Affinely Adjustable Robust Linear Complementarity Problems

DOI10.1137/20M1359778zbMath1486.90135arXiv2008.05784OpenAlexW3048970930MaRDI QIDQ5062118

Jan Rolfes, Frauke Liers, Christian Biefel, Martin Schmidt

Publication date: 15 March 2022

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

Full work available at URL: https://arxiv.org/abs/2008.05784

zbMATH Keywords

existenceuniquenesslinear complementarity problemsrobust optimizationadjustable robustness

Mathematics Subject Classification ID

Noncooperative games (91A10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Semi-infinite programming (90C34) General equilibrium theory (91B50) Robustness in mathematical programming (90C17)

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Robust market equilibria under uncertain cost, Solution set bounds for LCPs over tensor spaces, Two-Stage Robust Quadratic Optimization with Equalities and Its Application to Optimal Power Flow

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