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robustsolutionstouncertainlinearcomplementarityproblems
Wu Dan1; Han Jiye2; Zhu Jinghao1
2011
Source Publicationactamathematicaeapplicataesinica
ISSN0168-9673
Volume027Issue:002Pages:339
AbstractIn 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 p-robust counterpart and the p-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 p-robust solutions satisfy. Some special eases are investigated in this paper.
Language英语
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/38586
Collection中国科学院数学与系统科学研究院
Affiliation1.同济大学
2.中国科学院数学与系统科学研究院
Recommended Citation
GB/T 7714
Wu Dan,Han Jiye,Zhu Jinghao. robustsolutionstouncertainlinearcomplementarityproblems[J]. actamathematicaeapplicataesinica,2011,027(002):339.
APA Wu Dan,Han Jiye,&Zhu Jinghao.(2011).robustsolutionstouncertainlinearcomplementarityproblems.actamathematicaeapplicataesinica,027(002),339.
MLA Wu Dan,et al."robustsolutionstouncertainlinearcomplementarityproblems".actamathematicaeapplicataesinica 027.002(2011):339.
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