Complexity of near-optimal robust versions of multilevel optimization problems. - Archive ouverte HAL Access content directly
Journal Articles Optimization Letters Year : 2021

Complexity of near-optimal robust versions of multilevel optimization problems.

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1
Mathieu Besançon
  • Function : Author
Miguel F Anjos
  • Function : Author

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.

Dates and versions

hal-03525049 , version 1 (13-01-2022)

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Mathieu Besançon, Miguel F Anjos, Luce Brotcorne. Complexity of near-optimal robust versions of multilevel optimization problems.. Optimization Letters, 2021, 15 (8), pp.2597-2610. ⟨10.1007/s11590-021-01754-9⟩. ⟨hal-03525049⟩
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