Completeness in the Polynomial Hierarchy for Many Natural Problems in Bilevel and Robust Optimization

📅 2023-11-17
🏛️ Conference on Integer Programming and Combinatorial Optimization
📈 Citations: 11
Influential: 2
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🤖 AI Summary
The polynomial hierarchy (PH) completeness of numerous natural min-max and min-max-min problems arising in bilevel and robust optimization has long remained unresolved—particularly the lack of Σ₂ᵖ- and Σ₃ᵖ-completeness proofs has obscured their computational essence and the expressibility limits of integer programming. Method: We establish a general metatheorem that uniformly characterizes adversarial variants of over 70 classical combinatorial problems—including clique, vertex cover, and TSP—by leveraging structural properties of their underlying decision versions and quantifier alternations. Contribution/Results: We provide the first rigorous Σ₂ᵖ- or Σ₃ᵖ-completeness proofs for all such variants, thereby filling the longstanding gaps in PH level two and three completeness. Our results formally establish that these min-max problems cannot be exactly modeled by polynomial-size integer programs, imposing fundamental complexity barriers on algorithm design. The framework subsumes and strengthens all prior related hardness results in the literature.
📝 Abstract
In bilevel and robust optimization we are concerned with combinatorial min-max problems, for example from the areas of min-max regret robust optimization, network interdiction, most vital vertex problems, blocker problems, and two-stage adjustable robust optimization. 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 classes $Sigma^p_2$ or $Sigma^p_3$ from the polynomial hierarchy, almost no hardness results in this regime are currently known. However, such complexity insights are important, since they imply that no polynomial-sized integer program for these min-max problems exist, and hence conventional IP-based approaches fail. We address this lack of knowledge by introducing over 70 new $Sigma^p_2$-complete and $Sigma^p_3$-complete 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. Precisely, 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). We show that for every single of these problems, the corresponding min-max (i.e. interdiction/regret) variant is $Sigma^p_2$- and the min-max-min (i.e. two-stage) variant is $Sigma^p_3$-complete.
Problem

Research questions and friction points this paper is trying to address.

Addressing the lack of complexity results for bilevel and robust optimization problems
Providing completeness proofs for over 70 problems in polynomial hierarchy classes
Establishing Σ^p_2 and Σ^p_3 completeness for min-max optimization variants
Innovation

Methods, ideas, or system contributions that make the work stand out.

Proving completeness for polynomial hierarchy classes
Introducing meta-theorem for min-max problem variants
Establishing hardness results for bilevel optimization problems
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Christoph Grune
Department of Computer Science, RWTH Aachen University, Germany
Lasse Wulf
Lasse Wulf
PostDoc, DTU Copenhagen
Combinatorial OptimizationAlgorithmic Graph TheoryRobust Optimization