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A large and natural Class of $\Sigma^p_2$- and $\Sigma^p_3$-complete Problems in Bilevel and Robust Optimization

Christoph Gr\"uneLasse Wulf
Nov 2023
Because $\Sigma^p_2$- and $\Sigma^p_3$-hardness proofs are usually tedious and difficult, not so many complete problems for these classes are known. This is especially true in the areas of min-max regret robust optimization, network interdiction, most vital vertex problems, blocker problems, and two-stage adjustable robust optimization problems. Even though these areas are well-researched for over two decades and one would naturally expect many (if not most) of the problems occurring in these areas to be complete for the above classes, almost no completeness results exist in the literature. We address this lack of knowledge by introducing over 70 new $\Sigma^p_2$-complete and $\Sigma^p_3$-complete problems. We achieve this result by proving a new meta-theorem, which shows $\Sigma^p_2$- and $\Sigma^p_3$-completeness simultaneously for a huge class of problems. The majority of all earlier publications on $\Sigma^p_2$- and $\Sigma^p_3$-completeness in said areas are special cases of our meta-theorem. Our precise result is the following: We introduce a large list of problems for which the meta-theorem is applicable (including clique, vertex cover, knapsack, TSP, facility location and many more). For every problem on this list, we show: The interdiction/minimum cost blocker/most vital nodes problem (with element costs) is $\Sigma^p_2$-complete. The min-max-regret problem with interval uncertainty is $\Sigma^p_2$-complete. The two-stage adjustable robust optimization problem with discrete budgeted uncertainty is $\Sigma^p_3$-complete. In summary, our work reveals the interesting insight that a large amount of NP-complete problems have the property that their min-max versions are 'automatically' $\Sigma^p_2$-complete.
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