What Data Enables Optimal Decisions? An Exact Characterization for Linear Optimization

Omar Bennouna (MIT) · Amine Bennouna (Northwestern University) · Saurabh Amin (MIT) · Asuman Ozdaglar (Massachusetts Institute of Technology)
cost vectordata selection strategydataset informativenessdecision-making taskgeometric characterizationleast-costly datasetlinear programsminimal dataset constructionoptimal decision recoveryoptimal decisions determinationoptimality directionspractical algorithmprincipled foundationtask constraintstask-aware data selectionuncertainty set

We study the fundamental question of how informative a dataset is for solving a given decision-making task. In our setting, the dataset provides partial information about unknown parameters that influence task outcomes. Focusing on linear programs, we characterize when a dataset is sufficient to recover an optimal decision, given an uncertainty set on the cost vector. Our main contribution is a sharp geometric characterization that identifies the directions of the cost vector that matter for optimality, relative to the task constraints and uncertainty set. We further develop a practical algorithm that, for a given task, constructs a minimal or least-costly sufficient dataset. Our results reveal that small, well-chosen datasets can often fully determine optimal decisions