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A generic optimization framework for resilient systems
Published in Optimization Methods and Software, 2023
Marc E. Pfetsch, Andreas Schmitt
It is important to note that we concentrate on the case in which the feasibility sets and are generic, i.e. we do not exploit their particular structure. In fact, since we deal with mixed-integer nonlinear and nonconvex problems, a practically feasible reformulation for the lower level based on optimality conditions seems to be out of reach. Moreover, we show that the decision version of (2) is on the third level of the polynomial hierarchy and thus extremely challenging. To provide solutions for practical instances, we essentially build on the (implicit) assumption that the number of failures k is small. Nevertheless, we show that our algorithm outperforms an algorithm based on the enumeration of failures.