Robust solutions to uncertain linear complementarity problems

doi:10.1007/s10255-010-0033-y

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	Robust solutions to uncertain linear complementarity problems
	Wu, Dan 1; Han, Ji-ye 2; Zhu, Jing-hao 3
	2011-04-01
发表期刊	ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES
ISSN	0168-9673
卷号	27 期号:2 页码:339-352
摘要	In this paper, we adopt the robust optimization method to consider linear complementarity problems in which the data is not specified exactly or is uncertain, and it is only known to belong to a prescribed uncertainty set. We propose the notion of the rho-robust counterpart and the rho-robust solution of uncertain linear complementarity problems. We discuss uncertain linear complementarity problems with three different uncertainty sets, respectively, including an unknown-but-bounded uncertainty set, an ellipsoidal uncertainty set and an intersection-of-ellipsoids uncertainty set, and present some sufficient and necessary (or sufficient) conditions which rho-robust solutions satisfy. Some special cases are investigated in this paper.
关键词	uncertain linear complementarity problems robust optimization technology uncertainty set rho-robust solution
DOI	10.1007/s10255-010-0033-y
语种	英语
资助项目	National Natural Science Foundation of China[10671010] ; National Natural Science Foundation of China[10871144] ; National Natural Science Foundation of China[10671145]
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied
WOS记录号	WOS:000288251100015
出版者	SPRINGER HEIDELBERG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/11287
专题	中国科学院数学与系统科学研究院
通讯作者	Wu, Dan
作者单位	1.Tongji Univ, Dept Appl Math, Shanghai 200092, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 3.Tongji Univ, Dept Math, Shanghai 200092, Peoples R China
推荐引用方式 GB/T 7714	Wu, Dan,Han, Ji-ye,Zhu, Jing-hao. Robust solutions to uncertain linear complementarity problems[J]. ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,2011,27(2):339-352.
APA	Wu, Dan,Han, Ji-ye,&Zhu, Jing-hao.(2011).Robust solutions to uncertain linear complementarity problems.ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES,27(2),339-352.
MLA	Wu, Dan,et al."Robust solutions to uncertain linear complementarity problems".ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES 27.2(2011):339-352.