Linear complementarity problems with uncertain variables

MaRDI QIDQ6563741zbMATH OpenFDO

Authors Hongbo Du, Rui Yuan, Xiaojun Mai, Norrina Din

Publication date 27 June 2024

Published in Journal of Nonlinear and Convex Analysis (Search for Journal in Brave)

zbMATH Keywords

Stieltjes integral methodULCP functionuncertain minimization of expected residualsuncertain variableuncertainty linear complementarity problem (ULCP)

Mathematics Subject Classification ID

Variational inequalities (49J40) Set-valued and variational analysis (49J53)

Review text

This paper presents a novel approach to addressing the uncertain linear complementarity problem (ULCP) by introducing an uncertain expected residual minimization (UERM) model. The authors effectively tackle the challenges posed by uncertainty through the use of the Stieltjes integral method, which discretizes the expectations of uncertain variables. The analysis is robust, demonstrating the boundedness of the level set of the UERM problem and proving the convergence of solutions. This work contributes significantly to the field by providing a reliable method for solving ULCPs under uncertainty, which could have broad applications in optimization and decision-making under uncertain conditions.

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Cited in

(1)

• Nonlinear complementarity function and its application in uncertain programming

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