Robust solutions to uncertain linear complementarity problems

DOI10.1007/S10255-010-0033-YMaRDI QIDQ2431061zbMATH OpenOpenAlexFDO

Authors Dan Wu, Jinghao Zhu, Jiye Han

Publication date 8 April 2011

Published in Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10255-010-0033-y

zbMATH Keywords

uncertainty set\(\rho\)-robust solutionrobust optimization technologyuncertain linear complementarity problems

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Semi-infinite programming (90C34)

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Cites work

• scientific article; zbMATH DE number 53115 (Why is no real title available?)
• Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
• Extending scope of robust optimization: comprehensive robust counterparts of uncertain problems
• New reformulations for stochastic nonlinear complementarity problems
• New restricted NCP functions and their applications to stochastic NCP and stochastic MPEC
• Robust Solutions of Uncertain Quadratic and Conic-Quadratic Problems
• Robust convex optimization
• Robust convex quadratically constrained programs
• Robust solutions of linear programming problems contaminated with uncertain data
• Robust solutions of uncertain linear programs
• Sample-path solution of stochastic variational inequalities
• Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization
• Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming
• The Price of Robustness

Cited in

(16)

• Γ-robust linear complementarity problems
• The distributionally robust optimization reformulation for stochastic complementarity problems
• Linear complementarity problems with uncertain variables
• Affinely adjustable robust linear complementarity problems
• The distributionally robust complementarity problem
• CVaR-constrained stochastic programming reformulation for stochastic nonlinear complementarity problems
• Adjustable robust solutions of uncertain linear programs
• Γ‐robust linear complementarity problems with ellipsoidal uncertainty sets
• Stability of the linear complementarity problem properties under interval uncertainty
• Robust solutions of split feasibility problem with uncertain linear operator
• Semidefinite complementarity reformulation for robust Nash equilibrium problems with Euclidean uncertainty sets
• Existence of solutions to \Gamma -robust counterparts of gap function formulations of uncertain LCPs with ellipsoidal uncertainty sets
• Distributionally robust stochastic variational inequalities
• Uncertain linear systems of equations: strong solvability and strong feasibility
• Robust market equilibria under uncertain cost
• On robust solutions to uncertain linear complementarity problems and their variants

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