Completeness in the Polynomial Hierarchy for many natural Problems in Bilevel and Robust Optimization

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.