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arXiv · 2011.00824

Complexity of near-optimal robust versions of multilevel optimization problems

Mathieu Besançon·Miguel F. Anjos·Luce Brotcorne
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Abstract

Near-optimality robustness extends multilevel optimization with a limited deviation of a lower level from its optimal solution, anticipated by higher levels. We analyze the complexity of near-optimal robust multilevel problems, where near-optimal robustness is modelled through additional adversarial decision-makers. Near-optimal robust versions of multilevel problems are shown to remain in the same complexity class as the problem without near-optimality robustness under general conditions.

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Mathieu Besançon, Miguel F. Anjos, Luce Brotcorne. 2020-11-02. Complexity of near-optimal robust versions of multilevel optimization problems. https://doi.org/10.1007/s11590-021-01754-9

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