On the Relation Between Affinely Adjustable Robust Linear Complementarity and Mixed-Integer Linear Feasibility Problems

DOI10.1007/S11590-023-02093-7OpenAlexW4392457141MaRDI QIDQ6409104FDOQ6409104

Authors Christian Biefel, Martin Schmidt 

Publication date 29 August 2022

Full work available at URL https://doi.org/10.1007/s11590-023-02093-7

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

Abstract: We consider adjustable robust linear complementarity problems and extend the results of Biefel et al. (2022) towards convex and compact uncertainty sets. Moreover, for the case of polyhedral uncertainty sets, we prove that computing an adjustable robust solution of a given linear complementarity problem is equivalent to solving a properly chosen mixed-integer linear feasibility problem.

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