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arXiv 2011.00824math.OCcs.CC
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多级最优化问题的近优鲁棒解的复杂性

Complexity of near-optimal robust versions of multilevel optimization problems

Mathieu Besançon, Miguel F. Anjos, Luce Brotcorne

摘要:

近似最优鲁棒性扩展了多级优化,其中较低级别与其最优解的有限偏差由较高级别预测。我们分析了接近最优的鲁棒性多级问题的复杂性,其中接近最优的鲁棒性是通过额外的对抗性决策者建模的。多级问题的近优鲁棒版本保持在相同的复杂性类的问题,没有近优鲁棒性在一般条件下。

英文摘要:

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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