Mathieu Besançon, Miguel F. Anjos and Luce Brotcorne
Article (2021)
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Published Version Terms of Use: Creative Commons Attribution . Download (459kB) |
Cite this document: | Besançon, M., Anjos, M. F. & Brotcorne, L. (2021). Complexity of near-optimal robust versions of multilevel optimization problems. Optimization Letters, 15(8), p. 2597-2610. doi:10.1007/s11590-021-01754-9 |
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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.
Uncontrolled Keywords
Near-optimal robustness, Multilevel optimization, Complexity theory
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Department: | Département de génie informatique et génie logiciel |
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Funders: | Mermoz scholarship, Centre National de la Recherche Scientifique (CNRS) - Groupement de recherche - Recherche opérationnelle |
Date Deposited: | 19 Jan 2022 17:09 |
Last Modified: | 20 Jan 2022 01:20 |
PolyPublie URL: | https://publications.polymtl.ca/9261/ |
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Journal Title: | Optimization Letters (vol. 15, no. 8) |
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Publisher: | Springer Nature |
Official URL: | https://doi.org/10.1007/s11590-021-01754-9 |
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