WebOct 14, 2024 · In this paper, we extend the theory of strictly robust linear complementarity problems (LCPs) to Γ-robust settings, where existence of worst-case-hedged equilibria … WebSep 27, 2010 · In this paper, we adopt the robust optimization method to consider linear complementarity problems in which the data is not specified exactly or is uncertain, and it is only known to belong to a prescribed uncertainty set. We propose the notion of the ρ -robust counterpart and the ρ -robust solution of uncertain linear complementarity problems.
Γ-Robust Linear Complementarity Problems – Optimization Online
WebOct 14, 2024 · Complementarity problems are often used to compute equilibria made up of specifically coordinated solutions of different optimization problems. Specific examples … WebWe study uncertain linear complementarity problems (LCPs), that is, problems in which the LCP vector q or the LCP matrix M may contain uncertain parameters. To this end, we use the concept of -robust optimiza-tion applied to the gap function formulation of the LCP. Thus, this work builds upon Krebs and Schmidt (2024). heart hospital lacombe la closing
-robust linear complementarity problems with ellipsoidal …
Webthat computing an adjustable robust solution of a given linear complemen-tarity problem is equivalent to solving a properly chosen mixed-integer linear feasibility problem. 1. Introduction We consider affinely adjustable robust (AAR) linear complementarity problems (LCPs). The classic, i.e., deterministic, LCP is defined as follows. Given a matrix WebJul 5, 2024 · In this paper, we focus on the expected residual minimization (ERM) of the SLCP via the Fischer–Burmeister (FB) function, which enjoys better properties of the continuity and differentiability than the min-function-based ERM when the involved matrix is a stochastic R_0 matrix. WebDec 1, 2000 · The Nonlinear Complementarity Problem (NCP) was introduced by Cottle in his Ph.D. thesis in 1964, and the closely related Variational Inequality Problem (VIP) was introduced by Hartman and Stampacchia in 1966, primarily with the goal of computing stationary points for nonlinear programs. heart hospital lincoln nebraska