
Kai-Simon Goetzmann, Sebastian Stiller, and Claudio T elha. Optimization over integers with robustness in cost an d few constraints. In Roberto Solis-Oba and Giuseppe Persian o, editors, Approximation and Online Algorithms , pages 89–101, Berlin, Heidelberg, 2012. Springer Berlin Heidelb erg
work page 2012
-
[21]
M. Gr¨ otschel, L. Lov´ asz, and A. Schrijver. Geometric Algorithms and Combinatorial Optimization , volume 2 of Algorithms and Combinatorics . Springer, second corrected edition, 1993. 14
work page 1993
-
[22]
Combinatorial optimization under ellips oidal uncertainty
Anna Ilyina. Combinatorial optimization under ellips oidal uncertainty. Technischen Universit¨ at Dortmund. Ph .D. Thesis, 2017
work page 2017
-
[23]
Randomized Strategies for Robust Combinatorial Optimization
Y asushi Kawase and Hanna Sumita. Randomized strategie s for robust combinatorial optimization. CoRR, abs/1805.07809, 2018. URL: http://arxiv.org/abs/1805.07809
work page internal anchor Pith review Pith/arXiv arXiv 2018
-
[24]
A. Panconesi and A. Srinivasan. Randomized distribute d edge coloring via an extension of the chernoff–hoeffding bounds. SIAM Journal on Computing , 26(2):350–368, 1997
work page 1997
-
[25]
Contributions to robust combinatorial o ptimization with budgeted uncertainty
Michael Poss. Contributions to robust combinatorial o ptimization with budgeted uncertainty. Universit´ e de Montpellier. Oper- ations Research [cs.RO], 2016. tel-01421260
work page 2016
-
[26]
V azirani.Approximation Algorithms
Vijay V . V azirani.Approximation Algorithms. Springer-V erlag, Berlin, Heidelberg, 2001. 15
work page 2001
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.