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Complexity of near-optimal robust versions of multilevel optimization problems

Mathieu Besançon 1 Miguel Anjos 2 Luce Brotcorne 3
3 INOCS - Integrated Optimization with Complex Structure
ULB - Université libre de Bruxelles, Inria Lille - Nord Europe, CRIStAL - Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189
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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https://hal.inria.fr/hal-03149050
Contributor : Mathieu Besançon <>
Submitted on : Monday, February 22, 2021 - 5:16:36 PM
Last modification on : Wednesday, February 24, 2021 - 3:27:03 AM

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  • HAL Id : hal-03149050, version 1
  • ARXIV : 2011.00824

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

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