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Complexity of near-optimal robust versions of multilevel optimization problems

  • 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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Author:Mathieu BesançonORCiD, Miguel F. Anjos, Luce Brotcorne
Document Type:Article
Parent Title (English):Optimization Letters
First Page:2597
Last Page:2610
Year of first publication:2021
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