Complexity of near-optimal robust versions of multilevel optimization problems

Author:

Besançon Mathieu,Anjos Miguel F.ORCID,Brotcorne Luce

Abstract

AbstractNear-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.

Funder

NSERC Energy Storage Technologies Network

Région Hauts-de-France

Publisher

Springer Science and Business Media LLC

Subject

Control and Optimization

Reference22 articles.

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