On Robust Solutions to Uncertain Linear Complementarity Problems and their Variants

DOI10.1137/15M1010427zbMath1366.90151arXiv1503.03490MaRDI QIDQ2828336

Uday V. Shanbhag, Yue Xie

Publication date: 25 October 2016

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.03490

zbMATH Keywords

linear complementarity problemrobust optimizationstochastic variational inequality problem

Mathematics Subject Classification ID

Noncooperative games (91A10) Stochastic programming (90C15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Semi-infinite programming (90C34) Traffic problems in operations research (90B20)

Related Items (13)

Γ-robust linear complementarity problems ⋮ Affinely Adjustable Robust Linear Complementarity Problems ⋮ Two-stage stochastic variational inequalities: an ERM-solution procedure ⋮ Expected residual minimization formulation for a class of stochastic linear second-order cone complementarity problems ⋮ Robust market equilibria under uncertain cost ⋮ Distributionally robust stochastic variational inequalities ⋮ Γ‐robust linear complementarity problems with ellipsoidal uncertainty sets ⋮ Sample average approximation of conditional value-at-risk based variational inequalities ⋮ Stochastic \(R_0\) matrix linear complementarity problems: the Fischer-Burmeister function-based expected residual minimization ⋮ Robust weighted expected residual minimization formulation for stochastic vector variational inequalities ⋮ Nonconvex robust programming via value-function optimization ⋮ Games with distributionally robust joint chance constraints ⋮ Unconstrained optimization reformulation for stochastic nonlinear complementarity problems

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