Biefel, Christian; Schmidt, Martin - In: Optimization Letters 18 (2024) 5, pp. 1303-1311
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...