Γ‐robust linear complementarity problems with ellipsoidal uncertainty sets

DOI10.1111/ITOR.12988OpenAlexW3162611210MaRDI QIDQ6092525FDOQ6092525

Authors:

Publication date: 23 November 2023

Published in: International Transactions in Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/itor.12988

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zbMATH Keywords

linear complementarity problemsrobust optimizationtraffic equilibrium problemsellipsoidal uncertainty sets

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites Work

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• On extensions of the Frank-Wolfe theorems
• A simple characterization of solutions sets of convex programs
• Γ-robust linear complementarity problems
• Robust solutions to uncertain linear complementarity problems
• On robust solutions to uncertain linear complementarity problems and their variants
• On generalizations of the Frank-Wolfe theorem to convex and quasi-convex programmes
• Robust combinatorial optimization under budgeted-ellipsoidal uncertainty
• Title not available (Why is that?)

Cited In (4)

• Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets
• Title not available (Why is that?)
• Existence of solutions to $$\Gamma $$-robust counterparts of gap function formulations of uncertain LCPs with ellipsoidal uncertainty sets
• Γ-robust linear complementarity problems

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