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Preprints, Working Papers, ... Year : 2021

Complexity of near-optimal robust versions of multilevel optimization problems

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 decisionmakers. 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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hal-03149050 , version 1 (22-02-2021)

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Mathieu Besançon, Miguel F Anjos, Luce Brotcorne. Complexity of near-optimal robust versions of multilevel optimization problems. 2021. ⟨hal-03149050⟩
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