Linear complementarity problems;
Adjustable robustness;
Robust optimization;
Mixed-integer linear optimization;
D O I:
10.1007/s11590-023-02093-7
中图分类号:
C93 [管理学];
O22 [运筹学];
学科分类号:
070105 ;
12 ;
1201 ;
1202 ;
120202 ;
摘要:
We consider adjustable robust linear complementarity problems and extend the results of Biefel et al. (SIAM J Optim 32:152-172, 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.
机构:
Technion Israel Inst Technol, Fac Ind Engn & Management, Minerva Optimizat Ctr, IL-32000 Haifa, IsraelTechnion Israel Inst Technol, Fac Ind Engn & Management, Minerva Optimizat Ctr, IL-32000 Haifa, Israel
Ben-Tal, A
Goryashko, A
论文数: 0引用数: 0
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机构:Technion Israel Inst Technol, Fac Ind Engn & Management, Minerva Optimizat Ctr, IL-32000 Haifa, Israel
Goryashko, A
Guslitzer, E
论文数: 0引用数: 0
h-index: 0
机构:Technion Israel Inst Technol, Fac Ind Engn & Management, Minerva Optimizat Ctr, IL-32000 Haifa, Israel
Guslitzer, E
Nemirovski, A
论文数: 0引用数: 0
h-index: 0
机构:Technion Israel Inst Technol, Fac Ind Engn & Management, Minerva Optimizat Ctr, IL-32000 Haifa, Israel
机构:
Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R ChinaHong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China
Chen, Xiaojun
Wets, Roger J-B
论文数: 0引用数: 0
h-index: 0
机构:
Univ Calif Davis, Dept Math, Davis, CA 95616 USAHong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China
Wets, Roger J-B
Zhang, Yanfang
论文数: 0引用数: 0
h-index: 0
机构:
Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R ChinaHong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China
机构:
Technion Israel Inst Technol, Fac Ind Engn & Management, Minerva Optimizat Ctr, IL-32000 Haifa, IsraelTechnion Israel Inst Technol, Fac Ind Engn & Management, Minerva Optimizat Ctr, IL-32000 Haifa, Israel
Ben-Tal, A
Goryashko, A
论文数: 0引用数: 0
h-index: 0
机构:Technion Israel Inst Technol, Fac Ind Engn & Management, Minerva Optimizat Ctr, IL-32000 Haifa, Israel
Goryashko, A
Guslitzer, E
论文数: 0引用数: 0
h-index: 0
机构:Technion Israel Inst Technol, Fac Ind Engn & Management, Minerva Optimizat Ctr, IL-32000 Haifa, Israel
Guslitzer, E
Nemirovski, A
论文数: 0引用数: 0
h-index: 0
机构:Technion Israel Inst Technol, Fac Ind Engn & Management, Minerva Optimizat Ctr, IL-32000 Haifa, Israel
机构:
Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R ChinaHong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China
Chen, Xiaojun
Wets, Roger J-B
论文数: 0引用数: 0
h-index: 0
机构:
Univ Calif Davis, Dept Math, Davis, CA 95616 USAHong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China
Wets, Roger J-B
Zhang, Yanfang
论文数: 0引用数: 0
h-index: 0
机构:
Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R ChinaHong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China