학술
기타
Bilevel linear optimization belongs to NP and admits polynomial-size KKT-based reformulations
arXiv Math
CC BY
이 매체는 공공·자유 라이선스로 본문을 직접 표시합니다.Abstract
It is a well-known result that bilevel linear optimization is NP-hard.
In many publications, reformulations as mixed-integer linear optimization problems are proposed, which suggests that the decision version of the problem belongs to NP.
However, to the best of our knowledge, a rigorous proof of membership in NP has never been published, so we close this gap by reporting a simple but not entirely trivial proof.
A related question is whether a large enough "big M" for the classical KKT-based reformulation can be computed efficiently, which we answer in the affirmative.
In particular, our big M has polynomial encoding length in the original problem data.
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