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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.
Author: | Mathieu BesançonORCiD, Miguel F. Anjos, Luce Brotcorne |
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Document Type: | Article |
Parent Title (English): | Optimization Letters |
Volume: | 15 |
Issue: | 8 |
First Page: | 2597 |
Last Page: | 2610 |
Year of first publication: | 2021 |
DOI: | https://doi.org/10.1007/s11590-021-01754-9 |