Abstract

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.

中文翻译：

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仿射可调鲁棒线性互补性与混合整数线性可行性问题的关系

摘要

我们考虑可调节鲁棒线性互补问题并扩展了 Biefel 等人的结果。(SIAM J Optim 32:152–172, 2022) 针对凸和紧不确定性集。此外，对于多面体不确定性集的情况，我们证明计算给定线性互补问题的可调鲁棒解等效于求解正确选择的混合整数线性可行性问题。