Complexity of near-optimal robust versions of multilevel optimization problems
Optimization and Control
2021-08-12 v1 Computational Complexity
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.
Keywords
Cite
@article{arxiv.2011.00824,
title = {Complexity of near-optimal robust versions of multilevel optimization problems},
author = {Mathieu Besançon and Miguel F. Anjos and Luce Brotcorne},
journal= {arXiv preprint arXiv:2011.00824},
year = {2021}
}