On the relation between affinely adjustable robust linear complementarity and mixed-integer linear feasibility problems

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.

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Year of publication:	2024
Authors:	Biefel, Christian ; Schmidt, Martin
Published in:	Optimization Letters. - Berlin, Heidelberg : Springer, ISSN 1862-4480. - Vol. 18.2024, 5, p. 1303-1311
Publisher:	Berlin, Heidelberg : Springer
Subject:	Linear complementarity problems \| Adjustable robustness \| Robust optimization \| Mixed-integer linear optimization

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Type of publication:	Article
Type of publication (narrower categories):	Article
Language:	English
Other identifiers:	10.1007/s11590-023-02093-7 [DOI]
Source:	EconStor

Persistent link: https://www.econbiz.de/10015373227